Scribd Logo
Upload

Welcome to Scribd!

  • 21 views

    Linear Regression

    Uploaded by

    Aakash Raj
    This document provides an overview of linear regression. It defines linear regression as an algorithm that finds a linear relationship between a dependent (y) and independent (x) variable(s) to make predictions. Simple linear regression uses one independent variable, while multiple linear regression uses more than one. The goal is to find the "best fit" line by minimizing the error between predicted and actual values. This is done using a cost function (mean squared error) and gradient descent algorithm, which iteratively updates the regression coefficients to reduce the cost function and reach the minimum.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd

    Linear Regression

    Uploaded by

    Aakash Raj
    21 views10 pages
    This document provides an overview of linear regression. It defines linear regression as an algorithm that finds a linear relationship between a dependent (y) and independent (x) variable(s) to make predictions. Simple linear regression uses one independent variable, while multiple linear regression uses more than one. The goal is to find the "best fit" line by minimizing the error between predicted and actual values. This is done using a cost function (mean squared error) and gradient descent algorithm, which iteratively updates the regression coefficients to reduce the cost function and reach the minimum.

    Original Description:

    Copyright

    © © All Rights Reserved

    Available Formats

    PPTX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document provides an overview of linear regression. It defines linear regression as an algorithm that finds a linear relationship between a dependent (y) and independent (x) variable(s) to make predictions. Simple linear regression uses one independent variable, while multiple linear regression uses more than one. The goal is to find the "best fit" line by minimizing the error between predicted and actual values. This is done using a cost function (mean squared error) and gradient descent algorithm, which iteratively updates the regression coefficients to reduce the cost function and reach the minimum.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    21 views10 pages

    Linear Regression

    Uploaded by

    Aakash Raj
    This document provides an overview of linear regression. It defines linear regression as an algorithm that finds a linear relationship between a dependent (y) and independent (x) variable(s) to make predictions. Simple linear regression uses one independent variable, while multiple linear regression uses more than one. The goal is to find the "best fit" line by minimizing the error between predicted and actual values. This is done using a cost function (mean squared error) and gradient descent algorithm, which iteratively updates the regression coefficients to reduce the cost function and reach the minimum.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    of 10

    R programming

    ATHIRA B

    LINEAR REGRESSION
    Linear Regression

    Linear regression is one of the easiest and most popular Machine


    Learning algorithms.
    Linear regression makes predictions for continuous/real or numeric
    variables such as sales, salary, age, product price, etc.
    Regression shows a line or curve that passes through all the data
    points on a target-predictor graph in such a way that the vertical
    distance between the data points and the regression line is
    minimum.
    Linear regression algorithm shows a linear relationship
    between a dependent (y) and one or more independent
    (x) variables, hence called as linear regression.
    Since linear regression shows the linear relationship,
    which means it finds how the value of the dependent
    variable is changing according to the value of the
    independent variable.
     The linear regression model provides a sloped straight line representing the relationship
    between the variables

    Mathematically, y= a0+a1x

    Y= Dependent Variable (Target Variable)


    X= Independent Variable (predictor Variable)
    a0= intercept of the line (Gives an additional degree of freedom)
    a1 = Linear regression coefficient (scale factor to each input value).
    Linear regression can be further divided into two types of the algorithm:
    • Simple Linear Regression:
    If a single independent variable is used to predict the value of a numerical dependent
    variable, then such a Linear Regression algorithm is called Simple Linear
    Regression.
    • Multiple Linear regression:
    If more than one independent variable is used to predict the value of a numerical
    dependent variable, then such a Linear Regression algorithm is called Multiple
    Linear Regression.
    Finding the best fit line:
     When working with linear regression, our main goal is to find the best fit line that means
    the error between predicted values and actual values should be minimized. The best fit line
    will have the least error.
     The different values for weights or the coefficient of lines (a0, a1) gives a different line of
    regression, so we need to calculate the best values for a0 and a1 to find the best fit line, so to
    calculate this we use cost function and Gradient descent algorithm.
     Cost function-
     The different values for weights or coefficient of lines (a0, a1) gives the different line of
    regression, and the cost function is used to estimate the values of the coefficient for the best
    fit line.
    For Linear Regression, we use the Mean Squared Error (MSE) cost function, which is the
    average of squared error occurred between the predicted values and actual values. It can be
    written as:
    MSE

    Where N=Total number of observation


    Yi = Actual value
    Gradient descent 
    oGradient descent is a method of updating a0 and a1 to minimize the cost function (MSE).
    oA regression model uses gradient descent to update the coefficients of the line (a0, a1 =>
    xi, b) by reducing the cost function by a random selection of coefficient values and then
    iteratively update the values to reach the minimum cost function. To find these gradients,
    we take partial derivatives for a0 and a1.
    The partial derivates are the gradients, and they are used to update the values of a0 and
    a1. Alpha is the learning rate.
    Gradient descent: Impact of learning rate

    You might also like