fix: least_squares implementation #1550
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@msluszniak This might be relevant to Scholar. |
josevalim
approved these changes
Oct 29, 2024
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The Nx.LinAlg.least_squares implementation assumed that for square matrices, it should fall back to Nx.LinAlg.solve.
However, the least squares solution is to minimize norm(Ax - b, 2), which isn't necessarily equal to solving Ax = b.
For example, if A = [[1, 2], [2, 4]] and b = [[3], [5]], Nx.LinAlg.solve will not be able to find a solution as the system doesn't have a valid solution. By going the pinv route, the minimal solution will be found.