9/26/2017 https://raw.githubusercontent.com/joelgrus/data-science-from-scratch/master/code/simple_linear_regression.

py

from __future__ import division

from collections import Counter, defaultdict
from linear_algebra import vector_subtract
from statistics import mean, correlation, standard_deviation, de_mean
from gradient_descent import minimize_stochastic
import math, random

def predict(alpha, beta, x_i):

return beta * x_i + alpha

def error(alpha, beta, x_i, y_i):

return y_i - predict(alpha, beta, x_i)

def sum_of_squared_errors(alpha, beta, x, y):

return sum(error(alpha, beta, x_i, y_i) ** 2
for x_i, y_i in zip(x, y))

def least_squares_fit(x,y):
"""given training values for x and y,
find the least-squares values of alpha and beta"""
beta = correlation(x, y) * standard_deviation(y) / standard_deviation(x)
alpha = mean(y) - beta * mean(x)
return alpha, beta

def total_sum_of_squares(y):
"""the total squared variation of y_i's from their mean"""
return sum(v ** 2 for v in de_mean(y))

def r_squared(alpha, beta, x, y):

"""the fraction of variation in y captured by the model, which equals
1 - the fraction of variation in y not captured by the model"""

return 1.0 - (sum_of_squared_errors(alpha, beta, x, y) /

total_sum_of_squares(y))

def squared_error(x_i, y_i, theta):

alpha, beta = theta
return error(alpha, beta, x_i, y_i) ** 2

def squared_error_gradient(x_i, y_i, theta):

alpha, beta = theta
return [-2 * error(alpha, beta, x_i, y_i), # alpha partial derivative
-2 * error(alpha, beta, x_i, y_i) * x_i] # beta partial derivative

if __name__ == "__main__":

num_friends_good =
[49,41,40,25,21,21,19,19,18,18,16,15,15,15,15,14,14,13,13,13,13,12,12,11,10,10,10,10,10,10,10,10,1
0,10,10,10,10,10,10,9,9,9,9,9,9,9,9,9,9,9,9,9,9,9,9,9,9,8,8,8,8,8,8,8,8,8,8,8,8,8,7,7,7,7,7,7,7,7,
7,7,7,7,7,7,7,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,6,5,5,5,5,5,5,5,5,5,5,5,5,5,5,5,5,5,4,4,4,
4,4,4,4,4,4,4,4,4,4,4,4,4,4,4,4,4,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,3,2,2,2,2,2,2,2,2,2,2,2,2,
2,2,2,2,2,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]
daily_minutes_good =
[68.77,51.25,52.08,38.36,44.54,57.13,51.4,41.42,31.22,34.76,54.01,38.79,47.59,49.1,27.66,41.03,36.
73,48.65,28.12,46.62,35.57,32.98,35,26.07,23.77,39.73,40.57,31.65,31.21,36.32,20.45,21.93,26.02,27
.34,23.49,46.94,30.5,33.8,24.23,21.4,27.94,32.24,40.57,25.07,19.42,22.39,18.42,46.96,23.72,26.41,2
6.97,36.76,40.32,35.02,29.47,30.2,31,38.11,38.18,36.31,21.03,30.86,36.07,28.66,29.08,37.28,15.28,2
4.17,22.31,30.17,25.53,19.85,35.37,44.6,17.23,13.47,26.33,35.02,32.09,24.81,19.33,28.77,24.26,31.9
8,25.73,24.86,16.28,34.51,15.23,39.72,40.8,26.06,35.76,34.76,16.13,44.04,18.03,19.65,32.62,35.59,3
9.43,14.18,35.24,40.13,41.82,35.45,36.07,43.67,24.61,20.9,21.9,18.79,27.61,27.21,26.61,29.77,20.59
,27.53,13.82,33.2,25,33.1,36.65,18.63,14.87,22.2,36.81,25.53,24.62,26.25,18.21,28.08,19.42,29.79,3
2.8,35.99,28.32,27.79,35.88,29.06,36.28,14.1,36.63,37.49,26.9,18.58,38.48,24.48,18.95,33.55,14.24,
29.04,32.51,25.63,22.22,19,32.73,15.16,13.9,27.2,32.01,29.27,33,13.74,20.42,27.32,18.23,35.35,28.4
8,9.08,24.62,20.12,35.26,19.92,31.02,16.49,12.16,30.7,31.22,34.65,13.13,27.51,33.2,31.57,14.1,33.4
2,17.44,10.12,24.42,9.82,23.39,30.93,15.03,21.67,31.09,33.29,22.61,26.89,23.48,8.38,27.81,32.35,23
.84]

alpha, beta = least_squares_fit(num_friends_good, daily_minutes_good)

print "alpha", alpha
https://raw.githubusercontent.com/joelgrus/data-science-from-scratch/master/code/simple_linear_regression.py 1/2
9/26/2017 https://raw.githubusercontent.com/joelgrus/data-science-from-scratch/master/code/simple_linear_regression.py

print "beta", beta

print "r-squared", r_squared(alpha, beta, num_friends_good, daily_minutes_good)

print

print "gradient descent:"

# choose random value to start
random.seed(0)
theta = [random.random(), random.random()]
alpha, beta = minimize_stochastic(squared_error,
squared_error_gradient,
num_friends_good,
daily_minutes_good,
theta,
0.0001)
print "alpha", alpha
print "beta", beta

https://raw.githubusercontent.com/joelgrus/data-science-from-scratch/master/code/simple_linear_regression.py 2/2