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The logic of Vector Linear Regression

User: "t_ghanbarpour"
New Altair Community Member
Updated by Jocelyn

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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    User: "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

     

     

    User: "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

     

    User: "Thomas_Ott"
    New Altair Community Member

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

    User: "t_ghanbarpour"
    New Altair Community Member
    OP

    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?

    User: "MartinLiebig"
    Altair Employee
    Accepted 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

    User: "t_ghanbarpour"
    New Altair Community Member
    OP

    Thank you,

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

    User: "t_ghanbarpour"
    New Altair Community Member
    OP

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

    User: "MartinLiebig"
    Altair Employee
    Accepted Answer

    Hi,

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

     

    Best,

    Martin

    User: "t_ghanbarpour"
    New Altair Community Member
    OP

    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.