|
|
# Build a regression model using Scikit-learn: regression two ways
|
|
|
|
|
|

|
|
|
|
|
|
> Infographic by [Dasani Madipalli](https://twitter.com/dasani_decoded)
|
|
|
|
|
|
## [Pre-lecture quiz](https://jolly-sea-0a877260f.azurestaticapps.net/quiz/13/)
|
|
|
|
|
|
### Introduction
|
|
|
|
|
|
So far, you have explored what regression is with sample data gathered from the pumpkin pricing dataset that we will use throughout this lesson. You have also visualized it using Matplotlib.
|
|
|
|
|
|
Now you are ready to dive deeper into regression for ML. In this lesson, you will learn more about two types of regression: _basic linear regression_ and _polynomial regression_, along with some of the math underlying these techniques.
|
|
|
|
|
|
> Throughout this curriculum, we assume minimal knowledge of math, and seek to make it accessible for students coming from other fields, so watch for notes, callouts, diagrams, and other learning tools to aid in comprehension.
|
|
|
|
|
|
## Prerequisite
|
|
|
|
|
|
You should be familiar by now with the structure of the pumpkin data that we are examining. You can find it preloaded and pre-cleaned in this lesson's _notebook.ipynb_ file. In the file, the pumpkin price is displayed per bushel in a new dataframe. Make sure you can run these notebooks in kernels in Visual Studio Code.
|
|
|
|
|
|
## Preparation
|
|
|
|
|
|
As a reminder, you are loading this data so to ask questions of it:
|
|
|
|
|
|
- When is the best time to buy pumpkins?
|
|
|
- What price can I expect of a case of miniature pumpkins?
|
|
|
- Should I buy them in half-bushel baskets or by the 1 1/9 bushel box?
|
|
|
|
|
|
Let's keep digging into this data.
|
|
|
|
|
|
✅ In the previous lesson, you created a Pandas data frame and populated it with part of the original dataset, standardizing the pricing by the bushel. By doing that, however, you were _only_ able to gather about 400 data points and only for the fall months. Take a look at the data that we preloaded in this lesson's accompanying _notebook.ipynb_. The data is preloaded and an initial scatter plot is charted to show month data. Maybe we can get a little more detail about the nature of the data by cleaning it more.
|
|
|
|
|
|
## A linear regression line
|
|
|
|
|
|
As you learned in Lesson 1, the goal of a linear regression exercise is to be able to plot a line to:
|
|
|
|
|
|
- **Variable relationship**. Show the relationship between variables.
|
|
|
- **Make preditions**. Make accurate predictions on where a new data point would fall in relationship to that line.
|
|
|
|
|
|
### Understand the math
|
|
|
|
|
|
Since you'll use Scikit-learn, there's no reason to do this by hand (although you could!). In the main data-processing block of your lesson notebook, add a library from Scikit-learn to automatically convert all string data to numbers:
|
|
|
|
|
|
This line has an equation:
|
|
|
|
|
|
```text
|
|
|
Y = a + bX`.
|
|
|
```
|
|
|
|
|
|
It is typical of **Least-Squares Regression** to draw this type of line.
|
|
|
|
|
|
Todo infographic
|
|
|
|
|
|
If you look at the new_pumpkins dataframe now, you see that all the strings are now numeric. This makes it harder for you to read but much more intelligible for Scikit-learn!
|
|
|
|
|
|
```
|
|
|
Package Price
|
|
|
70 0 13.636364
|
|
|
71 0 16.363636
|
|
|
72 0 16.363636
|
|
|
73 0 15.454545
|
|
|
74 0 13.636364
|
|
|
... ... ...
|
|
|
1738 2 30.000000
|
|
|
1739 2 28.750000
|
|
|
1740 2 25.750000
|
|
|
1741 2 24.000000
|
|
|
1742 2 24.000000
|
|
|
415 rows × 2 columns
|
|
|
```
|
|
|
|
|
|
`X` is the 'explanatory variable'. `Y` is the 'dependent variable'.
|
|
|
|
|
|
The slope of the line is `b` and `a` is the y-intercept (where the line intersects with the Y-axis), which refers to the value of `Y` when `X = 0`.
|
|
|
|
|
|
In other words, and referring to our pumpkin data's original question: _predict the price of a pumpkin per bushel by month_:
|
|
|
|
|
|
- `X` would refer to the price.
|
|
|
- `Y` would refer to the month of sale.
|
|
|
|
|
|
The math that calculates the line must demonstrate the slope of the line, which is also dependent on the intercept, or where `Y` is situated when `X = 0`.
|
|
|
|
|
|
✅ You can observe the method of calculation for these values on the [Math is Fun](https://www.mathsisfun.com/data/least-squares-regression.html) web site.
