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Linear Regression

Performing regression of several degrees on the following data points, which were affected by white and Poisson noise. Additionally, studying its MSE loss and bias-variance trade-off.

$X = np.arange(-10,10,0.2)$

$Y = 2cos(X)/-\pi+(2x)/(2\pi)+2\times cos(3x)/(-3\pi)$

Y + White Noise

White noise with an impact factor of 0.1 is added to Y.

y_whitenoise=y+0.1*np.random.normal(size=len(y))

Below are the regression results for multiple degrees, along with the degrees that performed the best and worst based on MSE evaluation.

Regression Best Degree Worst Degree

Evaluation

Below are the evaluation metrics, including the MSE loss function and the bias-variance trade-off.

MSE Loss Bias Variance

Here are the values of the MSE loss function for all degrees.

Sample Set Degree = 1 Degree = 2 Degree = 3 Degree = 4 Degree = 5 Degree = 6 Degree = 7 Degree = 8 Degree = 9 Degree = 10 Degree = 11 Degree = 12 Degree = 13 Degree = 14 Degree = 15
Train Set 0.207 0.220 0.222 0.174 0.175 0.169 0.167 0.075 0.076 0.049 0.062 0.027 0.026 0.026 0.028
Test Set 0.272 0.239 0.238 0.192 0.191 0.170 0.170 0.061 0.061 0.029 0.028 0.023 0.022 0.022 0.022

Y + Poisson Noise

Poisson noise with an impact factor of 0.1 is added to Y.

y_poissonnoise=y+0.1*np.random.poisson(lam=2,size=100)

Below are the regression results for multiple degrees, along with the degrees that performed the best and worst based on MSE evaluation.

Regression Best Degree Worst Degree

Evaluation

Below are the evaluation metrics, including the MSE loss function and the bias-variance trade-off.

MSE Loss Bias Variance

Here are the values of the MSE loss function for all degrees.

Sample Set Degree = 1 Degree = 2 Degree = 3 Degree = 4 Degree = 5 Degree = 6 Degree = 7 Degree = 8 Degree = 9 Degree = 10 Degree = 11 Degree = 12 Degree = 13 Degree = 14 Degree = 15
Train Set 0.339 0.342 0.376 0.306 0.327 0.318 0.322 0.131 0.133 0.065 0.070 0.057 0.058 0.55 0.052
Test Set 0.183 0.152 0.142 0.121 0.114 0.110 0.103 0.055 0.051 0.033 0.032 0.030 0.030 0.030 0.030

Course Description