\documentclass[10pt,a4paper]{article} % Packages \usepackage{fancyhdr} % For header and footer \usepackage{multicol} % Allows multicols in tables \usepackage{tabularx} % Intelligent column widths \usepackage{tabulary} % Used in header and footer \usepackage{hhline} % Border under tables \usepackage{graphicx} % For images \usepackage{xcolor} % For hex colours %\usepackage[utf8x]{inputenc} % For unicode character support \usepackage[T1]{fontenc} % Without this we get weird character replacements \usepackage{colortbl} % For coloured tables \usepackage{setspace} % For line height \usepackage{lastpage} % Needed for total page number \usepackage{seqsplit} % Splits long words. %\usepackage{opensans} % Can't make this work so far. Shame. Would be lovely. \usepackage[normalem]{ulem} % For underlining links % Most of the following are not required for the majority % of cheat sheets but are needed for some symbol support. \usepackage{amsmath} % Symbols \usepackage{MnSymbol} % Symbols \usepackage{wasysym} % Symbols %\usepackage[english,german,french,spanish,italian]{babel} % Languages % Document Info \author{isantabarbara (isantabarbara)} \pdfinfo{ /Title (regression.pdf) /Creator (Cheatography) /Author (isantabarbara (isantabarbara)) /Subject (Regression Cheat Sheet) } % Lengths and widths \addtolength{\textwidth}{6cm} \addtolength{\textheight}{-1cm} \addtolength{\hoffset}{-3cm} \addtolength{\voffset}{-2cm} \setlength{\tabcolsep}{0.2cm} % Space between columns \setlength{\headsep}{-12pt} % Reduce space between header and content \setlength{\headheight}{85pt} % If less, LaTeX automatically increases it \renewcommand{\footrulewidth}{0pt} % Remove footer line \renewcommand{\headrulewidth}{0pt} % Remove header line \renewcommand{\seqinsert}{\ifmmode\allowbreak\else\-\fi} % Hyphens in seqsplit % This two commands together give roughly % the right line height in the tables \renewcommand{\arraystretch}{1.3} \onehalfspacing % Commands \newcommand{\SetRowColor}[1]{\noalign{\gdef\RowColorName{#1}}\rowcolor{\RowColorName}} % Shortcut for row colour \newcommand{\mymulticolumn}[3]{\multicolumn{#1}{>{\columncolor{\RowColorName}}#2}{#3}} % For coloured multi-cols \newcolumntype{x}[1]{>{\raggedright}p{#1}} % New column types for ragged-right paragraph columns \newcommand{\tn}{\tabularnewline} % Required as custom column type in use % Font and Colours \definecolor{HeadBackground}{HTML}{333333} \definecolor{FootBackground}{HTML}{666666} \definecolor{TextColor}{HTML}{333333} \definecolor{DarkBackground}{HTML}{1FE600} \definecolor{LightBackground}{HTML}{F1FDEF} \renewcommand{\familydefault}{\sfdefault} \color{TextColor} % Header and Footer \pagestyle{fancy} \fancyhead{} % Set header to blank \fancyfoot{} % Set footer to blank \fancyhead[L]{ \noindent \begin{multicols}{3} \begin{tabulary}{5.8cm}{C} \SetRowColor{DarkBackground} \vspace{-7pt} {\parbox{\dimexpr\textwidth-2\fboxsep\relax}{\noindent \hspace*{-6pt}\includegraphics[width=5.8cm]{/web/www.cheatography.com/public/images/cheatography_logo.pdf}} } \end{tabulary} \columnbreak \begin{tabulary}{11cm}{L} \vspace{-2pt}\large{\bf{\textcolor{DarkBackground}{\textrm{Regression Cheat Sheet}}}} \\ \normalsize{by \textcolor{DarkBackground}{isantabarbara (isantabarbara)} via \textcolor{DarkBackground}{\uline{cheatography.com/55251/cs/14706/}}} \end{tabulary} \end{multicols}} \fancyfoot[L]{ \footnotesize \noindent \begin{multicols}{3} \begin{tabulary}{5.8cm}{LL} \SetRowColor{FootBackground} \mymulticolumn{2}{p{5.377cm}}{\bf\textcolor{white}{Cheatographer}} \\ \vspace{-2pt}isantabarbara (isantabarbara) \\ \uline{cheatography.com/isantabarbara} \\ \uline{\seqsplit{www}.google.com} \end{tabulary} \vfill \columnbreak \begin{tabulary}{5.8cm}{L} \SetRowColor{FootBackground} \mymulticolumn{1}{p{5.377cm}}{\bf\textcolor{white}{Cheat Sheet}} \\ \vspace{-2pt}Not Yet Published.\\ Updated 6th April, 2018.\\ Page {\thepage} of \pageref{LastPage}. \end{tabulary} \vfill \columnbreak \begin{tabulary}{5.8cm}{L} \SetRowColor{FootBackground} \mymulticolumn{1}{p{5.377cm}}{\bf\textcolor{white}{Sponsor}} \\ \SetRowColor{white} \vspace{-5pt} %\includegraphics[width=48px,height=48px]{dave.jpeg} Measure your website readability!\\ www.readability-score.com \end{tabulary} \end{multicols}} \begin{document} \raggedright \raggedcolumns % Set font size to small. Switch to any value % from this page to resize cheat sheet text: % www.emerson.emory.edu/services/latex/latex_169.html \footnotesize % Small font. \begin{multicols*}{3} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{What is Regression Analysis?