|
|
|
|
|
|
### Least-squares regression
|
|
|
|
|
|
A common method of regression is **Least-Squares Regression**. Which means that all the data points, surrounding the regression line, are _squared_ and then added up.
|
|
|
|
|
|
Ideally, that final sum is as small as possible, because we want a low number of errors, or _least-squares_.
|
|
|
|
|
|
We want to model a line that has the least cumulative distance from all of our data points. We also square the terms before adding them since we are concerned with its magnitude rather than its direction.
|
|
|
|
|
|
### Correlation coefficent
|
|
|
|
|
|
One more term to understand is the **Correlation Coefficient** between given `X` and `Y` variables.
|
|
|
|
|
|
- **High correlation**. A plot with data points scattered in a neat line have high correlation.
|
|
|
- **Low correlation**. A plot with data points scattered everywhere between X and Y have a low correlation.
|
|
|
|
|
|
> A good linear regression model will be one that has a high (nearer to 1 than 0) Correlation Coefficient using the Least-Squares Regression method with a line of regression.
|
|
|
|
|
|
✅ Run the notebook accompanying this lesson and look at the City to Price scatter plot. Does the data associating City to Price for pumpkin sales seem to have high or low correlation, according to your visual interpretation of the scatter plot?
|
|
|
|
|
|
## Exercise - create a Linear Regression Model correlating Pumpkin data points
|
|
|
|
|
|
Now that you have an understanding of the math behind this exercise the next step is create a Regression model to see if you can predict _which package of pumpkins will have the best pumpkin prices_.
|
|
|
|
|
|
✅ Someone buying pumpkins for a holiday pumpkin patch might want this information to be able to optimize their purchases of pumpkin packages for the patch.
|
|
|
|
|
|
Since you'll use Scikit-Learn, there's no reason to do this by hand (although you could!).
|
|
|
|
|
|
### Convert string data to numbers
|
|
|
|
|
|
In the main data-processing block of your lesson notebook, add a library from Scikit-Learn to automatically convert all string data to numbers.
|
|
|
|
|
|
1. Add the following code:
|
|
|
|
|
|
```python
|
|
|
from sklearn.preprocessing import LabelEncoder
|
|
|
|
|
|
new_pumpkins.iloc[:, 0:-1] = new_pumpkins.iloc[:, 0:-1].apply(LabelEncoder().fit_transform)
|
|
|
new_pumpkins.iloc[:, 0:-1] = new_pumpkins.iloc[:, 0:-1].apply(LabelEncoder().fit_transform)
|
|
|
```
|
|
|
|
|
|
If you look at the `new_pumpkins` dataframe now, you see that all the strings are now numeric. This makes it harder for you to read but much more intelligible for Scikit-Learn!
|
|
|
|
|
|
### Find a good correlation
|
|
|
|
|
|
Now you can make more educated decisions (not just based on eyeballing a scatterplot) about the data that is best suited to regression.
|
|
|
|
|
|
Try to find a good correlation between two points of your data to potentially build a good predictive model.
|
|
|
|
|
|
1. Let's see what the correlation is between `City` and `Price` and by using the method `corr()`:
|
|
|
|
|
|
```python
|
|
|
print(new_pumpkins['City'].corr(new_pumpkins['Price']))
|
|
|
0.32363971816089226
|
|
|
```
|
|
|
|
|
|
As it turns out, there's only weak correlation between the `City` and `Price`, as indicated by the low number, that's closer to 0 than 1:
|
|
|
|
|
|
1. Check the correlation between `Package` and `Price` next:
|
|
|
|
|
|
```python
|
|
|
print(new_pumpkins['Package'].corr(new_pumpkins['Price']))
|
|
|
0.6061712937226021
|
|
|
```
|
|
|
|
|
|
`> 0.6`, that's better than the last thing we tried. There's a bit better correlation between the `Package` and its `Price`. That makes sense, right? Normally, the bigger the produce box, the higher the price.
|
|
|
|
|
|
✅ A good question to ask of this data will be: _What price can I expect of a given pumpkin package?_
|
|
|
|
|
|
Let's build this regression model next.
|
|
|
|
|
|
## Exercise - building a linear model
|
|
|
|
|
|
Before building your model, do one more tidy-up of your data.
