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The logic of Vector Linear Regression

t_ghanbarpourt_ghanbarpour Member Posts: 5 Contributor I
edited December 2018 in Help

Hi,

I  have searched about vector linear regression on the web about the mathematical logic of the algorithm but didn't find anything.

It would help a lot if anybody helps me out with the mathematical aspect of vector linear regression and its difference with linear regression.

Thanks.

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    MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,525 RM Data Scientist
    Solution Accepted

    Hi,

     

    as far as i know: Vector linear regression is a simple linear regression but with many labels. these are specified by having label_1 etc as role.

     

    Best.

    Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
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    MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,525 RM Data Scientist
    Solution Accepted

    Hi,

    did you deactivate everything fance e.g. removal of collinear features in the LinReg?

     

    Best,

    Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany

Answers

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    MaerkliMaerkli Member Posts: 84 Guru

    Hallo,

    Please, have a look at these two videos produced by Ingo, one of the most senior persons from Rapidminer:

     

    https://www.youtube.com/watch?v=maCLzxLyX6U

     

    https://www.youtube.com/watch?v=YsiWisFFruY

     

    With a quick search along "Vector Linear Regression" & "Linear Regression", it is easy to find more formal (mathematical) explanation (algebra, vector theory).

    Bonne chance,

    Maerkli

     

     

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    sgenzersgenzer Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,959 Community Manager

    "Ingo, one of the most senior persons from Rapidminer" :)

     

    FYI @IngoRM is one of two founders of RapidMiner (the other is @RalfKlinkenberg) and they literally wrote the first versions of RapidMiner back 10 years ago (it was originally called YALE). So yeah, @IngoRM is definitely one of our more senior members!

     

    Scott

     

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    Thomas_OttThomas_Ott RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 1,761 Unicorn

    @sgenzer the operative word is "senior!" hehehe!

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    t_ghanbarpourt_ghanbarpour Member Posts: 5 Contributor I

    Thank you for the response.

    But as you know support vector machines (and SVR) are something different than vector linear regression.

    So, any difference between vector linear regression and support vector regression?

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    t_ghanbarpourt_ghanbarpour Member Posts: 5 Contributor I

    Thank you,

    I implemented both linear regression and vector linear regression on a single labeled dataset, but the results were totally different!

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    t_ghanbarpourt_ghanbarpour Member Posts: 5 Contributor I

    So, any other idea about the differences of these two algorithms?

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    t_ghanbarpourt_ghanbarpour Member Posts: 5 Contributor I

    Thank you, it worked!

    I unchecked the 'eliminate colinear features' and changed the feature selection to 'Iterative T-Test'. Now the linear regression and vector linear regression are giving same results.

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