Add linear regression model implementation

src/compute/models/linreg.rs

@@ -0,0 +1,35 @@
+use crate::matrix::{Matrix, SeriesOps};
+
+pub struct LinReg {
+    w: Matrix<f64>, // shape (n_features, 1)
+    b: f64,
+}
+
+impl LinReg {
+    pub fn new(n_features: usize) -> Self {
+        Self {
+            w: Matrix::from_vec(vec![0.0; n_features], n_features, 1),
+            b: 0.0,
+        }
+    }
+
+    pub fn predict(&self, x: &Matrix<f64>) -> Matrix<f64> {
+        // X.dot(w) + b
+        x.dot(&self.w) + self.b
+    }
+
+    pub fn fit(&mut self, x: &Matrix<f64>, y: &Matrix<f64>, lr: f64, epochs: usize) {
+        let m = x.rows() as f64;
+        for _ in 0..epochs {
+            let y_hat = self.predict(x);
+            let err = &y_hat - y; // shape (m,1)
+
+            // grads
+            let grad_w = x.transpose().dot(&err) * (2.0 / m); // (n,1)
+            let grad_b = (2.0 / m) * err.sum_vertical().iter().sum::<f64>();
+            // update
+            self.w = &self.w - &(grad_w * lr);
+            self.b -= lr * grad_b;
+        }
+    }
+}