Regression Mathematics

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  • Опубліковано 17 лют 2019
  • Everyone needs to understand regression! Its a useful data science technique that allows us to understand the relationship between different variables. In this video, we'll play the role of a newly hired data analyst at a genetics company trying to find the relationship between advertising mediums (TV, newspaper, radio) and ticket sales to our newly opened theme park. Along the way, we'll learn about 5 types of regression models (linear, non-linear, multiple, lasso, and ridge). Expect math, code, and layers of explanation. Enjoy!
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КОМЕНТАРІ • 90

  • @ajwadjaved9909
    @ajwadjaved9909 5 років тому +33

    "Microsoft run by UA-cam sensation Bill Gates" lmfao dead

  • @ze-speeches
    @ze-speeches 5 років тому

    Love the interpretation of the regularization term as introducing bias to reduce variance! All the other people so far explained it as a penalty for having high weights, which is intuitive and nice to understand but do not include this second aspect of a bias term. Thank you for this insight, Siraj!

  • @NickKartha
    @NickKartha 5 років тому +1

    This is my entire base for starting Data Science :D

  • @ShaGha
    @ShaGha 5 років тому +9

    7:50 How exactly is the graph in the middle an example of a linear regression model when the actual graph is not a linear function? curvature as mentioned later is the exact opposite of something that has a linear progression. ..or am I missing something important here?

  • @mlpprakash9762
    @mlpprakash9762 5 років тому

    Hi siraj, thanks for uploading this video, I have a question, in the end of the video, you said, if the y has high collinearity with independent, its better to use lasso or ridge regression, but how can I ensure I have high collinearity? Should I ensure hight collinearity through r2 ( r square) please advise me

  • @rjumat547
    @rjumat547 5 років тому

    Much respect to Siraj. Always well knowledge and versed on the subject matter

  • @jeswinaugustine5384
    @jeswinaugustine5384 5 років тому

    In EDA, if we find the collinearity between two features, whether dropping one of those features or combing them to a single feature and using normal regression techniques helps? Or, is it necessary that we should go for LASSO or RIDGE regression?

  • @gomes8335
    @gomes8335 5 років тому +1

    I was there for your session in Mumbai. You were so amazing

  • @himanshuagarwal3451
    @himanshuagarwal3451 5 років тому +24

    Regression is a powerful tool for forecasting. Economists using it successfully predicted ten out of the last two recessions ...

    • @catalepsy8916
      @catalepsy8916 5 років тому

      Does that mean they are not factoring in all the variables (of which there might be trillions as anything can affect the economy worldwide)?

    • @himanshuagarwal3451
      @himanshuagarwal3451 5 років тому +2

      @@catalepsy8916 The number of variables that are needed to be processed for a perfect prediction are beyond our computation power as of now ..

    • @SirajRaval
      @SirajRaval  5 років тому +2

      Indeed

    • @marekklucka4407
      @marekklucka4407 5 років тому

      @@lugrisa R, STATA, MATLAB, GRETL, eViews, there are a lot of software solutions for econometrics nowadays, that it's actually hard to choose "correct one". IMHO Learning Python seems most reasonable for me nowadays, thanks to sheer amount of libraries

  • @ziemamadoucoulibaly2305
    @ziemamadoucoulibaly2305 5 років тому +1

    I need to know to predict dataset like csv to make machine learning.... With sklearn I didn't succeed to make It when I import and load my dataset with dataframe like df=pd.read_csv("")..
    I need little help... thank you so much for your request..
    I need to use sklearn to make machine learning.

  • @NivedhithaEzhilarasan
    @NivedhithaEzhilarasan 5 років тому

    I'm working on a dataset for a predictive analytics project around 5 GB. Preprocessing them takes up all the time. Is there a way to parallelise and speed up the process?

  • @meetshah7989
    @meetshah7989 5 років тому

    Always eager to see your videos 💖💖

  • @optionstrader4624
    @optionstrader4624 4 роки тому

    Do you have a vid buidling on one of your two regression vids for multi-variable regression?

  • @TheRaju991
    @TheRaju991 5 років тому

    Best video on regression!

  • @bkramkoirala
    @bkramkoirala 5 років тому

    Is there a closed form solution of ridge regression with the non-negativity constraint of output variable?

  • @arunantony3207
    @arunantony3207 5 років тому

    Great video, Siraj. Would you be sometime doing a video tutorial on Plotly?

  • @arunsharma1619
    @arunsharma1619 5 років тому

    Hey siraj, Can you create a video which tells how to actually create a dataset from received signals? There is not much documentation given for dataset using signal processing. Thanks.

