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    Nonlinear Regression

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    aarthy
    Some nonlinear models can be transformed into linear regression models through techniques like using polynomial terms or transforming variables, like taking the log of y. While some nonlinear models can be handled this way, other highly nonlinear models require more complex calculations to estimate coefficients. Nonlinear regression techniques allow fitting nonlinear models to data through transformations or more advanced calculations.

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    Nonlinear Regression

    Uploaded by

    aarthy
    393 views5 pages
    Some nonlinear models can be transformed into linear regression models through techniques like using polynomial terms or transforming variables, like taking the log of y. While some nonlinear models can be handled this way, other highly nonlinear models require more complex calculations to estimate coefficients. Nonlinear regression techniques allow fitting nonlinear models to data through transformations or more advanced calculations.

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    regression

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    Some nonlinear models can be transformed into linear regression models through techniques like using polynomial terms or transforming variables, like taking the log of y. While some nonlinear models can be handled this way, other highly nonlinear models require more complex calculations to estimate coefficients. Nonlinear regression techniques allow fitting nonlinear models to data through transformations or more advanced calculations.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    393 views5 pages

    Nonlinear Regression

    Uploaded by

    aarthy
    Some nonlinear models can be transformed into linear regression models through techniques like using polynomial terms or transforming variables, like taking the log of y. While some nonlinear models can be handled this way, other highly nonlinear models require more complex calculations to estimate coefficients. Nonlinear regression techniques allow fitting nonlinear models to data through transformations or more advanced calculations.

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    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    of 5
    At a glance
    Powered by AI
    The text discusses different types of regression models including linear, nonlinear, generalized linear models and other regression tree based models. It also talks about transforming some nonlinear models into linear models.

    Some examples of nonlinear models mentioned are polynomial regression models, power functions, and sum of exponential terms.

    Linear regression involves a single predictor and response variable, while multiple linear regression involves more than one predictor variable. Multiple linear regression can model problems with multiple features using an extension of the least squares method.

    Nonlinear Regression

    Some

    nonlinear models can be modeled by a


    polynomial function
    A polynomial regression model can be transformed
    into linear regression model. For example,
    y = w0 + w 1 x + w2 x2 + w 3 x3
    convertible to linear with new variables: x 2 = x2, x3= x3
    y = w0 + w 1 x + w2 x2 + w 3 x3
    Other

    functions, such as power function, can also be


    transformed to linear model
    Some models are intractable nonlinear (e.g., sum of
    exponential terms)
    possible to obtain least square estimates through
    extensive calculation on more complex formulae
    April 27, 2016

    Data Mining: Concepts and Techniques

    Non linear Regression

    Actual Data
    y=ex
    x
    0.49
    1.632316
    0.93
    2.534509
    1.41
    1.75
    2.98

    4.095955
    5.754603
    19.68782

    y=ex
    log y = log e x
    log y = x.loge e
    log y = x.(1)
    log y = x
    Y = x ( Where Y is new variable . Y =
    log(y))

    Non linear Regression


    x
    0.49
    0.93
    1.41
    1.75
    2.98

    y
    1.632316
    2.534509
    4.095955
    5.754603
    19.68782

    Y= log(y)
    0.212804
    0.403894
    0.612355
    0.760015
    1.294198

    Y= log(y)

    0.49

    0.212804

    0.93

    0.403894

    1.41

    0.612355

    1.75

    0.760015

    2.98

    1.294198

    Linear Regression

    Linear regression: involves a response variable y and a single


    predictor variable x
    y = w0 + w1 x

    where w0 (y-intercept) and w1 (slope) are regression coefficients

    Method of least squares: estimates the best-fitting straight line


    | D|

    w
    1

    (x
    i 1

    x )( yi y )

    | D|

    (x
    i 1

    x )2

    w yw x
    0
    1

    Multiple linear regression: involves more than one predictor


    variable
    Training data is of the form (X1, y1), (X2, y2),, (X|D|, y|D|)
    Ex. For 2-D data, we may have: y = w 0 + w1 x1+ w2 x2
    Solvable by extension of least square method
    Many nonlinear functions can be transformed into the above

    April 27, 2016

    Data Mining: Concepts and Techniques

    Other Regression-Based
    Models
    Generalized linear model:

    Foundation on which linear regression can be applied to


    modeling categorical response variables
    Variance of y is a function of the mean value of y, not a
    constant

    Logistic regression: models the prob. of some event occurring


    as a linear function of a set of predictor variables
    Poisson regression: models the data that exhibit a Poisson
    distribution

    Log-linear models: (for categorical data)


    Approximate discrete multidimensional prob. distributions
    Also useful for data compression and smoothing

    Regression trees and model trees


    Trees to predict continuous values rather than class labels

    April 27, 2016

    Data Mining: Concepts and Techniques

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