2 Regression Models

Download as pdf or txt
Download as pdf or txt
You are on page 1of 6

Types of Regression Models in Machine

Learning

Linear regression and logistic regression are two types of


regression analysis techniques that are used to solve the
regression problem using machine learning. They are the most
prominent techniques of regression. But, there are many types of
regression analysis techniques in machine learning, and their
usage varies according to the nature of the data involved.
This article will explain the different types of regression in
machine learning, and under what condition each of them can be
used. If you are new to machine learning, this article will surely
help you in understanding the regression modelling concept.
What is Regression Analysis?

Regression analysis is a predictive modelling technique that


analyzes the relation between the target or dependent variable
and independent variable in a dataset. The different types of
regression analysis techniques get used when the target and
independent variables show a linear or non-linear relationship
between each other, and the target variable contains continuous
values. The regression technique gets used mainly to determine
the predictor strength, forecast trend, time series, and in case of
cause & effect relation.
Regression analysis is the primary technique to solve the
regression problems in machine learning using data modelling. It
involves determining the best fit line, which is a line that passes
through all the data points in such a way that distance of the line
from each data point is minimized.
Types of Regression Analysis Techniques

There are many types of regression analysis techniques, and


the use of each method depends upon the number of factors.
These factors include the type of target variable, shape of the
regression line, and the number of independent variables.
Below are the different regression techniques:
1. Linear Regression
2. Logistic Regression
3. Ridge Regression
4. Lasso Regression
5. Polynomial Regression
6. Bayesian Linear Regression

1. Linear Regression

Linear regression is one of the most basic types of regression


in machine learning. The linear regression model consists of a
predictor variable and a dependent variable related linearly to
each other. In case the data involves more than one independent
variable, then linear regression is called multiple linear regression
models.
The below-given equation is used to denote the linear regression
model:
y=mx+c+e
where m is the slope of the line, c is an intercept, and e
represents the error in the model.
The best fit line is determined by varying the values of m and c.
The predictor error is the difference between the observed values
and the predicted value. The values of m and c get selected in
such a way that it gives the minimum predictor error. It is
important to note that a simple linear regression model is
susceptible to outliers. Therefore, it should not be used in case of
big size data.

2. Logistic Regression

Logistic regression is one of the types of regression analysis


technique, which gets used when the dependent variable is
discrete. Example: 0 or 1, true or false, etc. This means the target
variable can have only two values, and a sigmoid curve denotes
the relation between the target variable and the independent
variable.
Logit function is used in Logistic Regression to measure the
relationship between the target variable and independent
variables. Below is the equation that denotes the logistic
regression.
logit(p) = ln(p/(1-p)) = b0+b1X1+b2X2+b3X3….+bkXk
where p is the probability of occurrence of the feature.
For selecting logistic regression, as the regression analyst
technique, it should be noted, the size of data is large with the
almost equal occurrence of values to come in target variables.
Also, there should be no multicollinearity, which means that there
should be no correlation between independent variables in the
dataset.
3. Ridge Regression

This is another one of the types of regression in machine


learning which is usually used when there is a high correlation
between the independent variables. This is because, in the case
of multi collinear data, the least square estimates give unbiased
values. But, in case the collinearity is very high, there can be
some bias value. Therefore, a bias matrix is introduced in the
equation of Ridge Regression. This is a powerful regression
method where the model is less susceptible to overfitting.
Below is the equation used to denote the Ridge Regression,
where the introduction of λ (lambda) solves the problem of lambda) solves the problem of
multicollinearity:
β = (X^{T}X + λ*I)^{-1}X^{T}yI)^{-1}X^{T}y
4. Lasso Regression

Lasso Regression is one of the types of regression in machine


learning that performs regularization along with feature
selection. It prohibits the absolute size of the regression
coefficient. As a result, the coefficient value gets nearer to zero,
which does not happen in the case of Ridge Regression.
Due to this, feature selection gets used in Lasso Regression,
which allows selecting a set of features from the dataset to build
the model. In the case of Lasso Regression, only the required
features are used, and the other ones are made zero. This helps
in avoiding the overfitting in the model. In case the independent
variables are highly collinear, then Lasso regression picks only
one variable and makes other variables to shrink to zero.

Below is the equation that represents the Lasso Regression


method:
N^{-1}Σ^{N}_{i=1}f(x_{i}, y_{I}, α, β)

5. Polynomial Regression

Polynomial Regression is another one of the types of regression


analysis techniques in machine learning, which is the same as
Multiple Linear Regression with a little modification. In Polynomial
Regression, the relationship between independent and dependent
variables, that is X and Y, is denoted by the n-th degree.
It is a linear model as an estimator. Least Mean Squared Method
is used in Polynomial Regression also. The best fit line in
Polynomial Regression that passes through all the data points is
not a straight line, but a curved line, which depends upon the
power of X or value of n.
While trying to reduce the Mean Squared Error to a minimum and
to get the best fit line, the model can be prone to overfitting. It is
recommended to analyze the curve towards the end as the higher
Polynomials can give strange results on extrapolation.
Below equation represents the Polynomial Regression:
l = β0+ β0x1+ε

6. Bayesian Linear Regression

Bayesian Regression is one of the types of regression in


machine learning that uses the Bayes theorem to find out the
value of regression coefficients. In this method of regression, the
posterior distribution of the features is determined instead of
finding the least-squares. Bayesian Linear Regression is like both
Linear Regression and Ridge Regression but is more stable than
the simple Linear Regression.

You might also like