James D. McCaffrey

The goal of a machine learning regression model is to predict a single numeric value. For example, you might want to predict the bank account balance of a person based on their age, height, and annual income.

After a regression model has been created, it’s a good idea to evaluate the model. Common metrics are prediction percent accuracy, mean squared error or root mean squared error, and R2 (coefficient of determination). It’s also a good idea to compute a baseline accuracy and a baseline mean squared error, where the baseline metric assumes that you just predict the average of the target y values in the training data. If a prediction model has worse prediction accuracy than the baseline accuracy, something is seriously wrong with the model.

I put together a demo to illustrate the idea. I used linear regression, implemented from scratch using the C# language. The output of my demo is:

Begin C# linear regression baseline accuracy demo

Loading synthetic train (200) and test (40) data
Done

First three train X:
 -0.1660  0.4406 -0.9998 -0.3953 -0.7065
  0.0776 -0.1616  0.3704 -0.5911  0.7562
 -0.9452  0.3409 -0.1654  0.1174 -0.7192

First three train y:
  0.4840
  0.1568
  0.8054

Creating and training  model using left pseudo-inverse
Done

Model weights:
-0.2656  0.0333  -0.0454  0.0358  -0.1146
Bias/constant: 0.3619

Evaluating trained model

Accuracy train (within 0.10) = 0.4600
Accuracy test (within 0.10) = 0.6500

Baseline accuracy train (within 0.10) = 0.1100
Baseline accuracy test (within 0.10) = 0.0750

End demo

The demo data is synthetic. There are 5 predictor values. The trained model scores 46% accuracy on the 200-item training data and 65% accuracy on the 40-item test data. A prediction is scored correct if it is within 10% of the true target value. The model accuracy is poor because the synthetic data has a complex, non-linear structure.

But the baseline accuracy, where you just predict the average target y value for every input, is only 11% on the training data and 7.5% on the test data. Therefore, the linear regression model is much better than naively predicting the average y value.

In addition to computing model accuracy and baseline accuracy, it’s a good idea to compute model mean squared error and baseline mean squared error. And computing model R2 is a good idea too — R2 combines accuracy and baseline accuracy into one metric in the sense that R2 is accuracy relative to always guessing the mean target y value.

Galaxy Science Fiction was published from 1950 to 1980. It was the leading science fiction magazine of its time. The magazine had beautiful cover art. Famous space artist Chesley Bonestell is known for his accuracy in depicting technologies and space geology. Bonestell did three early covers in 1951: February (issue #5), May (#8), and November (#14).

Demo program. Replace “lt” (less than), “gt”, “lte”, “gte” with Boolean operator symbols (my blog editor often chokes on symbols).

using System;
using System.IO;
using System.Collections.Generic;

namespace LinearRegressionBaselines
{
  internal class LinearRegressionProgram
  {
    static void Main(string[] args)
    {
      Console.WriteLine("\nBegin C# linear regression" +
        " baseline accuracy demo ");

      // 1. load data
      Console.WriteLine("\nLoading synthetic train" +
        " (200) and test (40) data");
      string trainFile =
        "..\\..\\..\\Data\\synthetic_train_200.txt";
      int[] colsX = new int[] { 0, 1, 2, 3, 4 };
      double[][] trainX =
        MatLoad(trainFile, colsX, ',', "#");
      double[] trainY =
        MatToVec(MatLoad(trainFile,
        new int[] { 5 }, ',', "#"));

      string testFile =
        "..\\..\\..\\Data\\synthetic_test_40.txt";
      double[][] testX =
        MatLoad(testFile, colsX, ',', "#");
      double[] testY =
        MatToVec(MatLoad(testFile,
        new int[] { 5 }, ',', "#"));
      Console.WriteLine("Done ");

      Console.WriteLine("\nFirst three train X: ");
      for (int i = 0; i "lt" 3; ++i)
        VecShow(trainX[i], 4, 8);

      Console.WriteLine("\nFirst three train y: ");
      for (int i = 0; i "lt" 3; ++i)
        Console.WriteLine(trainY[i].ToString("F4").
          PadLeft(8));

      // 2. create and train model
      Console.WriteLine("\nCreating and training" +
       "  model using left pseudo-inverse ");

      LinearRegressor model = new LinearRegressor();
      model.TrainLeftPinv(trainX, trainY);
      Console.WriteLine("Done ");

      // 2b.show model parameters
      Console.WriteLine("\nModel weights: ");
      for (int i = 0; i "lt" model.weights.Length; ++i)
        Console.Write(model.weights[i].ToString("F4") + "  ");
      Console.WriteLine("\nBias/constant: " +
        model.bias.ToString("F4"));

      // 3. evaluate model
      Console.WriteLine("\nEvaluating trained model ");

      double accTrain = Eval.Accuracy(model,
        trainX, trainY, 0.10);
      Console.WriteLine("\nAccuracy train (within 0.10) = " +
        accTrain.ToString("F4"));
      double accTest = Eval.Accuracy(model,
        testX, testY, 0.10);
      Console.WriteLine("Accuracy test (within 0.10) = " +
        accTest.ToString("F4"));

      double baseAccTrain =
        Eval.BaselineAccuracy(trainX, trainY, 0.10);
      Console.WriteLine("\nBaseline accuracy train" +
        " (within 0.10) = " + baseAccTrain.ToString("F4"));
      double baseAccTest =
        Eval.BaselineAccuracy(testX, testY, 0.10);
      Console.WriteLine("Baseline accuracy test " +
        "(within 0.10) = " + baseAccTest.ToString("F4"));

      Console.WriteLine("\nEnd demo ");
      Console.ReadLine();
    } // Main

    // ------------------------------------------------------
    // helpers for Main()
    // ------------------------------------------------------

    static double[][] MatLoad(string fn, int[] usecols,
      char sep, string comment)
    {
      List"lt"double[]"gt" result = 
        new List"lt"double[]"gt"();
      string line = "";
      FileStream ifs = new FileStream(fn, FileMode.Open);
      StreamReader sr = new StreamReader(ifs);
      while ((line = sr.ReadLine()) != null)
      {
        if (line.StartsWith(comment) == true)
          continue;
        string[] tokens = line.Split(sep);
        List"lt"double"gt" lst = new List"lt"double"gt"();
        for (int j = 0; j "lt" usecols.Length; ++j)
          lst.Add(double.Parse(tokens[usecols[j]]));
        double[] row = lst.ToArray();
        result.Add(row);
      }
      sr.Close(); ifs.Close();
      return result.ToArray();
    }

    static double[] MatToVec(double[][] M)
    {
      int nRows = M.Length;
      int nCols = M[0].Length;
      double[] result = new double[nRows * nCols];
      int k = 0;
      for (int i = 0; i "lt" nRows; ++i)
        for (int j = 0; j "lt" nCols; ++j)
          result[k++] = M[i][j];
      return result;
    }

    static void VecShow(double[] vec, int dec, int wid)
    {
      for (int i = 0; i "lt" vec.Length; ++i)
        Console.Write(vec[i].ToString("F" + dec).
          PadLeft(wid));
      Console.WriteLine("");
    }
  } // class Program

  // ========================================================

  public class LinearRegressor
  {
    public double[] weights;
    public double bias;
    private Random rnd;

    public LinearRegressor(int seed = 0)
    {
      this.weights = new double[0]; // keep compiler happy
      this.bias = 0;
      this.rnd = new Random(seed); // not used
    }

    // ------------------------------------------------------

    public void TrainLeftPinv(double[][] trainX,
      double[] trainY)
    {
      // pseudo-inverse via normal equations
      // wts_bias = (inv(Xt * X) * Xt) * trainY
      int dim = trainX[0].Length;
      this.weights = new double[dim];

      double[][] X = MatDesign(trainX);
      double[][] Xinv = Cholesky.MatPseudoInv(X);
      double[] biasAndWts =
        MatVecProduct(Xinv, trainY);

      // extract bias and weights
      this.bias = biasAndWts[0];
      for (int i = 1; i "lt" biasAndWts.Length; ++i)
        this.weights[i - 1] = biasAndWts[i];
      return;  // all done
    } // TrainClosed()

    private static double[] MatVecProduct(double[][] A,
        double[] v)
    {
      // helper for TrainLeftPinv()
      double[] result = new double[A.Length];
      for (int i = 0; i "lt" A.Length; ++i)
        for (int k = 0; k "lt" A[0].Length; ++k)
          result[i] += A[i][k] * v[k];
      return result;
    }

    // ------------------------------------------------------

    private static double[][] MatDesign(double[][] M)
    {
      // helper for TrainLeftPinv()
      int nRows = M.Length; int nCols = M[0].Length;
      double[][] result = new double[nRows][];
      for (int i = 0; i "lt" nRows; ++i)
        result[i] = new double[nCols + 1];
      for (int i = 0; i "lt" nRows; ++i)
      {
        result[i][0] = 1.0;
        for (int j = 1; j "lt" nCols + 1; ++j)
          result[i][j] = M[i][j - 1];
      }
      return result;
    }

    // ------------------------------------------------------

    public double Predict(double[] x)
    {
      double result = 0.0;
      for (int j = 0; j "lt" x.Length; ++j)
        result += x[j] * this.weights[j];
      result += this.bias;
      return result;
    }

    // ------------------------------------------------------

  } // class LinearRegressor

  // ========================================================

  public class Cholesky
  {
    // container class for MatPseudoInv() for TrainLeftPinv()

    public static double[][] MatPseudoInv(double[][] A)
    {
      // left pseudo-inverse via normal equations
      // nRows must be gte nCols
      // inv(At * A) * A
      double[][] At = MatTranspose(A);
      double[][] AtA = MatProduct(At, A);
      for (int i = 0; i "lt" AtA.Length; ++i)
        AtA[i][i] += 1.0e-8; /// condition before inv
      double[][] AtAinv = MatInvCholesky(AtA);
      double[][] pinv = MatProduct(AtAinv, At);
      return pinv;
    } // MatPseudoInv()

    // ------------------------------------------------------

    private static double[][] MatInvCholesky(double[][] A)
    {
      // A must be square, symmetric, positive definite
      int m = A.Length; int n = A[0].Length;  // m == n
      // 1. decompose A to L
      double[][] L = new double[n][];
      for (int i = 0; i "lt" n; ++i)
        L[i] = new double[n];

      for (int i = 0; i "lt" n; ++i)
      {
        for (int j = 0; j "lte" i; ++j)
        {
          double sum = 0.0;
          for (int k = 0; k "lt" j; ++k)
            sum += L[i][k] * L[j][k];
          if (i == j)
          {
            double tmp = A[i][i] - sum;
            if (tmp "lt" 0.0)
              throw new
                Exception("decomp Cholesky fatal");
            L[i][j] = Math.Sqrt(tmp);
          }
          else
          {
            if (L[j][j] == 0.0)
              throw new
                Exception("decomp Cholesky fatal ");
            L[i][j] = (A[i][j] - sum) / L[j][j];
          }
        } // j
      } // i

      // 2. compute inverse from L
      double[][] result = new double[n][];  // make Identity
      for (int i = 0; i "lt" n; ++i)
        result[i] = new double[n];
      for (int i = 0; i "lt" n; ++i)
        result[i][i] = 1.0;

      for (int k = 0; k "lt" n; ++k)
      {
        for (int j = 0; j "lt" n; j++)
        {
          for (int i = 0; i "lt" k; i++)
          {
            result[k][j] -= result[i][j] * L[k][i];
          }
          result[k][j] /= L[k][k];
        }
      }

      for (int k = n - 1; k "gte" 0; --k)
      {
        for (int j = 0; j "lt" n; j++)
        {
          for (int i = k + 1; i "lt" n; i++)
          {
            result[k][j] -= result[i][j] * L[i][k];
          }
          result[k][j] /= L[k][k];
        }
      }
      return result;
    } // MatInvCholesky()

    // ------------------------------------------------------

    private static double[][] MatTranspose(double[][] M)
    {
      int nr = M.Length; int nc = M[0].Length;
      double[][] result = new double[nc][]; // note
      for (int i = 0; i "lt" nc; ++i)
        result[i] = new double[nr];
      for (int i = 0; i "lt" nr; ++i)
        for (int j = 0; j "lt" nc; ++j)
          result[j][i] = M[i][j]; // note
      return result;
    }

    // ````````````````````````````````````````````````````

    private static double[][] MatProduct(double[][] A,
      double[][] B)
    {
      int aRows = A.Length; int aCols = A[0].Length;
      int bRows = B.Length; int bCols = B[0].Length;
      if (aCols != bRows)
        throw new Exception("Non-conformable matrices");

      double[][] result = new double[aRows][];
      for (int i = 0; i "lt" aRows; ++i)
        result[i] = new double[bCols];

      for (int i = 0; i "lt" aRows; ++i) // each row of A
        for (int j = 0; j "lt" bCols; ++j) // each col of B
          for (int k = 0; k "lt" aCols; ++k)
            result[i][j] += A[i][k] * B[k][j];
      return result;
    }

    // ------------------------------------------------------

  } // class Cholesky

  // ========================================================

  public class Eval
  {
    // uses 'dynamic' keyword (C# 4.0, 2010 and later)

    public static double Accuracy(dynamic model,
      double[][] dataX, double[] dataY, double pctClose)
    {
      int numCorrect = 0; int numWrong = 0;
      for (int i = 0; i "lt" dataX.Length; ++i)
      {
        double actualY = dataY[i];
        double predY = model.Predict(dataX[i]); // assume
        if (Math.Abs(predY - actualY) "lt"
          Math.Abs(pctClose * actualY))
          ++numCorrect;
        else
          ++numWrong;
      }
      return (numCorrect * 1.0) / (numWrong + numCorrect);
    }

    // ------------------------------------------------------

    public static double BaselineAccuracy(double[][] dataX,
      double[] dataY, double pctClose)
    {
      // compute avg of y values
      int n = dataY.Length;
      double sum = 0.0;

      for (int i = 0; i "lt" n; ++i)
        sum += dataY[i];
      double meanY = sum / n;

      // always predict the mean
      int numCorrect = 0; int numWrong = 0;
      for (int i = 0; i "lt" dataX.Length; ++i)
      {
        double actualY = dataY[i];
        double predY = meanY;
        if (Math.Abs(predY - actualY) "lt"
          Math.Abs(pctClose * actualY))
          ++numCorrect;
        else
          ++numWrong;
      }
      return (numCorrect * 1.0) / (numWrong + numCorrect);
    }

    // ------------------------------------------------------

  } // class Eval


  // ========================================================

} // ns

Training data:

