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What is Linear regression

Linear regression Algorithm

Concept of Linear regression

In order to model the relationship between a dependent variable and one or more independent variables, linear regression is a machine learning algorithm. The goal of linear regression is to find a linear equation that best describes the relationship between the variables. Using the values of the independent variables as a starting point, this equation can then be used to predict the value of the dependent variable.

There is simply one independent variable and one dependent variable in basic linear regression.

one independent and one dependent variable in linear regression graph

The linear equation takes the form of y = mx + b, where y is the dependent variable, x is the independent variable, m is the slope of the line, and b is the y-intercept.

For example, let's say we have a dataset of the number of hours studied and the corresponding test scores of a group of students. We can use linear regression to find the relationship between the two variables and predict a student's test score based on the number of hours studied.

 Linear regression Algorithm: 

  • Define the problem and collect data.
  • Choose a hypothesis class (e.g., linear regression).
  • Define a cost function to measure the difference between predicted and actual values.
  • Optimize the cost function to find the optimal parameters that minimize the cost.
  • Evaluate the model on a test dataset to estimate its performance

Here's an example code in Python for simple linear regression:

python code

# Import libraries

import pandas as pd

import numpy as np

import matplotlib.pyplot as plt

from sklearn.linear_model import LinearRegression

# Load the dataset

data = pd.read_csv('hours_vs_scores.csv')

# Create X and y arrays

X = data['Hours'].values.reshape(-1, 1)

y = data['Score'].values

# Create the linear regression model

model = LinearRegression()

# Fit the model to the data

model.fit(X, y)

# Predict a new score based on 5 hours of studying

new_hours = [[5]]

new_score = model.predict(new_hours)

print(f"A student who studies for 5 hours is predicted to score {new_score} on the test.")

In this example, we first load the dataset from a CSV file that contains two columns: "Hours" and "Score". We then create the X and y arrays by selecting the "Hours" and "Score" columns, respectively. We reshape the X array to be a column vector so that it can be used with the Linear Regression model.

Hours on -axis Score on Y-axis linear regression example

We create an instance of the Linear Regression class and fit the model to the data using the fit() method. This finds the best values for the slope and y-intercept of the linear equation that best fits the data.

Finally, we predict a new score based on 5 hours of studying using the predict() method and print the result.

This is a simple example of linear regression, but the same principles can be applied to more complex datasets with multiple independent variables.

Linear Regression Benefits, Advantages and Disadvantages

Linear Regression Benefits:

  • Simple and easy to interpret
  • Provides a clear and direct relationship between the independent and dependent variables
  • Can be applied to dependent variables that are both continuous and categorical.

Linear Regression Advantages:

  • Can be used to forecast future results using data from the past.
  • Can be used to identify the most significant variables in predicting the outcome
  • Can manage interactions between variables that are both linear and nonlinear.

Linear Regression Disadvantages:

  • assumes that the independent and dependent variables have a linear relationship.
  • Sensitive to outliers
  • Can be affected by multi-collinearity (when independent variables are highly correlated with each other)

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