|
|
|
|
|
|
1. Drop any null data and check once more what the data looks like.
|
|
|
|
|
|
```python
|
|
|
new_pumpkins.dropna(inplace=True)
|
|
|
new_pumpkins.info()
|
|
|
```
|
|
|
|
|
|
1. Then, create a new dataframe from this minimal set and print it out:
|
|
|
|
|
|
```python
|
|
|
new_columns = ['Package', 'Price']
|
|
|
lin_pumpkins = new_pumpkins.drop([c for c in new_pumpkins.columns if c not in new_columns], axis='columns')
|
|
|
|
|
|
lin_pumpkins
|
|
|
```
|
|
|
|
|
|
1. Now you can assign your X and y coordinate data:
|
|
|
|
|
|
```python
|
|
|
X = lin_pumpkins.values[:, :1]
|
|
|
y = lin_pumpkins.values[:, 1:2]
|
|
|
```
|
|
|
|
|
|
> What's going on here? You're using [Python slice notation](https://stackoverflow.com/questions/509211/understanding-slice-notation/509295#509295) to create arrays to populate `X` and `y`.
|
|
|
|
|
|
1. Next, start the regression model-building routines:
|
|
|
|
|
|
```python
|
|
|
from sklearn.linear_model import LinearRegression
|
|
|
from sklearn.metrics import r2_score, mean_squared_error, mean_absolute_error
|
|
|
from sklearn.model_selection import train_test_split
|
|
|
|
|
|
|
|
|
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=0)
|
|
|
lin_reg = LinearRegression()
|
|
|
lin_reg.fit(X_train,y_train)
|
|
|
|
|
|
pred = lin_reg.predict(X_test)
|
|
|
|
|
|
accuracy_score = lin_reg.score(X_train,y_train)
|
|
|
print('Model Accuracy: ', accuracy_score)
|
|
|
|
|
|
```
|
|
|
|
|
|
Because the correlation isn't particularly good, the model produced isn't terribly accurate.
|
|
|
|
|
|
```output
|
|
|
Model Accuracy: 0.3315342327998987
|
|
|
```
|
|
|
|
|
|
1. To visualize the line that's drawn in the process:
|
|
|
|
|
|
```python
|
|
|
plt.scatter(X_test, y_test, color='black')
|
|
|
plt.plot(X_test, pred, color='blue', linewidth=3)
|
|
|
|
|
|
plt.xlabel('Package')
|
|
|
plt.ylabel('Price')
|
|
|
|
|
|
plt.show()
|
|
|
```
|
|
|
|
|
|

|
|
|
|
|
|
1. Test the model against a hypothetical variety:
|
|
|
|
|
|
```python
|
|
|
lin_reg.predict( np.array([ [2.75] ]) )
|
|
|
```
|
|
|
|
|
|
The returned price for this mythological Variety is:
|
|
|
|
|
|
```output
|
|
|
array([[33.15655975]])
|
|
|
```
|
|
|
|
|
|
That number makes sense, if the logic of the regression line holds true.
|
|
|
|
|
|
Congratulations, you just created a model that can help predict the price of a few varieties of pumpkins. Your holiday pumpkin patch will be beautiful. But you can probably create a better model!
|
|
|
|
|
|
## Polynomial regression
|
|
|
|
|
|
Another type of linear regression is polynomial regression. While sometimes there's a linear relationship between variables - the bigger the pumpkin in volume, the higher the price - sometimes these relationships can't be plotted as a plane or straight line.
|
|
|
|
|
|
✅ Here are [some more examples](https://online.stat.psu.edu/stat501/lesson/9/9.8) of data that could use polynomial regression
|
|
|
|
|
|
Take another look at the relationship between Variety to Price in the previous plot. Does this scatterplot seem like it should necessarily be analyzed by a straight line? Perhaps not. In this case, you can try polynomial regression.
|
|
|
|
|
|
✅ Polynomials are mathematical expressions that might consist of one or more variables and coefficients
|
|
|
|
|
|
Polynomial regression creates a curved line to better fit nonlinear data.
|
|
|
|
|
|
1. Let's recreate a dataframe populated with a segment of the original pumpkin data:
|
|
|
|
|
|
```python
|
|
|
new_columns = ['Variety', 'Package', 'City', 'Month', 'Price']
|
|
|
poly_pumpkins = new_pumpkins.drop([c for c in new_pumpkins.columns if c not in new_columns], axis='columns')
|
|
|
|
|
|
poly_pumpkins
|
|
|
```
|
|
|
|
|
|
### Visualize in a chart
|
|
|
|
|
|
A good way to visualize the correlations between data in dataframes is to display it in a 'coolwarm' chart:
|
|
|
|
|
|
1. Use the `Background_gradient()` method with `coolwarm` as argument value like so:
|
|
|
|
|
|
```python
|
|
|
corr = poly_pumpkins.corr()
|
|
|
corr.style.background_gradient(cmap='coolwarm')
|
|
|
```
|
|
|
|
|
|
This code creates a heat map looking like so:
|
|
|
|
|
|

|
|
|
|
|
|
Looking at this chart, you can visualize the good correlation between `Package` and `Price`. So you should be able to create a somewhat better model than the last one.
