def fit(self, paths):
featmat = np.concatenate([self._features(path) for path in paths])
returns = np.concatenate([path["returns"] for path in paths])
n_col = featmat.shape[1]
lamb = 2.0
self.coeffs = np.linalg.lstsq(featmat.T.dot(featmat) + lamb * np.identity(n_col), featmat.T.dot(returns))[0]
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