public void Train(Matrix <double> inputs, Matrix <double> outputs)
{
Matrix <double> appendedInputs = AppendOnes(inputs);
Matrix <double> regularizationPart = 1 / (2 * ridgeC) * DiagonalMatrix.Create(appendedInputs.ColumnCount, appendedInputs.ColumnCount, (int i) => (i == 0 ? 0 : 1));
Matrix <double> regularizedCovariance = appendedInputs.Transpose() * appendedInputs + regularizationPart;
Console.WriteLine("Solving for weights.");
weights = regularizedCovariance.QR().Solve(appendedInputs.Transpose() * outputs);
//IList<string> lines = new List<string>();
//for (int i = 0; i < weights.RowCount; i++)
//{
// string line = "";
// for (int j = 0; j < weights.ColumnCount; j++)
// {
// line += String.Format("{0}; ", weights[i,j]);
// }
// line = line.Substring(0, line.Length - 2);
// lines.Add(line);
//}
//Console.WriteLine("Weights done.");
//System.IO.File.WriteAllLines(@"D:\weights.txt", lines);
}
