Created
November 10, 2019 00:02
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Linear Regression from scratch using Linear Algebra concept
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def LinearRegression(x,y,round_digits): | |
''' | |
x: feature vector (Preferably Numpy Array) | |
y: dependent vector (Preferably Numpy Array) | |
round_digits: number of digits you want to round the final equation to | |
This function returns the Ordinary Least Squares Regression model. | |
''' | |
c = np.ones((len(x[0]),)) | |
A = [] | |
A.append(c) | |
for col_vec in x: | |
A.append(col_vec) | |
A = np.asmatrix(A) | |
# print(A[0]) | |
b = np.asarray(y) | |
#messed up some dimensions | |
A_t = A | |
A = A.transpose() | |
# print(A.shape) | |
ab = np.matmul(A_t,b) | |
aa = (np.matmul(A_t,A)) | |
inverse_aa = np.linalg.inv(aa) | |
hat = np.matmul(inverse_aa,ab.transpose()) | |
hat = np.asarray(hat) | |
final_result = f"y = {round(hat[0][0],round_digits)}" | |
index = 1 | |
for i in hat[1:]: | |
final_result += f" +{round(i[0],round_digits)}x{index}" | |
index+=1 | |
return final_result |
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