small update on book

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Morten Hjorth-Jensen
2024-09-03 05:59:13 +02:00
parent 48d4efe695
commit 621836e70c
12 changed files with 938 additions and 909 deletions
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@@ -271,7 +271,7 @@ const thebe_selector_output = ".output, .cell_output"
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Week 36: Linear Rgeression and Statistical interpretations
Week 36: Linear Regression and Statistical interpretations
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<li class="toctree-l1">
<a class="reference internal" href="week36.html">
Week 36: Linear Rgeression and Statistical interpretations
Week 36: Linear Regression and Statistical interpretations
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@@ -277,7 +277,7 @@ const thebe_selector_output = ".output, .cell_output"
</li>
<li class="toctree-l1">
<a class="reference internal" href="week36.html">
Week 36: Linear Rgeression and Statistical interpretations
Week 36: Linear Regression and Statistical interpretations
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<head>
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<title>Week 36: Linear Rgeression and Statistical interpretations &#8212; Applied Data Analysis and Machine Learning</title>
<title>Week 36: Linear Regression and Statistical interpretations &#8212; Applied Data Analysis and Machine Learning</title>
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@@ -55,6 +55,7 @@ const thebe_selector_output = ".output, .cell_output"
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@@ -274,7 +275,19 @@ const thebe_selector_output = ".output, .cell_output"
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Week 36: Linear Rgeression and Statistical interpretations
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@@ -609,7 +622,7 @@ const thebe_selector_output = ".output, .cell_output"
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<h1>Week 36: Linear Rgeression and Statistical interpretations</h1>
<h1>Week 36: Linear Regression and Statistical interpretations</h1>
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@@ -881,8 +894,8 @@ const thebe_selector_output = ".output, .cell_output"
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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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<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>
<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>
<p>Date: <strong>September 2-6, 2024</strong></p>
<div class="section" id="plans-for-week-36">
@@ -941,6 +954,7 @@ survey of your data, with a critical assessment of them in case you need to scal
<p>If you need to scale the data, not doing so will give an <em>unfair</em>
penalization of the parameters since their magnitude depends on the
scale of their corresponding predictor.</p>
<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>
<p>Suppose as an example that you
you have an input variable given by the heights of different persons.
Human height might be measured in inches or meters or
@@ -1142,7 +1156,7 @@ Note also that we do not split the data into training and test.</p>
<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>
<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">&quot;Manual intercept: </span><span class="si">{</span><span class="n">intercept</span><span class="si">}</span><span class="s2">&quot;</span><span class="p">)</span>
<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">&quot;Fitted beta (wiothout intercept): </span><span class="si">{</span><span class="n">beta</span><span class="si">}</span><span class="s2">&quot;</span><span class="p">)</span>
<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">&quot;Fitted beta (without intercept): </span><span class="si">{</span><span class="n">beta</span><span class="si">}</span><span class="s2">&quot;</span><span class="p">)</span>
<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">&quot;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">&quot;</span><span class="p">)</span>
<span class="nb">print</span><span class="p">(</span><span class="sa">f</span><span class="s2">&quot;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">&quot;</span><span class="p">)</span>
<span class="n">ypredictOwn</span> <span class="o">=</span> <span class="n">X</span> <span class="o">@</span> <span class="n">beta</span>
@@ -1170,7 +1184,7 @@ MSE with intercept column
MSE with intercept column from SKL
0.004113634617443147
Manual intercept: 2.083766322923899
Fitted beta (wiothout intercept): [0.19569961 3.97898392]
Fitted beta (without intercept): [0.19569961 3.97898392]
Sklearn intercept: 2.0837663229239043
Sklearn fitted beta (without intercept): [0.19569961 3.97898392]
MSE with Manual intercept
@@ -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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