Wednesday, February 26, 2020

Multiple Linear Regression

Multiple Linear Regression is a regression model where we have multiple independent variables.

We need to predict values for the dependent variable as a function of the independent variables.



Formula for Multiple Linear Regression:


<math xmlns="http://www.w3.org/1998/Math/MathML"><mi>y</mi><mo>=</mo><mo>&#xA0;</mo><msub><mi>b</mi><mi>o</mi></msub><mo>&#xA0;</mo><mo>+</mo><mo>&#x2009;</mo><msub><mi>b</mi><mn>1</mn></msub><msub><mi>x</mi><mn>1</mn></msub><mo>&#xA0;</mo><mo>+</mo><mo>&#xA0;</mo><msub><mi>b</mi><mn>2</mn></msub><msub><mi>x</mi><mn>2</mn></msub><mo>&#xA0;</mo><mo>+</mo><mo>&#x2009;</mo><mo>.</mo><mo>.</mo><mo>.</mo><mo>.</mo><mo>.</mo><mo>&#xA0;</mo><mo>+</mo><mo>&#x2009;</mo><msub><mi>b</mi><mi>n</mi></msub><msub><mi>x</mi><mi>n</mi></msub></math>

where

y is the dependent Variable
<math xmlns="http://www.w3.org/1998/Math/MathML"><msub><mi>x</mi><mn>1</mn></msub></math> onwards are the the independent Variable
<math xmlns="http://www.w3.org/1998/Math/MathML"><msub><mi>b</mi><mn>1</mn></msub></math> onwards is the coefficient (connector between dependent and Independent)
<math xmlns="http://www.w3.org/1998/Math/MathML"><msub><mi>b</mi><mn>0</mn></msub></math> is the Constant

Always encode the categorical data if any after data import.

Code Snippet:

from sklearn.linear_model import LinearRegression
multi_regressor = LinearRegression()
multi_regressor.fit(X_train, y_train)

# Prediction
y_pred = multi_regressor.predict(X_test)





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