Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Intel Community
- Software
- Software Development SDKs and Libraries
- Intel® oneAPI Data Analytics Library
- QR Decomposition - Linear Regression linear dependency

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

Andre_P_1

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-31-2016
12:02 PM

74 Views

QR Decomposition - Linear Regression linear dependency

I'm working with linear regression based on QR decomposition algorithm and for some datasets, the Mean Squared Error (MSE) obtained is very high. I realized that, in this situations, the matrix rank isn't full because there are rows/columns linearly dependent.

When I execute the same datasets in algorithm based on Normal Equation **Regularized by ridge method,** the MSE generated is the expected.

How proceed in this situations? It's possible find a linear dependency relation among attributes using DAAL?

Link Copied

1 Reply

Andrey_N_Intel

Employee

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-31-2016
11:58 PM

74 Views

Hi Andre,

You can analyze the dependence between attributes of the dataset using Intel DAAL correlation algorithm. The value ~ +/-1 in (i,j) position of the correlation matrix would indicate linear dependence between i and j attributes. Let me know, if you need any help on use of the algorithm.

To better understand your use scenario of the linear regression, can you please provide the additional details:

- what is the typical size of the input dataset used to train linear regression model?

- are you interested in sparse or dense version of the linear regression (with or without regularization)?

- do you train the model for one or several dependent variables/responses?

- do you use publically available datasets for testing of the linear regression? If so, can you share the links with us?

Thanks,

Andrey

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

For more complete information about compiler optimizations, see our Optimization Notice.