# synthetic_train_200.txt
#
-0.1660,  0.4406, -0.9998, -0.3953, -0.7065,  0.4840
 0.0776, -0.1616,  0.3704, -0.5911,  0.7562,  0.1568
-0.9452,  0.3409, -0.1654,  0.1174, -0.7192,  0.8054
 0.9365, -0.3732,  0.3846,  0.7528,  0.7892,  0.1345
-0.8299, -0.9219, -0.6603,  0.7563, -0.8033,  0.7955
 0.0663,  0.3838, -0.3690,  0.3730,  0.6693,  0.3206
-0.9634,  0.5003,  0.9777,  0.4963, -0.4391,  0.7377
-0.1042,  0.8172, -0.4128, -0.4244, -0.7399,  0.4801
-0.9613,  0.3577, -0.5767, -0.4689, -0.0169,  0.6861
-0.7065,  0.1786,  0.3995, -0.7953, -0.1719,  0.5569
 0.3888, -0.1716, -0.9001,  0.0718,  0.3276,  0.2500
 0.1731,  0.8068, -0.7251, -0.7214,  0.6148,  0.3297
-0.2046, -0.6693,  0.8550, -0.3045,  0.5016,  0.2129
 0.2473,  0.5019, -0.3022, -0.4601,  0.7918,  0.2613
-0.1438,  0.9297,  0.3269,  0.2434, -0.7705,  0.5171
 0.1568, -0.1837, -0.5259,  0.8068,  0.1474,  0.3307
-0.9943,  0.2343, -0.3467,  0.0541,  0.7719,  0.5581
 0.2467, -0.9684,  0.8589,  0.3818,  0.9946,  0.1092
-0.6553, -0.7257,  0.8652,  0.3936, -0.8680,  0.7018
 0.8460,  0.4230, -0.7515, -0.9602, -0.9476,  0.1996
-0.9434, -0.5076,  0.7201,  0.0777,  0.1056,  0.5664
 0.9392,  0.1221, -0.9627,  0.6013, -0.5341,  0.1533
 0.6142, -0.2243,  0.7271,  0.4942,  0.1125,  0.1661
 0.4260,  0.1194, -0.9749, -0.8561,  0.9346,  0.2230
 0.1362, -0.5934, -0.4953,  0.4877, -0.6091,  0.3810
 0.6937, -0.5203, -0.0125,  0.2399,  0.6580,  0.1460
-0.6864, -0.9628, -0.8600, -0.0273,  0.2127,  0.5387
 0.9772,  0.1595, -0.2397,  0.1019,  0.4907,  0.1611
 0.3385, -0.4702, -0.8673, -0.2598,  0.2594,  0.2270
-0.8669, -0.4794,  0.6095, -0.6131,  0.2789,  0.4700
 0.0493,  0.8496, -0.4734, -0.8681,  0.4701,  0.3516
 0.8639, -0.9721, -0.5313,  0.2336,  0.8980,  0.1412
 0.9004,  0.1133,  0.8312,  0.2831, -0.2200,  0.1782
 0.0991,  0.8524,  0.8375, -0.2102,  0.9265,  0.2150
-0.6521, -0.7473, -0.7298,  0.0113, -0.9570,  0.7422
 0.6190, -0.3105,  0.8802,  0.1640,  0.7577,  0.1056
 0.6895,  0.8108, -0.0802,  0.0927,  0.5972,  0.2214
 0.1982, -0.9689,  0.1870, -0.1326,  0.6147,  0.1310
-0.3695,  0.7858,  0.1557, -0.6320,  0.5759,  0.3773
-0.1596,  0.3581,  0.8372, -0.9992,  0.9535,  0.2071
-0.2468,  0.9476,  0.2094,  0.6577,  0.1494,  0.4132
 0.1737,  0.5000,  0.7166,  0.5102,  0.3961,  0.2611
 0.7290, -0.3546,  0.3416, -0.0983, -0.2358,  0.1332
-0.3652,  0.2438, -0.1395,  0.9476,  0.3556,  0.4170
-0.6029, -0.1466, -0.3133,  0.5953,  0.7600,  0.4334
-0.4596, -0.4953,  0.7098,  0.0554,  0.6043,  0.2775
 0.1450,  0.4663,  0.0380,  0.5418,  0.1377,  0.2931
-0.8636, -0.2442, -0.8407,  0.9656, -0.6368,  0.7429
 0.6237,  0.7499,  0.3768,  0.1390, -0.6781,  0.2185
-0.5499,  0.1850, -0.3755,  0.8326,  0.8193,  0.4399
-0.4858, -0.7782, -0.6141, -0.0008,  0.4572,  0.4197
 0.7033, -0.1683,  0.2334, -0.5327, -0.7961,  0.1776
 0.0317, -0.0457, -0.6947,  0.2436,  0.0880,  0.3345
 0.5031, -0.5559,  0.0387,  0.5706, -0.9553,  0.3107
-0.3513,  0.7458,  0.6894,  0.0769,  0.7332,  0.3170
 0.2205,  0.5992, -0.9309,  0.5405,  0.4635,  0.3532
-0.4806, -0.4859,  0.2646, -0.3094,  0.5932,  0.3202
 0.9809, -0.3995, -0.7140,  0.8026,  0.0831,  0.1600
 0.9495,  0.2732,  0.9878,  0.0921,  0.0529,  0.1289
-0.9476, -0.6792,  0.4913, -0.9392, -0.2669,  0.5966
 0.7247,  0.3854,  0.3819, -0.6227, -0.1162,  0.1550
-0.5922, -0.5045, -0.4757,  0.5003, -0.0860,  0.5863
-0.8861,  0.0170, -0.5761,  0.5972, -0.4053,  0.7301
 0.6877, -0.2380,  0.4997,  0.0223,  0.0819,  0.1404
 0.9189,  0.6079, -0.9354,  0.4188, -0.0700,  0.1907
-0.1428, -0.7820,  0.2676,  0.6059,  0.3936,  0.2790
 0.5324, -0.3151,  0.6917, -0.1425,  0.6480,  0.1071
-0.8432, -0.9633, -0.8666, -0.0828, -0.7733,  0.7784
-0.9444,  0.5097, -0.2103,  0.4939, -0.0952,  0.6787
-0.0520,  0.6063, -0.1952,  0.8094, -0.9259,  0.4836
 0.5477, -0.7487,  0.2370, -0.9793,  0.0773,  0.1241
 0.2450,  0.8116,  0.9799,  0.4222,  0.4636,  0.2355
 0.8186, -0.1983, -0.5003, -0.6531, -0.7611,  0.1511
-0.4714,  0.6382, -0.3788,  0.9648, -0.4667,  0.5950
 0.0673, -0.3711,  0.8215, -0.2669, -0.1328,  0.2677
-0.9381,  0.4338,  0.7820, -0.9454,  0.0441,  0.5518
-0.3480,  0.7190,  0.1170,  0.3805, -0.0943,  0.4724
-0.9813,  0.1535, -0.3771,  0.0345,  0.8328,  0.5438
-0.1471, -0.5052, -0.2574,  0.8637,  0.8737,  0.3042
-0.5454, -0.3712, -0.6505,  0.2142, -0.1728,  0.5783
 0.6327, -0.6297,  0.4038, -0.5193,  0.1484,  0.1153
-0.5424,  0.3282, -0.0055,  0.0380, -0.6506,  0.6613
 0.1414,  0.9935,  0.6337,  0.1887,  0.9520,  0.2540
-0.9351, -0.8128, -0.8693, -0.0965, -0.2491,  0.7353
 0.9507, -0.6640,  0.9456,  0.5349,  0.6485,  0.1059
-0.0462, -0.9737, -0.2940, -0.0159,  0.4602,  0.2606
-0.0627, -0.0852, -0.7247, -0.9782,  0.5166,  0.2977
 0.0478,  0.5098, -0.0723, -0.7504, -0.3750,  0.3335
 0.0090,  0.3477,  0.5403, -0.7393, -0.9542,  0.4415
-0.9748,  0.3449,  0.3736, -0.1015,  0.8296,  0.4358
 0.2887, -0.9895, -0.0311,  0.7186,  0.6608,  0.2057
 0.1570, -0.4518,  0.1211,  0.3435, -0.2951,  0.3244
 0.7117, -0.6099,  0.4946, -0.4208,  0.5476,  0.1096
-0.2929, -0.5726,  0.5346, -0.3827,  0.4665,  0.2465
 0.4889, -0.5572, -0.5718, -0.6021, -0.7150,  0.2163
-0.7782,  0.3491,  0.5996, -0.8389, -0.5366,  0.6516
-0.5847,  0.8347,  0.4226,  0.1078, -0.3910,  0.6134
 0.8469,  0.4121, -0.0439, -0.7476,  0.9521,  0.1571
-0.6803, -0.5948, -0.1376, -0.1916, -0.7065,  0.7156
 0.2878,  0.5086, -0.5785,  0.2019,  0.4979,  0.2980
 0.2764,  0.1943, -0.4090,  0.4632,  0.8906,  0.2960
-0.8877,  0.6705, -0.6155, -0.2098, -0.3998,  0.7107
-0.8398,  0.8093, -0.2597,  0.0614, -0.0118,  0.6502
-0.8476,  0.0158, -0.4769, -0.2859, -0.7839,  0.7715
 0.5751, -0.7868,  0.9714, -0.6457,  0.1448,  0.1175
 0.4802, -0.7001,  0.1022, -0.5668,  0.5184,  0.1090
 0.4458, -0.6469,  0.7239, -0.9604,  0.7205,  0.0779
 0.5175,  0.4339,  0.9747, -0.4438, -0.9924,  0.2879
 0.8678,  0.7158,  0.4577,  0.0334,  0.4139,  0.1678
 0.5406,  0.5012,  0.2264, -0.1963,  0.3946,  0.2088
-0.9938,  0.5498,  0.7928, -0.5214, -0.7585,  0.7687
 0.7661,  0.0863, -0.4266, -0.7233, -0.4197,  0.1466
 0.2277, -0.3517, -0.0853, -0.1118,  0.6563,  0.1767
 0.3499, -0.5570, -0.0655, -0.3705,  0.2537,  0.1632
 0.7547, -0.1046,  0.5689, -0.0861,  0.3125,  0.1257
 0.8186,  0.2110,  0.5335,  0.0094, -0.0039,  0.1391
 0.6858, -0.8644,  0.1465,  0.8855,  0.0357,  0.1845
-0.4967,  0.4015,  0.0805,  0.8977,  0.2487,  0.4663
 0.6760, -0.9841,  0.9787, -0.8446, -0.3557,  0.1509
-0.1203, -0.4885,  0.6054, -0.0443, -0.7313,  0.4854
 0.8557,  0.7919, -0.0169,  0.7134, -0.1628,  0.2002
 0.0115, -0.6209,  0.9300, -0.4116, -0.7931,  0.4052
-0.7114, -0.9718,  0.4319,  0.1290,  0.5892,  0.3661
 0.3915,  0.5557, -0.1870,  0.2955, -0.6404,  0.2954
-0.3564, -0.6548, -0.1827, -0.5172, -0.1862,  0.4622
 0.2392, -0.4959,  0.5857, -0.1341, -0.2850,  0.2470
-0.3394,  0.3947, -0.4627,  0.6166, -0.4094,  0.5325
 0.7107,  0.7768, -0.6312,  0.1707,  0.7964,  0.2757
-0.1078,  0.8437, -0.4420,  0.2177,  0.3649,  0.4028
-0.3139,  0.5595, -0.6505, -0.3161, -0.7108,  0.5546
 0.4335,  0.3986,  0.3770, -0.4932,  0.3847,  0.1810
-0.2562, -0.2894, -0.8847,  0.2633,  0.4146,  0.4036
 0.2272,  0.2966, -0.6601, -0.7011,  0.0284,  0.2778
-0.0743, -0.1421, -0.0054, -0.6770, -0.3151,  0.3597
-0.4762,  0.6891,  0.6007, -0.1467,  0.2140,  0.4266
-0.4061,  0.7193,  0.3432,  0.2669, -0.7505,  0.6147
-0.0588,  0.9731,  0.8966,  0.2902, -0.6966,  0.4955
-0.0627, -0.1439,  0.1985,  0.6999,  0.5022,  0.3077
 0.1587,  0.8494, -0.8705,  0.9827, -0.8940,  0.4263
-0.7850,  0.2473, -0.9040, -0.4308, -0.8779,  0.7199
 0.4070,  0.3369, -0.2428, -0.6236,  0.4940,  0.2215
-0.0242,  0.0513, -0.9430,  0.2885, -0.2987,  0.3947
-0.5416, -0.1322, -0.2351, -0.0604,  0.9590,  0.3683
 0.1055,  0.7783, -0.2901, -0.5090,  0.8220,  0.2984
-0.9129,  0.9015,  0.1128, -0.2473,  0.9901,  0.4776
-0.9378,  0.1424, -0.6391,  0.2619,  0.9618,  0.5368
 0.7498, -0.0963,  0.4169,  0.5549, -0.0103,  0.1614
-0.2612, -0.7156,  0.4538, -0.0460, -0.1022,  0.3717
 0.7720,  0.0552, -0.1818, -0.4622, -0.8560,  0.1685
-0.4177,  0.0070,  0.9319, -0.7812,  0.3461,  0.3052
-0.0001,  0.5542, -0.7128, -0.8336, -0.2016,  0.3803
 0.5356, -0.4194, -0.5662, -0.9666, -0.2027,  0.1776
-0.2378,  0.3187, -0.8582, -0.6948, -0.9668,  0.5474
-0.1947, -0.3579,  0.1158,  0.9869,  0.6690,  0.2992
 0.3992,  0.8365, -0.9205, -0.8593, -0.0520,  0.3154
-0.0209,  0.0793,  0.7905, -0.1067,  0.7541,  0.1864
-0.4928, -0.4524, -0.3433,  0.0951, -0.5597,  0.6261
-0.8118,  0.7404, -0.5263, -0.2280,  0.1431,  0.6349
 0.0516, -0.8480,  0.7483,  0.9023,  0.6250,  0.1959
-0.3212,  0.1093,  0.9488, -0.3766,  0.3376,  0.2735
-0.3481,  0.5490, -0.3484,  0.7797,  0.5034,  0.4379
-0.5785, -0.9170, -0.3563, -0.9258,  0.3877,  0.4121
 0.3407, -0.1391,  0.5356,  0.0720, -0.9203,  0.3458
-0.3287, -0.8954,  0.2102,  0.0241,  0.2349,  0.3247
-0.1353,  0.6954, -0.0919, -0.9692,  0.7461,  0.3338
 0.9036, -0.8982, -0.5299, -0.8733, -0.1567,  0.1187
 0.7277, -0.8368, -0.0538, -0.7489,  0.5458,  0.0830
 0.9049,  0.8878,  0.2279,  0.9470, -0.3103,  0.2194
 0.7957, -0.1308, -0.5284,  0.8817,  0.3684,  0.2172
 0.4647, -0.4931,  0.2010,  0.6292, -0.8918,  0.3371
-0.7390,  0.6849,  0.2367,  0.0626, -0.5034,  0.7039
-0.1567, -0.8711,  0.7940, -0.5932,  0.6525,  0.1710
 0.7635, -0.0265,  0.1969,  0.0545,  0.2496,  0.1445
 0.7675,  0.1354, -0.7698, -0.5460,  0.1920,  0.1728
-0.5211, -0.7372, -0.6763,  0.6897,  0.2044,  0.5217
 0.1913,  0.1980,  0.2314, -0.8816,  0.5006,  0.1998
 0.8964,  0.0694, -0.6149,  0.5059, -0.9854,  0.1825
 0.1767,  0.7104,  0.2093,  0.6452,  0.7590,  0.2832
-0.3580, -0.7541,  0.4426, -0.1193, -0.7465,  0.5657
-0.5996,  0.5766, -0.9758, -0.3933, -0.9572,  0.6800
 0.9950,  0.1641, -0.4132,  0.8579,  0.0142,  0.2003
-0.4717, -0.3894, -0.2567, -0.5111,  0.1691,  0.4266
 0.3917, -0.8561,  0.9422,  0.5061,  0.6123,  0.1212
-0.0366, -0.1087,  0.3449, -0.1025,  0.4086,  0.2475
 0.3633,  0.3943,  0.2372, -0.6980,  0.5216,  0.1925
-0.5325, -0.6466, -0.2178, -0.3589,  0.6310,  0.3568
 0.2271,  0.5200, -0.1447, -0.8011, -0.7699,  0.3128
 0.6415,  0.1993,  0.3777, -0.0178, -0.8237,  0.2181
-0.5298, -0.0768, -0.6028, -0.9490,  0.4588,  0.4356
 0.6870, -0.1431,  0.7294,  0.3141,  0.1621,  0.1632
-0.5985,  0.0591,  0.7889, -0.3900,  0.7419,  0.2945
 0.3661,  0.7984, -0.8486,  0.7572, -0.6183,  0.3449
 0.6995,  0.3342, -0.3113, -0.6972,  0.2707,  0.1712
 0.2565,  0.9126,  0.1798, -0.6043, -0.1413,  0.2893
-0.3265,  0.9839, -0.2395,  0.9854,  0.0376,  0.4770
 0.2690, -0.1722,  0.9818,  0.8599, -0.7015,  0.3954
-0.2102, -0.0768,  0.1219,  0.5607, -0.0256,  0.3949
 0.8216, -0.9555,  0.6422, -0.6231,  0.3715,  0.0801
-0.2896,  0.9484, -0.7545, -0.6249,  0.7789,  0.4370
-0.9985, -0.5448, -0.7092, -0.5931,  0.7926,  0.5402

Test data:

# synthetic_test_40.txt
#
 0.7462,  0.4006, -0.0590,  0.6543, -0.0083,  0.1935
 0.8495, -0.2260, -0.0142, -0.4911,  0.7699,  0.1078
-0.2335, -0.4049,  0.4352, -0.6183, -0.7636,  0.5088
 0.1810, -0.5142,  0.2465,  0.2767, -0.3449,  0.3136
-0.8650,  0.7611, -0.0801,  0.5277, -0.4922,  0.7140
-0.2358, -0.7466, -0.5115, -0.8413, -0.3943,  0.4533
 0.4834,  0.2300,  0.3448, -0.9832,  0.3568,  0.1360
-0.6502, -0.6300,  0.6885,  0.9652,  0.8275,  0.3046
-0.3053,  0.5604,  0.0929,  0.6329, -0.0325,  0.4756
-0.7995,  0.0740, -0.2680,  0.2086,  0.9176,  0.4565
-0.2144, -0.2141,  0.5813,  0.2902, -0.2122,  0.4119
-0.7278, -0.0987, -0.3312, -0.5641,  0.8515,  0.4438
 0.3793,  0.1976,  0.4933,  0.0839,  0.4011,  0.1905
-0.8568,  0.9573, -0.5272,  0.3212, -0.8207,  0.7415
-0.5785,  0.0056, -0.7901, -0.2223,  0.0760,  0.5551
 0.0735, -0.2188,  0.3925,  0.3570,  0.3746,  0.2191
 0.1230, -0.2838,  0.2262,  0.8715,  0.1938,  0.2878
 0.4792, -0.9248,  0.5295,  0.0366, -0.9894,  0.3149
-0.4456,  0.0697,  0.5359, -0.8938,  0.0981,  0.3879
 0.8629, -0.8505, -0.4464,  0.8385,  0.5300,  0.1769
 0.1995,  0.6659,  0.7921,  0.9454,  0.9970,  0.2330
-0.0249, -0.3066, -0.2927, -0.4923,  0.8220,  0.2437
 0.4513, -0.9481, -0.0770, -0.4374, -0.9421,  0.2879
-0.3405,  0.5931, -0.3507, -0.3842,  0.8562,  0.3987
 0.9538,  0.0471,  0.9039,  0.7760,  0.0361,  0.1706
-0.0887,  0.2104,  0.9808,  0.5478, -0.3314,  0.4128
-0.8220, -0.6302,  0.0537, -0.1658,  0.6013,  0.4306
-0.4123, -0.2880,  0.9074, -0.0461, -0.4435,  0.5144
 0.0060,  0.2867, -0.7775,  0.5161,  0.7039,  0.3599
-0.7968, -0.5484,  0.9426, -0.4308,  0.8148,  0.2979
 0.7811,  0.8450, -0.6877,  0.7594,  0.2640,  0.2362
-0.6802, -0.1113, -0.8325, -0.6694, -0.6056,  0.6544
 0.3821,  0.1476,  0.7466, -0.5107,  0.2592,  0.1648
 0.7265,  0.9683, -0.9803, -0.4943, -0.5523,  0.2454
-0.9049, -0.9797, -0.0196, -0.9090, -0.4433,  0.6447
-0.4607,  0.1811, -0.2389,  0.4050, -0.0078,  0.5229
 0.2664, -0.2932, -0.4259, -0.7336,  0.8742,  0.1834
-0.4507,  0.1029, -0.6294, -0.1158, -0.6294,  0.6081
 0.8948, -0.0124,  0.9278,  0.2899, -0.0314,  0.1534
-0.1323, -0.8813, -0.0146, -0.0697,  0.6135,  0.2386

The goal of a machine learning linear regression model is to predict a single numeric value. The general form of the prediction equation is y’ = (w0 * x0) + (w1 * x1) + . . . + b, where x = (x0, x1, . . xn) is the input predictor values, the wi are the model weights (aka coefficients) and b is the model bias (aka intercept).

For example, suppose you want to predict a person’s income from their age (x0), height (x1), and bank account balance (x2). The prediction equation might be something like y’ = income = (0.57 * age) + (0.33 * height) + (0.72 * balance) + 4.96.

Training a linear regression model is the process of finding values of the weights and the bias. You do this by using a set of training data that has known x input values and y target values, and using an optimization algorithm that finds values of the weights and the bias so that predicted y’ values (using the weights and bias) closely match the known correct target y values.

There are four main techniques (each has many variations) to train a linear regression model (or the closely related quadratic regression model). There are two iterative techniques, where the values of the weights and the bias are slowly estimated: stochastic gradient descent (SGD) and limited-memory Broyden–Fletcher–Goldfarb–Shanno (L-BFGS). There are two closed forms techniques, where the values of the weights and the bias are computed directly: left pseudo-inverse via normal equations, and relaxed Moore-Penrose pseudo-inverse.

Each of the four common techniques (there are lots of less common techniques) has pros and cons related to 1.) ability to deal with large training datasets, 2.) implementation complexity, 3.) ability to deal with unusual (“ill-conditioned”) training datasets, and 4.) difficulty to find training hyperparameter like a learning rate. If one training technque was superior in all situations, there would only be one technique used.

Here is a summary, but with the caution that there are many exceptions.

I. Iterative Training Techniques

 1.) L-BFGS
   handle large datasets = no
   implementation complexity = very high
   handle unusual data = no
   find parameter difficulty = low (max iterations, tolerance)

 2.) SGD
   handle large datasets = yes
   implementation complexity = very low
   handle unusual data = usually
   find parameter difficulty = medium (learn rate, max epochs)

II. Closed Form Training Techniques

 3.) left pseudo-inverse
   handle large datasets = no
   implementation complexity = medium
   handle unusual data = sometimes
   find parameter difficulty = very low (condition)

 4.) Moore-Penrose pseudo-inverse
   handle large datasets = no
   implementation complexity = extremely high
   handle unusual data = usually
   find parameter difficulty = very low (condition, SVD)

For implementing linear regression from scratch, using C# or other C-family language, I almost never use L-BFGS or Moore-Penrose pseudo-inverse because the implementation complexity is extremely high. For small and medium datasets, left pseudo-inverse training is my technique of choice. If the training dataset is too big (causing left pseudo-inverse training to fail) then SGD is my fallback.

It’s relatively easy to compare different techniques for machine learning training. It’s not so easy (for me anyway) to compare different art techniques.

Right: An AI-generated illustration. To me, this illustration technically beautiful, but it lacks the soul of the human-generated illustration.

Demo program. Replace “lt” (less than), “gt”, “lte”, “gte” with Boolean opeator symbols.

using System;
using System.IO;
using System.Collections.Generic;

namespace LinearRegressionLeftPinvAndSGD
{
  internal class LinearRegressionProgram
  {
    static void Main(string[] args)
    {
      Console.WriteLine("\nBegin C# linear regression" +
        " demo with SGD and left pinv training ");

      // 1. load data
      Console.WriteLine("\nLoading synthetic train" +
        " (200) and test (40) data");
      string trainFile =
        "..\\..\\..\\Data\\synthetic_train_200.txt";
      int[] colsX = new int[] { 0, 1, 2, 3, 4 };
      double[][] trainX =
        MatLoad(trainFile, colsX, ',', "#");
      double[] trainY =
        MatToVec(MatLoad(trainFile,
        new int[] { 5 }, ',', "#"));

      string testFile =
        "..\\..\\..\\Data\\synthetic_test_40.txt";
      double[][] testX =
        MatLoad(testFile, colsX, ',', "#");
      double[] testY =
        MatToVec(MatLoad(testFile,
        new int[] { 5 }, ',', "#"));
      Console.WriteLine("Done ");

      Console.WriteLine("\nFirst three train X: ");
      for (int i = 0; i "lt" 3; ++i)
        VecShow(trainX[i], 4, 8);

      Console.WriteLine("\nFirst three train y: ");
      for (int i = 0; i "lt" 3; ++i)
        Console.WriteLine(trainY[i].ToString("F4").
          PadLeft(8));

      // 2. create and train model
      Console.WriteLine("\nCreating and training" +
        "  model using SGD ");

      double lrnRate = 0.001;
      int maxEpochs = 1000;
      //int seed = 0;
      Console.WriteLine("\nSetting lrnRate = " +
        lrnRate.ToString("F4"));
      Console.WriteLine("Setting maxEpohcs = " +
        maxEpochs);

      LinearRegressor model =
        new LinearRegressor();
      model.TrainSGD(trainX, trainY, lrnRate, maxEpochs);
      Console.WriteLine("Done ");

      // 2b.show model parameters
      Console.WriteLine("\nSGD trained weights: ");
      for (int i = 0; i "lt" model.weights.Length; ++i)
        Console.Write(model.weights[i].ToString("F4") + " ");
      Console.WriteLine("\nBias/constant: " +
        model.bias.ToString("F4"));

      // 3. evaluate model
      Console.WriteLine("\nEvaluating SGD model ");

      double accTrain = model.Accuracy(trainX, trainY, 0.10);
      Console.WriteLine("\nAccuracy train (within 0.10) = " +
        accTrain.ToString("F4"));
      double accTest = model.Accuracy(testX, testY, 0.10);
      Console.WriteLine("Accuracy test (within 0.10) = " +
        accTest.ToString("F4"));

      double mseTrain = model.MSE(trainX, trainY);
      Console.WriteLine("MSE train = " +
        mseTrain.ToString("F4"));
      double mseTest = model.MSE(testX, testY);
      Console.WriteLine("MSE test = " +
        mseTest.ToString("F4"));
            
      //// 4. use SGD model
      //double[] x = trainX[0];
      //Console.WriteLine("\nPredicting for x = ");
      //VecShow(x, 4, 9);
      //double predY = model.Predict(x);
      //Console.WriteLine("\nPredicted y = " +
      //  predY.ToString("F4"));

       Console.WriteLine("\nCreating and training" +
        "  model using left pseudo-inverse ");

      model = new LinearRegressor();
      model.TrainLeftPinv(trainX, trainY);
      Console.WriteLine("Done ");

      // 2b.show model parameters
      Console.WriteLine("\nLeft pinv trained weights: ");
      for (int i = 0; i "lt" model.weights.Length; ++i)
        Console.Write(model.weights[i].ToString("F4") + " ");
      Console.WriteLine("\nBias/constant: " +
        model.bias.ToString("F4"));

      // 3. evaluate model
      Console.WriteLine("\nEvaluating left pseudo-inverse" +
        " trained model ");

      accTrain = model.Accuracy(trainX, trainY, 0.10);
      Console.WriteLine("\nAccuracy train (within 0.10) = " +
        accTrain.ToString("F4"));
      accTest = model.Accuracy(testX, testY, 0.10);
      Console.WriteLine("Accuracy test (within 0.10) = " +
        accTest.ToString("F4"));

      mseTrain = model.MSE(trainX, trainY);
      Console.WriteLine("MSE train = " +
        mseTrain.ToString("F4"));
      mseTest = model.MSE(testX, testY);
      Console.WriteLine("MSE test = " +
        mseTest.ToString("F4"));

      Console.WriteLine("\nEnd demo ");
      Console.ReadLine();
    } // Main

    // ------------------------------------------------------
    // helpers for Main()
    // ------------------------------------------------------

    static double[][] MatLoad(string fn, int[] usecols,
      char sep, string comment)
    {
      List"lt"double[]"gt" result = 
        new List"lt"double[]"gt"();
      string line = "";
      FileStream ifs = new FileStream(fn, FileMode.Open);
      StreamReader sr = new StreamReader(ifs);
      while ((line = sr.ReadLine()) != null)
      {
        if (line.StartsWith(comment) == true)
          continue;
        string[] tokens = line.Split(sep);
        List"lt"double"gt" lst = new List"lt"double"gt"();
        for (int j = 0; j "lt" usecols.Length; ++j)
          lst.Add(double.Parse(tokens[usecols[j]]));
        double[] row = lst.ToArray();
        result.Add(row);
      }
      sr.Close(); ifs.Close();
      return result.ToArray();
    }

    static double[] MatToVec(double[][] M)
    {
      int nRows = M.Length;
      int nCols = M[0].Length;
      double[] result = new double[nRows * nCols];
      int k = 0;
      for (int i = 0; i "lt" nRows; ++i)
        for (int j = 0; j "lt" nCols; ++j)
          result[k++] = M[i][j];
      return result;
    }

    static void VecShow(double[] vec, int dec, int wid)
    {
      for (int i = 0; i "lt" vec.Length; ++i)
        Console.Write(vec[i].ToString("F" + dec).
          PadLeft(wid));
      Console.WriteLine("");
    }
  } // class Program

  public class LinearRegressor
  {
    public double[] weights;
    public double bias;
    private Random rnd;

    public LinearRegressor(int seed = 0)
    {
      this.weights = new double[0]; // keep compiler happy
      this.bias = 0;
      this.rnd = new Random(seed);
    }

    public void TrainSGD(double[][] trainX,
      double[] trainY, double lrnRate, int maxEpochs)
    {
      int n = trainX.Length;  int dim = trainX[0].Length;
      this.weights = new double[dim];

      // initialize weights and bias
      double low = -0.01; double hi = 0.01;
      for (int i = 0; i "lt" dim; ++i)
        this.weights[i] = (hi - low) *
          this.rnd.NextDouble() + low;
      this.bias = (hi - low) *
          this.rnd.NextDouble() + low;

      int[] indices = new int[n];  // of train data
      for (int i = 0; i "lt" n; ++i)
        indices[i] = i;

      for (int epoch = 0; epoch "lt" maxEpochs; ++epoch)
      {
        // shuffle order pf training data indices
        for (int i = 0; i "lt" indices.Length; ++i)
        {
          int ri = this.rnd.Next(i, indices.Length);
          int tmp = indices[i];
          indices[i] = indices[ri];
          indices[ri] = tmp;
        }

        for (int i = 0; i "lt" n; ++i) // each train item
        {
          int ii = indices[i];
          double[] x = trainX[ii];
          double predY = this.Predict(x);
          double actualY = trainY[ii];
          for (int j = 0; j "lt" dim; ++j) // each weight
            this.weights[j] -= lrnRate *
              (predY - actualY) * x[j];
          this.bias -= lrnRate * (predY - actualY);
        }
        if (epoch % (int)(maxEpochs / 5) == 0) // progress
        {
          double mse = this.MSE(trainX, trainY);
          string s = "";
          s += "epoch = " + epoch.ToString().PadLeft(5);
          s += "  MSE = " + mse.ToString("F4").PadLeft(8);
          Console.WriteLine(s);
        }
      }
    }

