Linear Regression Multivariate 101.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from __future__ import print_function, division\n",
    "from builtins import range\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Note: you may need to update your version of future\n",
    "# sudo pip install -U future\n",
    "\n",
    "\n",
    "import numpy as np\n",
    "from mpl_toolkits.mplot3d import Axes3D\n",
    "import matplotlib.pyplot as plt\n",
    "import pandas as pd\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "# load the data\n",
    "X = []\n",
    "Y = []\n",
    "for line in open('Book4.csv'):\n",
    "    x1, x2, y = line.split(',')\n",
    "    X.append([float(x1), float(x2), 1])\n",
    "    Y.append(float(y))\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [],
   "source": [
    "X=np.array(X)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [],
   "source": [
    "Y=np.array(Y)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(100, 3)"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(100,)"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Y.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(3, 100)"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X.T.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[3.17964461e+05, 2.66945098e+05, 4.79777936e+03],\n",
       "       [2.66945098e+05, 4.07047675e+05, 5.62712840e+03],\n",
       "       [4.79777936e+03, 5.62712840e+03, 1.00000000e+02]])"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.dot(X.T, X)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([1441029.69356773, 1755436.72133404,   26533.44903201])"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.dot(X.T, Y)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [],
   "source": [
    "w = np.linalg.solve(np.dot(X.T, X), np.dot(X.T, Y))\n",
    "Yhat = np.dot(X, w)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([2.01666793, 2.96985048, 1.46191241])"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "w"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(100,)"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Yhat.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "the r-squared is: 0.9980040612427971\n"
     ]
    }
   ],
   "source": [
    "d1 = Y - Yhat\n",
    "d2 = Y - Y.mean()\n",
    "r2 = 1 - d1.dot(d1) / d2.dot(d2)\n",
    "print(\"the r-squared is:\", r2)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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