Fit a line by hand: how wrong is your line?
Move the slope and intercept. The red segments are the errors. Try to beat the best line, then reveal it and see how least squares finds it.
Your line, point by point (slide 5)
How least squares finds the best line (slide 6)
What to notice
- Slope = marks gained per extra hour; intercept = predicted marks at 0 hours.
- MAE averages the error sizes; MSE averages the squared errors, so big misses count much more.
LinearRegressionfinds the line with the smallest MSE. You can sometimes beat its MAE, but never its MSE.
Try this
Outliers and extrapolation: when a line misleads
Add one unusual student and watch the whole line swing. Then ask the line about 20 hours of study.
Ask the line
What to notice
- Squaring the errors makes one far-away point pull the whole line towards it.
- The shaded band is where we had data. Outside it, the line is a guess about a world we never saw.
- Lines continue forever; real limits (100 marks, 24 hours a day) do not.
Try this
Real data: predicting diabetes progression
442 real patients, the same split as the lecture (test_size=0.25, random_state=0). Pick a feature and see how well one straight line predicts on the test patients.
Every single feature, best first (homework 9.3)
What to notice
- Patients with the same bmi differ a lot: one line can only capture the average trend.
- R² = 0.16 means bmi explains about 16% of the variation. All 10 features together explain about 36%.
- Every score here is on the test patients, which the line never saw.
Try this
What R² means: squares, not magic
R² compares your line with the laziest model, a flat line at the average. Each error is drawn as a square: R² = 1 − (your squares) ÷ (the flat line's squares).
The flat line: always predict the average
Your line
What to notice
- At tilt 0 your line is the flat line: R² = 0.
- The best line (tilt 1) has the smallest total square area, so the highest R².
- A line worse than the flat line has more square area: R² becomes negative.