LinearRegressor
regressors.LinearRegressor(self)
A class used to represent a Simple Linear Regressor.
\[ Y = \beta_0 + \beta_1 \cdot x + \epsilon \]
Attributes
Name | Type | Description |
---|---|---|
weights | ndarray |
The weights of the linear regression model. Here, the weights are represented by the \(\beta\) vector which for univariate regression is a 1D vector of length two, \(\beta = [\beta_0, \beta_1]\), where \(\beta_0\) is the slope and \(\beta_1\) is the intercept. |
Methods
Name | Description |
---|---|
fit | Trains the linear regression model using the given training data. |
predict | Makes predictions for input data. |
fit
regressors.LinearRegressor.fit(X, y)
Trains the linear regression model using the given training data.
In other words, the fit
method learns the weights, represented by the \(\beta\) vector. To learn the \(\beta\) vector, use:
\[ \hat{\beta} = \left( X^\top X \right)^{-1}X^\top y \]
Here, \(X\) is the so-called design matrix, which, to include a term for the intercept, has a column of ones appended to the input X
matrix.
\[ X = \begin{bmatrix} 1 & x_{1} \\ 1 & x_{2} \\ \vdots & \vdots \\ 1 & x_{n} \end{bmatrix} \]
Parameters
Name | Type | Description | Default |
---|---|---|---|
X |
ndarray |
The training data, which is a 2D array of shape (n_samples, 1) where each row is a sample and each column is a feature. |
required |
y |
ndarray |
The target values, which is a 1D array of shape (n_samples, ) . |
required |
predict
regressors.LinearRegressor.predict(X)
Makes predictions for input data.
\[ \hat{y} = X \hat{\beta} \]
Parameters
Name | Type | Description | Default |
---|---|---|---|
X |
ndarray |
Input data, a 2D array of shape (n_samples, 1) , with which to make predictions. |
required |
Returns
Type | Description |
---|---|
ndarray |
The predicted target values as a 1D array with the same length as X . |