Let us begin the tutorial with a classical problem called Linear Regression \[[1](#References)\]. In this chapter, we will train a model from a realistic dataset to predict house prices. Some important concepts in Machine Learning will be covered through this example.
Let us begin the tutorial with a classical problem called Linear Regression \[[1](#References)\]. In this chapter, we will train a model from a realistic dataset to predict home prices. Some important concepts in Machine Learning will be covered through this example.
The source code for this tutorial is at [book/fit_a_line](https://github.com/PaddlePaddle/book/tree/develop/fit_a_line). If this is your first time using PaddlePaddle, please refer to the [Install Guide](http://www.paddlepaddle.org/doc_cn/build_and_install/index.html).
The source code for this tutorial lives on [book/fit_a_line](https://github.com/PaddlePaddle/book/tree/develop/fit_a_line). For instructions on getting started with PaddlePaddle, see [PaddlePaddle installation guide](http://www.paddlepaddle.org/doc_cn/build_and_install/index.html).
## Problem
Suppose we have a dataset of $n$ houses. Each house $i$ has $d$ properties and the price $y_i$. A property $x_{i,d}$ describes one aspect of the house, for example, the number of rooms in the house, the number of schools or hospitals in the neighborhood, the nearby traffic condition, etc. Our task is to predict $y_i$ given a set of properties $\{x_{i,1}, ..., x_{i,d}\}$. We assume that the price is a linear combination of all the properties, i.e.,
## Problem Setup
Suppose we have a dataset of $n$ real estate properties. These real estate properties will be referred to as *homes* in this chapter for clarity.
Each home is associated with $d$ attributes. The attributes describe characteristics such the number of rooms in the home, the number of schools or hospitals in the neighborhood, and the traffic condition nearby.
In our problem setup, the attribute $x_{i,j}$ denotes the $j$th characteristic of the $i$th home. In addition, $y_i$ denotes the price of the $i$th home. Our task is to predict $y_i$ given a set of attributes $\{x_{i,1}, ..., x_{i,d}\}$. We assume that the price of a home is a linear combination of all of its attributes, namely,
where $\omega_{d}$ and $b$ are the model parameters we want to estimate. Once they are learned, given a set of properties of a house, we will be able to predict a price for that house. The model we have here is called Linear Regression, namely, we want to regress a value as a linear combination of several values. In practice this linear model for our problem is hardly true, because the real relationship between the house properties and the price is much more complicated. However, due to its simple formulation which makes the model training and analysis easy, Linear Regression has been applied to lots of real problems. It is always an important topic in many classical Statistical Learning and Machine Learning textbooks \[[2,3,4](#References)\].
where $\vec{\omega}$ and $b$ are the model parameters we want to estimate. Once they are learned, we will be able to predict the price of a home, given the attributes associated with it. We call this model **Linear Regression**. In other words, we want to regress a value against several values linearly. In practice, a linear model is often too simplistic to capture the real relationships between the variables. Yet, because Linear Regression is easy to train and analyze, it has been applied to a large number of real problems. As a result, it is an important topic in many classic Statistical Learning and Machine Learning textbooks \[[2,3,4](#References)\].
## Results Demonstration
We first show the training result of our model. We use the [UCI Housing Data Set](https://archive.ics.uci.edu/ml/datasets/Housing) to train a linear model and predict the house prices in Boston. The figure below shows the predictions the model makes for some house prices. The $X$ coordinate of each point represents the median value of the prices of a certain type of houses, while the $Y$ coordinate represents the predicted value by our linear model. When $X=Y$, the point lies exactly on the dotted line. In other words, the more precise the model predicts, the closer the point is to the dotted line.
We first show the result of our model. The dataset [UCI Housing Data Set](https://archive.ics.uci.edu/ml/datasets/Housing) is used to train a linear model to predict the home prices in Boston. The figure below shows the predictions the model makes for some home prices. The $X$-axis represents the median value of the prices of simlilar homes within a bin, while the $Y$-axis represents the home value our linear model predicts. The dotted line represents points where $X=Y$. When reading the diagram, the more precise the model predicts, the closer the point is to the dotted line.
In the UCI Housing Data Set, there are 13 house properties $x_{i,d}$ that are related to the median house price $y_i$. Thus our model is:
In the UCI Housing Data Set, there are 13 home attributes $\{x_{i,j}\}$ that are related to the median home price $y_i$, which we aim to predict. Thus, our model can be written as:
where $\hat{Y}$ is the predicted value used to differentiate from the actual value $Y$. The model parameters to be learned are: $\omega_1, \ldots, \omega_{13}, b$, where $\omega$ are called the weights and $b$ is called the bias.
where $\hat{Y}$ is the predicted value used to differentiate from actual value $Y$. The model learns parameters $\omega_1, \ldots, \omega_{13}, b$, where the entries of $\vec{\omega}$ are **weights** and $b$ is **bias**.
Now we need an optimization goal, so that with the learned parameters, $\hat{Y}$ is close to $Y$ as much as possible. Here we introduce the concept of [Loss Function (Cost Function)](https://en.wikipedia.org/wiki/Loss_function). The Loss Function has such property: given any pair of the actual value $y_i$ and the predicted value $\hat{y_i}$, its output is always non-negative. This non-negative value reflects the model error.
