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Love for Linear Models
Alex Gold
September 17, 2019
Research
2
22
Love for Linear Models
A lightning talk extolling the virtues of simple linear models, presented at Data Science DC meetup.
Alex Gold
September 17, 2019
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Transcript
LINEAR MODELS ARE GREAT ALEX GOLD SOLUTIONS ENGINEER RSTUDIO @alexkgold
Slides at: https://github.com/akgold/dsdc_linear_models
IT ME.
WHAT DOES IT MEAN TO BE LINEAR? + some prediction
error +βhp = β0 + βcyl Just a number
WHAT DOES IT MEAN TO BE LINEAR? Y = βX
+ ϵ
ALEX <3 LINEAR MODELS
None
Y = βX + ϵ
Y = ∑ k βk fk (xi ) + ϵ
None
None
None
gender = β0 + β1 weight + β2 height
gender = β0 + β1 weight + β2 height VS
gender = β0 + β1 weight + β2 height VS
None
It’s all about the Data-Generating Process
mpg = β0 + β1 cyl + disp mpg =
β0 + β1 cyl + β2 cyl2 + β3 log(disp) OR ?
None
1. INTERPRETATION MATTERS. 2. LINEARITY ISN’T RESTRICTIVE. 3. MO’ SQUIGGLY
= MO’ OVERFITTING. 4. SMALL DATA’S OK. 5. IT’S ALL ABOUT THE DGP. @alexkgold https://github.com/akgold/dsdc_linear_models