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content and definitions for each topic.

1. Introduction to Parametric Machine Learning
Methods
 Deeper Content:
o Definition: Parametric machine learning
algorithms make strong assumptions about
the form of the mapping function (how
input features map to the output). They
estimate a fixed set of parameters based
on the data.
o Parametric vs. Non-parametric (Expanded):
 Parametric:
 Assumptions: Strong assumptions
about data distribution.
 Parameters: Fixed number of
parameters.
 Complexity: Lower complexity.
 Interpretability: Often easier to
interpret.
 Data Needs: Can work with smaller
datasets if assumptions hold.
  Examples: Linear Regression,
Logistic Regression, Naive Bayes.
 Non-parametric:
 Assumptions: Fewer assumptions
about data distribution.
 Parameters: Number of parameters
grows with the size of the data.
 Complexity: Higher complexity.
 Interpretability: Can be harder to
interpret.
 Data Needs: Generally require
larger datasets.
 Examples: Decision Trees, Support
Vector Machines, Neural Networks
(can be considered semi-
parametric in some cases).
o Model Complexity:
 Underfitting: A model is too simple to
capture the underlying structure of the
data (high bias).
 Overfitting: A model learns the training
data too well, including noise, and
 performs poorly on new data (high
variance).
 Parametric models are more prone to
underfitting if the chosen form is
incorrect, while non-parametric models
are more prone to overfitting if not
regularized.
o Bias-Variance Tradeoff (Expanded):
 Bias: Error from erroneous assumptions
in the learning algorithm. High bias can
cause an algorithm to miss the relevant
relations between features and target
outputs.1
 Variance: Error from sensitivity to small
fluctuations in the training set. High
variance can cause an algorithm to
model the random noise in the training
data, rather than the intended
outputs.2
 Parametric models tend to have high
bias and low variance (if the chosen
form is simple), while non-parametric
models tend to have low bias and high
variance. The goal is to find a balance.
 Python Example (with more explanation):
Python
import numpy as np
import matplotlib.pyplot as plt
from sklearn.linear_model import
LinearRegression
from sklearn.tree import DecisionTreeRegressor

# Generate some non-linear data

np.random.seed(0)
X = np.sort(5 * np.random.rand(80, 1), axis=0)
y = np.sin(X).ravel() + np.random.normal(0, 0.2,
len(X))

# Parametric: Linear Regression

lr = LinearRegression()
lr.fit(X, y)
y_lr = lr.predict(X)

# Non-parametric: Decision Tree

dt = DecisionTreeRegressor(max_depth=5) #
Limiting depth to prevent overfitting
 dt.fit(X, y)
y_dt = dt.predict(X)

# Plot the results

plt.figure()
plt.scatter(X, y, s=20, label="Original")
plt.plot(X, y_lr, color="red", label="Linear
Regression")
plt.plot(X, y_dt, color="green", label="Decision
Tree")
plt.xlabel("X")
plt.ylabel("Y")
plt.title("Parametric vs. Non-parametric")
plt.legend()
plt.show()