|
|
|
|
|
|
### Create a pipeline
|
|
|
|
|
|
Scikit-learn includes a helpful API for building polynomial regression models - the `make_pipeline` [API](https://scikit-learn.org/stable/modules/generated/sklearn.pipeline.make_pipeline.html?highlight=pipeline#sklearn.pipeline.make_pipeline). A 'pipeline' is created which is a chain of estimators. In this case, the pipeline includes polynomial features, or predictions that form a nonlinear path.
|
|
|
|
|
|
1. Build out the X and y columns:
|
|
|
|
|
|
```python
|
|
|
X=poly_pumpkins.iloc[:,3:4].values
|
|
|
y=poly_pumpkins.iloc[:,4:5].values
|
|
|
```
|
|
|
|
|
|
1. Create the pipeline by calling the `make_pipeline()` method:
|
|
|
|
|
|
```python
|
|
|
from sklearn.preprocessing import PolynomialFeatures
|
|
|
from sklearn.pipeline import make_pipeline
|
|
|
|
|
|
pipeline = make_pipeline(PolynomialFeatures(4), LinearRegression())
|
|
|
|
|
|
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=0)
|
|
|
|
|
|
pipeline.fit(np.array(X_train), y_train)
|
|
|
|
|
|
y_pred=pipeline.predict(X_test)
|
|
|
```
|
|
|
|
|
|
### Create a sequence
|
|
|
|
|
|
At this point, you need to create a new dataframe with _sorted_ data so that the pipeline can create a sequence.
|
|
|
|
|
|
1. Add the following code:
|
|
|
|
|
|
```python
|
|
|
df = pd.DataFrame({'x': X_test[:,0], 'y': y_pred[:,0]})
|
|
|
df.sort_values(by='x',inplace = True)
|
|
|
points = pd.DataFrame(df).to_numpy()
|
|
|
|
|
|
plt.plot(points[:, 0], points[:, 1],color="blue", linewidth=3)
|
|
|
plt.xlabel('Package')
|
|
|
plt.ylabel('Price')
|
|
|
plt.scatter(X,y, color="black")
|
|
|
plt.show()
|
|
|
```
|
|
|
|
|
|
You created a new data frame by calling `pd.DataFrame`. Furthermore you sorted the values by a call to `sort_values()`. Thereafter you created a polynomial plot that ended up looking like so:
|
|
|
|
|
|

|
|
|
|
|
|
You can see a curved line that fits your data better.
|
|
|
|
|
|
1. Let's check the model's accuracy by calling `score()`:
|
|
|
|
|
|
```python
|
|
|
accuracy_score = pipeline.score(X_train,y_train)
|
|
|
print('Model Accuracy: ', accuracy_score)
|
|
|
```
|
|
|
|
|
|
And voila!
|
|
|
|
|
|
```output
|
|
|
Model Accuracy: 0.8537946517073784
|
|
|
```
|
|
|
|
|
|
That's better! Try to predict a price:
|
|
|
|
|
|
### Do a prediction
|
|
|
|
|
|
Let's see where we are, can we input a new value and get a prediction?
|
|
|
|
|
|
1. Call `predict()` to make a prediction:
|
|
|
|
|
|
```python
|
|
|
pipeline.predict( np.array([ [2.75] ]) )
|
|
|
```
|
|
|
|
|
|
You are given this prediction:
|
|
|
|
|
|
```output
|
|
|
array([[46.34509342]])
|
|
|
```
|
|
|
|
|
|
It does make sense, if you compare it to the polynomial plot! And, if this is a better model than the previous one, looking at the same data, you need to budget for these more expensive pumpkins!
|
|
|
|
|
|
🏆 Well done! You created two regression models in one lesson. In the final section on regression, you will learn about logistic regression to determine categories.
|
|
|
|
|
|
|
|
|
---
|
|
|
|
|
|
## 🚀Challenge
|
|
|
|
|
|
Test several different variables in this notebook to see how correlation corresponds to model accuracy.
|
|
|
|
|
|
## [Post-lecture quiz](https://jolly-sea-0a877260f.azurestaticapps.net/quiz/14/)
|
|
|
|
|
|
## Review & Self Study
|
|
|
|
|
|
In this lesson we learned about Linear Regression. There are other important types of Regression. Read about Stepwise, Ridge, Lasso and Elasticnet techniques. A good course to study to learn more is the [Stanford Statistical Learning course](https://online.stanford.edu/courses/sohs-ystatslearning-statistical-learning)
|
|
|
|
|
|
## Assignment
|
|
|
|
|
|
[Build a Model](assignment.md)
|