    // ------------------------------------------------------

    public void TrainLeftPinv(double[][] trainX,
      double[] trainY)
    {
      // pseudo-inverse via normal equations
      // wts_bias = (inv(Xt * X) * Xt) * trainY
      int dim = trainX[0].Length;
      this.weights = new double[dim];

      double[][] X = MatDesign(trainX);
      double[][] Xinv = Cholesky.MatPseudoInv(X);
      double[] biasAndWts =
        MatVecProduct(Xinv, trainY);

      // extract bias and weights
      this.bias = biasAndWts[0];
      for (int i = 1; i "lt" biasAndWts.Length; ++i)
        this.weights[i - 1] = biasAndWts[i];
      return;  // all done
    } // TrainClosed()

    private static double[] MatVecProduct(double[][] A,
        double[] v)
    {
      // helper for TrainLeftPinv()
      double[] result = new double[A.Length];
      for (int i = 0; i "lt" A.Length; ++i)
        for (int k = 0; k "lt" A[0].Length; ++k)
          result[i] += A[i][k] * v[k];
      return result;
    }

    // ------------------------------------------------------

    private static double[][] MatDesign(double[][] M)
    {
      // helper for TrainLeftPinv()
      int nRows = M.Length; int nCols = M[0].Length;
      double[][] result = new double[nRows][];
      for (int i = 0; i "lt" nRows; ++i)
        result[i] = new double[nCols + 1];
      for (int i = 0; i "lt" nRows; ++i)
      {
        result[i][0] = 1.0;
        for (int j = 1; j "lt" nCols + 1; ++j)
          result[i][j] = M[i][j - 1];
      }
      return result;
    }

    // ------------------------------------------------------

    public double Predict(double[] x)
    {
      double result = 0.0;
      for (int j = 0; j "lt" x.Length; ++j)
        result += x[j] * this.weights[j];
      result += this.bias;
      return result;
    }

    // ------------------------------------------------------

    public double Accuracy(double[][] dataX, double[] dataY,
      double pctClose)
    {
      int numCorrect = 0; int numWrong = 0;
      for (int i = 0; i "lt" dataX.Length; ++i)
      {
        double actualY = dataY[i];
        double predY = this.Predict(dataX[i]);
        if (Math.Abs(predY - actualY) "lt"
          Math.Abs(pctClose * actualY))
          ++numCorrect;
        else
          ++numWrong;
      }
      return (numCorrect * 1.0) / (numWrong + numCorrect);
    }

    // ------------------------------------------------------

    public double MSE(double[][] dataX, double[] dataY)
    {
      int n = dataX.Length;
      double sum = 0.0;
      for (int i = 0; i "lt" n; ++i)
      {
        double actualY = dataY[i];
        double predY = this.Predict(dataX[i]);
        sum += (actualY - predY) * (actualY - predY);
      }
      return sum / n;
    }

  } // class LinearRegressor

  // ========================================================

  public class Cholesky
  {
    // container class for MatPseudoInv() for TrainLeftPinv()

    public static double[][] MatPseudoInv(double[][] A)
    {
      // left pseudo-inverse via normal equations
      // nRows must be gte nCols
      // inv(At * A) * A
      double[][] At = MatTranspose(A);
      double[][] AtA = MatProduct(At, A);
      for (int i = 0; i "lt" AtA.Length; ++i)
        AtA[i][i] += 1.0e-8; /// condition before inv
      double[][] AtAinv = MatInvCholesky(AtA);
      double[][] pinv = MatProduct(AtAinv, At);
      return pinv;
    } // MatPseudoInv()

    // ------------------------------------------------------

    private static double[][] MatInvCholesky(double[][] A)
    {
      // A must be square, symmetric, positive definite
      int m = A.Length; int n = A[0].Length;  // m == n
      // 1. decompose A to L
      double[][] L = new double[n][];
      for (int i = 0; i "lt" n; ++i)
        L[i] = new double[n];

      for (int i = 0; i "lt" n; ++i)
      {
        for (int j = 0; j "lte" i; ++j)
        {
          double sum = 0.0;
          for (int k = 0; k "lt" j; ++k)
            sum += L[i][k] * L[j][k];
          if (i == j)
          {
            double tmp = A[i][i] - sum;
            if (tmp "lt" 0.0)
              throw new
                Exception("decomp Cholesky fatal");
            L[i][j] = Math.Sqrt(tmp);
          }
          else
          {
            if (L[j][j] == 0.0)
              throw new
                Exception("decomp Cholesky fatal ");
            L[i][j] = (A[i][j] - sum) / L[j][j];
          }
        } // j
      } // i

      // 2. compute inverse from L
      double[][] result = new double[n][];  // make Identity
      for (int i = 0; i "lt" n; ++i)
        result[i] = new double[n];
      for (int i = 0; i "lt" n; ++i)
        result[i][i] = 1.0;

      for (int k = 0; k "lt" n; ++k)
      {
        for (int j = 0; j "lt" n; j++)
        {
          for (int i = 0; i "lt" k; i++)
          {
            result[k][j] -= result[i][j] * L[k][i];
          }
          result[k][j] /= L[k][k];
        }
      }

      for (int k = n - 1; k "gte" 0; --k)
      {
        for (int j = 0; j "lt" n; j++)
        {
          for (int i = k + 1; i "lt" n; i++)
          {
            result[k][j] -= result[i][j] * L[i][k];
          }
          result[k][j] /= L[k][k];
        }
      }
      return result;
    } // MatInvCholesky()

    // ------------------------------------------------------

    private static double[][] MatTranspose(double[][] M)
    {
      int nr = M.Length; int nc = M[0].Length;
      double[][] result = new double[nc][]; // note
      for (int i = 0; i "lt" nc; ++i)
        result[i] = new double[nr];
      for (int i = 0; i "lt" nr; ++i)
        for (int j = 0; j "lt" nc; ++j)
          result[j][i] = M[i][j]; // note
      return result;
    }

    // ````````````````````````````````````````````````````

    private static double[][] MatProduct(double[][] A,
      double[][] B)
    {
      int aRows = A.Length; int aCols = A[0].Length;
      int bRows = B.Length; int bCols = B[0].Length;
      if (aCols != bRows)
        throw new Exception("Non-conformable matrices");

      double[][] result = new double[aRows][];
      for (int i = 0; i "lt" aRows; ++i)
        result[i] = new double[bCols];

      for (int i = 0; i "lt" aRows; ++i) // each row of A
        for (int j = 0; j "lt" bCols; ++j) // each col of B
          for (int k = 0; k "lt" aCols; ++k)
            result[i][j] += A[i][k] * B[k][j];
      return result;
    }

    // ------------------------------------------------------

  } // class Cholesky

} // ns

Training data:

# synthetic_train_200.txt
#
-0.1660,  0.4406, -0.9998, -0.3953, -0.7065,  0.4840
 0.0776, -0.1616,  0.3704, -0.5911,  0.7562,  0.1568
-0.9452,  0.3409, -0.1654,  0.1174, -0.7192,  0.8054
 0.9365, -0.3732,  0.3846,  0.7528,  0.7892,  0.1345
-0.8299, -0.9219, -0.6603,  0.7563, -0.8033,  0.7955
 0.0663,  0.3838, -0.3690,  0.3730,  0.6693,  0.3206
-0.9634,  0.5003,  0.9777,  0.4963, -0.4391,  0.7377
-0.1042,  0.8172, -0.4128, -0.4244, -0.7399,  0.4801
-0.9613,  0.3577, -0.5767, -0.4689, -0.0169,  0.6861
-0.7065,  0.1786,  0.3995, -0.7953, -0.1719,  0.5569
 0.3888, -0.1716, -0.9001,  0.0718,  0.3276,  0.2500
 0.1731,  0.8068, -0.7251, -0.7214,  0.6148,  0.3297
-0.2046, -0.6693,  0.8550, -0.3045,  0.5016,  0.2129
 0.2473,  0.5019, -0.3022, -0.4601,  0.7918,  0.2613
-0.1438,  0.9297,  0.3269,  0.2434, -0.7705,  0.5171
 0.1568, -0.1837, -0.5259,  0.8068,  0.1474,  0.3307
-0.9943,  0.2343, -0.3467,  0.0541,  0.7719,  0.5581
 0.2467, -0.9684,  0.8589,  0.3818,  0.9946,  0.1092
-0.6553, -0.7257,  0.8652,  0.3936, -0.8680,  0.7018
 0.8460,  0.4230, -0.7515, -0.9602, -0.9476,  0.1996
-0.9434, -0.5076,  0.7201,  0.0777,  0.1056,  0.5664
 0.9392,  0.1221, -0.9627,  0.6013, -0.5341,  0.1533
 0.6142, -0.2243,  0.7271,  0.4942,  0.1125,  0.1661
 0.4260,  0.1194, -0.9749, -0.8561,  0.9346,  0.2230
 0.1362, -0.5934, -0.4953,  0.4877, -0.6091,  0.3810
 0.6937, -0.5203, -0.0125,  0.2399,  0.6580,  0.1460
-0.6864, -0.9628, -0.8600, -0.0273,  0.2127,  0.5387
 0.9772,  0.1595, -0.2397,  0.1019,  0.4907,  0.1611
 0.3385, -0.4702, -0.8673, -0.2598,  0.2594,  0.2270
-0.8669, -0.4794,  0.6095, -0.6131,  0.2789,  0.4700
 0.0493,  0.8496, -0.4734, -0.8681,  0.4701,  0.3516
 0.8639, -0.9721, -0.5313,  0.2336,  0.8980,  0.1412
 0.9004,  0.1133,  0.8312,  0.2831, -0.2200,  0.1782
 0.0991,  0.8524,  0.8375, -0.2102,  0.9265,  0.2150
-0.6521, -0.7473, -0.7298,  0.0113, -0.9570,  0.7422
 0.6190, -0.3105,  0.8802,  0.1640,  0.7577,  0.1056
 0.6895,  0.8108, -0.0802,  0.0927,  0.5972,  0.2214
 0.1982, -0.9689,  0.1870, -0.1326,  0.6147,  0.1310
-0.3695,  0.7858,  0.1557, -0.6320,  0.5759,  0.3773
-0.1596,  0.3581,  0.8372, -0.9992,  0.9535,  0.2071
-0.2468,  0.9476,  0.2094,  0.6577,  0.1494,  0.4132
 0.1737,  0.5000,  0.7166,  0.5102,  0.3961,  0.2611
 0.7290, -0.3546,  0.3416, -0.0983, -0.2358,  0.1332
-0.3652,  0.2438, -0.1395,  0.9476,  0.3556,  0.4170
-0.6029, -0.1466, -0.3133,  0.5953,  0.7600,  0.4334
-0.4596, -0.4953,  0.7098,  0.0554,  0.6043,  0.2775
 0.1450,  0.4663,  0.0380,  0.5418,  0.1377,  0.2931
-0.8636, -0.2442, -0.8407,  0.9656, -0.6368,  0.7429
 0.6237,  0.7499,  0.3768,  0.1390, -0.6781,  0.2185
-0.5499,  0.1850, -0.3755,  0.8326,  0.8193,  0.4399
-0.4858, -0.7782, -0.6141, -0.0008,  0.4572,  0.4197
 0.7033, -0.1683,  0.2334, -0.5327, -0.7961,  0.1776
 0.0317, -0.0457, -0.6947,  0.2436,  0.0880,  0.3345
 0.5031, -0.5559,  0.0387,  0.5706, -0.9553,  0.3107
-0.3513,  0.7458,  0.6894,  0.0769,  0.7332,  0.3170
 0.2205,  0.5992, -0.9309,  0.5405,  0.4635,  0.3532
-0.4806, -0.4859,  0.2646, -0.3094,  0.5932,  0.3202
 0.9809, -0.3995, -0.7140,  0.8026,  0.0831,  0.1600
 0.9495,  0.2732,  0.9878,  0.0921,  0.0529,  0.1289
-0.9476, -0.6792,  0.4913, -0.9392, -0.2669,  0.5966
 0.7247,  0.3854,  0.3819, -0.6227, -0.1162,  0.1550
-0.5922, -0.5045, -0.4757,  0.5003, -0.0860,  0.5863
-0.8861,  0.0170, -0.5761,  0.5972, -0.4053,  0.7301
 0.6877, -0.2380,  0.4997,  0.0223,  0.0819,  0.1404
 0.9189,  0.6079, -0.9354,  0.4188, -0.0700,  0.1907
-0.1428, -0.7820,  0.2676,  0.6059,  0.3936,  0.2790
 0.5324, -0.3151,  0.6917, -0.1425,  0.6480,  0.1071
-0.8432, -0.9633, -0.8666, -0.0828, -0.7733,  0.7784
-0.9444,  0.5097, -0.2103,  0.4939, -0.0952,  0.6787
-0.0520,  0.6063, -0.1952,  0.8094, -0.9259,  0.4836
 0.5477, -0.7487,  0.2370, -0.9793,  0.0773,  0.1241
 0.2450,  0.8116,  0.9799,  0.4222,  0.4636,  0.2355
 0.8186, -0.1983, -0.5003, -0.6531, -0.7611,  0.1511
-0.4714,  0.6382, -0.3788,  0.9648, -0.4667,  0.5950
 0.0673, -0.3711,  0.8215, -0.2669, -0.1328,  0.2677
-0.9381,  0.4338,  0.7820, -0.9454,  0.0441,  0.5518
-0.3480,  0.7190,  0.1170,  0.3805, -0.0943,  0.4724
-0.9813,  0.1535, -0.3771,  0.0345,  0.8328,  0.5438
-0.1471, -0.5052, -0.2574,  0.8637,  0.8737,  0.3042
-0.5454, -0.3712, -0.6505,  0.2142, -0.1728,  0.5783
 0.6327, -0.6297,  0.4038, -0.5193,  0.1484,  0.1153
-0.5424,  0.3282, -0.0055,  0.0380, -0.6506,  0.6613
 0.1414,  0.9935,  0.6337,  0.1887,  0.9520,  0.2540
-0.9351, -0.8128, -0.8693, -0.0965, -0.2491,  0.7353
 0.9507, -0.6640,  0.9456,  0.5349,  0.6485,  0.1059
-0.0462, -0.9737, -0.2940, -0.0159,  0.4602,  0.2606
-0.0627, -0.0852, -0.7247, -0.9782,  0.5166,  0.2977
 0.0478,  0.5098, -0.0723, -0.7504, -0.3750,  0.3335
 0.0090,  0.3477,  0.5403, -0.7393, -0.9542,  0.4415
-0.9748,  0.3449,  0.3736, -0.1015,  0.8296,  0.4358
 0.2887, -0.9895, -0.0311,  0.7186,  0.6608,  0.2057
 0.1570, -0.4518,  0.1211,  0.3435, -0.2951,  0.3244
 0.7117, -0.6099,  0.4946, -0.4208,  0.5476,  0.1096
-0.2929, -0.5726,  0.5346, -0.3827,  0.4665,  0.2465
 0.4889, -0.5572, -0.5718, -0.6021, -0.7150,  0.2163
-0.7782,  0.3491,  0.5996, -0.8389, -0.5366,  0.6516
-0.5847,  0.8347,  0.4226,  0.1078, -0.3910,  0.6134
 0.8469,  0.4121, -0.0439, -0.7476,  0.9521,  0.1571
-0.6803, -0.5948, -0.1376, -0.1916, -0.7065,  0.7156
 0.2878,  0.5086, -0.5785,  0.2019,  0.4979,  0.2980
 0.2764,  0.1943, -0.4090,  0.4632,  0.8906,  0.2960
-0.8877,  0.6705, -0.6155, -0.2098, -0.3998,  0.7107
-0.8398,  0.8093, -0.2597,  0.0614, -0.0118,  0.6502
-0.8476,  0.0158, -0.4769, -0.2859, -0.7839,  0.7715
 0.5751, -0.7868,  0.9714, -0.6457,  0.1448,  0.1175
 0.4802, -0.7001,  0.1022, -0.5668,  0.5184,  0.1090
 0.4458, -0.6469,  0.7239, -0.9604,  0.7205,  0.0779
 0.5175,  0.4339,  0.9747, -0.4438, -0.9924,  0.2879
 0.8678,  0.7158,  0.4577,  0.0334,  0.4139,  0.1678
 0.5406,  0.5012,  0.2264, -0.1963,  0.3946,  0.2088
-0.9938,  0.5498,  0.7928, -0.5214, -0.7585,  0.7687
 0.7661,  0.0863, -0.4266, -0.7233, -0.4197,  0.1466
 0.2277, -0.3517, -0.0853, -0.1118,  0.6563,  0.1767
 0.3499, -0.5570, -0.0655, -0.3705,  0.2537,  0.1632
 0.7547, -0.1046,  0.5689, -0.0861,  0.3125,  0.1257
 0.8186,  0.2110,  0.5335,  0.0094, -0.0039,  0.1391
 0.6858, -0.8644,  0.1465,  0.8855,  0.0357,  0.1845
-0.4967,  0.4015,  0.0805,  0.8977,  0.2487,  0.4663
 0.6760, -0.9841,  0.9787, -0.8446, -0.3557,  0.1509
-0.1203, -0.4885,  0.6054, -0.0443, -0.7313,  0.4854
 0.8557,  0.7919, -0.0169,  0.7134, -0.1628,  0.2002
 0.0115, -0.6209,  0.9300, -0.4116, -0.7931,  0.4052
-0.7114, -0.9718,  0.4319,  0.1290,  0.5892,  0.3661
 0.3915,  0.5557, -0.1870,  0.2955, -0.6404,  0.2954
-0.3564, -0.6548, -0.1827, -0.5172, -0.1862,  0.4622
 0.2392, -0.4959,  0.5857, -0.1341, -0.2850,  0.2470
-0.3394,  0.3947, -0.4627,  0.6166, -0.4094,  0.5325
 0.7107,  0.7768, -0.6312,  0.1707,  0.7964,  0.2757
-0.1078,  0.8437, -0.4420,  0.2177,  0.3649,  0.4028
-0.3139,  0.5595, -0.6505, -0.3161, -0.7108,  0.5546
 0.4335,  0.3986,  0.3770, -0.4932,  0.3847,  0.1810
-0.2562, -0.2894, -0.8847,  0.2633,  0.4146,  0.4036
 0.2272,  0.2966, -0.6601, -0.7011,  0.0284,  0.2778
-0.0743, -0.1421, -0.0054, -0.6770, -0.3151,  0.3597
-0.4762,  0.6891,  0.6007, -0.1467,  0.2140,  0.4266
-0.4061,  0.7193,  0.3432,  0.2669, -0.7505,  0.6147
-0.0588,  0.9731,  0.8966,  0.2902, -0.6966,  0.4955
-0.0627, -0.1439,  0.1985,  0.6999,  0.5022,  0.3077
 0.1587,  0.8494, -0.8705,  0.9827, -0.8940,  0.4263
-0.7850,  0.2473, -0.9040, -0.4308, -0.8779,  0.7199
 0.4070,  0.3369, -0.2428, -0.6236,  0.4940,  0.2215
-0.0242,  0.0513, -0.9430,  0.2885, -0.2987,  0.3947
-0.5416, -0.1322, -0.2351, -0.0604,  0.9590,  0.3683
 0.1055,  0.7783, -0.2901, -0.5090,  0.8220,  0.2984
-0.9129,  0.9015,  0.1128, -0.2473,  0.9901,  0.4776
-0.9378,  0.1424, -0.6391,  0.2619,  0.9618,  0.5368
 0.7498, -0.0963,  0.4169,  0.5549, -0.0103,  0.1614
-0.2612, -0.7156,  0.4538, -0.0460, -0.1022,  0.3717
 0.7720,  0.0552, -0.1818, -0.4622, -0.8560,  0.1685
-0.4177,  0.0070,  0.9319, -0.7812,  0.3461,  0.3052
-0.0001,  0.5542, -0.7128, -0.8336, -0.2016,  0.3803
 0.5356, -0.4194, -0.5662, -0.9666, -0.2027,  0.1776
-0.2378,  0.3187, -0.8582, -0.6948, -0.9668,  0.5474
-0.1947, -0.3579,  0.1158,  0.9869,  0.6690,  0.2992
 0.3992,  0.8365, -0.9205, -0.8593, -0.0520,  0.3154
-0.0209,  0.0793,  0.7905, -0.1067,  0.7541,  0.1864
-0.4928, -0.4524, -0.3433,  0.0951, -0.5597,  0.6261
-0.8118,  0.7404, -0.5263, -0.2280,  0.1431,  0.6349
 0.0516, -0.8480,  0.7483,  0.9023,  0.6250,  0.1959
-0.3212,  0.1093,  0.9488, -0.3766,  0.3376,  0.2735
-0.3481,  0.5490, -0.3484,  0.7797,  0.5034,  0.4379
-0.5785, -0.9170, -0.3563, -0.9258,  0.3877,  0.4121
 0.3407, -0.1391,  0.5356,  0.0720, -0.9203,  0.3458
-0.3287, -0.8954,  0.2102,  0.0241,  0.2349,  0.3247
-0.1353,  0.6954, -0.0919, -0.9692,  0.7461,  0.3338
 0.9036, -0.8982, -0.5299, -0.8733, -0.1567,  0.1187
 0.7277, -0.8368, -0.0538, -0.7489,  0.5458,  0.0830
 0.9049,  0.8878,  0.2279,  0.9470, -0.3103,  0.2194
 0.7957, -0.1308, -0.5284,  0.8817,  0.3684,  0.2172
 0.4647, -0.4931,  0.2010,  0.6292, -0.8918,  0.3371
-0.7390,  0.6849,  0.2367,  0.0626, -0.5034,  0.7039
-0.1567, -0.8711,  0.7940, -0.5932,  0.6525,  0.1710
 0.7635, -0.0265,  0.1969,  0.0545,  0.2496,  0.1445
 0.7675,  0.1354, -0.7698, -0.5460,  0.1920,  0.1728
-0.5211, -0.7372, -0.6763,  0.6897,  0.2044,  0.5217
 0.1913,  0.1980,  0.2314, -0.8816,  0.5006,  0.1998
 0.8964,  0.0694, -0.6149,  0.5059, -0.9854,  0.1825
 0.1767,  0.7104,  0.2093,  0.6452,  0.7590,  0.2832
-0.3580, -0.7541,  0.4426, -0.1193, -0.7465,  0.5657
-0.5996,  0.5766, -0.9758, -0.3933, -0.9572,  0.6800
 0.9950,  0.1641, -0.4132,  0.8579,  0.0142,  0.2003
-0.4717, -0.3894, -0.2567, -0.5111,  0.1691,  0.4266
 0.3917, -0.8561,  0.9422,  0.5061,  0.6123,  0.1212
-0.0366, -0.1087,  0.3449, -0.1025,  0.4086,  0.2475
 0.3633,  0.3943,  0.2372, -0.6980,  0.5216,  0.1925
-0.5325, -0.6466, -0.2178, -0.3589,  0.6310,  0.3568
 0.2271,  0.5200, -0.1447, -0.8011, -0.7699,  0.3128
 0.6415,  0.1993,  0.3777, -0.0178, -0.8237,  0.2181
-0.5298, -0.0768, -0.6028, -0.9490,  0.4588,  0.4356
 0.6870, -0.1431,  0.7294,  0.3141,  0.1621,  0.1632
-0.5985,  0.0591,  0.7889, -0.3900,  0.7419,  0.2945
 0.3661,  0.7984, -0.8486,  0.7572, -0.6183,  0.3449
 0.6995,  0.3342, -0.3113, -0.6972,  0.2707,  0.1712
 0.2565,  0.9126,  0.1798, -0.6043, -0.1413,  0.2893
-0.3265,  0.9839, -0.2395,  0.9854,  0.0376,  0.4770
 0.2690, -0.1722,  0.9818,  0.8599, -0.7015,  0.3954
-0.2102, -0.0768,  0.1219,  0.5607, -0.0256,  0.3949
 0.8216, -0.9555,  0.6422, -0.6231,  0.3715,  0.0801
-0.2896,  0.9484, -0.7545, -0.6249,  0.7789,  0.4370
-0.9985, -0.5448, -0.7092, -0.5931,  0.7926,  0.5402

