Love for Linear Models

A lightning talk extolling the virtues of simple linear models, presented at Data Science DC meetup.

Transcript

1. LINEAR MODELS ARE GREAT ALEX GOLD SOLUTIONS ENGINEER RSTUDIO @alexkgold Slides at: https://github.com/akgold/dsdc_linear_models
2. IT ME.
3. WHAT DOES IT MEAN TO BE LINEAR? + some prediction error +βhp = β0 + βcyl Just a number
4. WHAT DOES IT MEAN TO BE LINEAR? Y = βX + ϵ
5. ALEX <3 LINEAR MODELS
7. Y = βX + ϵ
8. Y = ∑ k βk fk (xi ) + ϵ
12. gender = β0 + β1 weight + β2 height
13. gender = β0 + β1 weight + β2 height VS
14. gender = β0 + β1 weight + β2 height VS
16. It’s all about the Data-Generating Process
17. mpg = β0 + β1 cyl + disp mpg = β0 + β1 cyl + β2 cyl2 + β3 log(disp) OR ?
19. 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