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Linear Regression With Assumpt

Linear programming

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14 views3 pages

Linear Regression With Assumpt

Linear programming

Uploaded by

junaidshah7922
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Linear Regression with Assumptions

Regression analysis is one of the most widely used methods for


prediction.
Here I am explaining the linear regression algorithm with
assumption.

Different techniques can be used to prepare or train the linear


regression equation from data, the most common of which is
called Ordinary Least Squares. It is common to therefore refer to a
model prepared this way as Ordinary Least Squares Linear
Regression or just Least Squares Regression.

Linear Regression Equation:-

y = B0 + B1*x
The linear equation assigns one scale factor to each input value
or column, called a coefficient and represented by the capital
Greek letter Beta (B).

One additional coefficient is also added, giving the line an


additional degree of freedom (e.g. moving up and down on a two-
dimensional plot) and is often called the intercept or the bias
coefficient.

In higher dimensions when we have more than one input (x), the
line is called a plane or a hyper-plane.

linkcode
Types

There are many more techniques because the model is so well


studied.
1. Simple Linear Regression

With simple linear regression when we have a single input, we can


use statistics to estimate the coefficients.
This requires that you calculate statistical properties from the
data such as means, standard deviations, correlations and
covariance. All of the data must be available to traverse and
calculate statistics.

2. Ordinary Least Squares

When we have more than one input we can use Ordinary Least
Squares to estimate the values of the coefficients.

The Ordinary Least Squares procedure seeks to minimize the sum


of the squared residuals. This means that given a regression line
through the data we calculate the distance from each data point
to the regression line, square it, and sum all of the squared errors
together.

This approach treats the data as a matrix and uses linear algebra
operations to estimate the optimal values for the coefficients. It
means that all of the data must be available and you must have
enough memory to fit the data and perform matrix operations.

3. Gradient Descent

When there are one or more inputs you can use a process of
optimizing the values of the coefficients by iteratively minimizing
the error of the model on your training data.

This operation is called Gradient Descent and works by starting


with random values for each coefficient. The sum of the squared
errors are calculated for each pair of input and output values. A
learning rate is used as a scale factor and the coefficients are
updated in the direction towards minimizing the error. The process
is repeated until a minimum sum squared error is achieved or no
further improvement is possible.

When using this method, you must select a learning rate (alpha)
parameter that determines the size of the improvement step to
take on each iteration of the procedure
4. Regularization

There are extensions of the training of the linear model called


regularization methods.

These seek to both minimize the sum of the squared error of the
model on the training data (using ordinary least squares) but also
to reduce the complexity of the model (like the number or
absolute size of the sum of all coefficients in the model).

Two popular examples of regularization procedures for linear


regression are:
Lasso Regression: where Ordinary Least Squares is modified to
also minimize the absolute sum of the coefficients (called L1
regularization).

Ridge Regression: where Ordinary Least Squares is modified to


also minimize the squared absolute sum of the coefficients (called
L2 regularization). These methods are effective to use when there
is collinearity in your input values and ordinary least squares
would overfit the training data

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