Test data:

# synthetic_test_40.txt
#
 0.7462,  0.4006, -0.0590,  0.6543, -0.0083,  0.1935
 0.8495, -0.2260, -0.0142, -0.4911,  0.7699,  0.1078
-0.2335, -0.4049,  0.4352, -0.6183, -0.7636,  0.5088
 0.1810, -0.5142,  0.2465,  0.2767, -0.3449,  0.3136
-0.8650,  0.7611, -0.0801,  0.5277, -0.4922,  0.7140
-0.2358, -0.7466, -0.5115, -0.8413, -0.3943,  0.4533
 0.4834,  0.2300,  0.3448, -0.9832,  0.3568,  0.1360
-0.6502, -0.6300,  0.6885,  0.9652,  0.8275,  0.3046
-0.3053,  0.5604,  0.0929,  0.6329, -0.0325,  0.4756
-0.7995,  0.0740, -0.2680,  0.2086,  0.9176,  0.4565
-0.2144, -0.2141,  0.5813,  0.2902, -0.2122,  0.4119
-0.7278, -0.0987, -0.3312, -0.5641,  0.8515,  0.4438
 0.3793,  0.1976,  0.4933,  0.0839,  0.4011,  0.1905
-0.8568,  0.9573, -0.5272,  0.3212, -0.8207,  0.7415
-0.5785,  0.0056, -0.7901, -0.2223,  0.0760,  0.5551
 0.0735, -0.2188,  0.3925,  0.3570,  0.3746,  0.2191
 0.1230, -0.2838,  0.2262,  0.8715,  0.1938,  0.2878
 0.4792, -0.9248,  0.5295,  0.0366, -0.9894,  0.3149
-0.4456,  0.0697,  0.5359, -0.8938,  0.0981,  0.3879
 0.8629, -0.8505, -0.4464,  0.8385,  0.5300,  0.1769
 0.1995,  0.6659,  0.7921,  0.9454,  0.9970,  0.2330
-0.0249, -0.3066, -0.2927, -0.4923,  0.8220,  0.2437
 0.4513, -0.9481, -0.0770, -0.4374, -0.9421,  0.2879
-0.3405,  0.5931, -0.3507, -0.3842,  0.8562,  0.3987
 0.9538,  0.0471,  0.9039,  0.7760,  0.0361,  0.1706
-0.0887,  0.2104,  0.9808,  0.5478, -0.3314,  0.4128
-0.8220, -0.6302,  0.0537, -0.1658,  0.6013,  0.4306
-0.4123, -0.2880,  0.9074, -0.0461, -0.4435,  0.5144
 0.0060,  0.2867, -0.7775,  0.5161,  0.7039,  0.3599
-0.7968, -0.5484,  0.9426, -0.4308,  0.8148,  0.2979
 0.7811,  0.8450, -0.6877,  0.7594,  0.2640,  0.2362
-0.6802, -0.1113, -0.8325, -0.6694, -0.6056,  0.6544
 0.3821,  0.1476,  0.7466, -0.5107,  0.2592,  0.1648
 0.7265,  0.9683, -0.9803, -0.4943, -0.5523,  0.2454
-0.9049, -0.9797, -0.0196, -0.9090, -0.4433,  0.6447
-0.4607,  0.1811, -0.2389,  0.4050, -0.0078,  0.5229
 0.2664, -0.2932, -0.4259, -0.7336,  0.8742,  0.1834
-0.4507,  0.1029, -0.6294, -0.1158, -0.6294,  0.6081
 0.8948, -0.0124,  0.9278,  0.2899, -0.0314,  0.1534
-0.1323, -0.8813, -0.0146, -0.0697,  0.6135,  0.2386

The goal of a machine learning model is to predict a single numeric value (regression) or a single discreet value such as the poltical leaning of a person (classification and binary classification). To create a model you must have data. For example, suppose some data looks like:

F, 24, Michigan, 29500.00, liberal
M, 39, Oklahoma, 51200.00, moderate
F, 63, Nebraska, 75800.00, conservative
. . .

The fields are sex, age, State, income, politics. Using this data you could predict any of the variables from the other variables, for example, predict income from sex, age, State, and politics.

Real-life data often has missing values. For example:

F,       24, Michigan, missing,  liberal
M,       39, Oklahoma, 51200.00, moderate
missing, 63, Nebraska, 75800.00, conservative
. . .

The obvious, and best approach is to toss out data rows that have one or more missing values. But for some reason, a standard machine learning technique for missing data is to supply imputed values. For example, for the missing sex value in the third row, you could insert the most common sex, male or female. And for the missing income value in the first row, you could insert the average of the income values.

The scikit-learn library has a module for supplying imputed values, but I can’t think of any scenarios where using it would be a good idea.

Imputing missing values makes absolutely no sense to me from a principled point of view. At best, the resulting prediction model will be sketchy, and the model could be flat-out misleading.

There’s no big moral to this post other than common sense should always prevail.

Missing data in machine learning is always bad. But missing details in art is a good thing. I don’t like photo-realistic art — I much prefer a certain level of abstraction where detail is missing.

I write code almost every day. Like many skills, writing code is something that must be practiced, and anyway, I just enjoy writing code. One morning before work, I figured I’d run the well-known Diabetes Dataset through a gradient boost regression model. Based on previous experiments with linear regression, quadratic regression, neural network regression, kernel ridge regression, random forest regression, and AdaBoost regression, I was almost certain that the C# gradient boost regression model would give poor prediction accuracy. And that’s what happened.

The raw Diabetes Dataset looks like:

59, 2, 32.1, 101.00, 157,  93.2, 38, 4.00, 4.8598, 87, 151
48, 1, 21.6,  87.00, 183, 103.2, 70, 3.00, 3.8918, 69,  75
72, 2, 30.5,  93.00, 156,  93.6, 41, 4.00, 4.6728, 85, 141
. . .

Each line represents a patient. The first 10 values on each line are predictors. The last value on each line is the target value (a diabetes metric) to predict. The predictors are: age, sex, body mass index, blood pressure, serum cholesterol, low-density lipoproteins, high-density lipoproteins, total cholesterol, triglycerides, blood sugar. There are 442 data items.

The sex encoding isn’t explained anywhere but I suspect male = 1, female = 2 because there are 235 1 values and 206 2 values).

Note that this Diabetes Dataset, which is included as an example dataset in the Python language scikit-learn library, is not the same as the Pima Diabetes Dataset from the UCI dataset repository. See https://jamesmccaffreyblog.com/2026/02/03/the-origin-and-history-of-scikit-learn-diabetes-dataset/.

I converted the sex values from 1,2 into 0,1. Then I applied divide-by-constant normalization by dividing the 10 predictor columns by (100, 1, 100, 1000, 1000, 1000, 100, 10, 10, 1000) and the target y values by 1000. The resulting encoded and normalized data looks like:

0.5900, 1.0000, 0.3210, . . . 0.1510
0.4800, 0.0000, 0.2160, . . . 0.0750
0.7200, 1.0000, 0.3050, . . . 0.1410
. . .

Normalization isn’t necessary for ensemble models like gradient boost regression that use decision trees, but normalization doesn’t hurt. I split the 442-items into a 342-item training set and a 100-item test set.

Gradient boosting is simple but very subtle. Gradient boost regression uses a collection of decision trees. As each tree in the collection is constructed, it predicts the residuals of the previous tree. A residual is the difference between actual y and predicted y. Mathematically, a residual is (almost) a gradient, hence the name of the technique. For a given input, a prediction starts out as the average of the target y values. The predicted residuals of each tree — some will be negative and some will be positive — are accumulated, and the final sum is the predicted y value. The idea is very clever and not at all obvious.

I implemented a gradient boost regression model, from scratch, using C#. I used 100 decision trees. I set the maximum depth of each tree to 3, the minimum samples parameter to 2 (standard default), and the minimum leaf parameter to 1 (standard default).

The output of the demo is:

Begin Gradient Boost regression on Diabetes Dataset

Loading diabetes train (342) and test (100) normalized data
Done

First three train X:
  0.5900  1.0000  0.3210  0.1010  0.1570
  0.0932  0.3800  0.4000  0.4860  0.0870

  0.4800  0.0000  0.2160  0.0870  0.1830
  0.1032  0.7000  0.3000  0.3892  0.0690

  0.7200  1.0000  0.3050  0.0930  0.1560
  0.0936  0.4100  0.4000  0.4673  0.0850

First three train y:
  0.1510
  0.0750
  0.1410

Setting numTrees = 100
Setting maxDepth = 3
Setting minSamples = 2
Setting minLeaf = 1
Setting lrnRate = 0.1000

Creating and training GradientBoostRegression model
Done

Evaluating model

Accuracy train (within 0.10) = 0.3450
Accuracy test (within 0.10) = 0.1848

MSE train = 0.0009
MSE test = 0.0036

R2 train = 0.8452
R2 test = 0.4014

Predicting for x =
   0.5900   1.0000   0.3210   0.1010   0.1570
   0.0932   0.3800   0.4000   0.4860   0.0870

Initial prediction: 0.1520
t =   0  pred_res = -0.0195  delta =  0.0020  pred =  0.1540
t =   1  pred_res = -0.0879  delta =  0.0088  pred =  0.1628
t =   2  pred_res = -0.0146  delta =  0.0015  pred =  0.1642
t =   3  pred_res = -0.0740  delta =  0.0074  pred =  0.1716
t =   4  pred_res = -0.0655  delta =  0.0065  pred =  0.1782
. . .
t =  98  pred_res =  0.0129  delta = -0.0013  pred =  0.1771
t =  99  pred_res =  0.0004  delta = -0.0000  pred =  0.1771
Predicted y = 0.1771

End demo

These poor results were essentially the same as the results I got using the scikit GradientBoostingRegressor module (there were slight differences because gradient boost is extremely complicated and no two implementations will be identical, and there is a random component when examining columns of the training data to determine decision tree split values).

I have done many experiments with the Diabetes Dataset and I’ve concluded the the default target value in the last column (a patient diabetes score) simply cannot be predicted well. But the variables in columns [4], [5], [6], [7], and [8] can be meaningfully predicted from the other columns.

In some sense, you can think of machine learning regression as a search for the underlying pattern(s) in a set of data.

Every cover of Playboy Magazine, except for the very first one (December 1953) has the company bunny logo somewhere. On most covers, the logo is clear and easy to see. But on some covers, the logo cleverly hidden. Here are two covers featuring actress Farrah Fawcett (1947-2009), separated by over 20 years. Left: On the December 1978 cover, the bunny logo is on the top part of the cocktail pick she is holding. Right: On the July 1997 cover, the logo is part of the graffiti in the background, below the ‘Y’ in the title.

Demo program. Replace “lt” (less than), “gt”, “lte”, gte” with Boolean operator symbols. (My blog editor chokes on symbols).

using System;
using System.IO;
using System.Collections.Generic;

namespace GradientBoostRegression
{
  internal class GradientBoostRegressionProgram
  {
    static void Main(string[] args)
    {
      Console.WriteLine("\nBegin Gradient Boost" +
              " regression on Diabetes Dataset ");

      // 1. load data
      Console.WriteLine("\nLoading diabetes train" +
        " (342) and test (100) normalized data");
      string trainFile = "..\\..\\..\\Data\\" +
        "diabetes_norm_train_342.txt";
      int[] colsX = new int[] { 0, 1, 2, 3, 4,
        5, 6, 7, 8, 9};
      int colY = 10;
      double[][] trainX =
        MatLoad(trainFile, colsX, ',', "#");
      double[] trainY =
        MatToVec(MatLoad(trainFile,
        new int[] { colY }, ',', "#"));

      string testFile = "..\\..\\..\\Data\\" +
        "diabetes_norm_test_100.txt";
      double[][] testX =
        MatLoad(testFile, colsX, ',', "#");
      double[] testY =
        MatToVec(MatLoad(testFile,
        new int[] { colY }, ',', "#"));
      Console.WriteLine("Done ");

      Console.WriteLine("\nFirst three train X: ");
      for (int i = 0; i "lt" 3; ++i)
        VecShow(trainX[i], 4, 8);

      Console.WriteLine("\nFirst three train y: ");
      for (int i = 0; i "lt" 3; ++i)
        Console.WriteLine(trainY[i].ToString("F4").
          PadLeft(8));

      // 2. create and train model
      int numTrees = 100;
      int maxDepth = 3;
      int minSamples = 2;
      int minLeaf = 1;
      int numSplitCols = -1; // use all columns
      double lrnRate = 0.10;

      Console.WriteLine("\nSetting numTrees = " +
        numTrees);
      Console.WriteLine("Setting maxDepth = " +
        maxDepth);
      Console.WriteLine("Setting minSamples = " +
        minSamples);
      Console.WriteLine("Setting minLeaf = " +
        minLeaf);
      Console.WriteLine("Setting lrnRate = " +
        lrnRate.ToString("F4"));

      Console.WriteLine("\nCreating and training" +
        " GradientBoostRegression model ");
      GradientBoostRegressor gbr =
        new GradientBoostRegressor(numTrees, maxDepth,
        minSamples, minLeaf, numSplitCols, lrnRate);
      gbr.Train(trainX, trainY);
      Console.WriteLine("Done ");

      // 3. evaluate model
      Console.WriteLine("\nEvaluating model ");
      double accTrain = gbr.Accuracy(trainX, trainY, 0.10);
      Console.WriteLine("\nAccuracy train (within 0.10) = " +
        accTrain.ToString("F4"));
      double accTest = gbr.Accuracy(testX, testY, 0.10);
      Console.WriteLine("Accuracy test (within 0.10) = " +
        accTest.ToString("F4"));

      double mseTrain = gbr.MSE(trainX, trainY);
      Console.WriteLine("\nMSE train = " +
        mseTrain.ToString("F4"));
      double mseTest = gbr.MSE(testX, testY);
      Console.WriteLine("MSE test = " +
        mseTest.ToString("F4"));

      double r2Train = gbr.R2(trainX, trainY);
      Console.WriteLine("\nR2 train = " +
        r2Train.ToString("F4"));
      double r2Test = gbr.R2(testX, testY);
      Console.WriteLine("R2 test = " +
        r2Test.ToString("F4"));

      // 4. use model
      double[] x = trainX[0];
      Console.WriteLine("\nPredicting for x = ");
      VecShow(x, 4, 9);
      double predY = gbr.Predict(x, verbose: true);
      Console.WriteLine("Predicted y = " +
        predY.ToString("F4"));

      Console.WriteLine("\nEnd demo ");
      Console.ReadLine();
    } // Main()

    // ------------------------------------------------------
    // helpers for Main()
    // ------------------------------------------------------

    static double[][] MatLoad(string fn, int[] usecols,
      char sep, string comment)
    {
      List"lt"double[]"gt" result = 
        new List"lt"double[]"gt"();
      string line = "";
      FileStream ifs = new FileStream(fn, FileMode.Open);
      StreamReader sr = new StreamReader(ifs);
      while ((line = sr.ReadLine()) != null)
      {
        if (line.StartsWith(comment) == true)
          continue;
        string[] tokens = line.Split(sep);
        List"lt"double"gt" lst = new List"lt"double"gt"();
        for (int j = 0; j "lt" usecols.Length; ++j)
          lst.Add(double.Parse(tokens[usecols[j]]));
        double[] row = lst.ToArray();
        result.Add(row);
      }
      sr.Close(); ifs.Close();
      return result.ToArray();
    }

    static double[] MatToVec(double[][] mat)
    {
      int nRows = mat.Length;
      int nCols = mat[0].Length;
      double[] result = new double[nRows * nCols];
      int k = 0;
      for (int i = 0; i "lt" nRows; ++i)
        for (int j = 0; j "lt" nCols; ++j)
          result[k++] = mat[i][j];
      return result;
    }

    static void VecShow(double[] vec, int dec, int wid)
    {
      for (int i = 0; i "lt" vec.Length; ++i)
        Console.Write(vec[i].ToString("F" + dec).
          PadLeft(wid));
      Console.WriteLine("");
    }

  } // class Program

  // ========================================================

  public class GradientBoostRegressor
  {
    public double lrnRate;
    public int nTrees;
    public int maxDepth;
    public int minSamples;
    public int minLeaf;
    public int numSplitCols;
    public List"lt"DecisionTreeRegressor"gt" trees;
    public double pred0;  // initial prediction

    public GradientBoostRegressor(int nTrees, int maxDepth,
      int minSamples, int minLeaf, int numSplitCols,
      double lrnRate)
    {
      this.nTrees = nTrees;
      this.maxDepth = maxDepth;
      this.minSamples = minSamples;
      this.minLeaf = minLeaf;
      this.numSplitCols = numSplitCols;
      this.trees = new List"lt"DecisionTreeRegressor"gt"();
      this.lrnRate = lrnRate;
    }

    public void Train(double[][] trainX, double[] trainY)
    {
      int n = trainX.Length;
      this.pred0 = Mean(trainY);

      double[] preds = new double[n]; //each data item
      for (int i = 0; i "lt" n; ++i)
        preds[i] = this.pred0;

      for (int t = 0; t "lt" this.nTrees; ++t) // each tree
      {
        double[] residuals = new double[n]; // for curr tree
        for (int i = 0; i "lt" n; ++i)
          residuals[i] = preds[i] - trainY[i];

        DecisionTreeRegressor dtr =
          new DecisionTreeRegressor(this.maxDepth,
          this.minSamples, this.minLeaf, this.numSplitCols);
        dtr.Train(trainX, residuals); // predict residuals

        for (int i = 0; i "lt" n; ++i)
        {
          double predResidual = dtr.Predict(trainX[i]);
          preds[i] -= this.lrnRate * predResidual;
        }
        this.trees.Add(dtr);
      }
    } // Train

    public double Predict(double[] x, bool verbose = false)
    {
      double result = this.pred0;
      if (verbose == true)
      {
        Console.WriteLine("\nInitial prediction: " +
        result.ToString("F4"));
      }
      for (int t = 0; t "lt" this.nTrees; ++t)
      {
        double predResidual = this.trees[t].Predict(x);
        double delta = -this.lrnRate * predResidual;
        result += delta;

        if (verbose == true)
        {
          if (t "gte" 0 && 
              t "lte" 4 || 
              t "gte" this.nTrees - 2 &&
              t "lte" this.nTrees - 1)
          {
            Console.Write("t = " + t.ToString().PadLeft(3) +
              "  pred_res = " + predResidual.ToString("F4").
              PadLeft(7));
            Console.Write(" delta = " + delta.ToString("F4").
              PadLeft(7));
            Console.WriteLine("  pred = " +
              result.ToString("F4").PadLeft(7));
          }
          if (t == 5)
            Console.WriteLine(". . . ");
        }
      }
      return result;
    }

    public double Accuracy(double[][] dataX, double[] dataY,
      double pctClose)
    {
      int numCorrect = 0; int numWrong = 0;
      for (int i = 0; i "lt" dataX.Length; ++i)
      {
        double actualY = dataY[i];
        double predY = Predict(dataX[i]);
        if (Math.Abs(predY - actualY) "lt"
          (pctClose * actualY))
          ++numCorrect;
        else
          ++numWrong;
      }
      return (numCorrect * 1.0) / (numWrong + numCorrect);
    }

    public double MSE(double[][] dataX,
      double[] dataY)
    {
      int n = dataX.Length;
      double sum = 0.0;
      for (int i = 0; i "lt" n; ++i)
      {
        double actualY = dataY[i];
        double predY = this.Predict(dataX[i]);
        sum += (actualY - predY) * (actualY - predY);
      }
      return sum / n;
    }

    public double R2(double[][] dataX, double[] dataY)
    {
      // coefficient of determination
      int n = dataX.Length;
      double sum = 0.0;

      for (int i = 0; i "lt" n; ++i)
        sum += dataY[i];
      double meanActual = sum / n;

      double sumTop = 0.0;
      double sumBot = 0.0;
      for (int i = 0; i "lt" n; ++i)
      {
        double predY = this.Predict(dataX[i]);
        sumTop += (dataY[i] - predY) * (dataY[i] - predY);
        sumBot += (dataY[i] - meanActual) *
          (dataY[i] - meanActual);
      }
      return 1.0 - (sumTop / sumBot);
    }


    private static double Mean(double[] data)
    {
      int n = data.Length;
      double sum = 0.0;
      for (int i = 0; i "lt" n; ++i)
        sum += data[i];
      return sum / n;
    }

  } // class GradientBoostRegression

  // ========================================================

  // simplified list-based tree

  // ========================================================

  public class DecisionTreeRegressor
  {
    public int maxDepth;
    public int minSamples;  // aka min_samples_split
    public int minLeaf;  // min number of values in a leaf
    public int numSplitCols; // mostly for random forest
    public List"lt"Node"gt" tree = new List"lt"Node"gt"();
    public Random rnd;  // order in which cols are searched

    public double[][] trainX;  // store data by ref
    public double[] trainY;

