参考サイト

http://ailaby.com/least_square/

最小二乗近似

import numpy as np
from matplotlib import pyplot as plt

x = [1, 2, 3]
y = [2, 4, 6]

fig = plt.figure(figsize=(6,6))
ax = fig.add_subplot(111)

ax.scatter(x, y)
ax.plot(x, np.poly1d(np.polyfit(x, y, 1))(x)) # 最小二乗近似