Linear regression with multiple features

linear regression cost function

Single feature linear regression is really simple. All you need is to find function that fits training data best. It is also easy to plot data and learned curve. But in reality regression analysis is based on multiple features. So in most cases we cannot imagine the multidimensional space where data could be plotted. We need to rely on methods we use. You have to feel comfortable with linear algebra where matrices and vectors are used. If previously we had one feature (temperature) now we need to introduce more of them. So we need to expand hypothesis to accept more features. From now and later on instead of output y we are gonna use h(x) notation: As you can see with more variables (features) we also end up with more parameters θ that has to be learned. Before we move lets find suitable data that we could use for building…

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Linear regression – learning algorithm with Python

In this post we are going to demystify the learning algorithm of linear regression. We are going to to analyze simplest univariate case with single feature X where in previous example was temperature and output was cricket chirps/sec. Lets use same data with crickets to build learning algorithm and see if it produces similar hypothesis as in excel. As you may already know from this example, we need to find linear equation parameters θ0 and θ1, to fit line most optimally on given data set: y = θ0 + θ1 x x here is feature (temperature) and y – output value (chirps/sec). So how we are going to find parameters θ0 and θ1? The whole point of learning algorithm is doing this iteratively. We need to find optimal θ0, θ1 parameter values so that approximation line error from plotted training set is minimal. By doing successive corrections to randomly selected…

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Simplest machine learning algorithm – linear regression with excel

Some may say that linear regression is more statistical problem. And this is truth at some level. But when problem is solved from machine learning perspective, things gets easier especially when moving towards more complex problems. First of all lets understand few important terms. We can start with regression. When speaking of linear regression we try to find best fitting line through given points. In other words we need to find optimal linear equation to fit given data points. This is a supervised learning problem when we have set of data pairs that can be plot on x-y axis. I understand, theory is boring thing, even for me, so lets move to practical example and learn by solving some problem. In order to work with some examples we need sample data. There are many data sources available on internet. For instance great source is college cengage that have several sets with…

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