1.
def fit(self, X, Y):: This defines the fit method, which is a standard method in
machine learning models. It takes two arguments:
· self: A reference to the instance of the class (the linear regression object itself).
· X: The training data (a NumPy array or similar). Each row represents a training example,
and each column represents a feature.
· Y: The target values (a NumPy array or similar) corresponding to the training data. Each
element Y[i] is the correct output for the corresponding input X[i].
1. self.m, self.n = X.shape: This line gets the dimensions of the training data X.
· X.shape returns a tuple (number_of_rows, number_of_columns).
· self.m stores the number of training examples (rows).
· self.n stores the number of features (columns).
1. self.W = np.zeros(self.n): This initializes the weights (self.W) to zeros. self.W is
a NumPy array of size self.n (the number of features). These weights are what the
model learns during training. Starting with zeros is a common practice.
2. self.b = 0: This initializes the bias (self.b) to zero. The bias is a scalar value that is
also learned during training.
3. self.X = X: This stores the training data X in the self.X attribute of the object. This is
done so that the update_weights method can access the data.
4. self.Y = Y: This stores the target values Y in the self.Y attribute, similar to how X is
stored.
5. for i in range(self.iterations):: This loop performs gradient descent for a
specified number of iterations. self.iterations is a parameter of the model (not shown
in this snippet) that controls how many times the weights and bias are updated.
6. self.update_weights(): This line calls the update_weights method (not shown in
this snippet), which is the core of the gradient descent algorithm. This method calculates
the gradients of the cost function with respect to the weights and bias and then updates
self.W and self.b to minimize the cost.
7. return self: This returns the fitted model object itself. This allows for chaining of
methods, like model.fit(X, Y).predict(X_new).
Key Concepts and What's Missing:
· Gradient Descent: The core idea is to iteratively adjust the weights and bias to minimize
the difference between the model's predictions and the actual target values. This is done
by calculating the gradient of the cost function (which measures the error) and moving in
the opposite direction of the gradient.
· update_weights() Method: The provided code snippet is missing the crucial
update_weights() method. This method would typically:
· Calculate the predictions of the model: y_predicted = np.dot(self.X, self.W) +
self.b
· Calculate the error (difference between predictions and actual values).
· Calculate the gradients of the cost function with respect to self.W and self.b.
· Update self.W and self.b using a learning rate (another parameter of the model) to
control the step size of the updates. For example:
· Python
· self.W -= learning_rate * dW
· self.b -= learning_rate * db
·
· Cost Function: A cost function (e.g., mean squared error) is used to quantify the error of
the model's predictions. Gradient descent aims to minimize this cost function.
· Learning Rate: The learning rate is a hyperparameter that controls the step size during
gradient descent. A small learning rate may lead to slow convergence, while a large
learning rate may cause the algorithm to overshoot the 1 minimum.
1. Y_pred = self.predict(self.X): This line calculates the predicted values (Y_pred)
using the current weights and bias. It calls the predict method (not shown in this
snippet), which likely performs the linear combination: Y_pred = np.dot(self.X,
self.W) + self.b.
2. dW = np.zeros(self.n): This initializes a NumPy array dW of zeros to store the
gradient of the cost function with respect to each weight.
3. for j in range(self.n):: This loop iterates through each feature (weight).
4. L1 Regularization (Lasso): The core of this update_weights function is the
implementation of L1 regularization. The if self.W[j] > 0: and else: blocks handle
the L1 penalty.
· self.l1_penalty: This is a parameter (not shown in the snippet) that controls the
strength of the L1 regularization. It's a hyperparameter you would tune.
· The L1 penalty adds self.l1_penalty to the gradient if the weight self.W[j] is
positive and subtracts self.l1_penalty if the weight is negative. This encourages the
model to drive some weights to exactly zero, effectively performing feature selection.
1. dW[j] = (-2 * (self.X[:, j]).dot(self.Y - Y_pred) +/- self.l1_penalty) /
self.m: This calculates the gradient of the cost function with respect to the j-th weight,
including the L1 penalty.
· -2 * (self.X[:, j]).dot(self.Y - Y_pred): This part is the standard gradient
calculation for linear regression (without regularization). It calculates how much the error
changes as the j-th weight changes. (self.X[:, j]) selects all rows and the j-th column
from X. dot() performs the dot product with the error vector (self.Y - Y_pred).
· +/- self.l1_penalty: The L1 penalty is added or subtracted based on the sign of
self.W[j].
· / self.m: The gradient is averaged over all training examples.
1. db = -2 * np.sum(self.Y - Y_pred) / self.m: This calculates the gradient of the
cost function with respect to the bias (self.b). It's the sum of the errors, scaled by -2 and
divided by the number of training examples.
2. self.W = self.W - self.learning_rate * dW: This updates the weights. It subtracts
the product of the learning rate and the gradient from the current weights. This moves the
weights in the direction that minimizes the cost function.
3. self.b = self.b - self.learning_rate * db: This updates the bias in the same
way as the weights.
4. return self: Returns the fitted model object, allowing method chaining.
Key Improvements and Considerations:
· L1 Regularization: This code correctly implements L1 regularization, which is crucial
for feature selection and preventing overfitting.
· Vectorization (Partial): While the code calculates db using NumPy's sum, the dW
calculation still uses a loop. For better performance, especially with large datasets, it's
highly recommended to fully vectorize the dW calculation as well. You can do this by
using NumPy's broadcasting and avoiding explicit loops.
· Learning Rate: The self.learning_rate (not shown in the snippet) is a crucial
hyperparameter. It controls the step size of the gradient descent. You'll need to tune this
value to get good performance.
· Cost Function: This code implicitly uses the mean squared error (MSE) as the cost
function (because of the -2 factor in the gradient calculations). You could make this more
explicit by defining a separate cost function method.
Example of Full Vectorization for dW:
Python
dW = (-2 * self.X.T.dot(self.Y - Y_pred) + self.l1_penalty * np.sign(self.W))
/ self.m
This vectorized version is significantly faster, especially for larger datasets. Note the use of
np.sign(self.W) to efficiently determine the sign of each weight for the L1 penalty. self.X.T
is the transpose of self.X. This is the most efficient way to compute the gradient of the weights.
