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Modified Linear Regression to work on OLS, fixes #8847 #11311

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81 changes: 14 additions & 67 deletions machine_learning/linear_regression.py
Original file line number Diff line number Diff line change
Expand Up @@ -31,85 +31,32 @@ def collect_dataset():
return dataset


def run_steep_gradient_descent(data_x, data_y, len_data, alpha, theta):
"""Run steep gradient descent and updates the Feature vector accordingly_
:param data_x : contains the dataset
:param data_y : contains the output associated with each data-entry
:param len_data : length of the data_
:param alpha : Learning rate of the model
:param theta : Feature vector (weight's for our model)
;param return : Updated Feature's, using
curr_features - alpha_ * gradient(w.r.t. feature)
"""
n = len_data

prod = np.dot(theta, data_x.transpose())
prod -= data_y.transpose()
sum_grad = np.dot(prod, data_x)
theta = theta - (alpha / n) * sum_grad
return theta


def sum_of_square_error(data_x, data_y, len_data, theta):
"""Return sum of square error for error calculation
:param data_x : contains our dataset
:param data_y : contains the output (result vector)
:param len_data : len of the dataset
:param theta : contains the feature vector
:return : sum of square error computed from given feature's
"""
prod = np.dot(theta, data_x.transpose())
prod -= data_y.transpose()
sum_elem = np.sum(np.square(prod))
error = sum_elem / (2 * len_data)
return error


def run_linear_regression(data_x, data_y):
"""Implement Linear regression over the dataset
:param data_x : contains our dataset
:param data_y : contains the output (result vector)
def run_linear_regression_ols(data_x, data_y):
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Suggested change
def run_linear_regression_ols(data_x, data_y):
def ols_linear_regression(data_x: np.ndarray, data_y: np.ndarray) -> np.ndarray:
  1. Shortened the function name a bit (make sure you change the name elsewhere as well)
  2. Added type hints

"""Implement Linear regression using OLS over the dataset
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Suggested change
"""Implement Linear regression using OLS over the dataset
"""Implement OLS linear regression over a given dataset

Slight rewording for clarity

:param data_x : contains our dataset
:param data_y : contains the output (result vector)
:return : feature for line of best fit (Feature vector)
"""
Comment on lines 38 to 39
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The OLS regression function needs doctests—make sure you verify the outputs of your tests with a calculator that can do linear regression (e.g., Wolfram Alpha)

iterations = 100000
alpha = 0.0001550

no_features = data_x.shape[1]
len_data = data_x.shape[0] - 1
# Add a column of ones to data_x for the bias term
data_x = np.c_[np.ones(data_x.shape[0]), data_x].astype(float)

theta = np.zeros((1, no_features))

for i in range(iterations):
theta = run_steep_gradient_descent(data_x, data_y, len_data, alpha, theta)
error = sum_of_square_error(data_x, data_y, len_data, theta)
print(f"At Iteration {i + 1} - Error is {error:.5f}")
# Use NumPy's built-in function to solve the linear regression problem
theta = np.linalg.inv(data_x.T.dot(data_x)).dot(data_x.T).dot(data_y)
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Suggested change
theta = np.linalg.inv(data_x.T.dot(data_x)).dot(data_x.T).dot(data_y)
theta = np.linalg.inv(data_x.T @ data_x) @ data_x.T @ data_y

Instead of using .dot() for matrix multiplication, we can use numpy's @ operator, which does the same thing and is more readable


return theta


def mean_absolute_error(predicted_y, original_y):
"""Return sum of square error for error calculation
:param predicted_y : contains the output of prediction (result vector)
:param original_y : contains values of expected outcome
:return : mean absolute error computed from given feature's
"""
total = sum(abs(y - predicted_y[i]) for i, y in enumerate(original_y))
return total / len(original_y)


def main():
"""Driver function"""
data = collect_dataset()

len_data = data.shape[0]
data_x = np.c_[np.ones(len_data), data[:, :-1]].astype(float)
data_x = data[:, :-1].astype(float)
data_y = data[:, -1].astype(float)

theta = run_linear_regression(data_x, data_y)
len_result = theta.shape[1]
print("Resultant Feature vector : ")
for i in range(len_result):
print(f"{theta[0, i]:.5f}")
theta = run_linear_regression_ols(data_x, data_y)
print("Resultant Feature vector (weights): ")
theta_list = theta.tolist()[0]
for i in range(len(theta_list)):
print(f"{theta_list[i]:.5f}")


if __name__ == "__main__":
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