Added Non-Linear base and Momentum
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4 changed files with 48 additions and 5 deletions
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@ -6,8 +6,9 @@ class LinearRegression:
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Constructor for the linear regression with analytical solution. It uses bias. It also
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initializes the weight, mean and standard deviation.
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'''
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def __init__(self, add_bias):
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def __init__(self, add_bias): # add degree as value for the polynomial features
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self.add_bias = add_bias # bias to prepend a column of ones (the intercept term)
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#self.degree = degree # degree for polynomial expansion (non-linear base)
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self.w = None # weight/coefficient
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self.mean = None # used for standardisation
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self.std = None # standard deviation
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@ -30,8 +31,18 @@ class LinearRegression:
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if self.add_bias: # adding bias
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x['bias'] = 1.0
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return x
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'''
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# applying polynomial transformation for non-linear bases
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if self.degree > 1:
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poly_features = pd.DataFrame()
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# create polynomial features of the given degree
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for col in x.columns:
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for d in range(2, self.degree + 1):
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poly_features[f"{col}^{d}"] = x[col] ** d
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x = pd.concat([x, poly_features], axis=1)\
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'''
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return x
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def fit(self, x: pd.DataFrame, y: pd.Series) -> "LinearRegression":
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'''
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@ -218,6 +229,7 @@ if __name__ == "__main__":
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# training of the model
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model = LinearRegression(add_bias=True)
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#model = LinearRegression(add_bias=True, degree=2) # using polynomial degree for non-linear base calculation.
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model.fit(x_train, y_train)
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# evaluation of the model
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