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Implementation of Linear-Ridge regression and regularized logistic regression

Linear Ridge Regression

In this experiment we studied Linear Regression, which is linear model for modelling continuous scalar output. Linear regression can be solved using two approaches namely Gradient descent and Closed form solution. We used Closed form solution to predict weights based on Training data and analyse its performance on Testing data. Apart from these various experiments based on Average Testing MSE, λ, Fraction values are done to understand impact of these parameters on getting a better fitted model.

Required Tools

• Numpy

• Matplotlib

• Python3

To execute code in Linear ridge regression/code directory run following code :

python3 answer.py
Or
python3 answer.py > result.txt

In case of first command results will be displayed on terminal. In case of second command results will be stored in result.txt file. Plots generated are stored in figures folder.

Regularized logistic regression

In this experiment, we implement regularised logistic regression using Gradient Descent as well as Newton Raphson method. We then implement feature transformation to convert data into higher dimension space for different degree and implement logistic regression on it. We analyse performance of Logistic Regression by varying Regularisation parameter.

Required Tools

• Numpy

• Matplotlib

• Python3

• Scipy

To execute code in Regularized logistic regression/code directory run following code :

python3 answer.py
Or
python3 answer.py > result.txt

In case of first command results will be displayed on terminal. In case of second command results will be stored in result.txt file. Plots generated are stored in figures folder.