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Lin Reg

The document describes a MATLAB function that performs basic linear regression on generated noisy linear data. It explains the theory behind linear regression, including the normal equation used to find the best-fitting line, and provides a step-by-step implementation to plot the original data points alongside the fitted regression line. The function aims to minimize the sum of squared errors between predicted and actual y-values.

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copeyic220
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10 views1 page

Lin Reg

The document describes a MATLAB function that performs basic linear regression on generated noisy linear data. It explains the theory behind linear regression, including the normal equation used to find the best-fitting line, and provides a step-by-step implementation to plot the original data points alongside the fitted regression line. The function aims to minimize the sum of squared errors between predicted and actual y-values.

Uploaded by

copeyic220
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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function basic_linear_regression() % basic_linear_regression() performs a basic linear regression on sample data.

% %
What it does: This function generates some noisy linear data, then uses the % normal equation to find the best-fitting
line (slope and intercept) that % minimizes the sum of squared errors between the predicted and actual y-values. %
Finally, it plots the original data points and the fitted regression line. % % Theory: Linear regression aims to model the
relationship between a dependent % variable (y) and one or more independent variables (x) by fitting a linear %
equation to the observed data. In the case of simple linear regression with % one independent variable, the model is: %
% y = mx + c + epsilon % % where: % y is the dependent variable. % x is the independent variable. % m is the slope of
the line. % c is the y-intercept. % epsilon is the error term (representing noise). % % The goal is to find the values of 'm'
and 'c' that best fit the data. One common % method to achieve this is by minimizing the sum of squared errors (SSE).
The % normal equation provides a closed-form solution for 'm' and 'c': % % [c; m] = (X' * X)^(-1) * X' * y % % where: %
y is a column vector of the observed y-values. % X is a design matrix where the first column is all ones (for the
intercept) % and the second column contains the observed x-values. % X' is the transpose of X. % ^(-1) denotes the
matrix inverse.

% Generate some sample noisy linear data


num_points = 50;
x = linspace(0, 10, num_points)'; % Independent variable (column vector)
true_slope = 2;
true_intercept = 1;
noise = 2 * randn(num_points, 1); % Add some random noise
y = true_slope * x + true_intercept + noise; % Dependent variable

% Construct the design matrix X


X = [ones(num_points, 1), x]; % Add a column of ones for the intercept

% Solve the normal equation to find the regression coefficients


coefficients = (X' * X) \ (X' * y); % Equivalent to inv(X' * X) * X' * y
intercept = coefficients(1);
slope = coefficients(2);

% Generate the predicted y-values using the fitted line


y_predicted = slope * x + intercept;

% Plot the original data and the regression line


figure;
scatter(x, y, 'b.'); % Plot the data points as blue dots
hold on;
plot(x, y_predicted, 'r-'); % Plot the regression line in red
hold off;
xlabel('x');
ylabel('y');
title('Basic Linear Regression');
legend('Original Data', 'Fitted Line');
grid on;

end

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