Description
Experiments
Run the following experiments in a Jupyter notebook, performing each action in a code cell and
answering each question in a Markdown cell.
1. Load and examine the Boston dataset’s features, target values, and description.
2. Save CRIM as the new target value t, and drop the column CRIM from X. Add the target
value MEDV to X.
3. Use sklearn.model_selection.train_test_split() to split the features and target
values into separate training and test sets. Use 80% of the original data as a training set,
and 20% for testing.
4. Create and fit() an sklearn.linear_model.LinearRegression to the training set.
5. Use the predict() method of the model to find the response for each value in the test
set, and sklearn.metrics.mean_squared_error(), to find the training and test MSE.
6. By itself, the MSE doesn’t tell us much. Use the score() method of the model to find the
R
2 values for the training and test data.
R
2
, the coefficient of determination, measures the proportion of variability in the target t
that can be explained using the features in X. A value near 1 indicates that most of the
variability in the response has been explained by the regression, while a value near 0
indicates that the regression does not explain much of the variability. See Section 3.1.3
of An Introduction to Statistical Learning for details.
Given the R
2 scores, how well did our model do?
7. Let’s see if we can fit the data better with a more flexible model. Scikit-learn can
construct polynomial features for us using sklearn.preprocessing.PolynomialFeatures
(though note that this includes interaction features as well; you saw in Project 2 that
purely polynomial features can easily be constructed using numpy.hstack()).
Add degree-2 polynomial features, then fit a new linear model. Compare the training and
test MSE and R
2 scores to the previous model. Do we seem to be overfitting?
8. Regularization would allow us to construct a model of intermediate complexity by
penalizing large values for the coefficients. Scikit-learn provides this as
sklearn.linear_model.Ridge. The parameter alpha corresponds to 𝜆 as shown in
the textbook. For now, leave it set to the default value of 1.0, and fit the model to the
degree-2 polynomial features. Don’t forget to normalize your features.
Once again, compare the training and test MSE and R
2 scores to the previous model. Is
this model an improvement?
9. We used the default penalty value of 1.0 in the previous experiment, but there’s no
reason to believe that this is optimal. Use sklearn.linear_model.RidgeCV to find an
optimal value for alpha. What value of alpha do you find, and how does its performance
compare to experiment (8)?
Submission
Submit your Jupyter .ipynb notebook file through Canvas before class on the due date. Your
notebook should include the usual identifying information found in a README.TXT file.
If the assignment is completed by a team, only one submission is required. Be certain to identify
the names of all students on your team at the top of the notebook.
