Liner regression Flashcards
what is simple linear regression used for
Supervised learning;
quantitative response π (dependant) on the basis of a single predictor variable (independent) π
If π is to be approximated by a linear function, then it becomes:
π=π½0+π½1π+π
What does B0 mean
B0 is intercept term: the expected value of π when π = 0
If π is to be approximated by a linear function, then it becomes:
π=π½0+π½1π+π
What does B1 mean
B1 is the slope
what is the process of linear regression
- assess the significance of the coefficients
- quantify the extent to which the model fits the data
(line of best fit using r squared
how is the quality of linear regression assessed
using residual standard error.
EG if RSE = 3.26: actual sales in each market deviate from the true regression line by
approximately 3,260 units on average
What happens when more variable are added to a linear regression model
R2 will increase
What are the uncertainties when predicting using a MULTIPLE linear regression model
Reducible error: coefficients are only estimates for the true population regression plane
Model bias: linear model (or any other models) for π(π) is almost always an approximation of reality.
Irreducible error: the response cannot be predicted perfectly because of the
random error π of the model
Assumptions of the linear model
Additivity: the effect of changes in a predictor π on the response π is independent of the values of the other predictors. (no other factors impact)
Linearity: change in the response π due to a one-unit change in π is constant,
regardless of the value of π . π
When is linear regression not applicable
- to order the outcomes eg 1= stroke
- if the probability is outside 0-1
what is logistic regression
Logistic regression estimates the probability of an event occurring, such as voted or didnβt vote (discreet outcome, based on a given dataset of independent variables
what makes logistic regression different to linear
It is used to make a prediction about a categorical variable instead of a continuous one.
also has a probability between 0-1
logs are categorical
what is the negative of logistic regression
it needs a large data set to have sufficient statistical power to detect a significant effect
what is the dummy variable approach
qualitative predictors with the logistic regression mode.
Dummy variables assign the numbers β0β and β1β to indicate membership in any mutually exclusive and exhaustive category
it creates a value of 0 and 1
What is linear discriminant analysis
In LDA, we model the distribution of the predictors π separately in each of the response classes (i.e. given π), and then use Bayesβ theorem to flip these around into estimates forPr π = π π = π₯ .
3 reasons to use LDA
When classes are well-separated: parameter estimates for the logistic are surprisingly unstable.
If π (data set) is small and the distribution of the predictors π is normal
LDA is popular when we have more than two response classes.
it maximises separability
what happens if alpha is too small
the optimiser will take a long time to find the minimum
what is exploding gradient.
the the slope is vertical so the system will become completely unstable
what causes an exploding gradient.
when we have complex models with many para meters and large nural network
what is a nested function
functions that embeds another function. as a result of neural link.
what is an activation function
function that decides whether information goes from one layer to another.
an example is a step function.
what is the difference between bagging and boosting
go over this one.
bagging- multiple models with the same training set
boosting- selecting data points which give wrong predictions.
Each time the data gives a wrong prediction it trains the new model
explain the tradeoff between accuracy and interpretability
increasing training data sets may make result more accurate but less easy to digest.
between random bagging, boosting and random foresting has the most chance of over fitting when adding more data
boosting because you increase the likelyhood to overtrain the model and the model becomes less effective at predicting future data
what is a recommender system
A recommendation system is an AI algorithm, that uses Big Data to suggest or recommend additional products to consumers.
past purchases, search history, demographic information
what does machine learning do
Finds a mathematical formula when applied to a collection of inputs (Β« training data Β») produces the desire outputs.
what is machine learning
imput+ desired result
computation
program
what is traditional programming
input+ Programm
computation
= results
what are the different types of unsupervised learning
dimension reduction and clustering.