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    SLR Cheat Sheet

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    Manasvi Sharma
    This document discusses various machine learning concepts for building linear regression models including: 1) splitting data into training and test sets, 2) feature selection techniques like forward selection and backward elimination, 3) regularization methods such as ridge regression, lasso, and elastic net to reduce overfitting, and 4) evaluating model performance using metrics like R-squared, MSE, and MAE.

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    SLR Cheat Sheet

    Uploaded by

    Manasvi Sharma
    2 views1 page
    This document discusses various machine learning concepts for building linear regression models including: 1) splitting data into training and test sets, 2) feature selection techniques like forward selection and backward elimination, 3) regularization methods such as ridge regression, lasso, and elastic net to reduce overfitting, and 4) evaluating model performance using metrics like R-squared, MSE, and MAE.

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    This document discusses various machine learning concepts for building linear regression models including: 1) splitting data into training and test sets, 2) feature selection techniques like forward selection and backward elimination, 3) regularization methods such as ridge regression, lasso, and elastic net to reduce overfitting, and 4) evaluating model performance using metrics like R-squared, MSE, and MAE.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    2 views1 page

    SLR Cheat Sheet

    Uploaded by

    Manasvi Sharma
    This document discusses various machine learning concepts for building linear regression models including: 1) splitting data into training and test sets, 2) feature selection techniques like forward selection and backward elimination, 3) regularization methods such as ridge regression, lasso, and elastic net to reduce overfitting, and 4) evaluating model performance using metrics like R-squared, MSE, and MAE.

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    Train and Test Data Feature Selection Regularization

    from sklearn.model_selection import train_test_split Forward Selection Ridge Regularization


    X_train, X_test, y_train, y_test = train_test_split(X,y,random_state=0) from mlxtend.feature_selection import SequentialFeatureSelector as sfs from sklearn.linear_model import Ridge
    linreg_forward = sfs(estimator = model, k_features, forward = True) ridge = Ridge(alpha)

    Data Preprocessing Backward Elimination Lasso Regularization


    Standardization from mlxtend.feature_selection import SequentialFeatureSelector as sfs from sklearn.linear_model import Lasso
    from sklearn.preprocessing import StandardScaler linreg_backward = sfs(estimator = model, k_features, forward = False) lasso = Lasso(alpha)
    scaler = StandardScaler().fit(X_train)
    standardized_X_train = scaler.transform(X_train) Recursive Forward Elimination Elastic-Net Regularization
    standardized_X_test = scaler.transform(X_test) from sklearn.feature_selection import RFE from sklearn.linear_model import ElasticNet
    rfe_model = RFE(estimator = model, n_features_to_select) enet = ElasticNet(alpha, l1_ratio)

    Normalization
    from sklearn.preprocessing import Normalizer
    scaler = Normalizer().fit(X_train) Cross Validation Model Evaluation
    normalized_X = scaler.transform(X_train) Cross_Val_Score R-Squared
    normalized_X_test = scaler.transform(X_test) from sklearn.model_selection import cross_val_score from sklearn.metrics import r2_score
    r_sq = r2_score(y_true, y_pred)
    scores = cross_val_score(estimator = LinearRegression(),
    Imputing Missing Values X = X_train, y = y_train, cv, scoring)

    from sklearn.preprocessing import Imputer Adjusted R-Squared


    imp = Imputer(missing_values=0, strategy='mean', axis=0) K-Fold CV n = number of observations
    k = number of columns (including intercept)
    imp.fit_transform(X_train) from sklearn.model_selection import KFold
    kf = KFold(n_splits) adj_r_squared = 1 - (((1 - r_sq) * (n - 1)) / (n - k - 1))

    Linear Regression Leave One Out CV


    from sklearn.model_selection import LeaveOneOut Evaluating Model Performance
    loocv = LeaveOneOut() Mean Squared Error
    Linear Regression Using Sklearn from sklearn.metrics import mean_squared_error
    from sklearn.linear_model import LinearRegression MSE = mean_squared_error(y_test, y_pred)
    model = LinearRegression() Hyperparameter Tuning
    GridSearchCV Root Mean Squared Error
    Linear Regression Using statmodels from sklearn.model_selection import GridSearchCV RMSE = np.sqrt(MSE)
    import statsmodels.api as sm grid_model = GridSearchCV(estimator, param_grid , cv )

    lmodel = sm.OLS(y_train, X_train) Mean Absolute Error


    from sklearn.metrics import mean_absolute_error
    Gradient Descent MAE = mean_absolute_error(y_true, y_pred)
    Model Fitting Stochastic Gradient Descent
    model.fit(X_train, y_train) from sklearn.linear_model import SGDRegressor Mean Absolute Percentage Error
    sgd = SGDRegressor() MAPE = np.mean(np.abs((y_test - y_pred) / y_test)) * 100

    Prediction
    y_pred = model.predict(X_test)

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