Lecture

Linear Regression: Fundamentals and Applications

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In course

ENG-209: Data science for engineers with Python

Ce cours propose une immersion progressive et complète dans le domaine de la Data Science à travers le langage Python. Il guide les étudiants depuis la manipulation de données brutes jusqu'à la modélisation et l'extraction de connaissances utiles à partir ...

Description

This lecture covers the fundamentals of linear regression, including univariate and multivariate models, error functions, and the Ordinary Least Squares (OLS) solution. The instructor explains the process of model training, evaluation, and prediction using Scikit-Learn. The lecture also delves into the importance of performance metrics like R², MSE, and MAE in assessing regression models. Additionally, the train-test split procedure is discussed as a method to estimate model performance. Real-world examples and visualizations are used to illustrate the concepts.

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Instructors (2)

Olivier Verscheure

SWISS DATA SCIENCE CENTER Housed at both EPFL and ETH Zurich, the newly created Swiss Data Science Center (SDSC) will address the fragmentation within today's data and analytics landscapes. The SDSC will be composed of a distributed multi-disciplinary team of data scientists and experts in domains including personalized health and personalized medicine, transportation, earth and environmental science, social science and digital humanities, and economics. The center aims to federate data providers, data and

Jean-Philippe Pellet

Teaching & PhD Courses Data science for engineers with Python ENG-209 This course offers a gradual and comprehensive introduction to the field of Data Science through the Python programming language. It guides students from raw data manipulation to modeling and the extraction of meaningful insights from real-world data.

Official source

Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Related concepts (32)

Linear regression

In statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.

Regression analysis

In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable (often called the 'outcome' or 'response' variable, or a 'label' in machine learning parlance) and one or more independent variables (often called 'predictors', 'covariates', 'explanatory variables' or 'features'). The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear combination) that most closely fits the data according to a specific mathematical criterion.

Nonlinear regression

In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations. In nonlinear regression, a statistical model of the form, relates a vector of independent variables, , and its associated observed dependent variables, . The function is nonlinear in the components of the vector of parameters , but otherwise arbitrary.

Segmented regression

Segmented regression, also known as piecewise regression or broken-stick regression, is a method in regression analysis in which the independent variable is partitioned into intervals and a separate line segment is fit to each interval. Segmented regression analysis can also be performed on multivariate data by partitioning the various independent variables. Segmented regression is useful when the independent variables, clustered into different groups, exhibit different relationships between the variables in these regions.

Bayesian linear regression

Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often labelled ) conditional on observed values of the regressors (usually ).

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