  • @mager8460
    @mager8460 5 років тому

    How can we work if we have to apply a linear regression in a complex-valued dataset?

  • @qwertyuiop15272
    @qwertyuiop15272 5 років тому +1

    Random Forrest is it powerful model to regression problem? @Siraj_Rawal

  • @MikelRobinson
    @MikelRobinson 5 років тому

    Thanks Siraj!

  • @mahendravala-your-it-partner
    @mahendravala-your-it-partner 5 років тому

    I prefer to use Random Forest, Support Vector Regression and Decision Tree Regression to solving my regression problem sometimes Polynomial Regression is also giving a good prediction on a test set.

  • @1996Pinocchio
    @1996Pinocchio 5 років тому

    Great Intro :D

  • @atchay100
    @atchay100 5 років тому +3

    Siraj hits gym I guess so🤓🤓

  • @Bookerer
    @Bookerer 5 років тому +3

    At 3:14 you say that the dependent variable can also be called the predictor variable. I believe it's called the response variable instead. Predictor/explanatory/independent variables are the same.

    • @golamashraf1464
      @golamashraf1464 5 років тому

      great intro Siraj! Agree with Bookerer... predictors are the independent variables X

    • @praveenchandkakarla406
      @praveenchandkakarla406 5 років тому

      Yes, Predictors are independent variables(x1,x2,....xn). But, dependent variable is Predicted (Y)

    • @RavanaMad
      @RavanaMad 5 років тому

      I've seen some machine learning courses that used the term "predictor" for the dependent variable.

  • @zenoboi6162
    @zenoboi6162 5 років тому +18

    Notification : Hey, Siraj just uploa....
    Me: Say no more...

  • @hariharans.j5246
    @hariharans.j5246 5 років тому +3

    GJ man! Can I get a heat?

  • @saitaro
    @saitaro 5 років тому

    I just made my expression of understanding

  • @lorforlinux
    @lorforlinux 5 років тому

    Fantastico

  • @indianboy-dc9bh
    @indianboy-dc9bh 5 років тому

    Nice explain

  • @SwetankRaj
    @SwetankRaj 5 років тому +2

    Hey Siraj! First to comment!

  • @lalaliri
    @lalaliri 5 років тому +1

    I love this guy

  • @mitchbregs
    @mitchbregs 5 років тому +1

    Hey man, just wanted to let you know that I really appreciate your videos.

  • @Simba-qm5qs
    @Simba-qm5qs 5 років тому

    At 3:11 he means Y_i = \beta_0 + \beta_1 X_i instead of Y_i = \beta_0 + \beta_1 X_1 , where i index your couple (X,Y) of your dataset.

  • @hitesh3373
    @hitesh3373 5 років тому

    I was first to view the video :)

  • @sapansoni5496
    @sapansoni5496 5 років тому

    How lasso make irrelevant features to zero? I mean what is the mathematics behind it?

  • @azeemushan8694
    @azeemushan8694 5 років тому

    regression my fav

  • @vaagme
    @vaagme 4 роки тому

    Can i Know Math behind the linear regression

  • @TheLestou
    @TheLestou 4 роки тому

    Why lasso penalise the high coefficient to zero while ridge only makes it a reduced value?

  • @carlojacobs7722
    @carlojacobs7722 5 років тому

    I don’t know if you saw my other comment, but you are talking much slower now and your videos are way better!

  • @sephypantsu
    @sephypantsu 5 років тому

    I love how we are relearning high school math :)

  • @bloodaid
    @bloodaid 5 років тому +16

    Who wants to be a MLionaire

    • @VahidSaffarian
      @VahidSaffarian 5 років тому

      seasoned redditer spotted

    • @bloodaid
      @bloodaid 5 років тому

      @@VahidSaffarian what does that even mean? 🤔

  • @chrisj21b
    @chrisj21b 5 років тому

    Great video, please update the school of AI link!

  • @dragoncurveenthusiast
    @dragoncurveenthusiast 5 років тому +1

    The regression line at 5:24 does not follow the data at all! Although they would be so nice and linear...

  • @adityapaithon6499
    @adityapaithon6499 5 років тому +32

    When's your Meme Review with Elon?

    • @SirajRaval
      @SirajRaval  5 років тому +1

      Haha, ask him on Twitter! I’d love to this week

  • @HariKrishnan-zm3nt
    @HariKrishnan-zm3nt 5 років тому

    1st comment and 1st like

  • @mongomonkee5071
    @mongomonkee5071 3 роки тому

    Just explained how to do my senior assignment better than my teacher.

