Class LinearRegression (1.0.0)

LinearRegression(
    *,
    optimize_strategy: typing.Literal[
        "auto_strategy", "batch_gradient_descent", "normal_equation"
    ] = "auto_strategy",
    fit_intercept: bool = True,
    l1_reg: typing.Optional[float] = None,
    l2_reg: float = 0.0,
    max_iterations: int = 20,
    warm_start: bool = False,
    learning_rate: typing.Optional[float] = None,
    learning_rate_strategy: typing.Literal["line_search", "constant"] = "line_search",
    tol: float = 0.01,
    ls_init_learning_rate: typing.Optional[float] = None,
    calculate_p_values: bool = False,
    enable_global_explain: bool = False
)

Ordinary least squares Linear Regression.

LinearRegression fits a linear model with coefficients w = (w1, ..., wp) to minimize the residual sum of squares between the observed targets in the dataset, and the targets predicted by the linear approximation.

Parameters
Name	Description
`optimize_strategy`	`str, default "auto_strategy"` The strategy to train linear regression models. Possible values are "auto_strategy", "batch_gradient_descent", "normal_equation". Default to "auto_strategy".
`fit_intercept`	`bool, default True` Default `True`. Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).
`l1_reg`	`float or None, default None` The amount of L1 regularization applied. Default to None. Can't be set in "normal_equation" mode. If unset, value 0 is used.
`l2_reg`	`float, default 0.0` The amount of L2 regularization applied. Default to 0.
`max_iterations`	`int, default 20` The maximum number of training iterations or steps. Default to 20.
`warm_start`	`bool, default False` Determines whether to train a model with new training data, new model options, or both. Unless you explicitly override them, the initial options used to train the model are used for the warm start run. Default to False.
`learning_rate`	`float or None, default None` The learn rate for gradient descent when learning_rate_strategy='constant'. If unset, value 0.1 is used. If learning_rate_strategy='line_search', an error is returned.
`learning_rate_strategy`	`str, default "line_search"` The strategy for specifying the learning rate during training. Default to "line_search".
`tol`	`float, default 0.01` The minimum relative loss improvement that is necessary to continue training when EARLY_STOP is set to true. For example, a value of 0.01 specifies that each iteration must reduce the loss by 1% for training to continue. Default to 0.01.
`ls_init_learning_rate`	`float or None, default None` Sets the initial learning rate that learning_rate_strategy='line_search' uses. This option can only be used if line_search is specified. If unset, value 0.1 is used.
`calculate_p_values`	`bool, default False` Specifies whether to compute p-values and standard errors during training. Default to False.
`enable_global_explain`	`bool, default False` Whether to compute global explanations using explainable AI to evaluate global feature importance to the model. Default to False.

Methods

repr

__repr__()

Print the estimator's constructor with all non-default parameter values

fit

fit(
    X: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
    y: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
) -> bigframes.ml.base._T

Fit linear model.

Parameters
Name	Description
`X`	`bigframes.dataframe.DataFrame or bigframes.series.Series` Series or DataFrame of shape (n_samples, n_features). Training data.
`y`	`bigframes.dataframe.DataFrame or bigframes.series.Series` Series or DataFrame of shape (n_samples,) or (n_samples, n_targets). Target values. Will be cast to X's dtype if necessary.

Returns
Type	Description
`LinearRegression`	Fitted Estimator.

get_params

get_params(deep: bool = True) -> typing.Dict[str, typing.Any]

Get parameters for this estimator.

Parameter
Name	Description
`deep`	`bool, default True` Default `True`. If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
Type	Description
`Dictionary`	A dictionary of parameter names mapped to their values.

predict

predict(
    X: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series]
) -> bigframes.dataframe.DataFrame

Predict using the linear model.

Parameter
Name	Description
`X`	`bigframes.dataframe.DataFrame or bigframes.series.Series` Series or DataFrame of shape (n_samples, n_features). Samples.

Returns
Type	Description
`bigframes.dataframe.DataFrame`	DataFrame of shape (n_samples, n_input_columns + n_prediction_columns). Returns predicted values.

register

register(vertex_ai_model_id: typing.Optional[str] = None) -> bigframes.ml.base._T

After register, go to Google Cloud Console (https://console.cloud.google.com/vertex-ai/models) to manage the model registries. Refer to https://cloud.google.com/vertex-ai/docs/model-registry/introduction for more options.

Parameter
Name	Description
`vertex_ai_model_id`	`Optional[str], default None` optional string id as model id in Vertex. If not set, will by default to 'bigframes_{bq_model_id}'. Vertex Ai model id will be truncated to 63 characters due to its limitation.

score

score(
    X: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
    y: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
) -> bigframes.dataframe.DataFrame

Calculate evaluation metrics of the model.

Parameters
Name	Description
`X`	`bigframes.dataframe.DataFrame or bigframes.series.Series` Series or DataFrame of shape (n_samples, n_features). Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape `(n_samples, n_samples_fitted)`, where `n_samples_fitted` is the number of samples used in the fitting for the estimator.
`y`	`bigframes.dataframe.DataFrame or bigframes.series.Series` Series or DataFrame of shape (n_samples,) or (n_samples, n_outputs). True values for `X`.

Returns
Type	Description
`bigframes.dataframe.DataFrame`	A DataFrame of the evaluation result.

to_gbq

to_gbq(
    model_name: str, replace: bool = False
) -> bigframes.ml.linear_model.LinearRegression

Save the model to BigQuery.

Parameters
Name	Description
`model_name`	`str` the name of the model.
`replace`	`bool, default False` whether to replace if the model already exists. Default to False.

Returns
Type	Description
`LinearRegression`	saved model.