models/1_simple_linear_regression.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import matplotlib.pyplot as plt\n",
    "import numpy as np\n",
    "from sklearn import datasets, linear_model\n",
    "from sklearn.metrics import mean_squared_error, r2_score\n",
    "% matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# Load the diabetes dataset\n",
    "diabetes = datasets.load_diabetes()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# Use only one feature\n",
    "diabetes_X = diabetes.data[:, np.newaxis, 2]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# Split the data into training/testing sets\n",
    "diabetes_X_train = diabetes_X[:-20]\n",
    "diabetes_X_test = diabetes_X[-20:]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# Split the targets into training/testing sets\n",
    "diabetes_y_train = diabetes.target[:-20]\n",
    "diabetes_y_test = diabetes.target[-20:]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### linear regression"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "<pre>\n",
    "y = m * x + c\n",
    "m = sigma((x - x_bar) * (y - y_bar))/sigma((x - x_bar) * (x - x_bar))\n",
    "where:\n",
    "x_bar = Sigma(x)/len(x)\n",
    "y_bar = Sigma(y)/len(y)\n",
    "</pre>"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "x_bar = sum(diabetes_X_train)/ len(diabetes_X_train)\n",
    "y_bar = sum(diabetes_y_train)/ len(diabetes_y_train)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "numerator = 0\n",
    "denominator = 0\n",
    "for x_i, y_i in zip(diabetes_X_train, diabetes_y_train):\n",
    "    numerator += (x_i - x_bar) * (y_i - y_bar)\n",
    "    denominator += (x_i - x_bar) * (x_i - x_bar)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "m = numerator/ denominator # slope of the line"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([938.23786125])"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "m"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "c = y_bar - m * x_bar # intercept on the y axis"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([152.91886183])"
      ]
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     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "c"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "y_pred = diabetes_X_test * m + c"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "sse = 0\n",
    "for y_p, y_o in zip(y_pred, diabetes_y_test):\n",
    "    sse += (y_p - y_o) ** 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "mse = sse/len(y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([2548.07239873])"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "mse"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "([], <a list of 0 Text yticklabel objects>)"
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     "execution_count": 16,
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      "text/plain": [
       "<matplotlib.figure.Figure at 0x10bb30908>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "plt.scatter(diabetes_X_test, diabetes_y_test,  color='black')\n",
    "plt.plot(diabetes_X_test, y_pred, color='blue', linewidth=1)\n",
    "\n",
    "plt.xticks(())\n",
    "plt.yticks(())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "collapsed": true
   },
   "source": [
    "## Validate our model with the sklearn package."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Coefficients: \n",
      " [938.23786125]\n",
      "Mean squared error: 2548.07\n",
      "Variance score: 0.47\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/viki/anaconda3/lib/python3.5/site-packages/scipy/linalg/basic.py:1226: RuntimeWarning: internal gelsd driver lwork query error, required iwork dimension not returned. This is likely the result of LAPACK bug 0038, fixed in LAPACK 3.2.2 (released July 21, 2010). Falling back to 'gelss' driver.\n",
      "  warnings.warn(mesg, RuntimeWarning)\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "([], <a list of 0 Text yticklabel objects>)"
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     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
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      "text/plain": [
       "<matplotlib.figure.Figure at 0x10bb30080>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Create linear regression object\n",
    "regr = linear_model.LinearRegression()\n",
    "\n",
    "# Train the model using the training sets\n",
    "regr.fit(diabetes_X_train, diabetes_y_train)\n",
    "\n",
    "# Make predictions using the testing set\n",
    "diabetes_y_pred = regr.predict(diabetes_X_test)\n",
    "\n",
    "# The coefficients\n",
    "print('Coefficients: \\n', regr.coef_)\n",
    "# The mean squared error\n",
    "print(\"Mean squared error: %.2f\"\n",
    "      % mean_squared_error(diabetes_y_test, diabetes_y_pred))\n",
    "# Explained variance score: 1 is perfect prediction\n",
    "print('Variance score: %.2f' % r2_score(diabetes_y_test, diabetes_y_pred))\n",
    "\n",
    "# Plot outputs\n",
    "plt.scatter(diabetes_X_test, diabetes_y_test,  color='black')\n",
    "plt.plot(diabetes_X_test, diabetes_y_pred, color='blue', linewidth=1)\n",
    "\n",
    "plt.xticks(())\n",
    "plt.yticks(())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python [conda root]",
   "language": "python",
   "name": "conda-root-py"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.5.4"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 2
}