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| 1 | +class LinearRegression(): |
| 2 | + """ |
| 3 | + A simple implementation of Linear Regression using Gradient Descent. |
| 4 | + """ |
| 5 | + |
| 6 | + def __init__(self, step=0.001, n_iters=10000): |
| 7 | + """ |
| 8 | + Initializes the LinearRegression class with the provided learning rate (`step`) |
| 9 | + and the number of iterations (`n_iters`). Also initializes the slope and intercept |
| 10 | + of the model, as well as internal variables to track the number of features (`__m_`) |
| 11 | + and samples (`__n_`). |
| 12 | +
|
| 13 | + Parameters: |
| 14 | + ----------- |
| 15 | + step : float |
| 16 | + The learning rate for the gradient descent optimization. It controls how big |
| 17 | + of a step is taken towards the minimum during each iteration. |
| 18 | + n_iters : int |
| 19 | + The number of iterations for the gradient descent optimization. |
| 20 | + """ |
| 21 | + self.__k = 0 |
| 22 | + self.step = step |
| 23 | + self.n_iters = n_iters |
| 24 | + self._slope_ = 0 |
| 25 | + self._intercept_ = 0 |
| 26 | + self.__m_ = 0 |
| 27 | + self.__n_ = 0 |
| 28 | + |
| 29 | + def fit(self, X, y): |
| 30 | + """ |
| 31 | + Trains the linear regression model using the input data `X` and target values `y`. |
| 32 | + It adjusts the slope (`_slope_`) and intercept (`_intercept_`) by performing gradient |
| 33 | + descent over `n_iters` iterations. |
| 34 | +
|
| 35 | + Parameters: |
| 36 | + ----------- |
| 37 | + X : list of list of float or list of float |
| 38 | + The input data, where each inner list represents a sample with multiple features, |
| 39 | + or a simple list if there's only one feature. |
| 40 | + y : list of float |
| 41 | + The target values corresponding to each sample in `X`. |
| 42 | +
|
| 43 | + Raises: |
| 44 | + ------- |
| 45 | + ValueError: |
| 46 | + If the number of samples in `X` and `y` do not match. |
| 47 | + """ |
| 48 | + self.__n_ = len(X) |
| 49 | + |
| 50 | + if isinstance(X[0], list): |
| 51 | + self.__m_ = len(X[0]) |
| 52 | + else: |
| 53 | + self.__m_ = 1 |
| 54 | + X = [[x] for x in X] |
| 55 | + |
| 56 | + if self.__n_ != len(y): |
| 57 | + raise ValueError(f"X and y must have the same number of samples: {(self.__n_, len(y))}") |
| 58 | + |
| 59 | + self._slope_ = [0] * self.__m_ |
| 60 | + self._intercept_ = 0 |
| 61 | + |
| 62 | + for _ in range(self.n_iters): |
| 63 | + y_pred = self.predict(X) |
| 64 | + |
| 65 | + for j in range(self.__m_): |
| 66 | + self._slope_[j] -= self.step * (-(2/self.__n_) * sum((y[i] - y_pred[i]) * X[i][j] for i in range(self.__n_))) |
| 67 | + self._intercept_ -= self.step * (-(2/self.__n_) * sum(y[i] - y_pred[i] for i in range(self.__n_))) |
| 68 | + |
| 69 | + def predict(self, X): |
| 70 | + """ |
| 71 | + Predicts the target values for the given input data `X` using the trained linear |
| 72 | + regression model. |
| 73 | +
|
| 74 | + Parameters: |
| 75 | + ----------- |
| 76 | + X : list of list of float or list of float |
| 77 | + The input data, where each inner list represents a sample with multiple features, |
| 78 | + or a simple list if there's only one feature. |
| 79 | +
|
| 80 | + Returns: |
| 81 | + -------- |
| 82 | + y_pred : list of float |
| 83 | + The predicted target values corresponding to each sample in `X`. |
| 84 | +
|
| 85 | + Raises: |
| 86 | + ------- |
| 87 | + ValueError: |
| 88 | + If the input data `X` has a different number of features or samples compared |
| 89 | + to the data used for training. |
| 90 | + """ |
| 91 | + if isinstance(X[0], list): |
| 92 | + m = len(X[0]) |
| 93 | + else: |
| 94 | + m = 1 |
| 95 | + X = [[x] for x in X] |
| 96 | + n = len(X) |
| 97 | + if m != self.__m_ or n != self.__n_: |
| 98 | + raise ValueError(f"X must have the same number of features as the training data: {(m, n)}, Except: {(self.__m_, self.__n_)}") |
| 99 | + |
| 100 | + y_pred = [] |
| 101 | + for i in range(len(X)): |
| 102 | + y_pred.append(sum(self._slope_[j] * X[i][j] for j in range(m)) + self._intercept_) |
| 103 | + |
| 104 | + return y_pred |
| 105 | + |
| 106 | + def MSE(self, y, y_pred): |
| 107 | + """ |
| 108 | + Calculates the Mean Squared Error (MSE) between the true target values `y` and the |
| 109 | + predicted values `y_pred`. |
| 110 | +
|
| 111 | + Parameters: |
| 112 | + ----------- |
| 113 | + y : list of float |
| 114 | + The true target values. |
| 115 | + y_pred : list of float |
| 116 | + The predicted target values. |
| 117 | +
|
| 118 | + Returns: |
| 119 | + -------- |
| 120 | + mse : float |
| 121 | + The mean squared error between `y` and `y_pred`. |
| 122 | + """ |
| 123 | + return sum((y[i] - y_pred[i]) ** 2 for i in range(len(y))) / len(y) |
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