Now we need an objective to optimize, so that the learned parameters can make $\hat{Y}$ as close to $Y$ as possible. Let's refer to the concept of [Loss Function (Cost Function)](https://en.wikipedia.org/wiki/Loss_function). A loss function must output a non-negative value, given any pair of the actual value $y_i$ and the predicted value $\hat{y_i}$. This value reflects the magnitutude of the model error.
For Linear Regression, the most common Loss Function is [Mean Square Error (MSE)](https://en.wikipedia.org/wiki/Mean_squared_error) which has the following form:
For Linear Regression, the most common loss function is [Mean Square Error (MSE)](https://en.wikipedia.org/wiki/Mean_squared_error) which has the following form:
For a dataset of size $n$, MSE is the average value of the $n$ predicted errors.
That is, for a dataset of size $n$, MSE is the average value of the the prediction sqaure errors.
### Training
After defining our model, we have several major steps for the training:
1. Initialize the parameters including the weights $\omega$ and the bias $b$. For example, we can set their mean values as 0s, and their standard deviations as 1s.
2. Feedforward to compute the network output and the Loss Function.
3.Backward to [backpropagate](https://en.wikipedia.org/wiki/Backpropagation) the errors. The errors will be propagated from the output layer back to the input layer, during which the model parameters will be updated with the corresponding errors.
After setting up our model, there are several major steps to go through to train it:
1. Initialize the parameters including the weights $\vec{\omega}$ and the bias $b$. For example, we can set their mean values as $0$s, and their standard deviations as $1$s.
2. Feedforward. Evaluate the network output and compute the corresponding loss.
3.[Backpropagate](https://en.wikipedia.org/wiki/Backpropagation) the errors. The errors will be propagated from the output layer back to the input layer, during which the model parameters will be updated with the corresponding errors.
4. Repeat steps 2~3, until the loss is below a predefined threshold or the maximum number of repeats is reached.
## Dataset
...
...
@@ -61,9 +65,9 @@ We encapsulated the [UCI Housing Data Set](https://archive.ics.uci.edu/ml/datase
### An Introduction of the Dataset
The UCI housing dataset has 506 instances. Each instance is about a house in Boston suburban area. Properties include:
The UCI housing dataset has 506 instances. Each instance describes the attributes of a house in surburban Boston. The attributes are explained below:
| Property Name | Explanation | Data Type |
| Attribute Name | Characteristic | Data Type |
| ------| ------ | ------ |
| CRIM | per capita crime rate by town | Continuous|
| ZN | proportion of residential land zoned for lots over 25,000 sq.ft. | Continuous |
...
...
@@ -80,30 +84,32 @@ The UCI housing dataset has 506 instances. Each instance is about a house in Bo
| LSTAT | % lower status of the population | Continuous |
| MEDV | Median value of owner-occupied homes in $1000's | Continuous |
The last entry is the median house price.
The last entry is the median home price.
### Preprocessing
#### Continuous and Discrete Data
We define a feature vector of length 13 for each house, where each entry of the feature vector corresponds to a property of that house. Our first observation is that among the 13 dimensions, there are 12 continuous dimensions and 1 discrete dimension. Note that although a discrete value is also written as digits such as 0, 1, or 2, it has a quite different meaning from a continuous value. The reason is that the difference between two discrete values has no practical meaning. For example, if we use 0, 1, and 2 to represent `red`, `green`, and `blue` respectively, although the numerical difference between `red` and `green` is smaller than that between `red` and `blue`, we cannot say that the extent to which `blue` is different from `red` is greater than the extent to which `green` is different from `red`. Therefore, when handling a discrete feature that has $d$ possible values, we will usually convert it to $d$ new features where each feature can only take 0 or 1, indicating whether the original $d$th value is present or not. Or we can map the discrete feature to a continuous multi-dimensional vector through an embedding table. For our problem here, because CHAS itself is a binary discrete value, we do not need to do any preprocessing.
We define a feature vector of length 13 for each home, where each entry corresponds to an attribute. Our first observation is that, among the 13 dimensions, there are 12 continuous dimensions and 1 discrete dimension.
Note that although a discrete value is also written as numeric values such as 0, 1, or 2, its meaning differs from a continuous value drastically. The linear difference between two discrete values has no meaning. For example, suppose $0$, $1$, and $2$ are used to represent colors *Red*, *Green*, and *Blue* respectively. Judging from the numeric representation of these colors, *Red* differs more from *Blue* than it does from *Green*. Yet in actuality, it is not true that extent to which the color *Blue* is different from *Red* is greater than the extent to which *Green* is different from *Red*. Therefore, when handling a discrete feature that has $d$ possible values, we usually convert it to $d$ new features where each feature takes a binary value, $0$ or $1$, indicating whether the original value is absent or present. Alternatively, the discrete features can be mapped onto a continuous multi-dimensional vector through an embedding table. For our problem here, because CHAS itself is a binary discrete value, we do not need to do any preprocessing.
