LinearRegressionCompare

Implement and compare 5 different linear regression methods.

• Least-squares (LS)
• Regularized LS (RLS)
• L1-regularized LS (LASSO)
• Robust regression (RR)
• Bayesian regression (BR)

There are several methods in the main() for different usage.

testDifferentRegressionModels()

1. plotErrorOfTrianSize(x_samples_all, y_samples_all, x_poly, y_poly, order )
2. plotBestFitOfAllData(x_samples_all, y_samples_all, x_poly, y_poly, order, plotFlag= True)
3. plotFitOfOutlierData(x_samples_all, y_samples_all, x_poly, y_poly, order, plotFlag= True)
4. findBestAlphaAndBeta(x_samples_all, y_samples_all, x_poly, y_poly, order, plotFlag= True)
5. plotFitOfHighOrderData()
6. testFitOfHighOrderData()

predictPeopleCount()

An application of regression

One more thing

This is an assignment of my ML course, and those training and testing data come from this class, so you may not allow to use it for business purpose.