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sremy/multiple_linear_regression.py

Last active January 8, 2019 00:56
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Multiple Linear Regression
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multiple_linear_regression.py
# Multiple Linear Regression
# https://www.superdatascience.com/machine-learning/
# Importing the libraries
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
# Importing the dataset
dataset = pd.read_csv('50_Startups.csv')
X = dataset.iloc[:, :-1].values
y = dataset.iloc[:, 4].values
# Encoding categorical data
from sklearn.preprocessing import LabelEncoder, OneHotEncoder
labelencoder = LabelEncoder()
X[:, 3] = labelencoder.fit_transform(X[:, 3])
onehotencoder = OneHotEncoder(categorical_features = [3])
X = onehotencoder.fit_transform(X).toarray()
# Avoiding the Dummy Variable Trap
X = X[:, 1:]
# Splitting the dataset into the Training set and Test set
from sklearn.cross_validation import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.2, random_state = 0)
# Feature Scaling
"""from sklearn.preprocessing import StandardScaler
sc_X = StandardScaler()
X_train = sc_X.fit_transform(X_train)
X_test = sc_X.transform(X_test)
sc_y = StandardScaler()
y_train = sc_y.fit_transform(y_train)"""
# Fitting Multiple Linear Regression to the Training set
from sklearn.linear_model import LinearRegression
regressor = LinearRegression()
regressor.fit(X_train, y_train)
# Predicting the Test set results
y_pred = regressor.predict(X_test)
# Building the optimal model using Backward Elimination
import statsmodels.formula.api as sm
X = np.append(arr = np.ones((50, 1)).astype(int), values = X, axis = 1)
X_opt = X[:, [0, 1, 2, 3, 4, 5]]
regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()
regressor_OLS.summary()
X_opt = X[:, [0, 1, 3, 4, 5]]
regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()
regressor_OLS.summary()
X_opt = X[:, [0, 3, 4, 5]]
regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()
regressor_OLS.summary()
X_opt = X[:, [0, 3, 5]]
regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()
regressor_OLS.summary()
X_opt = X[:, [0, 3]]
regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit()
regressor_OLS.summary()
Raw
multiple_linear_regression_automatic.py
# Multiple Linear Regression
# https://www.superdatascience.com/machine-learning/
# Importing the libraries
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
# Importing the dataset
dataset = pd.read_csv('50_Startups.csv')
X = dataset.iloc[:, 0: 4].values
y = dataset.iloc[:, -1].values
# Encoding categorical data
from sklearn.preprocessing import LabelEncoder, OneHotEncoder
labelencoder = LabelEncoder()
X[:, 3] = labelencoder.fit_transform(X[:, 3])
onehotencoder = OneHotEncoder(categorical_features = [3])
X = onehotencoder.fit_transform(X).toarray()
# Avoiding the Dummy Variable Trap
X = X[:, 1:]
# Splitting the dataset into the Training set and Test set
from sklearn.cross_validation import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.2, random_state = 0)
# Feature Scaling
"""from sklearn.preprocessing import StandardScaler
sc_X = StandardScaler()
X_train = sc_X.fit_transform(X_train)
X_test = sc_X.transform(X_test)
sc_y = StandardScaler()
y_train = sc_y.fit_transform(y_train)"""
# Fitting Multiple Linear Regression to the Training set
from sklearn.linear_model import LinearRegression
regressor = LinearRegression()
regressor.fit(X_train, y_train)
# Predicting the Test set results
y_pred = regressor.predict(X_test)
# Building the optimal model
import statsmodels.formula.api as sm
X = np.append(arr=np.ones([50,1]).astype(int), values=X , axis=1)
def backwardElimination_WithPValues(x, signifiance_level):
import statsmodels.formula.api as sm
numVars = len(x[0])
for i in range(0, numVars):
regressor_OLS = sm.OLS(y, x).fit()
maxPvalue = max(regressor_OLS.pvalues).astype(float)
if maxPvalue > signifiance_level:
for j in range(0, numVars - i):
if (regressor_OLS.pvalues[j].astype(float) == maxPvalue):
x = np.delete(x, j, 1)
regressor_OLS.summary()
return x
def backwardElimination_WithPValuesAndRSqared(x, SL):
import statsmodels.formula.api as sm
numVars = len(x[0])
temp = np.zeros((50,6)).astype(int)
for i in range(0, numVars):
regressor_OLS = sm.OLS(y, x).fit()
maxVar = max(regressor_OLS.pvalues).astype(float)
adjR_before = regressor_OLS.rsquared_adj.astype(float)
if maxVar > SL:
for j in range(0, numVars - i):
if (regressor_OLS.pvalues[j].astype(float) == maxVar):
temp[:,j] = x[:, j]
x = np.delete(x, j, 1)
tmp_regressor = sm.OLS(y, x).fit()
adjR_after = tmp_regressor.rsquared_adj.astype(float)
if (adjR_before >= adjR_after):
x_rollback = np.hstack((x, temp[:,[0,j]]))
x_rollback = np.delete(x_rollback, j, 1)
print (regressor_OLS.summary())
return x_rollback
else:
continue
regressor_OLS.summary()
return x
SL = 0.05
X_opt = X[:, [0, 1, 2, 3, 4, 5]]
X_Modeled = backwardElimination_WithPValues(X_opt, SL)
X_reduced = X[:, [0,1,2,3,4,5]]
regressor_OLS = sm.OLS(endog=y, exog=X_reduced).fit()
regressor_OLS.summary()
X_reduced = X[:, [0,1,3,4,5]]
regressor_OLS = sm.OLS(endog=y, exog=X_reduced).fit()
regressor_OLS.summary()
X_reduced = X[:, [0,3,5]]
regressor_OLS = sm.OLS(endog=y, exog=X_reduced).fit()
regressor_OLS.summary()
X_reduced = X[:, [0,3]]
regressor_OLS = sm.OLS(endog=y, exog=X_reduced).fit()
regressor_OLS.summary()
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