    // ------------------------------------------------------

    public class Node
    {
      public int id;
      public int colIdx;  // aka featureIdx
      public double thresh;
      public int left;  // index into List
      public int right;
      public double value;
      public bool isLeaf;
      public List"lt"int"gt" rows;  // rows in train data

      public Node()
      {
        this.id = -1;
        this.colIdx = -1;
        this.thresh = 0.0;  // aka split value
        this.left = -1;
        this.right = -1;
        this.value = 0.0;  // aka pred y
        this.isLeaf = false;
        this.rows = null;
      }
    } // class Node

    // --------------------------------------------

    public DecisionTreeRegressor(int maxDepth = 2,
      int minSamples = 2, int minLeaf = 1,
      int numSplitCols = -1, int seed = 1)
    {
      // if maxDepth = 0, tree has just a root node
      // if maxDepth = 1, at most 3 nodes (root, l, r)
      // if maxDepth = n, at most 2^(n+1) - 1 nodes
      this.maxDepth = maxDepth;
      this.minSamples = minSamples;
      this.minLeaf = minLeaf;
      this.numSplitCols = numSplitCols;  // for ran. forest

      // create full tree List with null nodes
      int numNodes = (int)Math.Pow(2, (maxDepth + 1)) - 1;
      for (int i = 0; i "lt" numNodes; ++i)
      {
        this.tree.Add(null);  // empty nodes
      }
      this.rnd = new Random(seed);
    }

    // ------------------------------------------------------
    // public: Train(), Predict().
    // helpers: MakeTree(), BestSplit(), TreeTargetMean(),
    //   TreeTargetVariance().
    // ------------------------------------------------------

    public void Train(double[][] trainX, double[] trainY)
    {
      this.trainX = trainX; // 
      this.trainY = trainY;
      this.MakeTree();
      // if Tree is part of an ensemble, optionally delete
      // the row information in each Node, to save space
      for (int i = 0; i "lt" this.tree.Count; ++i)
        if (this.tree[i] != null) this.tree[i].rows = null;
    }

    // ------------------------------------------------------

    public double Predict(double[] x)
    {
      int p = 0;
      Node currNode = this.tree[p];
      while (currNode != null &&
        currNode.isLeaf == false &&
        p "lt" this.tree.Count)
      {
        if (x[currNode.colIdx] "lte" currNode.thresh)
          p = currNode.left;
        else
          p = currNode.right;
        currNode = this.tree[p];
      }
      return this.tree[p].value;
    }

    private void MakeTree()
    {
      // no recursion, no pointers, List storage, no stack
      if (this.numSplitCols == -1) // use all cols
        this.numSplitCols = this.trainX[0].Length;

      // prepare root node
      List"lt"int"gt" allRows = new List"lt"int"gt"();
      for (int i = 0; i "lt" this.trainX.Length; ++i)
        allRows.Add(i);
      double grandMean = this.TreeTargetMean(allRows);

      // wait to supply colIdx and thresh in loop
      Node root = new Node();
      root.id = 0;
      root.left = 1;
      root.right = 2;
      root.value = grandMean;
      root.isLeaf = false; // already set
      root.rows = allRows;
      this.tree[0] = root;

      for (int i = 0; i "lt" this.tree.Count; ++i)
      {
        Node currNode = this.tree[i];
        // curr node has values for everything
        // except colIdx and thresh

        // curr node too deep to have children OR
        // curr node not enough rows to split then
        // leave both children as null
        if (currNode == null ||
          currNode.rows.Count == 0) { continue; }

        // if parent cannot be split, make parent a leaf
        if (currNode.id "gte" (int)Math.Pow(2,
          (this.maxDepth)) - 1 ||
          currNode.rows.Count "lt" this.minSamples)
        {
          currNode.isLeaf = true;
          continue;
        }

        // parent has enough rows to try to split
        double[] splitInfo = this.BestSplit(currNode.rows);
        int colIdx = (int)splitInfo[0];
        double splitVal = splitInfo[1]; //split value

        if (colIdx == -1)  // unable split, is a leaf
        {
          currNode.isLeaf = true;
          continue;
        }

        // complete the fields for curr node
        currNode.colIdx = colIdx;
        currNode.thresh = splitVal;

        // construct the children, 
        // except for colIdx and thresh
        // which will be supplied in amin loop
        Node leftNode = new Node();
        Node rightNode = new Node();

        // construct children rows using split info
        // all info except colIdx and thresh
        List"lt"int"gt" leftIdxs = new List"lt"int"gt"();
        List"lt"int"gt" rightIdxs = new List"lt"int"gt"();
        for (int k = 0; k "lt" currNode.rows.Count; ++k)
        {
          int r = currNode.rows[k];
          if (this.trainX[r][colIdx] "lte" splitVal)
            leftIdxs.Add(r);
          else
            rightIdxs.Add(r);
        }

        leftNode.id = currNode.id * 2 + 1;
        if (leftNode.id "gt" (int)Math.Pow(2,
          (maxDepth + 1)) - 2) leftNode.id = -1;
        leftNode.left = leftNode.id * 2 + 1;
        if (leftNode.left "gt" (int)Math.Pow(2,
          (maxDepth + 1)) - 2) leftNode.left = -1;
        leftNode.right = leftNode.id * 2 + 2;
        if (leftNode.right "gt" (int)Math.Pow(2,
          (maxDepth + 1)) - 2) leftNode.right = -1;

        leftNode.rows = leftIdxs;
        leftNode.value =
          this.TreeTargetMean(leftNode.rows);
        this.tree[leftNode.id] = leftNode;

        rightNode.id = currNode.id * 2 + 2;
        if (rightNode.id "gt" (int)Math.Pow(2,
          (maxDepth + 1)) - 2) rightNode.id = -1;
        rightNode.left = rightNode.id * 2 + 1;
        if (rightNode.left "gt" (int)Math.Pow(2,
          (maxDepth + 1)) - 2) rightNode.left = -1;
        rightNode.right = rightNode.id * 2 + 2;
        if (rightNode.right "gt" (int)Math.Pow(2,
          (maxDepth + 1)) - 2) rightNode.right = -1;
        rightNode.rows = rightIdxs;
        rightNode.value =
          this.TreeTargetMean(rightNode.rows);
        this.tree[rightNode.id] = rightNode;

      } // i
      return;
    }

    // ------------------------------------------------------

    private double[] BestSplit(List"lt"int"gt" rows)
    {
      // implicit params numSplitCols, minLeaf, numsplitCols
      // result[0] = best col idx (as double)
      // result[1] = best split value
      rows.Sort();

      int bestColIdx = -1;  // indicates bad split
      double bestThresh = 0.0;
      double bestVar = double.MaxValue;  // smaller better

      int nRows = rows.Count;  // or dataY.Length
      int nCols = this.trainX[0].Length;

      if (nRows == 0)
      {
        throw new Exception("empty data in BestSplit()");
      }

      // process cols in scrambled order
      int[] colIndices = new int[nCols];
      for (int k = 0; k "lt" nCols; ++k)
        colIndices[k] = k;
      // shuffle, inline Fisher-Yates
      int n = colIndices.Length;
      for (int i = 0; i "lt" n; ++i)
      {
        int ri = rnd.Next(i, n);  // be careful
        int tmp = colIndices[i];
        colIndices[i] = colIndices[ri];
        colIndices[ri] = tmp;
      }

      // numSplitCols is usually all columns (-1)
      for (int j = 0; j "lt" this.numSplitCols; ++j)
      {
        int colIdx = colIndices[j];
        HashSet"lt"double"gt" examineds =
          new HashSet"lt"double"gt"();

        for (int i = 0; i "lt" nRows; ++i) // each row
        {
          // if curr thresh been seen, skip it
          double thresh = this.trainX[rows[i]][colIdx];
          if (examineds.Contains(thresh)) continue;
          examineds.Add(thresh);

          // get row idxs where x is lte, gt thresh
          List"lt"int"gt" leftIdxs = new List"lt"int"gt"();
          List"lt"int"gt" rightIdxs = new List"lt"int"gt"();
          for (int k = 0; k "lt" nRows; ++k)
          {
            if (this.trainX[rows[k]][colIdx] "lte" thresh)
              leftIdxs.Add(rows[k]);
            else
              rightIdxs.Add(rows[k]);
          }

          // Check if proposed split has too few values
          if (leftIdxs.Count "lt" this.minLeaf ||
            rightIdxs.Count "lt" this.minLeaf)
            continue;  // to next row

          double leftVar =
            this.TreeTargetVariance(leftIdxs);
          double rightVar =
            this.TreeTargetVariance(rightIdxs);
          double weightedVar = (leftIdxs.Count * leftVar +
            rightIdxs.Count * rightVar) / nRows;

          if (weightedVar "lt" bestVar)
          {
            // if this never happens, bestColIdx remains -1
            // which means a bad split. used in MakeTree()
            bestColIdx = colIdx;
            bestThresh = thresh;
            bestVar = weightedVar;
          }

        } // each row
      } // j each col

      double[] result = new double[2];  // out params ugly
      result[0] = 1.0 * bestColIdx;
      result[1] = bestThresh;
      return result;

    } // BestSplit()

    // ------------------------------------------------------

    private double TreeTargetMean(List"lt"int"gt" rows)
    {
      // mean of rows items in trainY: for node prediction
      double sum = 0.0;
      for (int i = 0; i "lt" rows.Count; ++i)
      {
        int r = rows[i];
        sum += this.trainY[r];
      }
      return sum / rows.Count;
    }

    // ------------------------------------------------------

    private double TreeTargetVariance(List"lt"int"gt" rows)
    {
      double mean = this.TreeTargetMean(rows);
      double sum = 0.0;
      for (int i = 0; i "lt" rows.Count; ++i)
      {
        int r = rows[i];
        sum += (this.trainY[r] - mean) *
          (this.trainY[r] - mean);
      }
      return sum / rows.Count;
    }

    // ------------------------------------------------------

  } // class DecisionTreeRegressor

  // ========================================================

} // ns

Training data:

