A linear regression algorithm with optional L1 (LASSO), L2 (ridge) or L1L2 (elastic net) regularization.
- Data: input dataset
- Preprocessor: preprocessing method(s)
- Learner: linear regression learning algorithm
- Model: trained model
- Coefficients: linear regression coefficients
The Linear Regression widget constructs a learner/predictor that learns a linear function from its input data. The model can identify the relationship between a predictor xi and the response variable y. Additionally, Lasso and Ridge regularization parameters can be specified. Lasso regression minimizes a penalized version of the least squares loss function with L1-norm penalty and Ridge regularization with L2-norm penalty.
Linear regression works only on regression tasks.
- The learner/predictor name
- Choose a model to train:
- no regularization
- a Ridge regularization (L2-norm penalty)
- a Lasso bound (L1-norm penalty)
- an Elastic net regularization
- Produce a report.
- Press Apply to commit changes. If Apply Automatically is ticked, changes are committed automatically.
Below, is a simple workflow with housing dataset. We trained Linear Regression and Random Forest and evaluated their performance in Test & Score.