}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{A form of {\bf{predictive modelling technique}} which investigates the relationship between a dependent ({\emph{target}}) and independent variable(s) ({\emph{predictor}})} \tn % Row Count 4 (+ 4) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{1. Shows {\bf{significant relationships}} btw. target and predictors} \tn % Row Count 6 (+ 2) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{2. Shows {\bf{strength of impact}} of multiple predictor on a target} \tn % Row Count 8 (+ 2) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Coefficients}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Mean change in the response variable for {\bf{one unit of change}} in the predictor variable while holding other predictors in the model constant.} \tn % Row Count 3 (+ 3) \hhline{>{\arrayrulecolor{DarkBackground}}-} \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{\{\{ac\}\}Think of them as slopes} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Polynomial Regression (y=a+b*x\textasciicircum{}2...)}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Curve that fits} \tn % Row Count 1 (+ 1) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Higher degree polynomial -\textgreater{} over-fitting risk} \tn % Row Count 2 (+ 1) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Polynomial Regression}} \tn \SetRowColor{LightBackground} \mymulticolumn{1}{p{5.377cm}}{\vspace{1px}\centerline{\includegraphics[width=5.1cm]{/web/www.cheatography.com/public/uploads/isantabarbara_1518610777_underfitting-overfitting[1].png}}} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Multicollinearity}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Multicollinearity test: Variance inflation factors (VIF \textgreater{}= 5)} \tn % Row Count 2 (+ 2) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Increase the variance of the coeff. estimates (makes them sensitive)} \tn % Row Count 4 (+ 2) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Stepwise regression does not work as well} \tn % Row Count 5 (+ 1) % Row 3 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Doesn't affect the overall fit of the model} \tn % Row Count 6 (+ 1) % Row 4 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Doesn't produce bad predictions} \tn % Row Count 7 (+ 1) % Row 5 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{\{\{ac\}\}{\bf{SOLUTIONS}}} \tn % Row Count 8 (+ 1) % Row 6 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{- Standardized predictors} \tn % Row Count 9 (+ 1) % Row 7 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{- Removing highly correlated predictors} \tn % Row Count 10 (+ 1) % Row 8 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{- Linearly combining predictors (x.e. sum)} \tn % Row Count 11 (+ 1) % Row 9 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{- Different analyses: PLS or PCA} \tn % Row Count 12 (+ 1) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Stepwise Regression}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Maximize prediction power with minimum number of predictor variables} \tn % Row Count 2 (+ 2) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Fits the regression model by adding/dropping co-variates one at a time} \tn % Row Count 4 (+ 2) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{- {\bf{Standard stepwise regression}} adds and removes predictors as needed for each step.} \tn % Row Count 6 (+ 2) % Row 3 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{- {\bf{Forward selection}} starts with most significant predictor and adds variable for each step.} \tn % Row Count 8 (+ 2) % Row 4 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{- {\bf{Backward elimination}} starts with all predictors and removes the least significant variable for each step.} \tn % Row Count 11 (+ 3) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Regularized Linear Models (Shrinkage)}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Regularize linear model through constraining the weights} \tn % Row Count 2 (+ 2) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Regularized term added to cost function. Learning algorithm not only fits data but keeps model weights as small as possible.