  • @AryanKhandal7399
    @AryanKhandal7399 5 років тому +6

    You are great sir, inspiring and improving skillset the fun way.

  • @BiancaAguglia
    @BiancaAguglia 5 років тому

    7:00 "Does this equation explain the meaning of life?" 😁 Another great video. It's good to have these high level overviews of a topic (eg. linear regression) because they give a good framework to build on once you start studying them in depth.

  • @harshjha1744
    @harshjha1744 5 років тому

    The question is did you use regression on pop culture references to write the script ?

  • @epberdugoc
    @epberdugoc 5 років тому

    There are another types of regression model that you didn't consider inside your list, for example: non linear, semi parametric, generalized linear models, additives models an so on

  • @empiricistsacademy7181
    @empiricistsacademy7181 5 років тому

    For anyone interested, I wrote a few of detailed python notebooks on linear regression and also ridge + lasso a while ago:
    Linear Regression Notebook + PDF note (applied to Fifa 2018 data):
    github.com/hammadshaikhha/Math-of-Machine-Learning-Course-by-Siraj/tree/master/Linear%20Regression
    Ridge Regression (applied to IMDB data):
    github.com/hammadshaikhha/Math-of-Machine-Learning-Course-by-Siraj/blob/master/Regularization%20in%20Linear%20Regression/Regularization%20in%20Linear%20Regression.ipynb
    Lasso and Ridge Regression for model selection (applied to NY school data):
    github.com/hammadshaikhha/Math-of-Machine-Learning-Course-by-Siraj/blob/master/Linear%20Model%20Selection/Linear%20Model%20Selection.ipynb

  • @musficamurshidopshori2512
    @musficamurshidopshori2512 5 років тому +5

    I wonder, how can people even give dislike on this video! Dumb people :/ They don't know how to appreciate good work.

  • @ps8883
    @ps8883 5 років тому

    Simple Explanation to Regression
    'Siraj's Quality Content'
    --- Linear Regression

  • @addisonmcghee9190
    @addisonmcghee9190 2 роки тому

    BST 210 squad up!!!

  • @Imdeepmind
    @Imdeepmind 5 років тому

    1st like

  • @oliverli9630
    @oliverli9630 5 років тому

    the best weapon in financial trading to destroy the market makers ;)

  • @hemphillmc
    @hemphillmc 5 років тому

    Is Siraj's voice unusually deep here?

    • @DeependraTube
      @DeependraTube 5 років тому

      May be it is AI powered voice ..😀😁

  • @AshishTyagi2911
    @AshishTyagi2911 5 років тому

    Hi Siraj,
    Thank you for this video.
    i want your reply on this. I am studying ML for a long time but unable to crack the interview. i try to follow your 3 months ML curriculum. but unable to understand what to do, where to work. where to do practices i dont know.
    please help me on this. Thanks!

    • @DeependraTube
      @DeependraTube 5 років тому

      when u r studying for long time, then why r you so confused.
      Make 1-2 portfolio projects.... like for self-driving car, swarm intelligence etc.

    • @AshishTyagi2911
      @AshishTyagi2911 5 років тому

      @@DeependraTube I dont know how to start, plz share some reference links.

    • @DeependraTube
      @DeependraTube 5 років тому +1

      @@AshishTyagi2911 Do u know Coding already ?
      If so , you can go to fast.ai and search youtube for Andrew Ng course , and also Coursera have good courses.

  • @mdminhazurrahman3089
    @mdminhazurrahman3089 2 роки тому

    When a tokai learns to print hello world!!

  • @abhirishi6200
    @abhirishi6200 5 років тому

    Yo

  • @NoOffenseAnimation
    @NoOffenseAnimation 5 років тому

    Early

  • @dystopianNinja1289
    @dystopianNinja1289 5 років тому

    First

  • @Anonymous-hp1tg
    @Anonymous-hp1tg 5 років тому

    Second

  • @brianfisher1305
    @brianfisher1305 5 років тому

    It’s funny how the video is entirely about linear regression and I didn’t hear the word “correlation coefficient” one time.

  • @CharmingThePrince1
    @CharmingThePrince1 4 роки тому

    those hands 😂

  • @BigAsciiHappyStar
    @BigAsciiHappyStar 5 років тому

    404 ERROR: RAP SONG NOT FOUND

  • @xscitobor1233
    @xscitobor1233 5 років тому +1

    Really... Fortnite..

  • @tunestar
    @tunestar 5 років тому

    Any video with Math on it's title gets auto-downvoted instantly by a script I'm running on background. Crap!

  • @fghgffgvbgh
    @fghgffgvbgh 3 роки тому

    waste of time