Regression Analysis Jared Dean as quoted in Big Data, Data Mining, and Machine Learning – From my experience, regression is the most dominant force in.

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Presentation transcript:

Regression Analysis Jared Dean as quoted in Big Data, Data Mining, and Machine Learning – From my experience, regression is the most dominant force in driving business decisions today. Regression analysis has many useful characteristics; one is the easy interpretation of results. Regression concepts are widely understood, and the methodology is well developed such that a well-tuned regression model by a skilled practitioner can outperform many algorithms that are gaining popularity from the machine learning discipline.

Simple Linear Regression

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General Regression – not just straight line Least Squares Approximation Introduction to Algorithms, Cormen, et al., MIT Press

Least Squares Approximation Pseudoinverse of Matrix A - Linear Example On Whiteboard Compute the equation for the least - squares, best-fit line through the 5 points {(2,2), (0,0), (-2,-2), (-1,1), (1,-1)}

Linear Regression versus Principal Component Analysis Linear RegressionPrincipal Component Analysis Reference

Linear Regression versus Reverse Linear Regression Linear RegressionReverse Linear Regression Reference