Ordinary Least Squares
2026/3/9小于 1 分钟
Ordinary Least Squares
题面
在 GPU 上求解 OLS:给定特征矩阵 X∈R^{n_samples×n_features} 与目标向量 y∈R^{n_samples},计算最小二乘闭式解 β = (XᵀX)^{-1} Xᵀ y。
Implementation Requirements
- External libraries are not permitted.
- The solve function signature must remain unchanged.
- 将系数写入向量
beta;假设 X 满秩(XᵀX 可逆)。
Examples
见页面示例(给出 X、y 与 β)。
Constraints
- 1 ≤ n_samples ≤ 100,000;1 ≤ n_features ≤ 1,000;n_samples ≥ n_features
- 值域:-1000.0 ≤ X,y ≤ 1000.0
- 评测容差:abs/rel 1e-2;Performance: n_features=32, n_samples=32