Friday, April 19, 2019

Simple Linear Regression: How It works? (Python Implementation)

Simple Linear Regression: How It works? (Python Implementation)
Simple Linear Regression: How It works? (Python Implementation)

Linear Regression (Python Implementation)

This article discusses the basics of linear regression and its implementation in Python programming language.
Linear regression is a statistical approach for modelling the relationship between a dependent variable with a given set of independent variables.
Note: In this article, we refer dependent variables as response and independent variables as features for simplicity.
In order to provide a basic understanding of linear regression, we start with the most basic version of linear regression, i.e. Simple linear regression.

Simple Linear Regression

Simple linear regression is an approach for predicting a response using a single feature.

It is assumed that the two variables are linearly related. Hence, we try to find a linear function that predicts the response value(y) as accurately as possible as a function of the feature or independent variable(x).
Let us consider a dataset where we have a value of response y for every feature x:
For generality, we define:
x as feature vector, i.e x = [x_1, x_2, …., x_n],
y as response vector, i.e y = [y_1, y_2, …., y_n]
for n observations (in above example, n=10).
A scatter plot of above dataset looks like:-
Now, the task is to find a line which fits best in above scatter plot so that we can predict the response for any new feature values. (i.e a value of x not present in the dataset)

This line is called the regression line.
The equation of the regression line is represented as:
 h(x_i) = \beta _0 + \beta_1x_i
  • h(x_i) represents the predicted response value for ith observation.
  • b_0 and b_1 are regression coefficients and represent y-intercept and slope of regression line respectively.
To create our model, we must “learn” or estimate the values of regression coefficients b_0 and b_1. And once we’ve estimated these coefficients, we can use the model to predict responses!
In this article, we are going to use the Least Squares technique.
Now consider:
 y_i = \beta_0 + \beta_1x_i + \varepsilon_i = h(x_i) + \varepsilon_i \Rightarrow \varepsilon_i = y_i -h(x_i)
Here, e_i is a residual error in ith observation.
So, our aim is to minimize the total residual error.
We define the squared error or cost function, J as:
 J(\beta_0,\beta_1)= \frac{1}{2n} \sum_{i=1}^{n} \varepsilon_i^{2}

and our task is to find the value of b_0 and b_1 for which J(b_0,b_1) is minimum!
Without going into the mathematical details, we present the result here:
 \beta_1 = \frac{SS_{xy}}{SS_{xx}}
 \beta_0 = \bar{y} - \beta_1\bar{x}
where SS_xy is the sum of cross-deviations of y and x:
 SS_{xy} = \sum_{i=1}^{n} (x_i-\bar{x})(y_i-\bar{y}) =  \sum_{i=1}^{n} y_ix_i - n\bar{x}\bar{y}
and SS_xx is the sum of squared deviations of x:
 SS_{xx} = \sum_{i=1}^{n} (x_i-\bar{x})^2 =  \sum_{i=1}^{n}x_i^2 - n(\bar{x})^2
Note: The complete derivation for finding least squares estimates in simple linear regression can be found here.
Given below is the python implementation of the above technique on our small dataset:

import numpy as np
import matplotlib.pyplot as plt
def estimate_coef(x, y):
    # number of observations/points
    n = np.size(x)
    # mean of x and y vector
    m_x, m_y = np.mean(x), np.mean(y)
    # calculating cross-deviation and deviation about x
    SS_xy = np.sum(y*x) - n*m_y*m_x
    SS_xx = np.sum(x*x) - n*m_x*m_x
    # calculating regression coefficients
    b_1 = SS_xy / SS_xx
    b_0 = m_y - b_1*m_x
    return(b_0, b_1)
def plot_regression_line(x, y, b):
    # plotting the actual points as scatter plot
    plt.scatter(x, y, color = "m",
               marker = "o", s = 30)
    # predicted response vector
    y_pred = b[0] + b[1]*x
    # plotting the regression line
    plt.plot(x, y_pred, color = "g")
    # putting labels
    # function to show plot
def main():
    # observations
    x = np.array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
    y = np.array([1, 3, 2, 5, 7, 8, 8, 9, 10, 12])
    # estimating coefficients
    b = estimate_coef(x, y)
    print("Estimated coefficients:\nb_0 = {}  \
          \nb_1 = {}".format(b[0], b[1]))
    # plotting regression line
    plot_regression_line(x, y, b)
if __name__ == "__main__":
The output of the above piece of code is:
Estimated coefficients:
b_0 = -0.0586206896552
b_1 = 1.45747126437
And the graph obtained looks like this:

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  2. for your estimated coefficients I seem to be getting different figures
    b_0 = 1.2363636363636363
    b_1 = 1.1696969696969697

    1. It will vary with the system configuration

    2. Ok I get you, I further used excel linear regression plotting and got the same result like I got in python