3-Linear Regression Multiple
3-Linear Regression Multiple
Department of
CSE 445 Machine Learning
Electrical and Computer Engineering
Multiple Linear Regression
2
One feature
𝑥! 𝑥" 𝑥# 𝑥$ 𝑗 = 1…4
𝑛=4
𝑖=2
𝑥⃗ (") = 1416 3 2 40
(")
𝑥$ =2
example
𝑓%,' 𝑥 = 0.1𝑥! + 4𝑥" + 10𝑥# + (−2)𝑥$ + 80
size #bedrooms #floors years base price
vector 𝑥⃗ = 𝑥! 𝑥" 𝑥# … 𝑥(
﹒
𝑤 = 𝑤! 𝑤" 𝑤# … 𝑤(
𝑓%,' 𝑥⃗ = 𝑤 4 𝑥⃗ + 𝑏 = 𝑤!𝑥! + 𝑤"𝑥" + ⋯ + 𝑤( 𝑥( + 𝑏
dot product
multiple linear regression
not multivariate regression
𝑤0 𝑤1 𝑤2
𝑥0 𝑥1 𝑥2
in parallel
learning rate 𝛼
0.1 ∗ 𝑑
𝑏 still a number
dot product
𝑗=1
𝑗=𝑛
size
size #bedrooms
small large
small large
small large
small large
small large
5
0
300 2000
5
0
300 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
0
0 1
100
5
10
0 0
300 2000 1 2000
0
0 1
100
5
10
0 0
300 2000 1 2000
0
0 1
100
5
10
0 0
300 2000 1 2000
0
0 1
100
5
10
0 0
300 2000 1 2000
0
0 1
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
max
100
5
10
0 0
300 2000 1 2000
max
100
5
10
0 0
300 2000 1 2000
max
100
5
10
0 0
300 2000 1 2000
max
100
5
10
0 0
300 2000 1 2000
max max
100
5
10
0 0
300 2000 1 2000
max max
100
5
10
0 0
300 2000 1 2000
max max
0
0 1
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
63
100
average
5
10
0 0
300 2000 1 2000
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
64
100
average
𝜇! = 800
5
10
0 0
300 2000 1 2000
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
65
100
average
𝜇! = 800
5
10
0 0
300 2000 1 2000
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
66
100
average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
67
100
average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
68
100
average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
69
100
𝜇! = 2.3 average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
70
100
𝜇" = 2.3 average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
71
100
𝜇! = 2.3 average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
72
100
𝜇! = 2.3 average
𝜇! = 800
5
10
0 0
300 2000 1 2000
max - min max - min
-1 1
-1
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
73
100
5
10
0 0
300 2000 1 2000
100
5
10
0 0
300 2000 1 2000
100
𝑥!
5
10
0 0
300 2000 1 2000
100
𝜎!
𝑥!
𝜇!
5
10
0 0
300 2000 1 2000
100
𝜎! = 450
𝜎!
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
100
𝜎! = 450
𝜎!
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
100
𝜎! = 450
𝜎!
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
100
𝜇" = 2.3 𝜎! = 450
𝜎!
𝜎" = 1.4
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
100
𝜇" = 2.3 𝜎! = 450
𝜎!
𝜎" = 1.4
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
100
𝜇" = 2.3 𝜎! = 450
𝜎!
𝜎" = 1.4
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
100
𝜇" = 2.3 𝜎! = 450
𝜎!
𝜎" = 1.4
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
-3 3
-3
100
𝜇" = 2.3 𝜎! = 450
𝜎!
𝜎" = 1.4
𝑥!
𝜇! = 800 𝜇!
5
10
0 0
300 2000 1 2000
-3 3
-3
acceptable ranges
acceptable ranges
okay, no rescaling
acceptable ranges
okay, no rescaling
okay, no rescaling
acceptable ranges
okay, no rescaling
okay, no rescaling
acceptable ranges
okay, no rescaling
okay, no rescaling
acceptable ranges
okay, no rescaling
okay, no rescaling
𝑤, 𝑏
learning curve
𝑤, 𝑏
learning curve
𝑤, 𝑏
learning curve
𝑤, 𝑏
learning curve
𝑤, 𝑏
learning curve
𝑤, 𝑏
learning curve
𝑤, 𝑏
learning curve
𝑤, 𝑏
30 1,000 100,000
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
106
learning curve
𝑤, 𝑏
30 1,000 100,000
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
107
learning curve
𝑤, 𝑏
30 1,000 100,000
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
108
learning curve
𝑤, 𝑏
30 1,000 100,000
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
109
learning curve
𝑤, 𝑏
30 1,000 100,000
CSE445 Machine Learning Supervised Learning – Linear Regression ECE@NSU
110
𝛼 = 0.001
𝛼 = 0.001
𝛼 = 0.01
0.003
3X
𝛼 = 0.001
𝛼 = 0.01
0.003
3X ≈ 3X
𝛼 = 0.001
𝛼 = 0.01
0.003 0.03
3X ≈ 3X 3X
𝛼 = 0.001
𝛼 = 0.01
0.003 0.03
3X ≈ 3X 3X ≈ 3X
𝛼 = 0.001
𝛼 = 0.01
𝛼 = 0.001
𝛼 = 0.01
𝛼 = 0.001
𝛼 = 0.01
𝛼 = 0.001
𝛼 = 0.01
frontage depth
frontage depth
frontage depth
new feature
frontage depth
new feature
frontage depth
new feature
frontage depth
new feature
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
feature scaling
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
feature scaling
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒 !
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒
𝑠𝑖𝑧𝑒 𝑠𝑖𝑧𝑒
Reference
Ng, A. (2024). Supervised Machine Learning: Regression and Classification
[Coursera course]. Stanford University.
Retrieved from https://www.coursera.org/learn/machine-learning