Book Image

Regression Analysis with Python

By : Luca Massaron, Alberto Boschetti
4 (1)
Book Image

Regression Analysis with Python

4 (1)
By: Luca Massaron, Alberto Boschetti

Overview of this book

Regression is the process of learning relationships between inputs and continuous outputs from example data, which enables predictions for novel inputs. There are many kinds of regression algorithms, and the aim of this book is to explain which is the right one to use for each set of problems and how to prepare real-world data for it. With this book you will learn to define a simple regression problem and evaluate its performance. The book will help you understand how to properly parse a dataset, clean it, and create an output matrix optimally built for regression. You will begin with a simple regression algorithm to solve some data science problems and then progress to more complex algorithms. The book will enable you to use regression models to predict outcomes and take critical business decisions. Through the book, you will gain knowledge to use Python for building fast better linear models and to apply the results in Python or in any computer language you prefer.

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Regression Analysis with Python
Luca Massaron | Alberto Boschetti
Feb, 2016 | 312 pages
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Table of Contents (16 chapters)
Regression Analysis with Python
Regression Analysis with Python
Credits
Credits
About the Authors
About the Authors
About the Reviewers
About the Reviewers
www.PacktPub.com
www.PacktPub.com
Preface
Preface
Free Chapter
1
Regression – The Workhorse of Data Science
Regression – The Workhorse of Data Science
Regression analysis and data science
Python for data science
Python packages and functions for linear models
Summary
2
Approaching Simple Linear Regression
Approaching Simple Linear Regression
Defining a regression problem
Starting from the basics
Extending to linear regression
Minimizing the cost function
Summary
3
Multiple Regression in Action
Multiple Regression in Action
Using multiple features
Revisiting gradient descent
Estimating feature importance
Interaction models
Polynomial regression
Summary
4
Logistic Regression
Logistic Regression
Defining a classification problem
Defining a probability-based approach
Revisiting gradient descent
Multiclass Logistic Regression
An example
Summary
5
Data Preparation
Data Preparation
Numeric feature scaling
Qualitative feature encoding
Numeric feature transformation
Missing data
Outliers
Summary
6
Achieving Generalization
Achieving Generalization
Checking on out-of-sample data
Greedy selection of features
Regularization optimized by grid-search
Stability selection
Summary
7
Online and Batch Learning
Online and Batch Learning
Batch learning
Online mini-batch learning
Summary
8
Advanced Regression Methods
Advanced Regression Methods
Least Angle Regression
Bayesian regression
SGD classification with hinge loss
Regression trees (CART)
Bagging and boosting
Gradient Boosting Regressor with LAD
Summary
9
Real-world Applications for Regression Models
Real-world Applications for Regression Models
Downloading the datasets
A regression problem
An imbalanced and multiclass classification problem
A ranking problem
A time series problem
Summary
Index
Index

Summary

In this chapter, we have dealt with many different problems that you may encounter when preparing your data to be analyzed by a linear model.

We started by discussing rescaling variables and understanding how new variables' scales not only permit a better insight into the data, but also help us deal with unexpectedly missing data.

Then, we learned how to encode qualitative variables and deal with the extreme variety of possible levels with unpredictable variables and textual information just by using the hashing trick. We then returned to quantitative variables and learned how to transform in a linear shape and obtain better regression models.

Finally, we dealt with some possible data pathologies, missing and outlying values, showing a few quick fixes that, in spite of their simplicity, are extremely effective and performant.

At this point, before proceeding to more sophisticated linear models, we just need to illustrate the data science principles that can help you obtain really good...

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