In this repository you can find everything you need to know about regression analysis, starting with the simple example of linear regression, and ending with the general model which is polynomial regression.
Regression analysis is a set of statistical operations to estimate the relationships between a dependent variable (X) and an independent variables (Y). The most Simple form of regression analysis is linear regression , where the goal is to finds a suitable line that will fit our data , but sometimes linear regression is not suitable for the problem, since there is a polynomial relationship between the dependent variable (X) and the independent variables (Y).
Linear Regression Model can be represented Mathematically Using This Formula :
where X is our dependent variable and Y is our independent Variable , alpha and beta are the model parameters , and epsilon is the Error .
1. Linear Regression with Least Squares Method .
The method of least squares is a standard approach in regression analysis to approximate the solution , by minimizing the sum of the squares of the residuals made in the results of every single equation.
Least Squares Method Estimate the Parameters alpha and beta Using This Simple Formula :
The Implementation of Linear Regression with Least Squares in Python :
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import make_regression
x , y = make_regression(n_samples=100 , n_features= 1 , noise=10)
"""
Our Linear Model Looks like this : Y_estimated = theta[0] + theta[1] * x .
our goal is to compute the coefficients Theta[0] and Theta[1] that will fit our data correctly,
Using Least Square Method .
"""
# Calculating The Mean for x and y
X_mean = np.mean(x)
Y_mean = np.mean(y)
# Calculating The Coefficient Theta_1
num = np.sum( (x[i] - X_mean)*(y[i] - Y_mean) for i in range(len(x)) )
den = np.sum( (x[i] - X_mean)**2 for i in range(len(x)) )
theta_1 = num / den
# Calculating The Coefficient Theta_0
theta_0 = Y_mean - theta_1 * X_mean
# Calculating The Estimated Y
Y_estimated = theta_0 + theta_1 * x
# Plot The Result
plt.figure()
plt.scatter(x , y , color='blue')
plt.plot(x , Y_estimated ,"-r" ,label = 'Estimated Value' )
plt.xlabel('Independent Variable')
plt.xlabel('dependent Variable')
plt.title('Linear Regression Using Least Square Method')
plt.legend(loc = 'lower right')
plt.show()The Least Squares Method Gives us This beautiful line :
2. Linear Regression With Gradient descent .
Gradient descent is a first-order iterative optimization algorithm for finding a local minimum of a differentiable function. The idea is to take repeated steps in the opposite direction of the gradient of the function at the current point .
in this time we know which Algorithm , we're gonna use for the Optimization process , but wait a minute which function we're gonna optimize ?
Ladies and gentlemen, this function is called the cost function and it is used to measure the difference between the expected value and the real value, we can see it as the function that gives us an idea of how far away the expected value from the real .
in our case the cost function is defined as below :
The Derivative of The Cost function with respect to the parameters is :
The Implementation of Linear Regression with Gradient Descent in Python :
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import make_regression
class LinearRegression :
def __init__(self , x , y):
self.x = x
self.y = y
def compute_hypothesis(self , theta_0 , theta_1 , x):
h = theta_0 + np.dot(x , theta_1)
return h
def compute_cost(self , theta_0 , theta_1 , x , y):
h = self.compute_hypothesis(theta_0 , theta_1, x)
error = 1/(2 * len(x)) * np.sum((h - y) **2)
return error
def compute_gradients(self , theta_0 , theta_1 , x , y):
h = self.compute_hypothesis(theta_0 , theta_1, x)
error = h - y
d_theta_0 = (1/len(x)) * np.sum(error)
d_theta_1 = (1/len(x)) * np.dot(error , x)
return d_theta_0 , d_theta_1
def fit(self , learning_rate = 10e-2 , nbr_iterations = 50 , epsilon = 10e-3):
theta_0 , theta_1 = np.random.randn(self.x.shape[0]) , np.random.randn(1)
costs = []
for _ in range(nbr_iterations):
