this ass
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Linear Regression Implementation Download the advertising dataset. This is a dataset that gives us the total sales for different products, after marketing them on Television, Radio and Newspaper.
- Implement the Linear regression algorithm to predict the sales value, given three inputs (Television, Radio and Newspaper).
- Calculate the cost function after each iteration, draw cost function as a function of the iteration
- Try the program with various values for the learning rate alpha and number of iteration.’
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Solve the problem 1 with normal equation method
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Redo exercise 1 with regularization
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Redo exercise 2 with regularization
plan
what the fuck is a Linear regression?
it is to my knowledge: fit a thing to a linear equation, with the Minimal Error.
error function, cost function: the thig we want reduced
this is the cost function, also loss function:
E = \frac{1}{2m} \sum^m_{i = 1}\left(h(x_{(i)})- y_{(i)}\right)^2
with h(x) being our model (we are trying to find a and b and make our guess h(x) as close to y as possible)
this comes from the error function here:
e = \frac{1}{2}\left(h(x_{(i)})-y_{(i)}\right)^2
and the cost function from the error function:
E = \frac{1}{m}\sum^m_{i=1}e_{(i)}
as were dealing with linear fitting (h(x) = ax + b) the thing turns to this:
E = \frac{1}{2m} \sum_{i=1}^{m} \left( ax_i + b - y_i \right)^2
chatgpt-ed this shit it calls this strat Mean Squared Error (MSE)
gradient descent: we are taking the derivative of this shit
partial derivative of course.
its newton raphson all over again:
you have to change every coefficients so they yk fit the thing every time duh
and how you change goes like this:
a:= a - \alpha \frac{\partial E}{\partial a}
yes. partial deriv that fucking series wrt a. fucking insane innit.
however they did the calculations:
for our case h(x) = ax + b we have
\frac{\partial}{\partial a}{E(a, b)}
\text{ or } \\
\frac{\partial E}{\partial a} = \frac{1}{m}\sum^m_{i=1}(ax_{(i)}+b - y_{(i)})\cdot x_{(i)}
yeah also for the case of b:
b:= b - \alpha \frac{\partial E}{\partial b}
\frac{\partial E}{\partial b} = \frac{1}{m}\sum^m_{i=1}(ax_{(i)}+b - y_{(i)})