small update on book
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Week 36: Linear Rgeression and Statistical interpretations
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Week 36: Linear Regression and Statistical interpretations
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Week 36: Linear Rgeression and Statistical interpretations
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Week 36: Linear Regression and Statistical interpretations
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Week 36: Linear Rgeression and Statistical interpretations
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Week 36: Linear Regression and Statistical interpretations
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<head>
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<meta charset="utf-8" />
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<meta name="viewport" content="width=device-width, initial-scale=1.0" />
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<title>Week 36: Linear Rgeression and Statistical interpretations — Applied Data Analysis and Machine Learning</title>
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<title>Week 36: Linear Regression and Statistical interpretations — Applied Data Analysis and Machine Learning</title>
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<link href="_static/css/theme.css" rel="stylesheet">
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<link href="_static/css/index.ff1ffe594081f20da1ef19478df9384b.css" rel="stylesheet">
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Week 36: Linear Rgeression and Statistical interpretations
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Week 36: Linear Regression and Statistical interpretations
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<p aria-level="2" class="caption" role="heading">
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<span class="caption-text">
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Projects
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@@ -609,7 +622,7 @@ const thebe_selector_output = ".output, .cell_output"
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<!-- Table of contents that is only displayed when printing the page -->
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<h1>Week 36: Linear Rgeression and Statistical interpretations</h1>
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<h1>Week 36: Linear Regression and Statistical interpretations</h1>
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<!-- Table of contents -->
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<!-- HTML file automatically generated from DocOnce source (https://github.com/doconce/doconce/)
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doconce format html week36.do.txt --no_mako -->
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<!-- dom:TITLE: Week 36: Linear Rgeression and Statistical interpretations --><div class="tex2jax_ignore mathjax_ignore section" id="week-36-linear-rgeression-and-statistical-interpretations">
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<h1>Week 36: Linear Rgeression and Statistical interpretations<a class="headerlink" href="#week-36-linear-rgeression-and-statistical-interpretations" title="Permalink to this headline">¶</a></h1>
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<!-- dom:TITLE: Week 36: Linear Regression and Statistical interpretations --><div class="tex2jax_ignore mathjax_ignore section" id="week-36-linear-regression-and-statistical-interpretations">
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<h1>Week 36: Linear Regression and Statistical interpretations<a class="headerlink" href="#week-36-linear-regression-and-statistical-interpretations" title="Permalink to this headline">¶</a></h1>
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<p><strong>Morten Hjorth-Jensen</strong>, Department of Physics, University of Oslo and Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University</p>
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<p>Date: <strong>September 2-6, 2024</strong></p>
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<div class="section" id="plans-for-week-36">
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@@ -941,6 +954,7 @@ survey of your data, with a critical assessment of them in case you need to scal
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<p>If you need to scale the data, not doing so will give an <em>unfair</em>
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penalization of the parameters since their magnitude depends on the
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scale of their corresponding predictor.</p>
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<p>The <strong>Scikit-Learn</strong> site <a class="reference external" href="https://scikit-learn.org/stable/auto_examples/preprocessing/plot_all_scaling.html#plot-all-scaling-standard-scaler-section">https://scikit-learn.org/stable/auto_examples/preprocessing/plot_all_scaling.html#plot-all-scaling-standard-scaler-section</a> has a good discussion of different ways of preprocessing data.</p>
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<p>Suppose as an example that you
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you have an input variable given by the heights of different persons.
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Human height might be measured in inches or meters or
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@@ -1142,7 +1156,7 @@ Note also that we do not split the data into training and test.</p>
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<span class="n">intercept</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">mean</span><span class="p">(</span><span class="n">y_offset</span> <span class="o">-</span> <span class="n">X_offset</span> <span class="o">@</span> <span class="n">beta</span><span class="p">)</span>
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Manual intercept: </span><span class="si">{</span><span class="n">intercept</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Fitted beta (wiothout intercept): </span><span class="si">{</span><span class="n">beta</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Fitted beta (without intercept): </span><span class="si">{</span><span class="n">beta</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Sklearn intercept: </span><span class="si">{</span><span class="n">skl</span><span class="o">.</span><span class="n">intercept_</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
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<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">"Sklearn fitted beta (without intercept): </span><span class="si">{</span><span class="n">skl</span><span class="o">.</span><span class="n">coef_</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
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<span class="n">ypredictOwn</span> <span class="o">=</span> <span class="n">X</span> <span class="o">@</span> <span class="n">beta</span>
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@@ -1170,7 +1184,7 @@ MSE with intercept column
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MSE with intercept column from SKL
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0.004113634617443147
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Manual intercept: 2.083766322923899
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Fitted beta (wiothout intercept): [0.19569961 3.97898392]
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Fitted beta (without intercept): [0.19569961 3.97898392]
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Sklearn intercept: 2.0837663229239043
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Sklearn fitted beta (without intercept): [0.19569961 3.97898392]
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MSE with Manual intercept
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@@ -2903,6 +2917,13 @@ C(\boldsymbol{\beta})=(4-2\beta_0)^2+(2-\beta_1)^2+\lambda(\vert\beta_0\vert+\ve
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<p class="prev-next-title">Exercises week 36</p>
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<p class="prev-next-title">Project 1 on Machine Learning, deadline October 7 (midnight), 2024</p>
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# <!-- HTML file automatically generated from DocOnce source (https://github.com/doconce/doconce/)
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# doconce format html week36.do.txt --no_mako -->
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# <!-- dom:TITLE: Week 36: Linear Rgeression and Statistical interpretations -->
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# <!-- dom:TITLE: Week 36: Linear Regression and Statistical interpretations -->
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# # Week 36: Linear Rgeression and Statistical interpretations
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# # Week 36: Linear Regression and Statistical interpretations
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# **Morten Hjorth-Jensen**, Department of Physics, University of Oslo and Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University
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#
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# Date: **September 2-6, 2024**
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@@ -73,6 +73,8 @@
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# penalization of the parameters since their magnitude depends on the
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# scale of their corresponding predictor.
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#
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# The **Scikit-Learn** site <https://scikit-learn.org/stable/auto_examples/preprocessing/plot_all_scaling.html#plot-all-scaling-standard-scaler-section> has a good discussion of different ways of preprocessing data.
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#
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# Suppose as an example that you
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# you have an input variable given by the heights of different persons.
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# Human height might be measured in inches or meters or
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@@ -292,7 +294,7 @@ beta = fit_beta(X - X_offset, y - y_offset)
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intercept = np.mean(y_offset - X_offset @ beta)
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print(f"Manual intercept: {intercept}")
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print(f"Fitted beta (wiothout intercept): {beta}")
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print(f"Fitted beta (without intercept): {beta}")
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print(f"Sklearn intercept: {skl.intercept_}")
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print(f"Sklearn fitted beta (without intercept): {skl.coef_}")
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ypredictOwn = X @ beta
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