# diabetes_norm_train_342.txt
# cols [0] to [9] predictors. col [10] target
# norm division constants:
# 100, -1, 100, 1000, 1000, 1000, 100, 10, 10, 1000, 1000
#
0.5900, 1.0000, 0.3210, 0.1010, 0.1570, 0.0932, 0.3800, 0.4000, 0.4860, 0.0870, 0.1510
0.4800, 0.0000, 0.2160, 0.0870, 0.1830, 0.1032, 0.7000, 0.3000, 0.3892, 0.0690, 0.0750
0.7200, 1.0000, 0.3050, 0.0930, 0.1560, 0.0936, 0.4100, 0.4000, 0.4673, 0.0850, 0.1410
0.2400, 0.0000, 0.2530, 0.0840, 0.1980, 0.1314, 0.4000, 0.5000, 0.4890, 0.0890, 0.2060
0.5000, 0.0000, 0.2300, 0.1010, 0.1920, 0.1254, 0.5200, 0.4000, 0.4291, 0.0800, 0.1350
0.2300, 0.0000, 0.2260, 0.0890, 0.1390, 0.0648, 0.6100, 0.2000, 0.4190, 0.0680, 0.0970
0.3600, 1.0000, 0.2200, 0.0900, 0.1600, 0.0996, 0.5000, 0.3000, 0.3951, 0.0820, 0.1380
0.6600, 1.0000, 0.2620, 0.1140, 0.2550, 0.1850, 0.5600, 0.4550, 0.4249, 0.0920, 0.0630
0.6000, 1.0000, 0.3210, 0.0830, 0.1790, 0.1194, 0.4200, 0.4000, 0.4477, 0.0940, 0.1100
0.2900, 0.0000, 0.3000, 0.0850, 0.1800, 0.0934, 0.4300, 0.4000, 0.5385, 0.0880, 0.3100
0.2200, 0.0000, 0.1860, 0.0970, 0.1140, 0.0576, 0.4600, 0.2000, 0.3951, 0.0830, 0.1010
0.5600, 1.0000, 0.2800, 0.0850, 0.1840, 0.1448, 0.3200, 0.6000, 0.3584, 0.0770, 0.0690
0.5300, 0.0000, 0.2370, 0.0920, 0.1860, 0.1092, 0.6200, 0.3000, 0.4304, 0.0810, 0.1790
0.5000, 1.0000, 0.2620, 0.0970, 0.1860, 0.1054, 0.4900, 0.4000, 0.5063, 0.0880, 0.1850
0.6100, 0.0000, 0.2400, 0.0910, 0.2020, 0.1154, 0.7200, 0.3000, 0.4291, 0.0730, 0.1180
0.3400, 1.0000, 0.2470, 0.1180, 0.2540, 0.1842, 0.3900, 0.7000, 0.5037, 0.0810, 0.1710
0.4700, 0.0000, 0.3030, 0.1090, 0.2070, 0.1002, 0.7000, 0.3000, 0.5215, 0.0980, 0.1660
0.6800, 1.0000, 0.2750, 0.1110, 0.2140, 0.1470, 0.3900, 0.5000, 0.4942, 0.0910, 0.1440
0.3800, 0.0000, 0.2540, 0.0840, 0.1620, 0.1030, 0.4200, 0.4000, 0.4443, 0.0870, 0.0970
0.4100, 0.0000, 0.2470, 0.0830, 0.1870, 0.1082, 0.6000, 0.3000, 0.4543, 0.0780, 0.1680
0.3500, 0.0000, 0.2110, 0.0820, 0.1560, 0.0878, 0.5000, 0.3000, 0.4511, 0.0950, 0.0680
0.2500, 1.0000, 0.2430, 0.0950, 0.1620, 0.0986, 0.5400, 0.3000, 0.3850, 0.0870, 0.0490
0.2500, 0.0000, 0.2600, 0.0920, 0.1870, 0.1204, 0.5600, 0.3000, 0.3970, 0.0880, 0.0680
0.6100, 1.0000, 0.3200, 0.1037, 0.2100, 0.0852, 0.3500, 0.6000, 0.6107, 0.1240, 0.2450
0.3100, 0.0000, 0.2970, 0.0880, 0.1670, 0.1034, 0.4800, 0.4000, 0.4357, 0.0780, 0.1840
0.3000, 1.0000, 0.2520, 0.0830, 0.1780, 0.1184, 0.3400, 0.5000, 0.4852, 0.0830, 0.2020
0.1900, 0.0000, 0.1920, 0.0870, 0.1240, 0.0540, 0.5700, 0.2000, 0.4174, 0.0900, 0.1370
0.4200, 0.0000, 0.3190, 0.0830, 0.1580, 0.0876, 0.5300, 0.3000, 0.4466, 0.1010, 0.0850
0.6300, 0.0000, 0.2440, 0.0730, 0.1600, 0.0914, 0.4800, 0.3000, 0.4635, 0.0780, 0.1310
0.6700, 1.0000, 0.2580, 0.1130, 0.1580, 0.0542, 0.6400, 0.2000, 0.5293, 0.1040, 0.2830
0.3200, 0.0000, 0.3050, 0.0890, 0.1820, 0.1106, 0.5600, 0.3000, 0.4344, 0.0890, 0.1290
0.4200, 0.0000, 0.2030, 0.0710, 0.1610, 0.0812, 0.6600, 0.2000, 0.4234, 0.0810, 0.0590
0.5800, 1.0000, 0.3800, 0.1030, 0.1500, 0.1072, 0.2200, 0.7000, 0.4644, 0.0980, 0.3410
0.5700, 0.0000, 0.2170, 0.0940, 0.1570, 0.0580, 0.8200, 0.2000, 0.4443, 0.0920, 0.0870
0.5300, 0.0000, 0.2050, 0.0780, 0.1470, 0.0842, 0.5200, 0.3000, 0.3989, 0.0750, 0.0650
0.6200, 1.0000, 0.2350, 0.0803, 0.2250, 0.1128, 0.8600, 0.2620, 0.4875, 0.0960, 0.1020
0.5200, 0.0000, 0.2850, 0.1100, 0.1950, 0.0972, 0.6000, 0.3000, 0.5242, 0.0850, 0.2650
0.4600, 0.0000, 0.2740, 0.0780, 0.1710, 0.0880, 0.5800, 0.3000, 0.4828, 0.0900, 0.2760
0.4800, 1.0000, 0.3300, 0.1230, 0.2530, 0.1636, 0.4400, 0.6000, 0.5425, 0.0970, 0.2520
0.4800, 1.0000, 0.2770, 0.0730, 0.1910, 0.1194, 0.4600, 0.4000, 0.4852, 0.0920, 0.0900
0.5000, 1.0000, 0.2560, 0.1010, 0.2290, 0.1622, 0.4300, 0.5000, 0.4779, 0.1140, 0.1000
0.2100, 0.0000, 0.2010, 0.0630, 0.1350, 0.0690, 0.5400, 0.3000, 0.4094, 0.0890, 0.0550
0.3200, 1.0000, 0.2540, 0.0903, 0.1530, 0.1004, 0.3400, 0.4500, 0.4533, 0.0830, 0.0610
0.5400, 0.0000, 0.2420, 0.0740, 0.2040, 0.1090, 0.8200, 0.2000, 0.4174, 0.1090, 0.0920
0.6100, 1.0000, 0.3270, 0.0970, 0.1770, 0.1184, 0.2900, 0.6000, 0.4997, 0.0870, 0.2590
0.5600, 1.0000, 0.2310, 0.1040, 0.1810, 0.1164, 0.4700, 0.4000, 0.4477, 0.0790, 0.0530
0.3300, 0.0000, 0.2530, 0.0850, 0.1550, 0.0850, 0.5100, 0.3000, 0.4554, 0.0700, 0.1900
0.2700, 0.0000, 0.1960, 0.0780, 0.1280, 0.0680, 0.4300, 0.3000, 0.4443, 0.0710, 0.1420
0.6700, 1.0000, 0.2250, 0.0980, 0.1910, 0.1192, 0.6100, 0.3000, 0.3989, 0.0860, 0.0750
0.3700, 1.0000, 0.2770, 0.0930, 0.1800, 0.1194, 0.3000, 0.6000, 0.5030, 0.0880, 0.1420
0.5800, 0.0000, 0.2570, 0.0990, 0.1570, 0.0916, 0.4900, 0.3000, 0.4407, 0.0930, 0.1550
0.6500, 1.0000, 0.2790, 0.1030, 0.1590, 0.0968, 0.4200, 0.4000, 0.4615, 0.0860, 0.2250
0.3400, 0.0000, 0.2550, 0.0930, 0.2180, 0.1440, 0.5700, 0.4000, 0.4443, 0.0880, 0.0590
0.4600, 0.0000, 0.2490, 0.1150, 0.1980, 0.1296, 0.5400, 0.4000, 0.4277, 0.1030, 0.1040
0.3500, 0.0000, 0.2870, 0.0970, 0.2040, 0.1268, 0.6400, 0.3000, 0.4190, 0.0930, 0.1820
0.3700, 0.0000, 0.2180, 0.0840, 0.1840, 0.1010, 0.7300, 0.3000, 0.3912, 0.0930, 0.1280
0.3700, 0.0000, 0.3020, 0.0870, 0.1660, 0.0960, 0.4000, 0.4150, 0.5011, 0.0870, 0.0520
0.4100, 0.0000, 0.2050, 0.0800, 0.1240, 0.0488, 0.6400, 0.2000, 0.4025, 0.0750, 0.0370
0.6000, 0.0000, 0.2040, 0.1050, 0.1980, 0.0784, 0.9900, 0.2000, 0.4635, 0.0790, 0.1700
0.6600, 1.0000, 0.2400, 0.0980, 0.2360, 0.1464, 0.5800, 0.4000, 0.5063, 0.0960, 0.1700
0.2900, 0.0000, 0.2600, 0.0830, 0.1410, 0.0652, 0.6400, 0.2000, 0.4078, 0.0830, 0.0610
0.3700, 1.0000, 0.2680, 0.0790, 0.1570, 0.0980, 0.2800, 0.6000, 0.5043, 0.0960, 0.1440
0.4100, 1.0000, 0.2570, 0.0830, 0.1810, 0.1066, 0.6600, 0.3000, 0.3738, 0.0850, 0.0520
0.3900, 0.0000, 0.2290, 0.0770, 0.2040, 0.1432, 0.4600, 0.4000, 0.4304, 0.0740, 0.1280
0.6700, 1.0000, 0.2400, 0.0830, 0.1430, 0.0772, 0.4900, 0.3000, 0.4431, 0.0940, 0.0710
0.3600, 1.0000, 0.2410, 0.1120, 0.1930, 0.1250, 0.3500, 0.6000, 0.5106, 0.0950, 0.1630
0.4600, 1.0000, 0.2470, 0.0850, 0.1740, 0.1232, 0.3000, 0.6000, 0.4644, 0.0960, 0.1500
0.6000, 1.0000, 0.2500, 0.0897, 0.1850, 0.1208, 0.4600, 0.4020, 0.4511, 0.0920, 0.0970
0.5900, 1.0000, 0.2360, 0.0830, 0.1650, 0.1000, 0.4700, 0.4000, 0.4500, 0.0920, 0.1600
0.5300, 0.0000, 0.2210, 0.0930, 0.1340, 0.0762, 0.4600, 0.3000, 0.4078, 0.0960, 0.1780
0.4800, 0.0000, 0.1990, 0.0910, 0.1890, 0.1096, 0.6900, 0.3000, 0.3951, 0.1010, 0.0480
0.4800, 0.0000, 0.2950, 0.1310, 0.2070, 0.1322, 0.4700, 0.4000, 0.4935, 0.1060, 0.2700
0.6600, 1.0000, 0.2600, 0.0910, 0.2640, 0.1466, 0.6500, 0.4000, 0.5568, 0.0870, 0.2020
0.5200, 1.0000, 0.2450, 0.0940, 0.2170, 0.1494, 0.4800, 0.5000, 0.4585, 0.0890, 0.1110
0.5200, 1.0000, 0.2660, 0.1110, 0.2090, 0.1264, 0.6100, 0.3000, 0.4682, 0.1090, 0.0850
0.4600, 1.0000, 0.2350, 0.0870, 0.1810, 0.1148, 0.4400, 0.4000, 0.4710, 0.0980, 0.0420
0.4000, 1.0000, 0.2900, 0.1150, 0.0970, 0.0472, 0.3500, 0.2770, 0.4304, 0.0950, 0.1700
0.2200, 0.0000, 0.2300, 0.0730, 0.1610, 0.0978, 0.5400, 0.3000, 0.3829, 0.0910, 0.2000
0.5000, 0.0000, 0.2100, 0.0880, 0.1400, 0.0718, 0.3500, 0.4000, 0.5112, 0.0710, 0.2520
0.2000, 0.0000, 0.2290, 0.0870, 0.1910, 0.1282, 0.5300, 0.4000, 0.3892, 0.0850, 0.1130
0.6800, 0.0000, 0.2750, 0.1070, 0.2410, 0.1496, 0.6400, 0.4000, 0.4920, 0.0900, 0.1430
0.5200, 1.0000, 0.2430, 0.0860, 0.1970, 0.1336, 0.4400, 0.5000, 0.4575, 0.0910, 0.0510
0.4400, 0.0000, 0.2310, 0.0870, 0.2130, 0.1264, 0.7700, 0.3000, 0.3871, 0.0720, 0.0520
0.3800, 0.0000, 0.2730, 0.0810, 0.1460, 0.0816, 0.4700, 0.3000, 0.4466, 0.0810, 0.2100
0.4900, 0.0000, 0.2270, 0.0653, 0.1680, 0.0962, 0.6200, 0.2710, 0.3892, 0.0600, 0.0650
0.6100, 0.0000, 0.3300, 0.0950, 0.1820, 0.1148, 0.5400, 0.3000, 0.4190, 0.0740, 0.1410
0.2900, 1.0000, 0.1940, 0.0830, 0.1520, 0.1058, 0.3900, 0.4000, 0.3584, 0.0830, 0.0550
0.6100, 0.0000, 0.2580, 0.0980, 0.2350, 0.1258, 0.7600, 0.3000, 0.5112, 0.0820, 0.1340
0.3400, 1.0000, 0.2260, 0.0750, 0.1660, 0.0918, 0.6000, 0.3000, 0.4263, 0.1080, 0.0420
0.3600, 0.0000, 0.2190, 0.0890, 0.1890, 0.1052, 0.6800, 0.3000, 0.4369, 0.0960, 0.1110
0.5200, 0.0000, 0.2400, 0.0830, 0.1670, 0.0866, 0.7100, 0.2000, 0.3850, 0.0940, 0.0980
0.6100, 0.0000, 0.3120, 0.0790, 0.2350, 0.1568, 0.4700, 0.5000, 0.5050, 0.0960, 0.1640
0.4300, 0.0000, 0.2680, 0.1230, 0.1930, 0.1022, 0.6700, 0.3000, 0.4779, 0.0940, 0.0480
0.3500, 0.0000, 0.2040, 0.0650, 0.1870, 0.1056, 0.6700, 0.2790, 0.4277, 0.0780, 0.0960
0.2700, 0.0000, 0.2480, 0.0910, 0.1890, 0.1068, 0.6900, 0.3000, 0.4190, 0.0690, 0.0900
0.2900, 0.0000, 0.2100, 0.0710, 0.1560, 0.0970, 0.3800, 0.4000, 0.4654, 0.0900, 0.1620
0.6400, 1.0000, 0.2730, 0.1090, 0.1860, 0.1076, 0.3800, 0.5000, 0.5308, 0.0990, 0.1500
0.4100, 0.0000, 0.3460, 0.0873, 0.2050, 0.1426, 0.4100, 0.5000, 0.4673, 0.1100, 0.2790
0.4900, 1.0000, 0.2590, 0.0910, 0.1780, 0.1066, 0.5200, 0.3000, 0.4575, 0.0750, 0.0920
0.4800, 0.0000, 0.2040, 0.0980, 0.2090, 0.1394, 0.4600, 0.5000, 0.4771, 0.0780, 0.0830
0.5300, 0.0000, 0.2800, 0.0880, 0.2330, 0.1438, 0.5800, 0.4000, 0.5050, 0.0910, 0.1280
0.5300, 1.0000, 0.2220, 0.1130, 0.1970, 0.1152, 0.6700, 0.3000, 0.4304, 0.1000, 0.1020
0.2300, 0.0000, 0.2900, 0.0900, 0.2160, 0.1314, 0.6500, 0.3000, 0.4585, 0.0910, 0.3020
0.6500, 1.0000, 0.3020, 0.0980, 0.2190, 0.1606, 0.4000, 0.5000, 0.4522, 0.0840, 0.1980
0.4100, 0.0000, 0.3240, 0.0940, 0.1710, 0.1044, 0.5600, 0.3000, 0.3970, 0.0760, 0.0950
0.5500, 1.0000, 0.2340, 0.0830, 0.1660, 0.1016, 0.4600, 0.4000, 0.4522, 0.0960, 0.0530
0.2200, 0.0000, 0.1930, 0.0820, 0.1560, 0.0932, 0.5200, 0.3000, 0.3989, 0.0710, 0.1340
0.5600, 0.0000, 0.3100, 0.0787, 0.1870, 0.1414, 0.3400, 0.5500, 0.4060, 0.0900, 0.1440
0.5400, 1.0000, 0.3060, 0.1033, 0.1440, 0.0798, 0.3000, 0.4800, 0.5142, 0.1010, 0.2320
0.5900, 1.0000, 0.2550, 0.0953, 0.1900, 0.1394, 0.3500, 0.5430, 0.4357, 0.1170, 0.0810
0.6000, 1.0000, 0.2340, 0.0880, 0.1530, 0.0898, 0.5800, 0.3000, 0.3258, 0.0950, 0.1040
0.5400, 0.0000, 0.2680, 0.0870, 0.2060, 0.1220, 0.6800, 0.3000, 0.4382, 0.0800, 0.0590
0.2500, 0.0000, 0.2830, 0.0870, 0.1930, 0.1280, 0.4900, 0.4000, 0.4382, 0.0920, 0.2460
0.5400, 1.0000, 0.2770, 0.1130, 0.2000, 0.1284, 0.3700, 0.5000, 0.5153, 0.1130, 0.2970
0.5500, 0.0000, 0.3660, 0.1130, 0.1990, 0.0944, 0.4300, 0.4630, 0.5730, 0.0970, 0.2580
0.4000, 1.0000, 0.2650, 0.0930, 0.2360, 0.1470, 0.3700, 0.7000, 0.5561, 0.0920, 0.2290
0.6200, 1.0000, 0.3180, 0.1150, 0.1990, 0.1286, 0.4400, 0.5000, 0.4883, 0.0980, 0.2750
0.6500, 0.0000, 0.2440, 0.1200, 0.2220, 0.1356, 0.3700, 0.6000, 0.5509, 0.1240, 0.2810
0.3300, 1.0000, 0.2540, 0.1020, 0.2060, 0.1410, 0.3900, 0.5000, 0.4868, 0.1050, 0.1790
0.5300, 0.0000, 0.2200, 0.0940, 0.1750, 0.0880, 0.5900, 0.3000, 0.4942, 0.0980, 0.2000
0.3500, 0.0000, 0.2680, 0.0980, 0.1620, 0.1036, 0.4500, 0.4000, 0.4205, 0.0860, 0.2000
0.6600, 0.0000, 0.2800, 0.1010, 0.1950, 0.1292, 0.4000, 0.5000, 0.4860, 0.0940, 0.1730
0.6200, 1.0000, 0.3390, 0.1010, 0.2210, 0.1564, 0.3500, 0.6000, 0.4997, 0.1030, 0.1800
0.5000, 1.0000, 0.2960, 0.0943, 0.3000, 0.2424, 0.3300, 0.9090, 0.4812, 0.1090, 0.0840
0.4700, 0.0000, 0.2860, 0.0970, 0.1640, 0.0906, 0.5600, 0.3000, 0.4466, 0.0880, 0.1210
0.4700, 1.0000, 0.2560, 0.0940, 0.1650, 0.0748, 0.4000, 0.4000, 0.5526, 0.0930, 0.1610
0.2400, 0.0000, 0.2070, 0.0870, 0.1490, 0.0806, 0.6100, 0.2000, 0.3611, 0.0780, 0.0990
0.5800, 1.0000, 0.2620, 0.0910, 0.2170, 0.1242, 0.7100, 0.3000, 0.4691, 0.0680, 0.1090
0.3400, 0.0000, 0.2060, 0.0870, 0.1850, 0.1122, 0.5800, 0.3000, 0.4304, 0.0740, 0.1150
0.5100, 0.0000, 0.2790, 0.0960, 0.1960, 0.1222, 0.4200, 0.5000, 0.5069, 0.1200, 0.2680
0.3100, 1.0000, 0.3530, 0.1250, 0.1870, 0.1124, 0.4800, 0.4000, 0.4890, 0.1090, 0.2740
0.2200, 0.0000, 0.1990, 0.0750, 0.1750, 0.1086, 0.5400, 0.3000, 0.4127, 0.0720, 0.1580
0.5300, 1.0000, 0.2440, 0.0920, 0.2140, 0.1460, 0.5000, 0.4000, 0.4500, 0.0970, 0.1070
0.3700, 1.0000, 0.2140, 0.0830, 0.1280, 0.0696, 0.4900, 0.3000, 0.3850, 0.0840, 0.0830
0.2800, 0.0000, 0.3040, 0.0850, 0.1980, 0.1156, 0.6700, 0.3000, 0.4344, 0.0800, 0.1030
0.4700, 0.0000, 0.3160, 0.0840, 0.1540, 0.0880, 0.3000, 0.5100, 0.5199, 0.1050, 0.2720
0.2300, 0.0000, 0.1880, 0.0780, 0.1450, 0.0720, 0.6300, 0.2000, 0.3912, 0.0860, 0.0850
0.5000, 0.0000, 0.3100, 0.1230, 0.1780, 0.1050, 0.4800, 0.4000, 0.4828, 0.0880, 0.2800
0.5800, 1.0000, 0.3670, 0.1170, 0.1660, 0.0938, 0.4400, 0.4000, 0.4949, 0.1090, 0.3360
0.5500, 0.0000, 0.3210, 0.1100, 0.1640, 0.0842, 0.4200, 0.4000, 0.5242, 0.0900, 0.2810
0.6000, 1.0000, 0.2770, 0.1070, 0.1670, 0.1146, 0.3800, 0.4000, 0.4277, 0.0950, 0.1180
0.4100, 0.0000, 0.3080, 0.0810, 0.2140, 0.1520, 0.2800, 0.7600, 0.5136, 0.1230, 0.3170
0.6000, 1.0000, 0.2750, 0.1060, 0.2290, 0.1438, 0.5100, 0.4000, 0.5142, 0.0910, 0.2350
0.4000, 0.0000, 0.2690, 0.0920, 0.2030, 0.1198, 0.7000, 0.3000, 0.4190, 0.0810, 0.0600
0.5700, 1.0000, 0.3070, 0.0900, 0.2040, 0.1478, 0.3400, 0.6000, 0.4710, 0.0930, 0.1740
0.3700, 0.0000, 0.3830, 0.1130, 0.1650, 0.0946, 0.5300, 0.3000, 0.4466, 0.0790, 0.2590
0.4000, 1.0000, 0.3190, 0.0950, 0.1980, 0.1356, 0.3800, 0.5000, 0.4804, 0.0930, 0.1780
0.3300, 0.0000, 0.3500, 0.0890, 0.2000, 0.1304, 0.4200, 0.4760, 0.4927, 0.1010, 0.1280
0.3200, 1.0000, 0.2780, 0.0890, 0.2160, 0.1462, 0.5500, 0.4000, 0.4304, 0.0910, 0.0960
0.3500, 1.0000, 0.2590, 0.0810, 0.1740, 0.1024, 0.3100, 0.6000, 0.5313, 0.0820, 0.1260
0.5500, 0.0000, 0.3290, 0.1020, 0.1640, 0.1062, 0.4100, 0.4000, 0.4431, 0.0890, 0.2880
0.4900, 0.0000, 0.2600, 0.0930, 0.1830, 0.1002, 0.6400, 0.3000, 0.4543, 0.0880, 0.0880
0.3900, 1.0000, 0.2630, 0.1150, 0.2180, 0.1582, 0.3200, 0.7000, 0.4935, 0.1090, 0.2920
0.6000, 1.0000, 0.2230, 0.1130, 0.1860, 0.1258, 0.4600, 0.4000, 0.4263, 0.0940, 0.0710
0.6700, 1.0000, 0.2830, 0.0930, 0.2040, 0.1322, 0.4900, 0.4000, 0.4736, 0.0920, 0.1970
0.4100, 1.0000, 0.3200, 0.1090, 0.2510, 0.1706, 0.4900, 0.5000, 0.5056, 0.1030, 0.1860
0.4400, 0.0000, 0.2540, 0.0950, 0.1620, 0.0926, 0.5300, 0.3000, 0.4407, 0.0830, 0.0250
0.4800, 1.0000, 0.2330, 0.0893, 0.2120, 0.1428, 0.4600, 0.4610, 0.4754, 0.0980, 0.0840
0.4500, 0.0000, 0.2030, 0.0743, 0.1900, 0.1262, 0.4900, 0.3880, 0.4304, 0.0790, 0.0960
0.4700, 0.0000, 0.3040, 0.1200, 0.1990, 0.1200, 0.4600, 0.4000, 0.5106, 0.0870, 0.1950
0.4600, 0.0000, 0.2060, 0.0730, 0.1720, 0.1070, 0.5100, 0.3000, 0.4249, 0.0800, 0.0530
0.3600, 1.0000, 0.3230, 0.1150, 0.2860, 0.1994, 0.3900, 0.7000, 0.5472, 0.1120, 0.2170
0.3400, 0.0000, 0.2920, 0.0730, 0.1720, 0.1082, 0.4900, 0.4000, 0.4304, 0.0910, 0.1720
0.5300, 1.0000, 0.3310, 0.1170, 0.1830, 0.1190, 0.4800, 0.4000, 0.4382, 0.1060, 0.1310
0.6100, 0.0000, 0.2460, 0.1010, 0.2090, 0.1068, 0.7700, 0.3000, 0.4836, 0.0880, 0.2140
0.3700, 0.0000, 0.2020, 0.0810, 0.1620, 0.0878, 0.6300, 0.3000, 0.4025, 0.0880, 0.0590
0.3300, 1.0000, 0.2080, 0.0840, 0.1250, 0.0702, 0.4600, 0.3000, 0.3784, 0.0660, 0.0700
0.6800, 0.0000, 0.3280, 0.1057, 0.2050, 0.1164, 0.4000, 0.5130, 0.5493, 0.1170, 0.2200
0.4900, 1.0000, 0.3190, 0.0940, 0.2340, 0.1558, 0.3400, 0.7000, 0.5398, 0.1220, 0.2680
0.4800, 0.0000, 0.2390, 0.1090, 0.2320, 0.1052, 0.3700, 0.6000, 0.6107, 0.0960, 0.1520
