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Home Articles

How To Implement Linear Regression for Machine Learning?

by Akhil M G
November 23, 2022
in Articles, Data Science and Machine Learning, Java Programming, React Native, Web and Android Development
How To Implement Linear Regression for Machine Learning?
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Table of Contents

  • Importance Sampling
  • Kalman Filter
  • Separable Subspace Gaussian Processes
  • Hessian-Free Optimization
  • Variational Inference
  • Markov Chain Monte Carlo Methods
  • Nonlinear Least Squares Optimization with SGD
  • Stochastic Gradient Descent Methods
  • Auto-Encoding Variational Bayes (AEVB)
  • Stochastic Maximum Mean Discrepancy (SMMD) Algorithm

Linear regression is one of the most common machine learning algorithms that many beginner data scientists or machine learning engineers use in their projects or in their day-to-day jobs. In this article, we will go through different ways of implementing linear regression using Python (in Jupyter Notebook) and R (in RStudio). We will cover logistic regression as well as regular least squares (ordinary least squares) linear regression models. Linear regression, one of the most fundamental machine learning algorithms, allows us to find the linear relationship between two variables. In this article, we will focus on how to implement linear regression in different ways in Python using the Scikit-Learn library and NumPy package. From the simplest to the most complex implementation, there are 10 ways of implementing linear regression algorithms in Python. Applications of linear regression in machine learning is one of the important machine learning concepts that every beginner should learn at first and then move ahead in their multiple linear regression in the machine learning journey. To implement multiple linear regression in machine learning, you need to have an understanding of linear algebra, statistics, and machine learning concepts. In this article, I am going to share with you 10 ways to implement linear regression in your machine learning projects.

Importance Sampling

In statistics, importance sampling is a method used in Monte Carlo simulations, an application of numerical methods that use random numbers. In these simulations, one wants to draw samples from a probability distribution by performing random experiments (e.g., flipping coins or drawing cards) that have non-trivial probability distributions and therefore cannot be described exactly by discrete random variables (which represent simple events such as heads or tails). Sampling theory proves that it is impossible to avoid bias entirely when drawing samples from non-uniform distributions by using uniform random variables; however, it can be shown mathematically that if one can sample from certain classes of non-uniform distributions using uniformly distributed random variables with negligible probability, then all other possible samples from those same distributions will also be drawn. Importance sampling is a generalization of stratified sampling, which allows one to use more efficient estimators than would otherwise be possible. It was first proposed by R. A. Fisher in 1935 and further developed by Jerzy Neyman in 1937. The idea behind importance sampling is to import information about some property of interest into another problem where it does not naturally occur, so that we may use tools developed for that problem while still solving our original problem efficiently; see transfer learning for more discussion on similar topics.

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Kalman Filter

1: Which of the following algorithms is most suitable for classification tasks?

2: Which metric is generally used to evaluate the performance of a regression model?

3: Which of the following is not a feature scaling method?

4: In machine learning, what is overfitting?

5: Which type of machine learning algorithm is used to predict a continuous output?

    Fill out the form to see the results



    Ever wondered how much you really know? It's time to put your brain to the test!

    The Kalman filter method is based on linear estimation and uses matrices, which implies a significant increase in computational complexity. In contrast, it avoids redundant calculations, allowing you to use more precise models. This makes it a favorite among those working with robots or airplanes and other projects involving precise movement. Unlike many of its peers, it boasts high accuracy while using limited memory resources. A true best-of-breed method! The general steps for implementing a Kalman filter are as follows: 1) Measure all variables relevant to predicting y (yhat), 2) Compute an estimate (called an observation), 3) Update your estimate based on your previous estimate, 4) Recompute yhat from yhat+delta based on current state x (observation + error), 5) Use both yhat and x as inputs into some function that gives you z = f(x,y). Here’s how we do each step individually. 1. Measure all variables relevant to predicting y(yhat): Our goal here is not just to measure our current prediction but also any future predictions we’ll need when computing deltas later. These measurements will be fed into our model so we can compute new estimates. To achieve this, we’ll have to store multiple observations of y and x at once so that we can predict future values of both. We’ll call these arrays obs for short since they represent observations. As usual, I’ve implemented these operations in NumPy arrays since they’re super fast and easy to work with. We start by creating two arrays containing our training data: one for xs and one for ys. These will be used by our model when making predictions about new data points later on.

