Lecture

Regression Models: Performance and Evaluation

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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 performance evaluation of regression models, focusing on mean absolute error, coefficient of determination, and mean square error. It also delves into the learning and testing errors, over-learning, and under-learning in regression models. The instructor explains the process of training regression models, data slicing methods, and building regression trees using the CART algorithm. The lecture emphasizes the importance of choosing model development criteria, hyperparameters, and validation samples. Practical exercises involve building regression models, resampling dataframes, and creating regression trees.

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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.

Decision tree learning

Decision tree learning is a supervised learning approach used in statistics, data mining and machine learning. In this formalism, a classification or regression decision tree is used as a predictive model to draw conclusions about a set of observations. Tree models where the target variable can take a discrete set of values are called classification trees; in these tree structures, leaves represent class labels and branches represent conjunctions of features that lead to those class labels.

Logistic regression

In statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) is estimating the parameters of a logistic model (the coefficients in the linear combination).

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.

Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the actual value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate.

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