#### Feature Normalization
Another observation we have is that there is a huge difference among the value ranges of the 13 features (Figure 2). For example, feature B has a value range of [0.32, 396.90] while feature NOX has a range of [0.3850, 0.8170]. For an effective optimization, here we need data normalization. The goal of data normalization is to scale each feature into roughly the same value range, for example [-0.5, 0.5]. In this example, we adopt a standard way of normalization: substracting the mean value from the feature and divide the result by the original value range.
We also observe a huge difference among the value ranges of the 13 features (Figure 2). For instance, the values of feature *B* fall in $[0.32, 396.90]$, whereas those of feature *NOX* has a range of $[0.3850, 0.8170]$. An effective optimization would require data normalization. The goal of data normalization is to scale te values of each feature into roughly the same range, perhaps $[-0.5, 0.5]$. Here, we adopt a popular normalization technique where we substract the mean value from the feature value and divide the result by the width of the original range.
There are at least three reasons for [Feature Normalization](https://en.wikipedia.org/wiki/Feature_scaling)(Feature Scaling):
- A value range that is too large or too small might cause floating number overflow or underflow during computation.
- Different value ranges might result in different importances of different features to the model (at least in the beginning of the training process), which however is an unreasonable assumption. Such assumption makes the optimization more difficult and increases the training time a lot.
- Many Machine Learning techniques or models (e.g., L1/L2 regularization and Vector Space Model) are based on the assumption that all the features have roughly zero means and their value ranges are similar.
- Different value ranges might result in varying *importances* of different features to the model (at least in the beginning of the training process). This assumption about the data is often unreasonable, making the optimization difficult, which in turn results in increased training time.
- Many machine learning techniques or models (e.g., *L1/L2 regularization* and *Vector Space Model*) assumes that all the features have roughly zero means and their value ranges are similar.
<palign="center">
<imgsrc = "image/ranges_en.png"width=550><br/>
Figure 2. The value ranges of the features
<imgsrc = "image/ranges_en.png"width=550><br/>
Figure 2. The value ranges of the features
</p>
#### Prepare Training and Test Sets
We split the dataset into two subsets, one for estimating the model parameters, namely, model training, and the other for model testing. The model error on the former is called the **training error**, and the error on the latter is called the **test error**. Our goal of training a model is to find the statistical dependency between the outputs and the inputs, so that we can predict new outputs given new inputs. As a result, the test error reflects the performance of the model better than the training error does. We consider two things when deciding the ratio of the training set to the test set: 1) More training data will decrease the variance of the parameter estimation, yielding more reliable models; 2) More test data will decrease the variance of the test error, yielding more reliable test errors. One standard split ratio is $8:2$.
We split the dataset in two, one for adjusting the model parameters, namely, for model training, and the other for model testing. The model error on the former is called the **training error**, and the error on the latter is called the **test error**. Our goal in training a model is to find the statistical dependency between the outputs and the inputs, so that we can predict new outputs given new inputs. As a result, the test error reflects the performance of the model better than the training error does. We consider two things when deciding the ratio of the training set to the test set: 1) More training data will decrease the variance of the parameter estimation, yielding more reliable models; 2) More test data will decrease the variance of the test error, yielding more reliable test errors. One standard split ratio is $8:2$.
When training complex models, we usually have one more split: the validation set. Complex models usually have [Hyperparameters](https://en.wikipedia.org/wiki/Hyperparameter_optimization) that need to be set before the training process begins. These hyperparameters are not part of the model parameters and cannot be trained using the same Loss Function (e.g., the number of layers in the network). Thus we will try several sets of hyperparameters to get several models, and compare these trained models on the validation set to pick the best one, and finally it on the test set. Because our model is relatively simple in this problem, we ignore this validation process for now.
When training complex models, we usually have one more split: the validation set. Complex models usually have [Hyperparameters](https://en.wikipedia.org/wiki/Hyperparameter_optimization) that need to be set before the training process, such as the number of layers in the network. Because hyperparameters are not part of the model parameters, they cannot be trained using the same loss function. Thus we will try several sets of hyperparameters to train several models and cross-validate them on the validation set to pick the best one; finally, the selected trained model is tested on the test set. Because our model is relatively simple, we will omit this validation process.
for loadinng training data. A reader might return multiple columns,
and we need a Python dictionary to specify the correspondence from
column number to data layers.
for loadinng training data. A reader may return multiple columns, and we need a Python dictionary to specify the mapping from column index to data layers.
```python
feeding={'x':0,'y':1}
```
Also, we provide an event handler function which prints the training progress:
Moreover, an event handler is provided to print the training progress:
```python
# event_handler to print training and testing info
...
...
@@ -188,7 +192,7 @@ trainer.train(
```
## Summary
In this chapter, we have introduced the Linear Regression model using the UCI Housing Data Set as an example. We have shown how to train and test this model with PaddlePaddle. Many more complex models and techniques are derived from this simple linear model, thus it is important for us to understand how it works.
This chapter introduces *Linear Regression* and how to train and test this model with PaddlePaddle, using the UCI Housing Data Set. Because a large number of more complex models and techniques are derived from linear regression, it is important to understand its underlying theory and limitation.