# Explanation:
# - Linear Regression (Parametric):
# - Definition: Assumes a linear relationship
between the input (X) and output (y). The model
learns the parameters of a straight line (slope and
intercept).
# - fit(): The model learns the optimal
parameters by minimizing the sum of squared
errors between the predicted and actual values.
# - predict(): Uses the learned parameters
to make predictions on the input data.
# - Decision Tree (Non-parametric):
# - Definition: A tree-like model that makes
decisions based on the values of the input features.
It partitions the feature space into regions and
assigns a prediction to each region.
# - max_depth: A hyperparameter that
limits the depth of the tree to prevent overfitting.
# - fit(): The model learns the tree structure
by recursively partitioning the data based on the
features that best separate the target variable.
# - predict(): Traverses the tree based on
the input features to reach a leaf node, which
provides the prediction.
2. Assumptions of Parametric Machine Learning
Methods
 Deeper Content:
o Definition: Assumptions are conditions that
must be met for a parametric model to be
valid and provide reliable results.
o Impact of Violations (Expanded):
 Linearity:
 Violation: The relationship between
the independent and dependent
variables is not linear.
 Impact: The model will not
accurately capture the relationship,
leading to poor predictions.
 Example: Trying to fit a straight line
to a curved relationship.
 Independence of Errors (Residuals):
 Violation: The errors (residuals) are
correlated with each other. This
often occurs in time series data.
 Impact: Standard errors of the
coefficients will be underestimated,
leading to unreliable hypothesis
tests and confidence intervals.
 Example: In a time series, if one
day's error is positive, the next
 day's error is also likely to be
positive.
 Homoscedasticity (Equal Variance of
Errors):
 Violation: The variance of the errors
is not constant across all levels of
the independent variables.
 Impact: Standard errors will be
unreliable, affecting hypothesis
tests and confidence intervals.
Predictions will be more precise in
some ranges of the independent
variable than others.
 Example: The variance of errors
might be higher for higher values
of income.
 Normality of Errors (Residuals):
 Violation: The errors are not
normally distributed.
 Impact: Hypothesis tests and
confidence intervals may be
unreliable, especially with small
sample sizes.
  Example: Errors might be skewed
or have heavy tails.
o Assumption Testing (Expanded):
 Scatter Plots:
 Purpose: Visual inspection of the
relationship between variables to
assess linearity.
 Interpretation: A linear pattern
suggests linearity. A curved pattern
suggests non-linearity.
 Residual Plots:
 Purpose: To check for
homoscedasticity and linearity.
 Interpretation:
 Homoscedasticity: Residuals
should be randomly scattered
around zero with no discernible
pattern. A funnel shape or
other pattern suggests
heteroscedasticity.
 Linearity: Residuals should be
randomly scattered around
zero. A curved pattern suggests
non-linearity.
 Durbin-Watson Test:
 Purpose: To test for autocorrelation
(correlation between errors) in time
series data.
 Interpretation: Values range from 0
to 4. A value of 2 indicates no
autocorrelation. Values close to 0
indicate positive autocorrelation,
and values close to 4 indicate
negative autocorrelation.
 Q-Q Plots (Quantile-Quantile Plots):
 Purpose: To assess the normality of
residuals.
 Interpretation: If the residuals are
normally distributed, the points on
the Q-Q plot will fall approximately
along a straight line.
 Shapiro-Wilk Test:
 Purpose: A statistical test for
normality.
 Interpretation: The test returns a
test statistic and a p-value. A small
p-value (typically < 0.05) indicates
 that the data is significantly
different from a normal distribution.
o Remedial Measures (Expanded):
 Non-linearity:
 Variable Transformations:
 Log Transformation: Useful for
reducing skewness and
linearizing exponential
relationships.
 Square Root Transformation:
Useful for count data and
stabilizing variance.
 Polynomial Regression: Adding
polynomial terms of the
independent variables to the
model.
 Heteroscedasticity:
 Variable Transformations: Can
sometimes stabilize variance.
 Weighted Least Squares (WLS):
Assigns weights to observations
based on the variance of their
errors.
  Non-normality:
 Variable Transformations: Can
sometimes make the distribution of
errors more normal.
 Python Example (with more explanation):
Python
import numpy as np
import matplotlib.pyplot as plt
import statsmodels.api as sm

# Generate data (with non-constant variance for

demonstration)
np.random.seed(1)
X = np.linspace(0, 10, 100)
y = 2 * X + np.random.normal(0, X, 100) #
Variance increases with X

# Plot the data to check for linearity

plt.scatter(X, y)
plt.xlabel("X")
plt.ylabel("Y")
 plt.title("Scatter Plot")
plt.show()

# Fit a linear regression model

X = sm.add_constant(X) # Add a constant for
the intercept
model = sm.OLS(y, X).fit()
print(model.summary()) # Print the model
summary

# Get residuals
residuals = model.resid

# Plot residuals to check for homoscedasticity

plt.scatter(model.fittedvalues, residuals)
plt.xlabel("Predicted Values")
plt.ylabel("Residuals")
plt.title("Residual Plot")
plt.axhline(y=0, color='r', linestyle='--')
plt.show()
 # Explanation:
# - Scatter Plot:
# - Definition: A graph that plots pairs of
data points (X, y) to visualize the relationship
between two variables.
# - In this example, it shows the
relationship between the independent variable (X)
and the dependent variable (y).
# - Residual Plot:
# - Definition: A graph that plots the
residuals (the differences between the actual and
predicted values) against the predicted values.
# - Homoscedasticity:
# - Definition: The property of having
equal variance of errors across all levels of the
independent variables.
# - In this example, the residuals show a
pattern where their spread increases with the
predicted values, indicating heteroscedasticity
(non-constant variance).
# - model.summary():
# - Definition: A method in statsmodels that
provides a detailed summary of the regression
results, including parameter estimates, standard
errors, t-values, p-values, R-squared, and other
statistics.
# - This output helps to assess the model's
fit and the significance of the parameters.
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