How do I do it for multiple values of xi and yi? For example, I have:

X=
[[1.875, 1.875, 1.875, 2.5 ],
 [0.625, 3.125, 1.25 , 3.125],
 [3.125, 1.25 , 1.875, 0.625],
 [0.625, 1.25 , 0.625, 1.25 ],
 [0.625, 3.125, 0.625, 0.625]]
y=
[[3.],
[6.],
[9.],
[9.],
[6.]]

How do I calculate the weights for X that would fit y using the code above? Is there a way to calculate the error for each case and optimize accordingly from within the library?