} \tn % Row Count 5 (+ 3) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{{\bf{Ridge}} (L2) | {\bf{Lasso}} (L1) | {\bf{ElasticNet}} (L1 \& L2)} \tn % Row Count 7 (+ 2) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Ridge Regression}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{L1: adds penalty equivalent to {\bf{squ. of the magnitude}} of coefficients} \tn % Row Count 2 (+ 2) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Minimization = LS Obj + α * (sum of squ of coefficients)} \tn % Row Count 4 (+ 2) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{It shrinks the value of coefficients but doesn't reaches zero} \tn % Row Count 6 (+ 2) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Lasso Regression}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{L1: adds penalty equivalent to {\bf{abs. value of the magnitude}} of coefficients} \tn % Row Count 2 (+ 2) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Minimization = LS Obj + α * (sum of abs value of coefficients)} \tn % Row Count 4 (+ 2) \hhline{>{\arrayrulecolor{DarkBackground}}-} \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{LS Obj - Least Squares objective} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{ElasticNet Regression}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Ridge and Lasso: 'r' controls de mix ratio.} \tn % Row Count 1 (+ 1) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{r*λ*sum(β\textasciicircum{}2\textasciicircum{}) +(1-r/2)* λ*sum(abs(β))} \tn % Row Count 2 (+ 1) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Regression Types}} \tn \SetRowColor{LightBackground} \mymulticolumn{1}{p{5.377cm}}{\vspace{1px}\centerline{\includegraphics[width=5.1cm]{/web/www.cheatography.com/public/uploads/isantabarbara_1518535493_Regression_Type[1].png}}} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{\{\{ac\}\}Techniques are mostly driven by three metrics} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Linear Regression (Y=a+b*X + e)}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Straight line (regression line)} \tn % Row Count 1 (+ 1) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Least Square Method to best fit line} \tn % Row Count 2 (+ 1) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Linear relationship between predictors and target} \tn % Row Count 3 (+ 1) % Row 3 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{\{\{ac\}\}CONS} \tn % Row Count 4 (+ 1) % Row 4 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Multicollinearity, autocorrelation, heteroskedasticity} \tn % Row Count 6 (+ 2) % Row 5 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Very sensitive to Outliers} \tn % Row Count 7 (+ 1) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Logistic Regression}} \tn % Row 0 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Target binary (0/ 1): binomial distribution} \tn % Row Count 1 (+ 1) % Row 1 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Logit function} \tn % Row Count 2 (+ 1) % Row 2 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{widely used for classification problems} \tn % Row Count 3 (+ 1) % Row 3 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{can handle various types of relationships because it applies a non-linear log transformation to the predicted odds ratio} \tn % Row Count 6 (+ 3) % Row 4 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{maximum likelihood estimates} \tn % Row Count 7 (+ 1) % Row 5 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Requires large sample sizes} \tn % Row Count 8 (+ 1) % Row 6 \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{Ordinal Target -\textgreater{} Ordinal logistic regression} \tn % Row Count 9 (+ 1) % Row 7 \SetRowColor{white} \mymulticolumn{1}{x{5.377cm}}{Multiclass Target -\textgreater{} Multinomial Logistic regression.} \tn % Row Count 11 (+ 2) \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Logistic Regression}} \tn \SetRowColor{LightBackground} \mymulticolumn{1}{p{5.377cm}}{\vspace{1px}\centerline{\includegraphics[width=5.1cm]{/web/www.cheatography.com/public/uploads/isantabarbara_1518610460_Logistic_Regression[1].png}}} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} \begin{tabularx}{5.377cm}{X} \SetRowColor{DarkBackground} \mymulticolumn{1}{x{5.377cm}}{\bf\textcolor{white}{Logistic Regression}} \tn \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{odds= p/ (1-p) \#event prob / not event prob \newline ln(odds) = ln(p/(1-p)) \newline logit(p) = ln(p/(1-p)) = \seqsplit{b0+b1X1+b2X2+b3X3....+bkXk}} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \SetRowColor{LightBackground} \mymulticolumn{1}{x{5.377cm}}{p is the probability of presence of the characteristic of interest.} \tn \hhline{>{\arrayrulecolor{DarkBackground}}-} \end{tabularx} \par\addvspace{1.3em} % That's all folks \end{multicols*} \end{document}