0.5500, 1.0000, 0.2450, 0.0840, 0.1790, 0.1058, 0.6600, 0.3000, 0.3584, 0.0870, 0.0470
0.4300, 0.0000, 0.2210, 0.0660, 0.1340, 0.0772, 0.4500, 0.3000, 0.4078, 0.0800, 0.0740
0.6000, 1.0000, 0.3300, 0.0970, 0.2170, 0.1256, 0.4500, 0.5000, 0.5447, 0.1120, 0.2950
0.3100, 1.0000, 0.1900, 0.0930, 0.1370, 0.0730, 0.4700, 0.3000, 0.4443, 0.0780, 0.1010
0.5300, 1.0000, 0.2730, 0.0820, 0.1190, 0.0550, 0.3900, 0.3000, 0.4828, 0.0930, 0.1510
0.6700, 0.0000, 0.2280, 0.0870, 0.1660, 0.0986, 0.5200, 0.3000, 0.4344, 0.0920, 0.1270
0.6100, 1.0000, 0.2820, 0.1060, 0.2040, 0.1320, 0.5200, 0.4000, 0.4605, 0.0960, 0.2370
0.6200, 0.0000, 0.2890, 0.0873, 0.2060, 0.1272, 0.3300, 0.6240, 0.5434, 0.0990, 0.2250
0.6000, 0.0000, 0.2560, 0.0870, 0.2070, 0.1258, 0.6900, 0.3000, 0.4111, 0.0840, 0.0810
0.4200, 0.0000, 0.2490, 0.0910, 0.2040, 0.1418, 0.3800, 0.5000, 0.4796, 0.0890, 0.1510
0.3800, 1.0000, 0.2680, 0.1050, 0.1810, 0.1192, 0.3700, 0.5000, 0.4820, 0.0910, 0.1070
0.6200, 0.0000, 0.2240, 0.0790, 0.2220, 0.1474, 0.5900, 0.4000, 0.4357, 0.0760, 0.0640
0.6100, 1.0000, 0.2690, 0.1110, 0.2360, 0.1724, 0.3900, 0.6000, 0.4812, 0.0890, 0.1380
0.6100, 1.0000, 0.2310, 0.1130, 0.1860, 0.1144, 0.4700, 0.4000, 0.4812, 0.1050, 0.1850
0.5300, 0.0000, 0.2860, 0.0880, 0.1710, 0.0988, 0.4100, 0.4000, 0.5050, 0.0990, 0.2650
0.2800, 1.0000, 0.2470, 0.0970, 0.1750, 0.0996, 0.3200, 0.5000, 0.5380, 0.0870, 0.1010
0.2600, 1.0000, 0.3030, 0.0890, 0.2180, 0.1522, 0.3100, 0.7000, 0.5159, 0.0820, 0.1370
0.3000, 0.0000, 0.2130, 0.0870, 0.1340, 0.0630, 0.6300, 0.2000, 0.3689, 0.0660, 0.1430
0.5000, 0.0000, 0.2610, 0.1090, 0.2430, 0.1606, 0.6200, 0.4000, 0.4625, 0.0890, 0.1410
0.4800, 0.0000, 0.2020, 0.0950, 0.1870, 0.1174, 0.5300, 0.4000, 0.4419, 0.0850, 0.0790
0.5100, 0.0000, 0.2520, 0.1030, 0.1760, 0.1122, 0.3700, 0.5000, 0.4898, 0.0900, 0.2920
0.4700, 1.0000, 0.2250, 0.0820, 0.1310, 0.0668, 0.4100, 0.3000, 0.4754, 0.0890, 0.1780
0.6400, 1.0000, 0.2350, 0.0970, 0.2030, 0.1290, 0.5900, 0.3000, 0.4318, 0.0770, 0.0910
0.5100, 1.0000, 0.2590, 0.0760, 0.2400, 0.1690, 0.3900, 0.6000, 0.5075, 0.0960, 0.1160
0.3000, 0.0000, 0.2090, 0.1040, 0.1520, 0.0838, 0.4700, 0.3000, 0.4663, 0.0970, 0.0860
0.5600, 1.0000, 0.2870, 0.0990, 0.2080, 0.1464, 0.3900, 0.5000, 0.4727, 0.0970, 0.1220
0.4200, 0.0000, 0.2210, 0.0850, 0.2130, 0.1386, 0.6000, 0.4000, 0.4277, 0.0940, 0.0720
0.6200, 1.0000, 0.2670, 0.1150, 0.1830, 0.1240, 0.3500, 0.5000, 0.4788, 0.1000, 0.1290
0.3400, 0.0000, 0.3140, 0.0870, 0.1490, 0.0938, 0.4600, 0.3000, 0.3829, 0.0770, 0.1420
0.6000, 0.0000, 0.2220, 0.1047, 0.2210, 0.1054, 0.6000, 0.3680, 0.5628, 0.0930, 0.0900
0.6400, 0.0000, 0.2100, 0.0923, 0.2270, 0.1468, 0.6500, 0.3490, 0.4331, 0.1020, 0.1580
0.3900, 1.0000, 0.2120, 0.0900, 0.1820, 0.1104, 0.6000, 0.3000, 0.4060, 0.0980, 0.0390
0.7100, 1.0000, 0.2650, 0.1050, 0.2810, 0.1736, 0.5500, 0.5000, 0.5568, 0.0840, 0.1960
0.4800, 1.0000, 0.2920, 0.1100, 0.2180, 0.1516, 0.3900, 0.6000, 0.4920, 0.0980, 0.2220
0.7900, 1.0000, 0.2700, 0.1030, 0.1690, 0.1108, 0.3700, 0.5000, 0.4663, 0.1100, 0.2770
0.4000, 0.0000, 0.3070, 0.0990, 0.1770, 0.0854, 0.5000, 0.4000, 0.5338, 0.0850, 0.0990
0.4900, 1.0000, 0.2880, 0.0920, 0.2070, 0.1400, 0.4400, 0.5000, 0.4745, 0.0920, 0.1960
0.5100, 0.0000, 0.3060, 0.1030, 0.1980, 0.1066, 0.5700, 0.3000, 0.5148, 0.1000, 0.2020
0.5700, 0.0000, 0.3010, 0.1170, 0.2020, 0.1396, 0.4200, 0.5000, 0.4625, 0.1200, 0.1550
0.5900, 1.0000, 0.2470, 0.1140, 0.1520, 0.1048, 0.2900, 0.5000, 0.4511, 0.0880, 0.0770
0.5100, 0.0000, 0.2770, 0.0990, 0.2290, 0.1456, 0.6900, 0.3000, 0.4277, 0.0770, 0.1910
0.7400, 0.0000, 0.2980, 0.1010, 0.1710, 0.1048, 0.5000, 0.3000, 0.4394, 0.0860, 0.0700
0.6700, 0.0000, 0.2670, 0.1050, 0.2250, 0.1354, 0.6900, 0.3000, 0.4635, 0.0960, 0.0730
0.4900, 0.0000, 0.1980, 0.0880, 0.1880, 0.1148, 0.5700, 0.3000, 0.4394, 0.0930, 0.0490
0.5700, 0.0000, 0.2330, 0.0880, 0.1550, 0.0636, 0.7800, 0.2000, 0.4205, 0.0780, 0.0650
0.5600, 1.0000, 0.3510, 0.1230, 0.1640, 0.0950, 0.3800, 0.4000, 0.5043, 0.1170, 0.2630
0.5200, 1.0000, 0.2970, 0.1090, 0.2280, 0.1628, 0.3100, 0.8000, 0.5142, 0.1030, 0.2480
0.6900, 0.0000, 0.2930, 0.1240, 0.2230, 0.1390, 0.5400, 0.4000, 0.5011, 0.1020, 0.2960
0.3700, 0.0000, 0.2030, 0.0830, 0.1850, 0.1246, 0.3800, 0.5000, 0.4719, 0.0880, 0.2140
0.2400, 0.0000, 0.2250, 0.0890, 0.1410, 0.0680, 0.5200, 0.3000, 0.4654, 0.0840, 0.1850
0.5500, 1.0000, 0.2270, 0.0930, 0.1540, 0.0942, 0.5300, 0.3000, 0.3526, 0.0750, 0.0780
0.3600, 0.0000, 0.2280, 0.0870, 0.1780, 0.1160, 0.4100, 0.4000, 0.4654, 0.0820, 0.0930
0.4200, 1.0000, 0.2400, 0.1070, 0.1500, 0.0850, 0.4400, 0.3000, 0.4654, 0.0960, 0.2520
0.2100, 0.0000, 0.2420, 0.0760, 0.1470, 0.0770, 0.5300, 0.3000, 0.4443, 0.0790, 0.1500
0.4100, 0.0000, 0.2020, 0.0620, 0.1530, 0.0890, 0.5000, 0.3000, 0.4249, 0.0890, 0.0770
0.5700, 1.0000, 0.2940, 0.1090, 0.1600, 0.0876, 0.3100, 0.5000, 0.5333, 0.0920, 0.2080
0.2000, 1.0000, 0.2210, 0.0870, 0.1710, 0.0996, 0.5800, 0.3000, 0.4205, 0.0780, 0.0770
0.6700, 1.0000, 0.2360, 0.1113, 0.1890, 0.1054, 0.7000, 0.2700, 0.4220, 0.0930, 0.1080
0.3400, 0.0000, 0.2520, 0.0770, 0.1890, 0.1206, 0.5300, 0.4000, 0.4344, 0.0790, 0.1600
0.4100, 1.0000, 0.2490, 0.0860, 0.1920, 0.1150, 0.6100, 0.3000, 0.4382, 0.0940, 0.0530
0.3800, 1.0000, 0.3300, 0.0780, 0.3010, 0.2150, 0.5000, 0.6020, 0.5193, 0.1080, 0.2200
0.5100, 0.0000, 0.2350, 0.1010, 0.1950, 0.1210, 0.5100, 0.4000, 0.4745, 0.0940, 0.1540
0.5200, 1.0000, 0.2640, 0.0913, 0.2180, 0.1520, 0.3900, 0.5590, 0.4905, 0.0990, 0.2590
0.6700, 0.0000, 0.2980, 0.0800, 0.1720, 0.0934, 0.6300, 0.3000, 0.4357, 0.0820, 0.0900
0.6100, 0.0000, 0.3000, 0.1080, 0.1940, 0.1000, 0.5200, 0.3730, 0.5347, 0.1050, 0.2460
0.6700, 1.0000, 0.2500, 0.1117, 0.1460, 0.0934, 0.3300, 0.4420, 0.4585, 0.1030, 0.1240
0.5600, 0.0000, 0.2700, 0.1050, 0.2470, 0.1606, 0.5400, 0.5000, 0.5088, 0.0940, 0.0670
0.6400, 0.0000, 0.2000, 0.0747, 0.1890, 0.1148, 0.6200, 0.3050, 0.4111, 0.0910, 0.0720
0.5800, 1.0000, 0.2550, 0.1120, 0.1630, 0.1106, 0.2900, 0.6000, 0.4762, 0.0860, 0.2570
0.5500, 0.0000, 0.2820, 0.0910, 0.2500, 0.1402, 0.6700, 0.4000, 0.5366, 0.1030, 0.2620
0.6200, 1.0000, 0.3330, 0.1140, 0.1820, 0.1140, 0.3800, 0.5000, 0.5011, 0.0960, 0.2750
0.5700, 1.0000, 0.2560, 0.0960, 0.2000, 0.1330, 0.5200, 0.3850, 0.4318, 0.1050, 0.1770
0.2000, 1.0000, 0.2420, 0.0880, 0.1260, 0.0722, 0.4500, 0.3000, 0.3784, 0.0740, 0.0710
0.5300, 1.0000, 0.2210, 0.0980, 0.1650, 0.1052, 0.4700, 0.4000, 0.4159, 0.0810, 0.0470
0.3200, 1.0000, 0.3140, 0.0890, 0.1530, 0.0842, 0.5600, 0.3000, 0.4159, 0.0900, 0.1870
0.4100, 0.0000, 0.2310, 0.0860, 0.1480, 0.0780, 0.5800, 0.3000, 0.4094, 0.0600, 0.1250
0.6000, 0.0000, 0.2340, 0.0767, 0.2470, 0.1480, 0.6500, 0.3800, 0.5136, 0.0770, 0.0780
0.2600, 0.0000, 0.1880, 0.0830, 0.1910, 0.1036, 0.6900, 0.3000, 0.4522, 0.0690, 0.0510
0.3700, 0.0000, 0.3080, 0.1120, 0.2820, 0.1972, 0.4300, 0.7000, 0.5342, 0.1010, 0.2580
0.4500, 0.0000, 0.3200, 0.1100, 0.2240, 0.1342, 0.4500, 0.5000, 0.5412, 0.0930, 0.2150
0.6700, 0.0000, 0.3160, 0.1160, 0.1790, 0.0904, 0.4100, 0.4000, 0.5472, 0.1000, 0.3030
0.3400, 1.0000, 0.3550, 0.1200, 0.2330, 0.1466, 0.3400, 0.7000, 0.5568, 0.1010, 0.2430
0.5000, 0.0000, 0.3190, 0.0783, 0.2070, 0.1492, 0.3800, 0.5450, 0.4595, 0.0840, 0.0910
0.7100, 0.0000, 0.2950, 0.0970, 0.2270, 0.1516, 0.4500, 0.5000, 0.5024, 0.1080, 0.1500
0.5700, 1.0000, 0.3160, 0.1170, 0.2250, 0.1076, 0.4000, 0.6000, 0.5958, 0.1130, 0.3100
0.4900, 0.0000, 0.2030, 0.0930, 0.1840, 0.1030, 0.6100, 0.3000, 0.4605, 0.0930, 0.1530
0.3500, 0.0000, 0.4130, 0.0810, 0.1680, 0.1028, 0.3700, 0.5000, 0.4949, 0.0940, 0.3460
0.4100, 1.0000, 0.2120, 0.1020, 0.1840, 0.1004, 0.6400, 0.3000, 0.4585, 0.0790, 0.0630
0.7000, 1.0000, 0.2410, 0.0823, 0.1940, 0.1492, 0.3100, 0.6260, 0.4234, 0.1050, 0.0890
0.5200, 0.0000, 0.2300, 0.1070, 0.1790, 0.1237, 0.4250, 0.4210, 0.4159, 0.0930, 0.0500
0.6000, 0.0000, 0.2560, 0.0780, 0.1950, 0.0954, 0.9100, 0.2000, 0.3761, 0.0870, 0.0390
0.6200, 0.0000, 0.2250, 0.1250, 0.2150, 0.0990, 0.9800, 0.2000, 0.4500, 0.0950, 0.1030
0.4400, 1.0000, 0.3820, 0.1230, 0.2010, 0.1266, 0.4400, 0.5000, 0.5024, 0.0920, 0.3080
0.2800, 1.0000, 0.1920, 0.0810, 0.1550, 0.0946, 0.5100, 0.3000, 0.3850, 0.0870, 0.1160
0.5800, 1.0000, 0.2900, 0.0850, 0.1560, 0.1092, 0.3600, 0.4000, 0.3989, 0.0860, 0.1450
0.3900, 1.0000, 0.2400, 0.0897, 0.1900, 0.1136, 0.5200, 0.3650, 0.4804, 0.1010, 0.0740
0.3400, 1.0000, 0.2060, 0.0980, 0.1830, 0.0920, 0.8300, 0.2000, 0.3689, 0.0920, 0.0450
0.6500, 0.0000, 0.2630, 0.0700, 0.2440, 0.1662, 0.5100, 0.5000, 0.4898, 0.0980, 0.1150
0.6600, 1.0000, 0.3460, 0.1150, 0.2040, 0.1394, 0.3600, 0.6000, 0.4963, 0.1090, 0.2640
0.5100, 0.0000, 0.2340, 0.0870, 0.2200, 0.1088, 0.9300, 0.2000, 0.4511, 0.0820, 0.0870
0.5000, 1.0000, 0.2920, 0.1190, 0.1620, 0.0852, 0.5400, 0.3000, 0.4736, 0.0950, 0.2020
0.5900, 1.0000, 0.2720, 0.1070, 0.1580, 0.1020, 0.3900, 0.4000, 0.4443, 0.0930, 0.1270
0.5200, 0.0000, 0.2700, 0.0783, 0.1340, 0.0730, 0.4400, 0.3050, 0.4443, 0.0690, 0.1820
0.6900, 1.0000, 0.2450, 0.1080, 0.2430, 0.1364, 0.4000, 0.6000, 0.5808, 0.1000, 0.2410
0.5300, 0.0000, 0.2410, 0.1050, 0.1840, 0.1134, 0.4600, 0.4000, 0.4812, 0.0950, 0.0660
0.4700, 1.0000, 0.2530, 0.0980, 0.1730, 0.1056, 0.4400, 0.4000, 0.4762, 0.1080, 0.0940
0.5200, 0.0000, 0.2880, 0.1130, 0.2800, 0.1740, 0.6700, 0.4000, 0.5273, 0.0860, 0.2830
0.3900, 0.0000, 0.2090, 0.0950, 0.1500, 0.0656, 0.6800, 0.2000, 0.4407, 0.0950, 0.0640
0.6700, 1.0000, 0.2300, 0.0700, 0.1840, 0.1280, 0.3500, 0.5000, 0.4654, 0.0990, 0.1020
0.5900, 1.0000, 0.2410, 0.0960, 0.1700, 0.0986, 0.5400, 0.3000, 0.4466, 0.0850, 0.2000
0.5100, 1.0000, 0.2810, 0.1060, 0.2020, 0.1222, 0.5500, 0.4000, 0.4820, 0.0870, 0.2650
0.2300, 1.0000, 0.1800, 0.0780, 0.1710, 0.0960, 0.4800, 0.4000, 0.4905, 0.0920, 0.0940
0.6800, 0.0000, 0.2590, 0.0930, 0.2530, 0.1812, 0.5300, 0.5000, 0.4543, 0.0980, 0.2300
0.4400, 0.0000, 0.2150, 0.0850, 0.1570, 0.0922, 0.5500, 0.3000, 0.3892, 0.0840, 0.1810
0.6000, 1.0000, 0.2430, 0.1030, 0.1410, 0.0866, 0.3300, 0.4000, 0.4673, 0.0780, 0.1560
0.5200, 0.0000, 0.2450, 0.0900, 0.1980, 0.1290, 0.2900, 0.7000, 0.5298, 0.0860, 0.2330
0.3800, 0.0000, 0.2130, 0.0720, 0.1650, 0.0602, 0.8800, 0.2000, 0.4431, 0.0900, 0.0600
0.6100, 0.0000, 0.2580, 0.0900, 0.2800, 0.1954, 0.5500, 0.5000, 0.4997, 0.0900, 0.2190
0.6800, 1.0000, 0.2480, 0.1010, 0.2210, 0.1514, 0.6000, 0.4000, 0.3871, 0.0870, 0.0800
0.2800, 1.0000, 0.3150, 0.0830, 0.2280, 0.1494, 0.3800, 0.6000, 0.5313, 0.0830, 0.0680
0.6500, 1.0000, 0.3350, 0.1020, 0.1900, 0.1262, 0.3500, 0.5000, 0.4970, 0.1020, 0.3320
0.6900, 0.0000, 0.2810, 0.1130, 0.2340, 0.1428, 0.5200, 0.4000, 0.5278, 0.0770, 0.2480
0.5100, 0.0000, 0.2430, 0.0853, 0.1530, 0.0716, 0.7100, 0.2150, 0.3951, 0.0820, 0.0840
0.2900, 0.0000, 0.3500, 0.0983, 0.2040, 0.1426, 0.5000, 0.4080, 0.4043, 0.0910, 0.2000
0.5500, 1.0000, 0.2350, 0.0930, 0.1770, 0.1268, 0.4100, 0.4000, 0.3829, 0.0830, 0.0550
0.3400, 1.0000, 0.3000, 0.0830, 0.1850, 0.1072, 0.5300, 0.3000, 0.4820, 0.0920, 0.0850
0.6700, 0.0000, 0.2070, 0.0830, 0.1700, 0.0998, 0.5900, 0.3000, 0.4025, 0.0770, 0.0890
0.4900, 0.0000, 0.2560, 0.0760, 0.1610, 0.0998, 0.5100, 0.3000, 0.3932, 0.0780, 0.0310
0.5500, 1.0000, 0.2290, 0.0810, 0.1230, 0.0672, 0.4100, 0.3000, 0.4304, 0.0880, 0.1290
0.5900, 1.0000, 0.2510, 0.0900, 0.1630, 0.1014, 0.4600, 0.4000, 0.4357, 0.0910, 0.0830
0.5300, 0.0000, 0.3320, 0.0827, 0.1860, 0.1068, 0.4600, 0.4040, 0.5112, 0.1020, 0.2750
0.4800, 1.0000, 0.2410, 0.1100, 0.2090, 0.1346, 0.5800, 0.4000, 0.4407, 0.1000, 0.0650
0.5200, 0.0000, 0.2950, 0.1043, 0.2110, 0.1328, 0.4900, 0.4310, 0.4984, 0.0980, 0.1980
0.6900, 0.0000, 0.2960, 0.1220, 0.2310, 0.1284, 0.5600, 0.4000, 0.5451, 0.0860, 0.2360
0.6000, 1.0000, 0.2280, 0.1100, 0.2450, 0.1898, 0.3900, 0.6000, 0.4394, 0.0880, 0.2530
0.4600, 1.0000, 0.2270, 0.0830, 0.1830, 0.1258, 0.3200, 0.6000, 0.4836, 0.0750, 0.1240
0.5100, 1.0000, 0.2620, 0.1010, 0.1610, 0.0996, 0.4800, 0.3000, 0.4205, 0.0880, 0.0440
0.6700, 1.0000, 0.2350, 0.0960, 0.2070, 0.1382, 0.4200, 0.5000, 0.4898, 0.1110, 0.1720
0.4900, 0.0000, 0.2210, 0.0850, 0.1360, 0.0634, 0.6200, 0.2190, 0.3970, 0.0720, 0.1140
0.4600, 1.0000, 0.2650, 0.0940, 0.2470, 0.1602, 0.5900, 0.4000, 0.4935, 0.1110, 0.1420
0.4700, 0.0000, 0.3240, 0.1050, 0.1880, 0.1250, 0.4600, 0.4090, 0.4443, 0.0990, 0.1090
0.7500, 0.0000, 0.3010, 0.0780, 0.2220, 0.1542, 0.4400, 0.5050, 0.4779, 0.0970, 0.1800
0.2800, 0.0000, 0.2420, 0.0930, 0.1740, 0.1064, 0.5400, 0.3000, 0.4220, 0.0840, 0.1440
0.6500, 1.0000, 0.3130, 0.1100, 0.2130, 0.1280, 0.4700, 0.5000, 0.5247, 0.0910, 0.1630
0.4200, 0.0000, 0.3010, 0.0910, 0.1820, 0.1148, 0.4900, 0.4000, 0.4511, 0.0820, 0.1470
0.5100, 0.0000, 0.2450, 0.0790, 0.2120, 0.1286, 0.6500, 0.3000, 0.4522, 0.0910, 0.0970
0.5300, 1.0000, 0.2770, 0.0950, 0.1900, 0.1018, 0.4100, 0.5000, 0.5464, 0.1010, 0.2200
0.5400, 0.0000, 0.2320, 0.1107, 0.2380, 0.1628, 0.4800, 0.4960, 0.4913, 0.1080, 0.1900
0.7300, 0.0000, 0.2700, 0.1020, 0.2110, 0.1210, 0.6700, 0.3000, 0.4745, 0.0990, 0.1090
0.5400, 0.0000, 0.2680, 0.1080, 0.1760, 0.0806, 0.6700, 0.3000, 0.4956, 0.1060, 0.1910
0.4200, 0.0000, 0.2920, 0.0930, 0.2490, 0.1742, 0.4500, 0.6000, 0.5004, 0.0920, 0.1220
0.7500, 0.0000, 0.3120, 0.1177, 0.2290, 0.1388, 0.2900, 0.7900, 0.5724, 0.1060, 0.2300
0.5500, 1.0000, 0.3210, 0.1127, 0.2070, 0.0924, 0.2500, 0.8280, 0.6105, 0.1110, 0.2420
0.6800, 1.0000, 0.2570, 0.1090, 0.2330, 0.1126, 0.3500, 0.7000, 0.6057, 0.1050, 0.2480
0.5700, 0.0000, 0.2690, 0.0980, 0.2460, 0.1652, 0.3800, 0.7000, 0.5366, 0.0960, 0.2490
0.4800, 0.0000, 0.3140, 0.0753, 0.2420, 0.1516, 0.3800, 0.6370, 0.5568, 0.1030, 0.1920
0.6100, 1.0000, 0.2560, 0.0850, 0.1840, 0.1162, 0.3900, 0.5000, 0.4970, 0.0980, 0.1310
0.6900, 0.0000, 0.3700, 0.1030, 0.2070, 0.1314, 0.5500, 0.4000, 0.4635, 0.0900, 0.2370
0.3800, 0.0000, 0.3260, 0.0770, 0.1680, 0.1006, 0.4700, 0.4000, 0.4625, 0.0960, 0.0780
0.4500, 1.0000, 0.2120, 0.0940, 0.1690, 0.0968, 0.5500, 0.3000, 0.4454, 0.1020, 0.1350
0.5100, 1.0000, 0.2920, 0.1070, 0.1870, 0.1390, 0.3200, 0.6000, 0.4382, 0.0950, 0.2440
0.7100, 1.0000, 0.2400, 0.0840, 0.1380, 0.0858, 0.3900, 0.4000, 0.4190, 0.0900, 0.1990
0.5700, 0.0000, 0.3610, 0.1170, 0.1810, 0.1082, 0.3400, 0.5000, 0.5268, 0.1000, 0.2700
0.5600, 1.0000, 0.2580, 0.1030, 0.1770, 0.1144, 0.3400, 0.5000, 0.4963, 0.0990, 0.1640
0.3200, 1.0000, 0.2200, 0.0880, 0.1370, 0.0786, 0.4800, 0.3000, 0.3951, 0.0780, 0.0720
0.5000, 0.0000, 0.2190, 0.0910, 0.1900, 0.1112, 0.6700, 0.3000, 0.4078, 0.0770, 0.0960
0.4300, 0.0000, 0.3430, 0.0840, 0.2560, 0.1726, 0.3300, 0.8000, 0.5529, 0.1040, 0.3060
0.5400, 1.0000, 0.2520, 0.1150, 0.1810, 0.1200, 0.3900, 0.5000, 0.4701, 0.0920, 0.0910
0.3100, 0.0000, 0.2330, 0.0850, 0.1900, 0.1308, 0.4300, 0.4000, 0.4394, 0.0770, 0.2140
0.5600, 0.0000, 0.2570, 0.0800, 0.2440, 0.1516, 0.5900, 0.4000, 0.5118, 0.0950, 0.0950
0.4400, 0.0000, 0.2510, 0.1330, 0.1820, 0.1130, 0.5500, 0.3000, 0.4249, 0.0840, 0.2160
0.5700, 1.0000, 0.3190, 0.1110, 0.1730, 0.1162, 0.4100, 0.4000, 0.4369, 0.0870, 0.2630

