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Implement Linear Regression and Gradient Descent from Scratch in Python

By Practical Data Science and Machine learning · 11/11/2022

👀 3,415 views👍 66 likes💬 2 comments0 favorites

Key Points

  • Learn to implement linear regression and gradient descent from scratch using Python.
  • Understand how to avoid loops with vectorization for efficiency.
  • Visualize the results and analyze the impact of learning rates on cost reduction.

Introduction

In this video, the presenter demonstrates how to implement linear regression using gradient descent in Python without any machine learning libraries. The dataset used is the 'very short insurance' dataset, which consists of 6364 records with one dependent and one independent variable, making it a case of univariate linear regression. The dataset link is provided in the description.

Setting Up the Environment

The video begins with importing necessary libraries like NumPy, Pandas, and Matplotlib for data handling and visualization. The dataset is read using Pandas' read_csv method, and the initial setup for the implementation is prepared here.

Defining Functions

The presenter defines three key functions:

  • Compute Hypothesis: Calculates predictions based on the parameters and input features using matrix multiplication see function.
  • Compute Cost: Computes the mean squared error to evaluate the model's performance see cost function.
  • Gradient Descent: Implements the main algorithm to update parameters iteratively until convergence see gradient descent.

Implementing Gradient Descent

The gradient descent function initializes parameters and iteratively updates them based on the computed gradients. The learning rate is a crucial factor in this process, affecting how quickly the algorithm converges see learning rate discussion.

Data Preparation

The video explains how to prepare the data by checking for missing values and reshaping the input features into the required format for the model data preparation. The features are adjusted to ensure they fit the model's requirements.

Running the Model

After setting up the functions and preparing the data, the presenter runs the gradient descent algorithm for a specified number of iterations. The cost is recorded at each iteration to visualize the convergence see cost plotting.

Visualization

The final part of the video includes visualizing the predictions against the actual values using scatter plots and line graphs. This helps in understanding how well the model has learned the relationship between the variables see visualization.

Conclusion

The video concludes with a discussion on the impact of different learning rates on the model's performance and encourages viewers to experiment with their own implementations. The presenter invites questions and mentions future videos on multiple variable regression see conclusion.

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