The logic of Vector Linear Regression

t_ghanbarpour
t_ghanbarpour New Altair Community Member
edited November 2024 in Community Q&A

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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Best Answers

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Answer ✓

    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

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Answer ✓

    Hi,

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

     

    Best,

    Martin

Answers

  • Maerkli
    Maerkli New Altair Community Member

    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

     

     

  • sgenzer
    sgenzer
    Altair Employee

    "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

     

  • Thomas_Ott
    Thomas_Ott New Altair Community Member

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

  • t_ghanbarpour
    t_ghanbarpour New Altair Community Member

    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?

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Answer ✓

    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

  • t_ghanbarpour
    t_ghanbarpour New Altair Community Member

    Thank you,

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

  • t_ghanbarpour
    t_ghanbarpour New Altair Community Member

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

  • MartinLiebig
    MartinLiebig
    Altair Employee
    Answer ✓

    Hi,

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

     

    Best,

    Martin

  • t_ghanbarpour
    t_ghanbarpour New Altair Community Member

    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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