Linear regression in Ruby

Mon, 30 Mar 2020 22:52:42 +0000

Let’s say you have the following 5 numbers:

values = [100, 200, 300, 400, 500]

To predict the next 3 in this series you need linear regression:

def linear_regression(pairs)
  n = pairs.size

  sum_x = pairs.map { |x, _| x }.sum.to_f
  sum_y = pairs.map { |_, y| y }.sum.to_f

  sum_xx = pairs.map { |x, _| x * x }.sum.to_f
  sum_xy = pairs.map { |x, y| x * y }.sum.to_f

  a = (    n * sum_xy - sum_x * sum_y ) / (n * sum_xx - sum_x**2)
  b = (sum_y * sum_xx - sum_x * sum_xy) / (n * sum_xx - sum_x**2)

  [a, b]
end

Call the function above with pairs of [index, value]:

Math on Codrut Constantin Gusoi

Linear regression in Ruby