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    Simple Linear Regression

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    Simple Linear Regression

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    3 views5 pages

    Simple Linear Regression

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    anujgite5

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    © All Rights Reserved
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    Sipna College of Engineering & Technology, Amravati.

    Department of Computer Science and Engineering


    Branch: - Computer Science and Engineering Class: - III Year
    Subject: - Data Science and Statistics Lab Sem: - V

    Student Manual
    Practical No 2
    Aim: Implementation of Simple Linear Regression using python Code
    Software Required: R Studio/Anaconda
    Theory: Simple linear regression is an approach for predicting a response using a single
    feature. It is assumed that the two variables are linearly related. Hence, we try to find a linear
    function that predicts the response value(y) as accurately as possible as a function of the
    feature or independent variable(x). Let us consider a dataset where we have a value of
    response y for every feature x:

    For generality, we define:


    x as feature vector, i.e x = [x_1, x_2, …., x_n],
    y as response vector, i.e y = [y_1, y_2, …., y_n]
    for n observations (in above example, n=10).
    A scatter plot of the above dataset looks like:-

    1 CSE/SEM-VI/DSS Lab/PR02
    Sipna College of Engineering & Technology, Amravati.
    Department of Computer Science and Engineering

    Now, the task is to find a line that fits best in the above scatter plot so that
    we can predict the response for any new feature values. (i.e a value of x not
    present in a dataset)
    This line is called a regression line.
    The equation of regression line is represented as:

    Here,
     h(x_i) represents the predicted response value for ith observation.
     b_0 and b_1 are regression coefficients and represent y-
    intercept and slope of regression line respectively.
    To create our model, we must “learn” or estimate the values of regression
    coefficients b_0 and b_1. And once we’ve estimated these coefficients, we
    can use the model to predict responses!
    In this article, we are going to use the principle of Least Squares.
    Now consider:

    Here, e_i is a residual error in ith observation.


    So, our aim is to minimize the total residual error.
    We define the squared error or cost function, J as:

    and our task is to find the value of b_0 and b_1 for which J(b_0,b_1) is
    minimum! Without going into the mathematical details, we present the result
    here:

    2 CSE/SEM-VI/DSS Lab/PR02
    Sipna College of Engineering & Technology, Amravati.
    Department of Computer Science and Engineering

    where SS_xy is the sum of cross-deviations of y and x:

    and SS_xx is the sum of squared deviations of x:

    Code:
    import numpy as np
    import matplotlib.pyplot as plt
    def estimate_coef(x, y):
    # number of observations/points
    n = np.size(x)
    # mean of x and y vector
    m_x = np.mean(x)
    m_y = np.mean(y)
    # calculating cross-deviation and deviation about x
    SS_xy = np.sum(y*x) - n*m_y*m_x
    SS_xx = np.sum(x*x) - n*m_x*m_x
    # calculating regression coefficients
    b_1 = SS_xy / SS_xx
    b_0 = m_y - b_1*m_x
    return (b_0, b_1)
    def plot_regression_line(x, y, b):
    # plotting the actual points as scatter plot
    plt.scatter(x, y, color = "m",
    marker = "o", s = 30)
    # predicted response vector
    y_pred = b[0] + b[1]*x

    3 CSE/SEM-VI/DSS Lab/PR02
    Sipna College of Engineering & Technology, Amravati.
    Department of Computer Science and Engineering
    # plotting the regression line
    plt.plot(x, y_pred, color = "g")
    # putting labels
    plt.xlabel('x')
    plt.ylabel('y')
    # function to show plot
    plt.show()
    def main():
    # observations / data
    x = np.array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
    y = np.array([1, 3, 2, 5, 7, 8, 8, 9, 10, 12])
    # estimating coefficients
    b = estimate_coef(x, y)
    print("Estimated coefficients:\nb_0 = {} \
    \nb_1 = {}".format(b[0], b[1]))
    # plotting regression line
    plot_regression_line(x, y, b)
    if __name__ == "__main__":
    main()

    Output:
    Estimated coefficients:
    b_0 = -0.0586206896552
    b_1 = 1.45747126437
    And graph obtained looks like this:

    4 CSE/SEM-VI/DSS Lab/PR02
    Sipna College of Engineering & Technology, Amravati.
    Department of Computer Science and Engineering

    5 CSE/SEM-VI/DSS Lab/PR02

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