NE-BGD/Readme.md

Linear regression

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):

 \hat{y}=\theta_0 + \theta_1 x_1 + \theta_2 x_2 + \cdots + \theta_n x_n

This can be writen more easy by using vector notation form for m values. Therefore, the model will become:

 
    \begin{bmatrix}
    \hat{y}^0 \\ 
    \hat{y}^1\\
    \hat{y}^2\\
    \vdots \\
    \hat{y}^m
    \end{bmatrix}
    =
    \begin{bmatrix}
    1   & x_1^0 & x_2^0 & \cdots &x_n^0\\
    1   & x_1^1 & x_2^1 & \cdots & x_n^1\\
    \vdots & \vdots &\vdots & \cdots & \vdots\\
    1   &  x_1^m & x_2^m & \cdots & x_n^m
    \end{bmatrix}

    \begin{bmatrix}
    \theta_0 \\
    \theta_1 \\
     \theta_2 \\
    \vdots \\
    \theta_n
    \end{bmatrix}

Resulting:

\hat{y}= h_\theta(x) = x \theta 

Now that we have our mode, how do we train it?

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:

 MSE(X,h_\theta) = \frac{1}{m} \sum_{i=1}^{m} \left(\hat{y}^{(i)}-y^{(i)} \right)^2

 MSE(X,h_\theta) = \frac{1}{m} \sum_{i=1}^{m} \left(  x^{(i)}\theta-y^{(i)} \right)^2

 MSE(X,h_\theta) = \frac{1}{m}  \left(  x\theta-y \right)^T \left(  x\theta-y \right)

The normal equation

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:

\hat{\theta} = (X^T X)^{-1} X^{T} y 

 Temp = \theta_0 + \theta_1 * t 

import pandas as pd
df = pd.read_csv('data.csv')
df