Test data:

# diabetes_norm_test_100.txt
#
0.6400, 1.0000, 0.2840, 0.1110, 0.1840, 0.1270, 0.4100, 0.4000, 0.4382, 0.0970, 0.1780
0.4300, 0.0000, 0.2810, 0.1210, 0.1920, 0.1210, 0.6000, 0.3000, 0.4007, 0.0930, 0.1130
0.1900, 0.0000, 0.2530, 0.0830, 0.2250, 0.1566, 0.4600, 0.5000, 0.4719, 0.0840, 0.2000
0.7100, 1.0000, 0.2610, 0.0850, 0.2200, 0.1524, 0.4700, 0.5000, 0.4635, 0.0910, 0.1390
0.5000, 1.0000, 0.2800, 0.1040, 0.2820, 0.1968, 0.4400, 0.6000, 0.5328, 0.0950, 0.1390
0.5900, 1.0000, 0.2360, 0.0730, 0.1800, 0.1074, 0.5100, 0.4000, 0.4682, 0.0840, 0.0880
0.5700, 0.0000, 0.2450, 0.0930, 0.1860, 0.0966, 0.7100, 0.3000, 0.4522, 0.0910, 0.1480
0.4900, 1.0000, 0.2100, 0.0820, 0.1190, 0.0854, 0.2300, 0.5000, 0.3970, 0.0740, 0.0880
0.4100, 1.0000, 0.3200, 0.1260, 0.1980, 0.1042, 0.4900, 0.4000, 0.5412, 0.1240, 0.2430
0.2500, 1.0000, 0.2260, 0.0850, 0.1300, 0.0710, 0.4800, 0.3000, 0.4007, 0.0810, 0.0710
0.5200, 1.0000, 0.1970, 0.0810, 0.1520, 0.0534, 0.8200, 0.2000, 0.4419, 0.0820, 0.0770
0.3400, 0.0000, 0.2120, 0.0840, 0.2540, 0.1134, 0.5200, 0.5000, 0.6094, 0.0920, 0.1090
0.4200, 1.0000, 0.3060, 0.1010, 0.2690, 0.1722, 0.5000, 0.5000, 0.5455, 0.1060, 0.2720
0.2800, 1.0000, 0.2550, 0.0990, 0.1620, 0.1016, 0.4600, 0.4000, 0.4277, 0.0940, 0.0600
0.4700, 1.0000, 0.2330, 0.0900, 0.1950, 0.1258, 0.5400, 0.4000, 0.4331, 0.0730, 0.0540
0.3200, 1.0000, 0.3100, 0.1000, 0.1770, 0.0962, 0.4500, 0.4000, 0.5187, 0.0770, 0.2210
0.4300, 0.0000, 0.1850, 0.0870, 0.1630, 0.0936, 0.6100, 0.2670, 0.3738, 0.0800, 0.0900
0.5900, 1.0000, 0.2690, 0.1040, 0.1940, 0.1266, 0.4300, 0.5000, 0.4804, 0.1060, 0.3110
0.5300, 0.0000, 0.2830, 0.1010, 0.1790, 0.1070, 0.4800, 0.4000, 0.4788, 0.1010, 0.2810
0.6000, 0.0000, 0.2570, 0.1030, 0.1580, 0.0846, 0.6400, 0.2000, 0.3850, 0.0970, 0.1820
0.5400, 1.0000, 0.3610, 0.1150, 0.1630, 0.0984, 0.4300, 0.4000, 0.4682, 0.1010, 0.3210
0.3500, 1.0000, 0.2410, 0.0947, 0.1550, 0.0974, 0.3200, 0.4840, 0.4852, 0.0940, 0.0580
0.4900, 1.0000, 0.2580, 0.0890, 0.1820, 0.1186, 0.3900, 0.5000, 0.4804, 0.1150, 0.2620
0.5800, 0.0000, 0.2280, 0.0910, 0.1960, 0.1188, 0.4800, 0.4000, 0.4984, 0.1150, 0.2060
0.3600, 1.0000, 0.3910, 0.0900, 0.2190, 0.1358, 0.3800, 0.6000, 0.5421, 0.1030, 0.2330
0.4600, 1.0000, 0.4220, 0.0990, 0.2110, 0.1370, 0.4400, 0.5000, 0.5011, 0.0990, 0.2420
0.4400, 1.0000, 0.2660, 0.0990, 0.2050, 0.1090, 0.4300, 0.5000, 0.5580, 0.1110, 0.1230
0.4600, 0.0000, 0.2990, 0.0830, 0.1710, 0.1130, 0.3800, 0.4500, 0.4585, 0.0980, 0.1670
0.5400, 0.0000, 0.2100, 0.0780, 0.1880, 0.1074, 0.7000, 0.3000, 0.3970, 0.0730, 0.0630
0.6300, 1.0000, 0.2550, 0.1090, 0.2260, 0.1032, 0.4600, 0.5000, 0.5951, 0.0870, 0.1970
0.4100, 1.0000, 0.2420, 0.0900, 0.1990, 0.1236, 0.5700, 0.4000, 0.4522, 0.0860, 0.0710
0.2800, 0.0000, 0.2540, 0.0930, 0.1410, 0.0790, 0.4900, 0.3000, 0.4174, 0.0910, 0.1680
0.1900, 0.0000, 0.2320, 0.0750, 0.1430, 0.0704, 0.5200, 0.3000, 0.4635, 0.0720, 0.1400
0.6100, 1.0000, 0.2610, 0.1260, 0.2150, 0.1298, 0.5700, 0.4000, 0.4949, 0.0960, 0.2170
0.4800, 0.0000, 0.3270, 0.0930, 0.2760, 0.1986, 0.4300, 0.6420, 0.5148, 0.0910, 0.1210
0.5400, 1.0000, 0.2730, 0.1000, 0.2000, 0.1440, 0.3300, 0.6000, 0.4745, 0.0760, 0.2350
0.5300, 1.0000, 0.2660, 0.0930, 0.1850, 0.1224, 0.3600, 0.5000, 0.4890, 0.0820, 0.2450
0.4800, 0.0000, 0.2280, 0.1010, 0.1100, 0.0416, 0.5600, 0.2000, 0.4127, 0.0970, 0.0400
0.5300, 0.0000, 0.2880, 0.1117, 0.1450, 0.0872, 0.4600, 0.3150, 0.4078, 0.0850, 0.0520
0.2900, 1.0000, 0.1810, 0.0730, 0.1580, 0.0990, 0.4100, 0.4000, 0.4500, 0.0780, 0.1040
0.6200, 0.0000, 0.3200, 0.0880, 0.1720, 0.0690, 0.3800, 0.4000, 0.5784, 0.1000, 0.1320
0.5000, 1.0000, 0.2370, 0.0920, 0.1660, 0.0970, 0.5200, 0.3000, 0.4443, 0.0930, 0.0880
0.5800, 1.0000, 0.2360, 0.0960, 0.2570, 0.1710, 0.5900, 0.4000, 0.4905, 0.0820, 0.0690
0.5500, 1.0000, 0.2460, 0.1090, 0.1430, 0.0764, 0.5100, 0.3000, 0.4357, 0.0880, 0.2190
0.5400, 0.0000, 0.2260, 0.0900, 0.1830, 0.1042, 0.6400, 0.3000, 0.4304, 0.0920, 0.0720
0.3600, 0.0000, 0.2780, 0.0730, 0.1530, 0.1044, 0.4200, 0.4000, 0.3497, 0.0730, 0.2010
0.6300, 1.0000, 0.2410, 0.1110, 0.1840, 0.1122, 0.4400, 0.4000, 0.4935, 0.0820, 0.1100
0.4700, 1.0000, 0.2650, 0.0700, 0.1810, 0.1048, 0.6300, 0.3000, 0.4190, 0.0700, 0.0510
0.5100, 1.0000, 0.3280, 0.1120, 0.2020, 0.1006, 0.3700, 0.5000, 0.5775, 0.1090, 0.2770
0.4200, 0.0000, 0.1990, 0.0760, 0.1460, 0.0832, 0.5500, 0.3000, 0.3664, 0.0790, 0.0630
0.3700, 1.0000, 0.2360, 0.0940, 0.2050, 0.1388, 0.5300, 0.4000, 0.4190, 0.1070, 0.1180
0.2800, 0.0000, 0.2210, 0.0820, 0.1680, 0.1006, 0.5400, 0.3000, 0.4205, 0.0860, 0.0690
0.5800, 0.0000, 0.2810, 0.1110, 0.1980, 0.0806, 0.3100, 0.6000, 0.6068, 0.0930, 0.2730
0.3200, 0.0000, 0.2650, 0.0860, 0.1840, 0.1016, 0.5300, 0.4000, 0.4990, 0.0780, 0.2580
0.2500, 1.0000, 0.2350, 0.0880, 0.1430, 0.0808, 0.5500, 0.3000, 0.3584, 0.0830, 0.0430
0.6300, 0.0000, 0.2600, 0.0857, 0.1550, 0.0782, 0.4600, 0.3370, 0.5037, 0.0970, 0.1980
0.5200, 0.0000, 0.2780, 0.0850, 0.2190, 0.1360, 0.4900, 0.4000, 0.5136, 0.0750, 0.2420
0.6500, 1.0000, 0.2850, 0.1090, 0.2010, 0.1230, 0.4600, 0.4000, 0.5075, 0.0960, 0.2320
0.4200, 0.0000, 0.3060, 0.1210, 0.1760, 0.0928, 0.6900, 0.3000, 0.4263, 0.0890, 0.1750
0.5300, 0.0000, 0.2220, 0.0780, 0.1640, 0.0810, 0.7000, 0.2000, 0.4174, 0.1010, 0.0930
0.7900, 1.0000, 0.2330, 0.0880, 0.1860, 0.1284, 0.3300, 0.6000, 0.4812, 0.1020, 0.1680
0.4300, 0.0000, 0.3540, 0.0930, 0.1850, 0.1002, 0.4400, 0.4000, 0.5318, 0.1010, 0.2750
0.4400, 0.0000, 0.3140, 0.1150, 0.1650, 0.0976, 0.5200, 0.3000, 0.4344, 0.0890, 0.2930
0.6200, 1.0000, 0.3780, 0.1190, 0.1130, 0.0510, 0.3100, 0.4000, 0.5043, 0.0840, 0.2810
0.3300, 0.0000, 0.1890, 0.0700, 0.1620, 0.0918, 0.5900, 0.3000, 0.4025, 0.0580, 0.0720
0.5600, 0.0000, 0.3500, 0.0793, 0.1950, 0.1408, 0.4200, 0.4640, 0.4111, 0.0960, 0.1400
0.6600, 0.0000, 0.2170, 0.1260, 0.2120, 0.1278, 0.4500, 0.4710, 0.5278, 0.1010, 0.1890
0.3400, 1.0000, 0.2530, 0.1110, 0.2300, 0.1620, 0.3900, 0.6000, 0.4977, 0.0900, 0.1810
0.4600, 1.0000, 0.2380, 0.0970, 0.2240, 0.1392, 0.4200, 0.5000, 0.5366, 0.0810, 0.2090
0.5000, 0.0000, 0.3180, 0.0820, 0.1360, 0.0692, 0.5500, 0.2000, 0.4078, 0.0850, 0.1360
0.6900, 0.0000, 0.3430, 0.1130, 0.2000, 0.1238, 0.5400, 0.4000, 0.4710, 0.1120, 0.2610
0.3400, 0.0000, 0.2630, 0.0870, 0.1970, 0.1200, 0.6300, 0.3000, 0.4249, 0.0960, 0.1130
0.7100, 1.0000, 0.2700, 0.0933, 0.2690, 0.1902, 0.4100, 0.6560, 0.5242, 0.0930, 0.1310
0.4700, 0.0000, 0.2720, 0.0800, 0.2080, 0.1456, 0.3800, 0.6000, 0.4804, 0.0920, 0.1740
0.4100, 0.0000, 0.3380, 0.1233, 0.1870, 0.1270, 0.4500, 0.4160, 0.4318, 0.1000, 0.2570
0.3400, 0.0000, 0.3300, 0.0730, 0.1780, 0.1146, 0.5100, 0.3490, 0.4127, 0.0920, 0.0550
0.5100, 0.0000, 0.2410, 0.0870, 0.2610, 0.1756, 0.6900, 0.4000, 0.4407, 0.0930, 0.0840
0.4300, 0.0000, 0.2130, 0.0790, 0.1410, 0.0788, 0.5300, 0.3000, 0.3829, 0.0900, 0.0420
0.5500, 0.0000, 0.2300, 0.0947, 0.1900, 0.1376, 0.3800, 0.5000, 0.4277, 0.1060, 0.1460
0.5900, 1.0000, 0.2790, 0.1010, 0.2180, 0.1442, 0.3800, 0.6000, 0.5187, 0.0950, 0.2120
0.2700, 1.0000, 0.3360, 0.1100, 0.2460, 0.1566, 0.5700, 0.4000, 0.5088, 0.0890, 0.2330
0.5100, 1.0000, 0.2270, 0.1030, 0.2170, 0.1624, 0.3000, 0.7000, 0.4812, 0.0800, 0.0910
0.4900, 1.0000, 0.2740, 0.0890, 0.1770, 0.1130, 0.3700, 0.5000, 0.4905, 0.0970, 0.1110
0.2700, 0.0000, 0.2260, 0.0710, 0.1160, 0.0434, 0.5600, 0.2000, 0.4419, 0.0790, 0.1520
0.5700, 1.0000, 0.2320, 0.1073, 0.2310, 0.1594, 0.4100, 0.5630, 0.5030, 0.1120, 0.1200
0.3900, 1.0000, 0.2690, 0.0930, 0.1360, 0.0754, 0.4800, 0.3000, 0.4143, 0.0990, 0.0670
0.6200, 1.0000, 0.3460, 0.1200, 0.2150, 0.1292, 0.4300, 0.5000, 0.5366, 0.1230, 0.3100
0.3700, 0.0000, 0.2330, 0.0880, 0.2230, 0.1420, 0.6500, 0.3400, 0.4357, 0.0820, 0.0940
0.4600, 0.0000, 0.2110, 0.0800, 0.2050, 0.1444, 0.4200, 0.5000, 0.4533, 0.0870, 0.1830
0.6800, 1.0000, 0.2350, 0.1010, 0.1620, 0.0854, 0.5900, 0.3000, 0.4477, 0.0910, 0.0660
0.5100, 0.0000, 0.3150, 0.0930, 0.2310, 0.1440, 0.4900, 0.4700, 0.5252, 0.1170, 0.1730
0.4100, 0.0000, 0.2080, 0.0860, 0.2230, 0.1282, 0.8300, 0.3000, 0.4078, 0.0890, 0.0720
0.5300, 0.0000, 0.2650, 0.0970, 0.1930, 0.1224, 0.5800, 0.3000, 0.4143, 0.0990, 0.0490
0.4500, 0.0000, 0.2420, 0.0830, 0.1770, 0.1184, 0.4500, 0.4000, 0.4220, 0.0820, 0.0640
0.3300, 0.0000, 0.1950, 0.0800, 0.1710, 0.0854, 0.7500, 0.2000, 0.3970, 0.0800, 0.0480
0.6000, 1.0000, 0.2820, 0.1120, 0.1850, 0.1138, 0.4200, 0.4000, 0.4984, 0.0930, 0.1780
0.4700, 1.0000, 0.2490, 0.0750, 0.2250, 0.1660, 0.4200, 0.5000, 0.4443, 0.1020, 0.1040
0.6000, 1.0000, 0.2490, 0.0997, 0.1620, 0.1066, 0.4300, 0.3770, 0.4127, 0.0950, 0.1320
0.3600, 0.0000, 0.3000, 0.0950, 0.2010, 0.1252, 0.4200, 0.4790, 0.5130, 0.0850, 0.2200
0.3600, 0.0000, 0.1960, 0.0710, 0.2500, 0.1332, 0.9700, 0.3000, 0.4595, 0.0920, 0.0570

Computing the inverse of a matrix using Cholesky decomposition illustrates many factors in low level software design. I put together two versions of a matrix inverse function, using C#.

The first version uses seven helper functions and has a total of about 170 lines of code. The second version computes the inverse directly, without using any helper functions. It has about 60 lines of code. The first version is easier to understand, easier to test, and easier to modify. The second version is more efficient and has significantly fewer lines of code.

The output of the demo is:

Begin matrix inverse using Cholesky decmposition

Generating square symmetic positive definite matrix M

Matrix M:
   120.0000    46.0000    82.0000
    46.0000    75.0000   -14.0000
    82.0000   -14.0000   127.0000

Cholesky inverse M (direct):
     0.0387    -0.0290    -0.0282
    -0.0290     0.0354     0.0226
    -0.0282     0.0226     0.0286

Cholesky inverse (helpers):
     0.0387    -0.0290    -0.0282
    -0.0290     0.0354     0.0226
    -0.0282     0.0226     0.0286

The check matrix (M * Minv) should be I:
     1.0000     0.0000    -0.0000
     0.0000     1.0000    -0.0000
     0.0000     0.0000     1.0000

End demo

Computing the inverse of a matrix using Cholesky inverse applies only to matrices that are square, symmetric, positive definite. In machine learning, this occurs mostly in two scenarios: 1.) solving for model weights using left pseudo-inverse via normal equations (linear regression, quadratic regression, etc.), 2.) solving for model weights using a kernel covariance matrix (kernel ridge regression, Gaussian process regression, etc.)

Here’s the short version that uses helpers:

static double[][] MatInvCholesky2(double[][] A)
{
  // inv(A) = inv(L * Lt) = inv(Lt) * inv(L)
  double[][] L = MatDecompCholesky(A);
  double[][] Lt = MatTranspose(L);
  double[][] invL = MatInvLowerTri(L);
  double[][] invLt = MatInvUpperTri(Lt);
  double[][] result = MatProd(invLt, invL);
  return result;
}

The long version that uses no helpers looks like:

static double[][] MatInvCholesky1(double[][] A)
{
  // 1. decompose to L
  int m = A.Length; int n = A[0].Length;  // m == n
  double[][] L = new double[n][];
  . . . .
  // about 170  lines of tricky code here
  return result;
}

There’s no big moral to the story. But understanding design decisions like this are an important part of software engineering, even in a world where AI generates the code.

There’s an element of subjectivity when it comes to software design. In animated films, character design is important. Three of my favorite stop-motion animated films have (in my opinion) excellent character design.

Right: “Rango” (2011) tells the story of a pet chameleon who has adventures in the Old West. Very entertaining movie. I always thought this was a stop-motion film, but it’s actually 100% digital. I give the movie my personal B+ grade.

Demo program. Replace “lt” (less than), “gt”, “lte”, “gte” with Boolean operator symbols (my blog editor chokes on symbols).

using System;
using System.IO;
using System.Collections.Generic;

namespace MatrixInverseCholesky
{
  internal class Program
  {
    static void Main(string[] args)
    {
      Console.WriteLine("\nBegin matrix inverse" +
        " using Cholesky decmposition ");

      double[][] A = new double[4][];
      A[0] = new double[] { 4.0, 7.0, 1.0 };
      A[1] = new double[] { 6.0, 0.0, 3.0 };
      A[2] = new double[] { 8.0, 1.0, 9.0 };
      A[3] = new double[] { 2.0, 5.0, -6.0 };

      Console.WriteLine("\nGenerating square symmetic " +
        "positive definite matrix M ");

      double[][] M = MatProd(MatTranspose(A), A);
      for (int i = 0; i "lt" M.Length; ++i)
        M[i][i] += 1.0e-8;
      Console.WriteLine("\nMatrix M: ");
      MatShow(M, 4, 11);

      double[][] Minv1 = MatInvCholesky1(M);
      Console.WriteLine("\nCholesky inverse M (direct): ");
      MatShow(Minv1, 4, 11);

      double[][] Minv2 = MatInvCholesky2(M);
      Console.WriteLine("\nCholesky inverse (helpers): ");
      MatShow(Minv2, 4, 11);

      double[][] C = MatProd(M, Minv1);
      Console.WriteLine("\nThe check matrix " +
        "(M * Minv) should be I: ");
      MatShow(C, 4, 11);

      Console.WriteLine("\nEnd demo ");
      Console.ReadLine();

    } // Main()

    // ------------------------------------------------------

    static double[][] MatInvCholesky1(double[][] A)
    {
      // no helper functions version
      // A must be square, symmetric, positive definite
      // 1. decompose to L
      int m = A.Length; int n = A[0].Length;  // m == n
      double[][] L = new double[n][];
      for (int i = 0; i "lt" n; ++i)
        L[i] = new double[n];

      for (int i = 0; i "lt" n; ++i)
      {
        for (int j = 0; j "lte" i; ++j)
        {
          double sum = 0.0;
          for (int k = 0; k "lt" j; ++k)
            sum += L[i][k] * L[j][k];
          if (i == j)
          {
            double tmp = A[i][i] - sum;
            if (tmp "lt" 0.0)
              throw new
                Exception("decomp Cholesky fatal");
            L[i][j] = Math.Sqrt(tmp);
          }
          else
          {
            if (L[j][j] == 0.0)
              throw new
                Exception("decomp Cholesky fatal ");
            L[i][j] = (A[i][j] - sum) / L[j][j];
          }
        } // j
      } // i

      // 2. compute inverse from L
      double[][] result = new double[n][];  // make Identity
      for (int i = 0; i "lt" n; ++i)
        result[i] = new double[n];
      for (int i = 0; i "lt" n; ++i)
        result[i][i] = 1.0;

      for (int k = 0; k "lt" n; ++k)
      {
        for (int j = 0; j "lt" n; j++)
        {
          for (int i = 0; i "lt" k; i++)
          {
            result[k][j] -= result[i][j] * L[k][i];
          }
          result[k][j] /= L[k][k];
        }
      }

      for (int k = n - 1; k "gte" 0; --k)
      {
        for (int j = 0; j "lt" n; j++)
        {
          for (int i = k + 1; i "lt" n; i++)
          {
            result[k][j] -= result[i][j] * L[i][k];
          }
          result[k][j] /= L[k][k];
        }
      }
      return result;
    } // MatInvCholesky()

    // ------------------------------------------------------

    static double[][] MatInvCholesky2(double[][] A)
    {
      // version with helper functions
      // A must be square symmetric positive definite
      // inv(A) = inv(L * Lt) = inv(Lt) * inv(L)
      // calls MatDecompCholesky, MatTranspose,
      // MatInvLowerTri, MatInvUpperTri, MatProd
      // MatIdentity, MatMake

      double[][] L = MatDecompCholesky(A);
      double[][] Lt = MatTranspose(L);
      double[][] invL = MatInvLowerTri(L);
      double[][] invLt = MatInvUpperTri(Lt);
      double[][] result = MatProd(invLt, invL);
      return result;
    }

    // ------------------------------------------------------

    static double[][] MatInvLowerTri(double[][] lower)
      {
        // inverse of lower triangular non-fancy version
        int n = lower.Length;  // must be square matrix
        double[][] result = MatIdentity(n);

        for (int k = 0; k "lt" n; ++k)
        {
          for (int j = 0; j "lt" n; ++j)
          {
            for (int i = 0; i "lt" k; ++i)
            {
              result[k][j] -= result[i][j] * lower[k][i];
            }
            result[k][j] /= lower[k][k];
          }
        }
        return result;
      }

    // ------------------------------------------------------

    static double[][] MatInvUpperTri(double[][] U)
      {
        int n = U.Length;  // must be square matrix
        double[][] result = MatIdentity(n);

        for (int k = 0; k "lt" n; ++k)
        {
          for (int j = 0; j "lt" n; ++j)
          {
            for (int i = 0; i "lt" k; ++i)
            {
              result[j][k] -= result[j][i] * U[i][k];
            }
            result[j][k] /= U[k][k];
          }
        }
        return result;
      }

    // ------------------------------------------------------

    static double[][] MatDecompCholesky(double[][] M)
    {
      // Cholesky decomposition (Banachiewicz algorithm)
      // M is square, symmetric, positive definite
      // (conditioned too)
      int n = M.Length;
      double[][] result = MatMake(n, n);  // all 0.0
      for (int i = 0; i "lt" n; ++i)
      {
        for (int j = 0; j "lte" i; ++j)
        {
          double sum = 0.0;
          for (int k = 0; k "lt" j; ++k)
            sum += result[i][k] * result[j][k];
          if (i == j)
          {
            double tmp = M[i][i] - sum;
            if (tmp "lt" 0.0)
              throw new
                Exception("MatDecompCholesky fatal");
            result[i][j] = Math.Sqrt(tmp);
          }
          else
          {
            if (result[j][j] == 0.0)
              throw new
                Exception("MatDecompCholesky fatal ");
            result[i][j] =
              (1.0 / result[j][j] * (M[i][j] - sum));
          }
        } // j
      } // i
      return result;
    } // MatDecompCholesky

    // ------------------------------------------------------

    static double[][] MatIdentity(int n)
    {
      double[][] result = MatMake(n, n);
      for (int i = 0; i "lt" n; ++i)
        result[i][i] = 1.0;
      return result;
    }

    // ------------------------------------------------------

    // helpers for Main to set up problem, show result

    // ------------------------------------------------------

    static double[][] MatMake(int nRows, int nCols)
    {
      double[][] result = new double[nRows][];
      for (int i = 0; i "lt" nRows; ++i)
        result[i] = new double[nCols];
      return result;
    }

    // ------------------------------------------------------

    static double[][] MatTranspose(double[][] m)
    {
      int nr = m.Length;
      int nc = m[0].Length;
      double[][] result = MatMake(nc, nr);  // note
      for (int i = 0; i "lt" nr; ++i)
        for (int j = 0; j "lt" nc; ++j)
          result[j][i] = m[i][j];
      return result;
    }

    // ------------------------------------------------------

    static double[][] MatProd(double[][] A,
        double[][] B)
    {
      int aRows = A.Length;
      int aCols = A[0].Length;
      int bRows = B.Length;
      int bCols = B[0].Length;
      if (aCols != bRows)
        throw new Exception("Non-conformable matrices");

      double[][] result = MatMake(aRows, bCols);
      for (int i = 0; i "lt" aRows; ++i) // each row of A
        for (int j = 0; j "lt" bCols; ++j) // each col of B
          for (int k = 0; k "lt" aCols; ++k)
            result[i][j] += A[i][k] * B[k][j];

      return result;
    }

    // ------------------------------------------------------

    static void MatShow(double[][] M, int dec, int wid)
    {
      for (int i = 0; i "lt" M.Length; ++i)
      {
        for (int j = 0; j "lt" M[0].Length; ++j)
        {
          double v = M[i][j];
          Console.Write(v.ToString("F" + dec).
            PadLeft(wid));
        }
        Console.WriteLine("");
      }
    }

    // ------------------------------------------------------

    // function to load from file -- not used this demo

    static double[][] MatLoad(string fn, int[] usecols,
      char sep, string comment)
    {
      List"lt"double[]"gt" result =
        new List"lt"double[]"gt"();
      string line = "";
      FileStream ifs = new FileStream(fn, FileMode.Open);
      StreamReader sr = new StreamReader(ifs);
      while ((line = sr.ReadLine()) != null)
      {
        if (line.StartsWith(comment) == true)
          continue;
        string[] tokens = line.Split(sep);
        List"lt"double"gt" lst = new List"lt"double"gt"();
        for (int j = 0; j "lt" usecols.Length; ++j)
          lst.Add(double.Parse(tokens[usecols[j]]));
        double[] row = lst.ToArray();
        result.Add(row);
      }
      sr.Close(); ifs.Close();
      return result.ToArray();
    }

    // ------------------------------------------------------

  } // Program

} // ns