ML
What is it?
Ability to acquire knowledge by extracting pattern from the raw data
Taxonomy
Supervised Learning
Un Supervised Learning
Classification
Regression
Density Estimation
Structure Analysis
Linear regression is used to predict the value of a continuous variable Y based on one or more input predictor variables X
Evoluation
Problem
ˆyi=f(xi)=w0+w1xi
Linear Solution
Quadratic solution
Cubic solution
5-power solution
n-th power solution
Multiple Regression
There are two or more predictors
Problem
\(f(\mathbf{x}_i) = \mathbf{w}^T \mathbf{x}_i = w_0 + w_1 x_{i1} + \cdots + w_K x_{iK}\)
\(\mathbf{w} = [w_0, w_1, \cdots, w_K]^T\)
Solution
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Models
Linear
Polynomial
Sinusoids
Radial basis functions
Splines
And many more! ...
Root Mean Square Error
\( E_{\text{rms}} = \sqrt{\frac{1}{N}\sum_{i=1}^N (y_i - \hat{y}_i)^2}) \)
where \( y_i \) is the true value and \( \hat{y}_i\) is the predicted value.
Mean absolute error
\( E_{MAE} = \frac{1}{n} \sum_{i=1}^{n} |y_i - \hat{y}_i| \)
Mean Squared Error
\(E_{MSE} = \frac{1}{N} \sum_{i=1}^N e_i^2 = \frac{1}{N} E_{SSE}\)
R-Squared
\( E_R = 1 - \frac{\sum e_i^2}{\sum(y_i - \bar{y})^2} \)
where \( \bar y = \frac 1 N \sum y_i \)
Sum of squared Errors
\(E_{SSE} = \frac{e_1^2 + e_2^2 + \cdots + e_N^2} {N} = \frac{1}{N} \sum_{i=1}^N e_i^2\)
\( e = y_i - \hat{y_i} \)
Degrees of freedom
A linear model \( y = w_0 + w_1x \) has two parameters and is inflexible, as it can only generate straight lines.
A cubic model \(y = w_0 + w_1x + w_2x^2 + w_3x^3 \) has 4 parameters and is more flexible than a linear one.
Under-fitting
Over-fitting
Just Right
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Methodologies
Sampling
Deployment performance
Optimisation theory
Error Surface
Gradient descent
\( w_{new} = w_{old} − \epsilon ∇E(w_{old}) \)
Parameter tuning
Hierarchical clustering
Feature Engineering