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Multi-target Linear Regression

Multi-target Linear Regression

Learn to implement linear regression on a real data set with multiple targets.

Multi-target data sets

It’s common in real applications to predict more than one target from given features. The data setUCI_Dataset we’ve discussed in the previous lesson comes from a similar scenario. We’ve already approximated a single target given its multiple features. In this lesson, we’ll predict both Y1 (heating load) and Y2 (cooling load), given X1 to X8 features. We can do so using multi-target linear regression. Formally, if x1,x2,...,xd\bold{x_1},\bold{x_2},...,\bold{x_d} are the feature columns and y1,y2,...,yc\bold{y_1},\bold{y_2},...,\bold{y_c} are the target columns, we can define data matrix as An×d=[x1x2...xd]A_{n \times d} = \begin{bmatrix}\bold{x_1}&\bold{x_2}&...&\bold{x_d}\end{bmatrix} ...