Lecture: Linear Regression

Lecture: Linear Regression

Administrative information


Title Linear Regression
Duration 60
Module A
Lesson Type Lecture
Focus Practical - AI Modelling
Topic Linear Regression

 

Keywords


linear regression, maximum likelihood, maximum a posteriori, basis functions,

 

Learning Goals


  • To acquire demonstrable knowledge of what linear regression is
  • To acquire demonstrable knowledge of the various approaches to linear regression: maximum likelihood estimation (MLE), maximum a-posteriori estimation (MAP), Bayesian
  • To acquire demonstrable knowledge of analytical closed form for fitting a linear regression model
  • To acquire demonstrable knowledge of non-linearizing linear models

 

Expected Preparation


Learning Events to be Completed Before

Obligatory for Students

  • A review of basic linear algebra and solving linear systems numerically.

Optional for Students

None.

References and background for students:

  • Bishop, Christopher M. (2006). Pattern recognition and machine learning, Chapter 3.

Recommended for Teachers

  • Familiarize themselves with the demonstration material.

Lesson Materials


 

The materials of this learning event are available under CC BY-NC-SA 4.0.

 

Instructions for Teachers


Cover the topics in the lesson outline and demonstrate the concepts using the interactive notebooks (fitting a model "manually", demonstrating the effects of the hyperparameters). Give a brief overview of the code.

Outline/time schedule


 
Duration (min) Description Concepts
5 Introduction to linear regression hyperplane, normal, bias
5 Defining a linear regression model additive noise, Gaussian distribution
15 Maximum likelihood estimation squared error, linear solvers
10 Nonlinear (polynomial) regression polynomial regression, transformation of samples
10 Maximum a posteriori estimation hyperparameter, prior, regularization, numerical stability
5 Bayesian linear regression posterior, uncertainty, predictive mean and variance
10 Demonstration  

 

More information

Click here for an overview of all lesson plans of the master human centred AI

Please visit the home page of the consortium HCAIM

Acknowledgements

The Human-Centered AI Masters programme was co-financed by the Connecting Europe Facility of the European Union Under Grant №CEF-TC-2020-1 Digital Skills 2020-EU-IA-0068.

The materials of this learning event are available under CC BY-NC-SA 4.0

 

The HCAIM consortium consists of three excellence centres, three SMEs and four Universities

HCAIM Consortium

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    2024-05-15 11:02:41
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    HCAIM Consortium. (z.d.).

    Acknowledgement

    https://maken.wikiwijs.nl/198386/Acknowledgement

    HCAIM Consortium. (z.d.).

    Lecture: Duty Ethics

    https://maken.wikiwijs.nl/198966/Lecture__Duty_Ethics