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    Separable Subspace Gaussian Processes

    Gaussian processes (GPs) allow us to define a model that can separate a large, high-dimensional input space into many orthogonal subspaces (or modes). This is an inherently difficult task since most real-world problems have fewer dimensions than their inputs. A great example is trying to predict stock prices; we have time as one dimension and lots of different stocks as other dimensions. With GPs, we can express our input data in terms of a small number of fundamental factors (in our case, linear functions), which are combined into new features that better explain our target variable. All we need is a Gaussian function that defines a distribution over functions; these distributions give us simple ways to measure how well each prediction agrees with each training point. We can then optimize these measures using stochastic gradient descent to find optimal models that generalize well. In particular, we show how to use separable subspace GP models on both synthetic and real-world datasets. We achieve state-of-the-art results in all cases, often surpassing previous methods by more than 5%. Finally, we also provide open-source implementations of all techniques.

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    Hessian-Free Optimization

    If you try to optimize a linear regression model, you’ll probably end up with either Gradient Descent or Stochastic Gradient Descent. However, there is another method that, in theory, should converge much faster than any of these other methods. The problem with Stochastic Gradient Descent is that it requires us to know something about our error function: we need an idea of how many dimensions are in our error function and what their individual magnitudes are. While not particularly useful in and of itself (since a lot of optimization methods require at least some knowledge about their error function), Stochastic Gradient Descent can be thought of as an extension to other optimization algorithms like gradient descent that does allow us to learn more about our error functions. In order to make use of SGD, we must be able to calculate our gradients. In order to calculate gradients for a multivariate function, however, we must first have an idea of what its Hessian looks like; if you don’t know what that is or why it matters, just think of it as a matrix whose entries correspond to partial derivatives with respect to each variable. Hessian-Free Optimization attempts to avoid calculating these values by directly solving our system instead – but since we still need some way of updating our parameters after each iteration so that they will eventually lead us towards convergence (if they exist), Hessian-Free Optimization uses Taylor Series Expansion instead.

    Variational Inference

    Variational Inference is one of many ways to implement applications of linear regression in machine learning. To understand Variational Inference, we need a few concepts from linear algebra. The Hessian Matrix is a second-order matrix that can be used as an approximation of a function in some cases. For example, if you were trying to find values on a line, your function would be y = mx + b and your Hessian Matrix would equal ∂y/∂x times ∂y/∂m, where m is your slope and b is your intercept on x = 0. We’ll use these functions and their gradients (the rates at which they change) all throughout math-land. So, using our previous example, our gradient would be -mx + b or ∂y/∂x. As another example, let’s say you have a parabola: y = ax2 + bx + c. You could approximate it with first order derivatives by taking your x-derivative and dividing it by 2ax. Your gradient here would be 2ax(1 – ax). When I say gradient descent what I mean is that you start with an initial guess of some parameter value (your initial point), take its derivative with respect to each parameter (your gradient), then adjust each parameter in proportion to its respective gradient until you reach a local minimum or maximum.

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    Markov Chain Monte Carlo Methods

    A Markov chain is a stochastic process with a finite number of possible states that are connected in some way. If you can write down these connections, or transition probabilities, it’s sometimes possible to simulate or estimate properties of a Markov chain by performing some clever tricks. In machine learning, markov chains are useful in situations where we can model our data using a set of discrete categories. We may also be able to assign transition probabilities between those categories and use them to estimate things like conditional distributions over our output variable(s). This approach is known as Markov Chain Monte Carlo (MCMC) methods and it has been used to great effect in fields such as Bayesian statistics. One of its main advantages is that MCMC methods allow us to draw samples from complex probability distributions even when there are no closed-form solutions available for calculating expectations (i.e., integrals). This means we can make predictions about unobserved values! The trick, however, lies in how we define our states and transitions mathematically.

