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"# Linear regression\n",
"\n",
"The linear regression is a training procedure based on a linear model. The model makes a prediction by simply computing a weighted sum of the input features, plus a constant term called the bias term (also called the intercept term):\n",
"\n",
"$$ \\hat{y}=\\theta_0 + \\theta_1 x_1 + \\theta_2 x_2 + \\cdots + \\theta_n x_n$$\n",
"\n",
"This can be writen more easy by using vector notation form for $m$ values. Therefore, the model will become:\n",
"\n",
"$$ \n",
" \\begin{bmatrix}\n",
" \\hat{y}^0 \\\\ \n",
" \\hat{y}^1\\\\\n",
" \\hat{y}^2\\\\\n",
" \\vdots \\\\\n",
" \\hat{y}^m\n",
" \\end{bmatrix}\n",
" =\n",
" \\begin{bmatrix}\n",
" 1 & x_1^0 & x_2^0 & \\cdots &x_n^0\\\\\n",
" 1 & x_1^1 & x_2^1 & \\cdots & x_n^1\\\\\n",
" \\vdots & \\vdots &\\vdots & \\cdots & \\vdots\\\\\n",
" 1 & x_1^m & x_2^m & \\cdots & x_n^m\n",
" \\end{bmatrix}\n",
"\n",
" \\begin{bmatrix}\n",
" \\theta_0 \\\\\n",
" \\theta_1 \\\\\n",
" \\theta_2 \\\\\n",
" \\vdots \\\\\n",
" \\theta_n\n",
" \\end{bmatrix}\n",
"$$\n",
"\n",
"Resulting:\n",
"\n",
"$$\\hat{y}= h_\\theta(x) = x \\theta $$\n",
"\n",
"**Now that we have our mode, how do we train it?**\n",
"\n",
"Please, consider that training the model means adjusting the parameters to reduce the error or minimizing the cost function. The most common performance measure of a regression model is the Mean Square Error (MSE). Therefore, to train a Linear Regression model, you need to find the value of θ that minimizes the MSE:\n",
"\n",
"$$ MSE(X,h_\\theta) = \\frac{1}{m} \\sum_{i=1}^{m} \\left(\\hat{y}^{(i)}-y^{(i)} \\right)^2$$\n",
"\n",
"\n",
"$$ MSE(X,h_\\theta) = \\frac{1}{m} \\sum_{i=1}^{m} \\left( x^{(i)}\\theta-y^{(i)} \\right)^2$$\n",
"\n",
"$$ MSE(X,h_\\theta) = \\frac{1}{m} \\left( x\\theta-y \\right)^T \\left( x\\theta-y \\right)$$\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"# The normal equation\n",
"\n",
"To find the value of $\\theta$ that minimizes the cost function, there is a closed-form solution that gives the result directly. This is called the **Normal Equation**; and can be find it by derivating the *MSE* equation as a function of $\\theta$ and making it equals to zero:\n",
"\n",
"\n",
"$$\\hat{\\theta} = (X^T X)^{-1} X^{T} y $$\n",
"\n",
"$$ Temp = \\theta_0 + \\theta_1 * t $$\n"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
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"295 46.357\n",
"296 46.551\n",
"297 46.519\n",
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"\n",
"[300 rows x 1 columns]"
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},
"execution_count": 1,
"metadata": {},
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}
],
"source": [
"import pandas as pd\n",
"df = pd.read_csv('data.csv')\n",
"df"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"ename": "NameError",
"evalue": "name 'df' is not defined",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mNameError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[0;32mIn[1], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m \u001b[38;5;28mprint\u001b[39m(\u001b[43mdf\u001b[49m)\n",
"\u001b[0;31mNameError\u001b[0m: name 'df' is not defined"
]
}
],
"source": []
},
{
"cell_type": "code",
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"outputs": [],
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