find the least squared error in python

To find the least squared error in Python, we can use the NumPy package to perform linear regression with the least squares method. The steps to follow are:

  1. Import the NumPy package
  2. Define the independent variable (x) and dependent variable (y) arrays
  3. Use the np.polyfit function to perform a linear regression and find the slope and y-intercept of the line of best fit
  4. Calculate the predicted values of y using the regression equation
  5. Calculate the residuals (the difference between predicted y and actual y values)
  6. Find the sum of the squared residuals
  7. Optimize the sum of squared residuals (or minimize it) using an optimization function like np.optimize.minimize_scalar

Here's an example code block:

main.py
import numpy as np

# Step 1: Define x and y arrays
x = np.array([1, 2, 3, 4, 5])
y = np.array([1, 3, 2, 3, 5])

# Step 2: Perform linear regression using np.polyfit
slope, intercept = np.polyfit(x, y, 1)

# Step 3: Calculate predicted values of y using the regression equation
y_pred = slope * x + intercept

# Step 4: Calculate residuals
residuals = y_pred - y

# Step 5: Find the sum of squared residuals
sum_sq_err = np.sum(residuals**2)

# Step 6: Optimize sum of squared residuals using np.optimize.minimize_scalar
def sum_sq_err_func(slope, x, y):
    y_pred = slope * x + intercept
    residuals = y_pred - y
    return np.sum(residuals**2)

opt_result = np.optimize.minimize_scalar(sum_sq_err_func, args=(x, y))

# The optimized slope is:
opt_slope = opt_result.x
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