d_theta_0 , d_theta_1 = self.compute_gradients(theta_0 , theta_1, self.x, self.y)
theta_0 -= learning_rate * d_theta_0
theta_1 -= learning_rate * d_theta_1
cost = self.compute_cost(theta_0 , theta_1, self.x, self.y)
costs.append(cost)
if cost < epsilon :
break
self.theta_0 = theta_0
self.theta_1 = theta_1
self.costs = costs
self.nbr_iterations = nbr_iterations
def plot_line(self):
plt.figure()
plt.scatter(self.x, self.y, color = "blue")
h = self.compute_hypothesis(self.theta_0 ,self.theta_1, self.x)
plt.plot(self.x , h , "-r" ,label="Regression Line")
plt.xlabel("independent variable")
plt.ylabel("dependent variable")
plt.title("Linear Regression Using Gradient Descent")
plt.legend(loc = 'lower right')
plt.show()
def plot_cost(self):
plt.figure()
plt.plot(np.arange(1, self.nbr_iterations+1), self.costs, label = r'$J(\theta)$')
plt.xlabel('Iterations')
plt.ylabel(r'$J(\theta)$')
plt.title('Cost vs Iterations of The Gradient Descent')
plt.legend(loc = 'lower right')
if __name__ == "__main__" :
x , y = make_regression(n_samples=50 , n_features=1 , noise=10)
Linear_Regression = LinearRegression(x, y)
Linear_Regression.fit()
Linear_Regression.plot_line()
Linear_Regression.plot_cost()The Gradient descent Gives us This Result , which very good actually :
The Cost Function vs The Iterations of The Gradient Descent :
polynomial regression is a form of regression analysis in which the relationship between the independent variable x and the dependent variable y is modelled as an nth degree polynomial in x . The Polynomial Regression Model Mathematically can be described as below :
polynomial Regression in a Matrix Representation can be seen like below :
1. Polynomial Regression Using Ordinary least squares Estimation :
to calculate The coefficients we use The Normal Equation , which is represented as :
but wait a minute before we can use this formula we need to know how it comes , The Explanation of The Normal equation can be described as below (you can find a pdf file containing the Explanation in The resources Folder ):
he Implementation of Polynomial Regression Using Normal Equation :
import numpy as np
import matplotlib.pyplot as plt
from scipy import linalg
def Generate_Points(start , end , nbr_points , coefficient , noise ):
#Creating X
x = np.arange(start , end , (end -start) / nbr_points)
#calculating Y
y = coefficient[0]
for i in range(1 , len(coefficient)) :
y += coefficient[i] * x ** i
#Adding noise to Y
if noise != 0 :
y += np.random.normal(-(10 ** noise) , 10**noise , len(x))
return x,y
"""
You can generate Polynomial Points Using The Function Above , or You can Use
The Function in Sklearn like this :
from sklearn.datasets import make_regression
from matplotlib import pyplot
x, y = make_regression(n_samples=150, n_features=1, noise=0.2)
pyplot.scatter(x,y)
pyplot.show()
"""
class Polynomial_Reression :
def __init__(self , x , y ):
self.x = x
self.y = y
def compute_hypothesis(self , X , theta):
hypothesis = np.dot(X , theta)
return hypothesis
def fit(self , order = 2):
X = [self.x ** i for i in range(order+1)]
X = np.column_stack(X)
theta = linalg.pinv(X.T @ X) @ X.T @ self.y
self.X = X
self.theta = theta
def plot_line(self):
plt.figure()
plt.scatter(self.x , self.y , color = 'blue')
Y_hat = self.compute_hypothesis(self.X , self.theta)
plt.plot(self.x , Y_hat , "-r")
plt.xlabel("independent variable")
plt.ylabel("dependent variable")
plt.title("Polynomial Regression Using Normal Equation")
plt.show()
if __name__ == "__main__":
x,y = Generate_Points(0, 50, 100, [3,2,1], 1.5)
Poly_regression = Polynomial_Reression(x, y)
Poly_regression.fit(order = 3)
Poly_regression.plot_line() Polynomial Regression Using Normal Equation gives us this result :
2. Polynomial Regression Using Gradient Descent :
Gradient descent is a first-order iterative optimization algorithm for finding a local minimum of a differentiable function. The idea is to take repeated steps in the opposite direction of the gradient of the function at the current point .
in this time we know which Algorithm , we're gonna use for the Optimization process , but wait a minute which function we're gonna optimize ?
