Skip to content

Commit 3fffe0c

Browse files
added regression visualization
1 parent aa408fe commit 3fffe0c

File tree

2 files changed

+171
-0
lines changed

2 files changed

+171
-0
lines changed
Lines changed: 69 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,69 @@
1+
# Bias and Weight Visualization in Multiple Regression
2+
3+
## Introduction
4+
5+
Multiple regression is a fundamental technique in machine learning used to model the relationship between multiple independent variables and a dependent variable. Visualizing the bias and weights in multiple regression can provide insights into the model's behavior and the importance of different features.
6+
7+
## Multiple Regression Model
8+
9+
In multiple regression, we model the relationship as:
10+
11+
$$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 + ... + \beta_nx_n + \epsilon $$
12+
13+
Where:
14+
- $y$ is the dependent variable
15+
- $x_1, x_2, ..., x_n$ are independent variables
16+
- $\beta_0$ is the bias (intercept)
17+
- $\beta_1, \beta_2, ..., \beta_n$ are the weights (coefficients)
18+
- $\epsilon$ is the error term
19+
20+
## Mathematical Interpretation
21+
22+
### Bias ($\beta_0$)
23+
24+
The bias represents the expected value of $y$ when all $x_i = 0$. It shifts the entire prediction surface up or down.
25+
26+
### Weights ($\beta_i$)
27+
28+
Each weight $\beta_i$ represents the expected change in $y$ for a one-unit increase in $x_i$, holding all other variables constant:
29+
30+
$$\frac{\partial y}{\partial x_i} = \beta_i$$
31+
32+
## Regularization Effects
33+
34+
Regularization techniques like Lasso (L1) and Ridge (L2) affect weight visualization:
35+
36+
### Lasso Regularization
37+
38+
Lasso tends to push some weights to exactly zero, resulting in sparse models:
39+
40+
$$\min_{\beta} \left\{ \sum_{i=1}^n (y_i - \beta_0 - \sum_{j=1}^p \beta_j x_{ij})^2 + \lambda \sum_{j=1}^p |\beta_j| \right\}$$
41+
42+
### Ridge Regularization
43+
44+
Ridge shrinks weights towards zero but rarely sets them exactly to zero:
45+
46+
$$\min_{\beta} \left\{ \sum_{i=1}^n (y_i - \beta_0 - \sum_{j=1}^p \beta_j x_{ij})^2 + \lambda \sum_{j=1}^p \beta_j^2 \right\}$$
47+
48+
Visualizing weights after regularization can show how different features are affected by the regularization process.
49+
50+
## Conclusion
51+
52+
Visualizing bias and weights in multiple regression provides valuable insights into model behavior, feature importance, and the effects of regularization. These visualizations aid in model interpretation, feature selection, and understanding the underlying relationships in the data.
53+
54+
## How to Use This Repository
55+
56+
- Clone this repository to your local machine.
57+
58+
```bash
59+
git clone https://github.com/CodeHarborHub/codeharborhub.github.io/tree/main/docs/Machine%20Learning/Multiple Regression Visualized
60+
```
61+
- For Python implementations and visualizations:
62+
63+
1. Ensure you have Jupyter Notebook installed
64+
65+
```bash
66+
pip install jupyter
67+
```
68+
2. Navigate to the project directory in your terminal.
69+
3. Open weight_bias_multiple_regression.ipynb.

0 commit comments

Comments
 (0)