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Linear Regression review

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Presentation on theme: "Linear Regression review"— Presentation transcript:

1 Linear Regression review

2 Search and LR LR minimizes the sum of the errors squared between regression line and data points LR finds values for A and B in y = Ax + B to minimize the sum of the errors squared Are there other ways of “finding” A and B? Yes Do they guarantee minimizing sigma errors squared? Suppose the relationship is not linear?

3 Problem solving as search
Through the lens of search, all problems look the same. There is a space of candidate solutions There is a candidate solution generator There is a way to measure “progress” so you know when you reach a “good solution” You can tell if you found a “good solution” You can compare two candidates and tell which is better Every candidate has a cost (minimize) or utility (maximize) which can guide progress

4 Generate and test Repeat Candidate = generate()
if test(candidate) == “good solution” break

5 Search How is linear regression like generate and test?
Linear regression has a very very good generator that generates a “good solution” in one iteration But it only works on linearly, related data Quadratic regression only works on quadratically related data

6 Poorly understood data
Stock markets GDP Cancer Car buying Aisle stocking Recommendations Images, videos,

7 Poorly understood data
Visualization can help when data is two or three dimensional (maybe upto 10 dimensions). This is still an art. Generate and test might be slow Consider using a simple generator for LS regression. Generator would generate all possible values of A and B within [ ] Suppose we have 100 dimensions?

8 Can we use gradients? A gradient is a local slope. If we can tell which of two candidates is better can we make progress towards a solution? Think about the connect4 learner If one set of weights is better than another, can we make progress towards the “best” set of weights?

9 Search algorithm solutionOld = generate() solutionNew = generate()
Repeat if evaluate(solutionNew) < evaluate(solutionOld) SolutionOld = solutionNew SolutionNew = modify(solutionNew) Else SolutionNew = modify(solutionOld)

10 Issues Time versus quality Limiting the search space
Discretizing the search space Susceptibility to local optima


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