Ladies and gentlemen, this function is called the cost function and it is used to measure the difference between the expected value and the real value, we can see it as the function that gives us an idea of how far away the expected value from the real .
in our case the cost function is defined as below :
The Implementation of The Polynomial Regression Using Gradient Descent :
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import make_regression
def Generate_Points(start , end , nbr_points , coefficient , noise ):
#Creating X
x = np.arange(start , end , (end -start) / nbr_points)
#calculating Y
y = coefficient[0]
for i in range(1 , len(coefficient)) :
y += coefficient[i] * x ** i
#Adding noise to Y
if noise != 0 :
y += np.random.normal(-(10 ** noise) , 10**noise , len(x))
return x,y
"""
You can generate Polynomial Points Using The Function Above , or You can Use
The Function in Sklearn like this :
from sklearn.datasets import make_regression
from matplotlib import pyplot
x, y = make_regression(n_samples=150, n_features=1, noise=0.2)
pyplot.scatter(x,y)
pyplot.show()
"""
class Polynomial_Reression :
def __init__(self , x , y ):
self.x = x
self.y = y
def compute_hypothesis(self , X , theta):
hypothesis = np.dot(X , theta)
return hypothesis
def compute_cost(self , X , theta):
hypothesis = self.compute_hypothesis(X, theta)
n_samples = len(self.y)
error = hypothesis - self.y
cost = (1/2 * n_samples) * np.sum((error ) ** 2 )
return cost
def Standardize_Data(self ,x):
return (x - np.mean(x)) / (np.max(x) - np.min(x))
def fit(self , order = 2 , epsilon = 10e-3 , nbr_iterations = 1000 , learning_rate = 10e-1):
self.order = order
self.nbr_iterations = nbr_iterations
#X = [self.x ** i for i in range(order+1)]
X = []
X.append(np.ones(len(self.x)))
for i in range(1 , order + 1):
X.append(self.Standardize_Data(self.x ** i))
X = np.column_stack(X)
theta = np.random.randn(order+1)
costs = []
for i in range(self.nbr_iterations):
# Computing The Hypothesis for the current params (theta)
hypothesis = self.compute_hypothesis(X, theta)
# Computing The Errors
errors = hypothesis - self.y
# Update Theta Using Gradient Descent
n_samples = len(self.y)
d_J = (1/ n_samples) * np.dot(X.T , errors)
theta -= learning_rate * d_J
# Computing The Cost
cost = self.compute_cost(X, theta)
costs.append(cost)
# if the current cost less than epsilon stop the gradient Descent
if cost < epsilon :
break
self.costs = costs
self.X = X
self.theta = theta
def plot_line(self):
plt.figure()
plt.scatter(self.x , self.y , color = 'blue')
# Line for Order 1
Y_hat = self.compute_hypothesis(self.X , self.theta)
plt.plot(self.x , Y_hat , "-r" , label = 'Order = ' + str(self.order) )
# Line for Order 2
self.fit(order = 2)
Y_hat = self.compute_hypothesis(self.X , self.theta)
plt.plot(self.x , Y_hat , "-g" , label = 'Order = ' + str(self.order) )
# Line for Order 3
self.fit(order = 3)
Y_hat = self.compute_hypothesis(self.X , self.theta)
plt.plot(self.x , Y_hat , "-m" , label = 'Order = ' + str(self.order) )
# Line for Order 4
self.fit(order = 4)
Y_hat = self.compute_hypothesis(self.X , self.theta)
plt.plot(self.x , Y_hat , "-y" , label = 'Order = ' + str(self.order) )
plt.xlabel("independent variable")
plt.ylabel("dependent variable")
plt.title("Polynomial Regression Using Gradient Descent")
plt.legend(loc = 'lower right')
plt.show()
def plot_cost(self):
plt.figure()
plt.plot(np.arange(1, self.nbr_iterations+1), self.costs, label = r'$J(\theta)$')
plt.xlabel('Iterations')
plt.ylabel(r'$J(\theta)$')
plt.title('Cost vs Iterations of The Gradient Descent')
plt.legend(loc = 'lower right')
if __name__ == "__main__":
x,y = Generate_Points(0, 50, 100, [3, 1, 1], 2.3)
Poly_regression = Polynomial_Reression(x, y)
Poly_regression.fit(order = 1)
Poly_regression.plot_line()
Poly_regression.plot_cost()Polynomial Reression Using Gradient Descent gives us this result :
The Cost of The Polynomial Reression Using Gradient Descent is :
- Linear Regression by Wikipedia .
- Ordinary least squares by Wikipedia .
- Least squares by Wikipedia .
- Gradient Descent By Wikipedia .
- Polynomial Regression by Wikipedia .
- Forgive me guys if I make some typos, my English is not very good, I'm doing my best .
- and finally a special Thanks to Wikipedia team for the Amazing work they are doing ❤️.