.. _auto_linear_regression: *LINEAR REGRESSION* =================== Fits a polynomial regression model (order 1–5 or auto-selected) of a dependent scalar variable against an independent scalar variable. Optionally scans the fitted curve over a user-defined range to find the independent value that minimizes or maximizes the dependent response. When to use ----------- Tagged: ``curve_fit``, ``linear_regression``, ``optimization``, ``polynomial_regression``, ``r2``, ``regression``, ``simulation``. Inputs ------ .. list-table:: :header-rows: 1 :widths: 20 20 20 20 20 20 * - Label - ID - Type - Default - Required - Description * - Independent - independent - scalar - — - ✓ - Name or column reference of the independent (predictor) variable; must resolve to a numeric scalar series. * - Dependent - dependent - scalar - — - ✓ - Name or column reference of the dependent (response) variable to be regressed against the independent variable; must resolve to a numeric scalar series. * - Optimize - optimize - select - no - - Whether to scan the fitted polynomial for an optimum value within [minimum, maximum]; default 'no' skips the optimisation step. * - Minimum - minimum - scalar - — - ✓ - Lower bound of the independent-variable search range used during optimisation; ignored when 'optimize' is 'no'. * - Maximum - maximum - scalar - — - ✓ - Upper bound of the independent-variable search range used during optimisation; ignored when 'optimize' is 'no'. * - Step - step - scalar - 0.0001 - ✓ - Step size for the grid scan over [minimum, maximum] during optimisation; default 0.0001 — reduce only if finer resolution is needed, as smaller values increase compute time. * - Objective - objective - select - minimize - - Direction of optimisation: 'minimize' finds the independent value yielding the lowest predicted response, 'maximize' finds the highest; default is 'minimize'. * - Order - order - select - 1 - - Polynomial degree of the regression fit (1 = linear, 2–5 = higher-order polynomial); select 'auto' to let the worker choose the best-fitting degree via cross-validation; default is 1. Outputs ------- .. list-table:: :header-rows: 1 :widths: 20 20 20 20 * - Label - ID - Type - Description * - R2 of the Fit - r2 - scalar - Coefficient of determination (R²) of the polynomial fit; dimensionless scalar in [0, 1], where values closer to 1 indicate a better fit. * - Optimum value - optimum_independent - scalar - Independent-variable value within [minimum, maximum] at which the fitted polynomial is minimized or maximized according to the chosen objective; only meaningful when 'optimize' is 'yes'. * - Independents - independents - keyvalue - Key-value map of the independent variable data points used in the regression, keyed by index or original label. * - Dependents - dependents - keyvalue - Key-value map of the dependent variable data points used in the regression, keyed by index or original label. * - Error vs Dependents - idc - vector - Vector of residual errors (predicted minus actual dependent values) plotted against the dependent variable, useful for diagnosing fit quality and heteroscedasticity. Disciplines ----------- - ai_ml.supervised.regression - data.curve.transform - design_exploration.optimization .. raw:: html

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