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Machine Learning for Hackers
book

Machine Learning for Hackers

by Drew Conway, John Myles White
February 2012
Beginner to intermediate
320 pages
10h 18m
English
O'Reilly Media, Inc.
Content preview from Machine Learning for Hackers

Chapter 6. Regularization: Text Regression

Nonlinear Relationships Between Columns: Beyond Straight Lines

While we told you the truth in Chapter 5 when we said that linear regression assumes that the relationship between two variables is a straight line, it turns out you can also use linear regression to capture relationships that aren’t well-described by a straight line. To show you what we mean, imagine that you have the data shown in panel A of Figure 6-1.

Modeling nonlinear data: (A) visualizing nonlinear relationships; (B) nonlinear relationships and linear regression; (C) structured residuals; (D) results from a generalized additive model

Figure 6-1. Modeling nonlinear data: (A) visualizing nonlinear relationships; (B) nonlinear relationships and linear regression; (C) structured residuals; (D) results from a generalized additive model

It’s obvious from looking at this scatterplot that the relationship between X and Y isn’t well-described by a straight line. Indeed, plotting the regression line shows us exactly what will go wrong if we try to use a line to capture the pattern in this data; panel B of Figure 6-1 shows the result.

We can see that we make systematic errors in our predictions if we use a straight line: at small and large values of x, we overpredict y, and we underpredict y for medium values of x. This is easiest to see in a residuals plot, as shown in panel C of Figure 6-1. In this plot, you can see all of the structure of the original data set, as none of the structure is captured by the default linear regression model.

Using ggplot2’s geom_smooth function ...

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Publisher Resources

ISBN: 9781449330514Errata Page