Cov kev xav li cas linear regression tshuab kawm algorithm ua?
Cov kev xav li cas linear regression tshuab kawm algorithm ua?

Video: Cov kev xav li cas linear regression tshuab kawm algorithm ua?

Video: Cov kev xav li cas linear regression tshuab kawm algorithm ua?
Video: Линейная регрессия с нуля в Python (математическая) 2024, Tej zaum
Anonim

Kev xav Hais txog cov kwv yees: Cov kev hloov pauv ywj pheej raug ntsuas yam tsis muaj qhov yuam kev. Cov kev hloov pauv ywj pheej yog linearly ywj siab ntawm ib leeg, i.e. muaj yog tsis muaj multicollinearity nyob rau hauv cov ntaub ntawv.

Hauv qhov no, plaub qhov kev xav ntawm linear regression yog dab tsi?

Muaj plaub qhov kev xav txuam nrog a linear regression qauv: Linearity: Kev sib raug zoo ntawm X thiab lub ntsiab lus ntawm Y yog kab tawm . Homoscedasticity: Qhov txawv ntawm residual yog tib yam rau txhua tus nqi ntawm X. Kev ywj pheej: Kev soj ntsuam yog ywj siab ntawm ib leeg.

Qhov thib ob, dab tsi yog qhov kev xav ntawm linear regression? Cov kev xav ntawm Linear Regression

  • Tus qauv regression yog linear nyob rau hauv parameters.
  • Qhov nruab nrab ntawm cov seem yog xoom.
  • Homoscedasticity ntawm residuals los yog sib npaug sib txawv.
  • Tsis muaj autocorrelation ntawm residuals.
  • X variables thiab residuals yog uncorrelated.
  • Qhov sib txawv hauv X qhov tseem ceeb yog qhov zoo.
  • Tus qauv regression yog qhia kom raug.
  • Tsis muaj qhov zoo tshaj plaws multicollinearity.

Ntawm no, dab tsi yog qhov kev xav ntawm linear regression txog residuals?

Ib tug scatter zajlus ntawm seem tus nqi vs kwv yees qhov tseem ceeb yog ib txoj hauv kev zoo los xyuas rau homoscedasticity. Yuav tsum tsis muaj tus qauv meej hauv kev faib khoom thiab yog tias muaj cov qauv tshwj xeeb, cov ntaub ntawv yog heteroscedastic.

Puas yog Regression yog ib hom kev kawm tshuab?

Tawm Regression yog a tshuab kev kawm algorithm raws li kev saib xyuas kev kawm . Nws ua ib regression txoj hauj lwm. Regression ua qauv ib lub hom phiaj kwv yees tus nqi raws li kev ywj pheej sib txawv. Tawm regression ua txoj haujlwm los kwv yees tus nqi sib txawv ntawm qhov sib txawv (y) raws li qhov muab qhov sib txawv ntawm tus kheej (x).

Pom zoo: