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March 6, 2018 19:33
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Linear regression on California housing data for median house value. Creation of a synthetic variable. Plotting predictions vs actuals and removing outliers. See also https://colab.research.google.com/notebooks/mlcc/first_steps_with_tensor_flow.ipynb and https://colab.research.google.com/notebooks/mlcc/synthetic_features_and_outliers.ipynb
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library(Metrics) | |
# Load dataset. | |
data <- read.csv('https://storage.googleapis.com/mledu-datasets/california_housing_train.csv') | |
# Scale housing_median_value for an easier learning rate. | |
data$median_house_value_scaled <- data$median_house_value / 1000 | |
# Randomize the dataset. | |
data <- data[sample(nrow(data)),] | |
# Build a model to predict the median_house_value_scaled from the total_rooms. | |
fit <- lm(median_house_value_scaled ~ total_rooms, data = data) | |
# Get the resulting predictions. | |
predictions <- predict(fit, newdata = data) | |
# Calculate the MSE and RMSE to determine how well our model predicts. | |
mean_squared_error <- mse(data$median_house_value_scaled, predictions) | |
root_mean_squared_error <- sqrt(mean_squared_error) | |
# Compare against the min and max housing median values. | |
min_house_value <- min(data$median_house_value_scaled) | |
max_house_value <- max(data$median_house_value_scaled) | |
min_max_difference <- max_house_value - min_house_value | |
c(min=min_house_value, max=max_house_value, difference=min_max_difference, rmse=root_mean_squared_error) | |
# Plot a sample of the median_house_value_scaled. | |
small <- data[sample(300),] | |
plot(median_house_value_scaled ~ total_rooms, data = small, pch=16, col='darkblue') | |
abline(fit, col='red') | |
# Try using more features to see if we can get a lower RMSE. | |
fit2 <- lm(median_house_value_scaled ~ . - median_house_value - population - households, data = data) | |
# Get the predictions and calculate the new RMSE. | |
predictions2 <- predict(fit2, newdata = data) | |
mean_squared_error2 <- mse(data$median_house_value_scaled, predictions2) | |
root_mean_squared_error2 <- sqrt(mean_squared_error2) | |
c(min=min_house_value, max=max_house_value, difference=min_max_difference, original_rmse=root_mean_squared_error, new_rmse=root_mean_squared_error2) |
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min max difference original_rmse new_rmse | |
14.99900 500.00100 485.00200 114.98101 71.85101 | |
min max difference original_rmse new_rmse rmse_roomsPerPerson rmse_roomsPerPerson2_outliers_removed | |
14.99900 500.00100 485.00200 114.98101 71.85101 113.46910 104.86142 |
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# | |
# This code continues from the above housing.R code. | |
# | |
# Try a synthetic feature of total_rooms / population. | |
data$roomsPerPerson <- data$total_rooms / data$population | |
fit3 <- lm(median_house_value_scaled ~ roomsPerPerson, data = data) | |
predictions3 <- predict(fit3, newdata = data) | |
mean_squared_error3 <- mse(data$median_house_value_scaled, predictions3) | |
root_mean_squared_error3 <- sqrt(mean_squared_error3) | |
c(min=min_house_value, max=max_house_value, difference=min_max_difference, original_rmse=root_mean_squared_error, new_rmse=root_mean_squared_error2, rmse_roomsPerPerson=root_mean_squared_error3) | |
# Visualize outliers by plotting the predictions against the actual media house values. | |
plot(data$median_house_value_scaled ~ predictions3) | |
# Most dots align to a vertical line. However, some outlier predictions emerge towards the right. | |
# Look at how far the x-axis (predictions) scale outward all the way past 1200, while the actuals max at 500. | |
# Let's look at a histogram of our synthetic data. | |
hist(data$roomsPerPerson) | |
# There indeed appears to be a few outliers in the tiny right bar. | |
# The majority of values are < 5. | |
# Let's clip the data at a minimum value of 5 and try to predict again. | |
data2 <- data[data$roomsPerPerson < 5,] | |
print(paste('Outliers', nrow(data) - nrow(data2), sep = ': ')) | |
# Train again, this time, with the outliers removed. Our RMSE is even lower now! | |
fit4 <- lm(median_house_value_scaled ~ roomsPerPerson, data = data2) | |
predictions4 <- predict(fit4, newdata = data2) | |
mean_squared_error4 <- mse(data2$median_house_value_scaled, predictions4) | |
root_mean_squared_error4 <- sqrt(mean_squared_error4) | |
c(min=min_house_value, max=max_house_value, difference=min_max_difference, original_rmse=root_mean_squared_error, new_rmse=root_mean_squared_error2, rmse_roomsPerPerson=root_mean_squared_error3, rmse_roomsPerPerson2=root_mean_squared_error4) | |
# Now plot the data and notice the uniform distribution. | |
# Notice how the predictions on the x-axis now max out at about 500; the same as the actual median house values. | |
plot(data2$median_house_value_scaled ~ predictions4) | |
hist(data2$roomsPerPerson) |
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