Regression Analysis

• Jared Dean as quoted in Big Data, Data Mining, and Machine Learning– From my experience, regression is the most dominant

force in driving business decisions today. Regression analysis has many useful characteristics; one is the easy interpretation of results. Regression concepts are widely understood, and the methodology is well developed such that a well-tuned regression model by a skilled practitioner can outperform many algorithms that are gaining popularity from the machine learning discipline.

Simple Linear Regression

Simple Linear Regression

Khan Academy Videos    Formula Derivation (4 parts)    Examples (2 parts)    R-squared or coefficient of determination (2 parts)

Simple Linear Regression

Linear regression calculator

Compute the equation for the least-squares, best-fit line through the 5 points {(2,2), (0,0), (-2,-2), (-1,1), (1,-1)}

General Regression – not just straight line Polynomial Curve Fitting

Bishop Textbook – Chapter 1

Polynomial Curve FittingBishop Textbook – Chapter 1

Polynomial Curve FittingBishop Textbook – Chapter 1

General Regression – not just straight lineLeast Squares Approximation - Algorithms Textbook

Least Squares Approximation

• Pseudoinverse of Matrix A - Linear Example• On Whiteboard

Compute the equation for the least-squares, best-fit line through the 5 points {(2,2), (0,0), (-2,-2), (-1,1), (1,-1)}

Linear Regression versusPrincipal Component Analysis

Linear Regression Principal Component Analysis

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Linear Regression versusReverse Linear Regression

Linear Regression Reverse Linear Regression

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