Created
January 14, 2014 15:40
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linear regression and automatic formula building and best result pick up
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library(ggplot2) | |
# read dataset from local file | |
abalone <- read.csv("/Users/kostya/Downloads/abalone.data.csv", header=F) | |
# set names for dataframe columns | |
colnames(abalone) <- c('Sex', 'Length', 'Diameter', 'Height', 'WholeWeight', 'ShuckedWeight', | |
'VisceraWeight', 'ShellWeight', 'Rings') | |
# plot histogram | |
hist(abalone$Rings, freq=F) | |
# depicture all charts on one plot | |
qplot(Diameter, Rings, data=abalone, geom=c("point", "smooth"), method="lm", color=Sex, se=F) | |
# plot each sex on different plot | |
ggplot(abalone, aes(VisceraWeight, Rings)) + | |
geom_jitter(alpha=0.25) + | |
geom_smooth(method=lm, se=FALSE) + | |
facet_grid(. ~ Sex) | |
summary(lm(Rings~Length+I(Diameter^2)+log(WholeWeight)+log(ShellWeight)+log(ShuckedWeight) | |
+Height+VisceraWeight, data=subset(abalone, Sex %in% 'I')) ) | |
summary(lm(Rings~Length+I(Diameter^2)+log(WholeWeight)+log(ShellWeight)+ShuckedWeight | |
+Height+VisceraWeight, data=subset(abalone, Sex %in% 'M')) ) | |
summary(lm(Rings~Length+I(Diameter^2)+WholeWeight+ShellWeight+ShuckedWeight | |
+Height+VisceraWeight, data=subset(abalone, Sex %in% 'F')) ) | |
################################## | |
# for Infrant: | |
# Rings= 8.5398 - 7.6755*Length + 8.7707*Diameter^2 + 1.4837*log(WholeWeight) + 2.0745*log((ShellWeight) + | |
# -2.3415*log(ShuckedWeight) + 27.8275*Height + 5.9972*VisceraWeight | |
########################################################################################################## | |
# Let's build the best regression to describe data | |
########################################################################################################## | |
# get the names of the columns | |
props <- names(abalone[,-length(names(abalone))]) | |
props <- props[! props %in% 'Rings'] | |
props <- mapply(c, | |
#props, | |
c('Sex'), | |
lapply(props[! props %in% 'Sex'], function(x) paste('I(', x, '^2)') ), | |
lapply(props[! props %in% 'Sex'], function(x) paste('log(', x, ')') ), | |
SIMPLIFY = TRUE) | |
n <- length(props) | |
# construct all possible combinations | |
id <- unlist( | |
lapply(1:n, | |
function(i) combn(1:n,i,simplify=F) | |
) | |
,recursive=F) | |
# and paste them to formula | |
Formulas <- sapply(id, function(i) | |
paste("Rings~",paste(props[i],collapse="+")) | |
) | |
ptm <- proc.time() | |
# evaluate all formulas | |
lm.m <- lapply(Formulas, function(f) | |
return(tryCatch( | |
summary( lm(as.formula(f), data=abalone)), | |
error=function(e) NULL | |
)) | |
) | |
proc.time() - ptm | |
# user system elapsed | |
# 26470.45 5.10 26484.1 | |
# pick up the formula based on the best prediction | |
bestLM <- lm.m[[1]] | |
bestARS <- bestLM$adj.r.squared | |
for(i in 2:length(lm.m)) { | |
if( !is.null(lm.m[[i]]) && lm.m[[i]]$adj.r.squared > bestARS ) { | |
bestLM <- lm.m[[i]] | |
bestARS <- bestLM$adj.r.squared | |
} | |
} | |
bestLM | |
> bestLM | |
Call: | |
lm(formula = as.formula(f), data = abalone) | |
Residuals: | |
Min 1Q Median 3Q Max | |
-9.4223 -1.2949 -0.3214 0.8767 14.6160 | |
Coefficients: | |
Estimate Std. Error t value Pr(>|t|) | |
(Intercept) 11.90010 1.14005 10.438 < 2e-16 *** | |
SexI -0.60927 0.10145 -6.006 2.07e-09 *** | |
SexM 0.01463 0.08144 0.180 0.8574 | |
Length -8.37453 1.92501 -4.350 1.39e-05 *** | |
Diameter 4.41220 2.24399 1.966 0.0493 * | |
Height 6.33314 1.54240 4.106 4.10e-05 *** | |
log(WholeWeight) 3.03359 0.74462 4.074 4.71e-05 *** | |
WholeWeight 7.05492 1.03490 6.817 1.06e-11 *** | |
log(ShuckedWeight) -3.09818 0.46808 -6.619 4.08e-11 *** | |
ShuckedWeight -12.05390 1.33481 -9.030 < 2e-16 *** | |
VisceraWeight -9.29066 1.27568 -7.283 3.89e-13 *** | |
log(ShellWeight) 2.15886 0.44562 4.845 1.31e-06 *** | |
ShellWeight 4.34356 1.79616 2.418 0.0156 * | |
--- | |
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 | |
Residual standard error: 2.142 on 4164 degrees of freedom | |
Multiple R-squared: 0.5598, Adjusted R-squared: 0.5585 | |
F-statistic: 441.3 on 12 and 4164 DF, p-value: < 2.2e-16 |
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