    Nonlinear Least Squares Optimization with SGD

    This tutorial will describe how nonlinear least-squares optimization can be approached using stochastic gradient descent, which is a type of gradient descent optimization algorithm. SGD can be used for regression and classification problems. Linear regression models are typically easy to fit and interpret, but require finding the parameters from scratch, which can make it less accurate than some other approaches in practice. Nonlinear least squares optimizations allow us to use optimization-based machine learning techniques with linear models. This approach can also be extended to training multi-layer neural networks through adaptive regularization. Note that such an approach has some specific hyperparameters that need tuning based on your data set, such as learning rate decay or momentum decay. An advantage of SGD over other methods is that we do not have to specify these hyperparameters beforehand; instead, they can be learned automatically by optimizing our loss function.

    Stochastic Gradient Descent Methods

    Implementing stochastic gradient descent is probably one of the most frequently used approaches. In fact, it is implemented in pretty much every scikit-learn classifier. There are several implementations of SGD that you can use and it’s important to understand their similarities and differences so that you can choose an appropriate one given your situation. Here we will discuss two methods – Randomized Lasso and Elastic Net – both of which are implemented in scikit-learn, but there are other interesting variations on SGD available including AdaGrad, RMSprop, Nesterovs and Adam. These algorithms will be covered in a later tutorial once we have more discussion about machine learning under our belt. In brief, though, here’s what they’re trying to do. They all want to minimize some form of regularization term, usually defined as (1/2) w ^2 + lambda * w where w is your weight vector and lambda is some parameter. The idea behind these algorithms is that if you run into problems with overfitting then adding noise should help alleviate those issues by pushing weights away from zero. If you find yourself running into convergence issues then maybe increasing lambda should help improve things. You’ll need to experiment with different values for lambda until you find something that works well for your problem domain.

    Auto-Encoding Variational Bayes (AEVB)

    In many ways, AEVB is similar to Bayesian methods in that you are estimating a posterior distribution. However, with AEVB your target function is expensive so we try and approximate it. For example, if you were trying to model a language given only a finite amount of data (and with no background knowledge), how would you estimate which features are important? One method would be to start with something simple like TF-IDF and then incrementally add in features as more data became available. That’s essentially what AEVB does. The neat thing about AEVB is that we can quickly get reasonable estimates of parameters without having an explicit model or distribution—similarly as when testing new hyperparameters in parameter sweeps. Instead of using a full Gaussian likelihood, we sample from an approximation of a Gaussian distribution—the auto-encoder. We can also use AEVB for other problems where we want to find sparse representations. To do so, instead of using an encoder network to produce our representation z; we use another neural network called a decoder network . This allows us to learn latent variables from our input x . And since both networks share weights, they will share their representations too! This means that by training both networks together on our dataset; we should end up with better representations than either one alone! We could even train them at different times; allowing us to reuse existing models and datasets during subsequent training sessions!

    Stochastic Maximum Mean Discrepancy (SMMD) Algorithm

    This algorithm is a stochastic implementation of support vector machines (SVMs) linear regression. The SMMD algorithm uses Kullback-Leibler (KL) divergence as an optimization criterion. This means that large output values are desired if they are accurate, while small output values indicate poor predictions. The SMMD method provides improvements over several state-of-the-art algorithms in terms of both accuracy and speed. Additionally, its stochastic nature makes it applicable in streaming settings where there is not enough data to fit a typical classification model or fully train a regression model. In these situations, SMMD can be used to estimate class probabilities from partial training examples using stochastic gradient descent. In addition, one can use multiple models trained with different subsets of training examples to generate a more robust final prediction by averaging their outputs together. This approach has been shown to be effective at reducing prediction errors when compared with using only one trained model. If you are interested to learn new coding skills, the Entri app will help you to acquire them very easily. Entri app is following a structural study plan so that the students can learn very easily. If you don’t have a coding background, it won’t be any problem. You can download the Entri app from the google play store and enroll in your favorite course.

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