[scikit-learn] Ordinary Least Square Regression Under-determined system.

[Joshua Mannheimer]

Hi all,

So I am trying to write a Principle Components Regression implementation in
Python to match the PLS package in R. I am getting better results in R so I
am trying to figure out where the discrepancy was. The data I am using is
way undetermined where n_features ~ 50,000 and n_samples ~ 500 thus why PCR
is necessary. Just to see what would happen I used sklearn.LinearRegression
on the original 500 X 50000 dataset. I expected I would get an error
message stating the the system was not solvable but it worked and I got an
answer that was at least on par with the PCR solution. So I am wondering
how it is possibly solving this system if anybody knows. Thanks

-- 
Joshua D. Mannheimer M.E.
Biomedical Engineering Ph.d Student
Flint Animal Cancer Research Center
Office: A 259 CSU Veterinary Campus
Colorado State University
(970)-389-3951
jmannhei at rams.colostate.edu
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