Can you explain the basic concept of linear regression and its purpose in the context of machine learning and data analysis?
- Regression analysis is one of the most important fields in statistics and machine learning.
- There are many regression methods available. Linear regression is one of them.
- Regression searches for relationships among variables.
Linear regression
- is one of the fundamental statistical and machine learning techniques.
- to do statistics, machine learning, or scientific computing
- It’s best to build a solid foundation first and then proceed toward more complex methods.
### implementing linear regression in Python with applying the proper packages :
- The package scikit-learn is a widely used Python library for machine learning
- built on top of NumPy and some other packages
- It provides the means for preprocessing data, reducing dimensionality, implementing regression, classifying, clustering, and more.
## Implementing a linear regression model using Python’s Scikit Learn library involves several steps.
### Here’s a step-by-step guide:
- Import the necessary libraries:
import numpy as np
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error, r2_score
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X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
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- The test_size parameter determines the proportion of the dataset used for testing (e.g., 0.2 means 20% of the data will be used for testing).
- The random_state parameter is used to ensure reproducibility by fixing the random seed.
- Create an instance of the LinearRegression model:
model = LinearRegression()
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- Fit the model to the training data:
model.fit(X_train, y_train)
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- Predict using the trained model:
y_pred = model.predict(X_test)
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- Evaluate the model:
- Calculate the Mean Squared Error (MSE):
mse = mean_squared_error(y_test, y_pred)
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- Calculate the Coefficient of Determination (R-squared):
r2 = r2_score(y_test, y_pred)
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- Print the model’s coefficients and intercept:
print(‘Coefficients:’, model.coef_)
print(‘Intercept:’, model.intercept_)
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- Use the model for predictions:
You can use the trained model to make predictions on new data by calling model.predict() with the new input features.
The primary purpose of splitting into training and test sets is
to verify how well would your model perform on unseen data, train the model on training set and verify its performance on the test set.