Linear Regression from Scratch using Numpy

Hello friends and welcome to MLDawn!
So what sometimes concerns me is the fact that magnificent packages such as PyTorch (indeed amazing), TensorFlow (indeed a nightmare), and Keras (indeed great), have prevented machine learning enthusiasts to really learn the science behind how the machine learns. To be more accurate, there is nothing wrong with having these packages but I suppose we, as humans, have always wanted to learn the fast and easy way! I am arguing that while we enjoy the speed and ease of coding that such packages bless us with, we need to know what is happening behind the scene!
For example, when we want to build a complicated multi-class classifier with a sophisticated Artificial Neural Network (ANN) architecture, full of convolutional layers and recurrent units, we need to ask ourselves:
Do I know the logic behind this?! Why convolutional layers? Why recurrent layers? Why do I use a softmax() function as the output function? And why do people always use cross-entropy as the appropriate error function in such scenarios? Is there a reason why cross-entropy pairs well with softmax?
So, one way we could understand the answer to some of these questions, is to see whether we can implement a simple Neural Network, say a simple regression model, on some synthetic 1-dimensional data using the simplest ANN possible, from scratch!
In this post we will code this simple neural network from scratch using numpy! We will also use matplotlib for some nice visualisations.
So, if we consider our synthetic data to be a bunch of scalars, and 1-Dimensional, this is the simple ANN structure that we could be interested in building from scratch!

So, as we can see in the figure, Z is simply the linear combination of the input x_1 and the bias unit x_0. Then we have a linear unit (i.e., linear neuron) that literally does nothing, but I have put it there so the whole network would look like a neural network. Moreover,  y_{hat}, that is the output of our neural, is exactly equal to Z, because the neuron is linear. Finally, we have the error function, E, that actually has a name: Sum Squared Error (SSE).
Right! So, now it is time to do the coding bit. First foremost, let’s import the necessary packages! The almighty numpy and matplotlib’s pyplot are both needed.
I am sure that as a Neural Network enthusiast, you are familiar with the idea of the Linear() function and the sum squared error function. We need to use them during the forward-pass phase of training our ANN. Before showing you the code, let me refresh your memory on the math. So, the Linear() function can be defined as: 


And the sum squared error for ground-truth y and prediction y_{hat}, can be defined as:

E(y, y_{hat}) = \frac{1}{2}(y - y_{hat})^2

Remember that this error function is nothing but a measure of difference between the output of the ANN, y_{hat} , and the ground-truth, y. So, the lower this error is the better!
Now let’s see the code.  We can code both of these 2 functions using 2 separate python functions:
As you notice, we have a summation operation is the SSE() function. Why? Because we are doing batch learning, which means that given all of our training data, X, we will have a prediction for all of them, y_{hat}, and a ground-truth, y, for each and every one of them.
So, in the SSE() error function, y and y_{hat} are vectors. If our training data Xhas the size of N, then both  y and y_{hat} also have the size N. In batch-learning, we feed ALL our training set X into our ANN, and produce all the predictions, in one go! So, we need to sum the errors of individual errors for each input data, hence the use of np.sum() in the SSE() function above!
Now, we have to think ahead, right? So, during the back-propagation phase, we will need 3 things:
  • The derivative of the error, E, w.r.t our output, y_{hat} :

\frac{dE}{dy_{hat}} = y_{hat} - yThe derivative of our output, y_{hat}, w.r.t Z :\frac{dy_{hat}}{dZ} = 1The derivative of Z, w.r.t. w_0 and w_1 :

\frac{dZ}{dw_1} = x_1 and  \frac{dZ}{dw_0} = x_0 = 1
In other words, using the chain rule, we can compute the derivative of our error function w.r.t. both of our learnable parameters w_0 and w_1 :\frac{dE}{dw_1} = \frac{dE}{dy_{hat}}\times \frac{dy_{hat}}{dZ} \times \frac{dZ}{dw_{1}}
\frac{dE}{dw_1} = -(y-y_{hat})\times1\times x_1 = -(y-y_{hat})\times x_1
\frac{dE}{dw_0}= -(y - y_{hat})\times 1 \times x_0 =   -(y - y_{hat})
You notice that x_0 is eliminated, as we know that it is the bias unit and x_0 = 1.
So, let’s define 2 functions for computing both derivatives:
Again you notice that we have a summation using np.sum()! In batch-learning, we sum ALL the gradients for all the outputs, and then update our learnable parameters, namely, w_0 and w_1, in one go. So, by summing up, we are summing all the gradients for the entire outputs, y.

Generating the Data

Now we need to generate our synthetic data. Note that we would like to generate data that has a linear fashion, as the task at hand to develop a Linear Regressor. We will generate 200 points and the way we will do it is to first generate some random values as for our data, x_1, by sampling all 200 of them from a uniform distribution.
Now, remember that we are doing supervised machine learning here so we will need the ground truth for all 200 samples of the data. In order to do this, and yet make sure that the result will still follow a linear shape, we can consider the equation of a line with a certain slope and intercept. We choose the slope randomly but then sample the intercept from a normal distribution from a Gaussian distribution with mean 0 and standard deviation of 0.1 (You can choose your own values). Finally, in order to generate our ground truth, y, we plug in our generated 200 samples, x_1, into our line equation, and this will give us 200 samples that have a linear trend:
y = slope \times x_1 + intercept
Below we can write a code to visualise our generated dataset for us:
The output looks like this:

Initializing our Weights

Now, we will generate our weights w_0 and w_1 randomly.
Remember that w_1 and w_0 are supposed to be learned and they are going to be the best slope and intercept values for our line, after the training is done!
Now, these are some random values for the line that we want to learn. Namely, here is the equation of the initial line, before training and fine-tuning its slope,w_1 , and intercept, w_0 :
y_{hat} = w_1 \times x_1 + w_0 \times x_0Since x_0 = 1:y_{hat} = w_1 \times x_1 + w_0
This random line can be visualized using these weights as its slope and intercept and of course by plugging in our data, x_1. Let’s see our does this line fit our data:

Note that I have purposely initialised our line so terribly, to show you how even such a terrible initial line with such terrible slope and intercept, can be trained by the power of machine learning and neural networks.

Training our Neural Network

Now, as always we will decide on a number for our training cycle, that is our epoch (i.e., epoch=300). We will need a small enough learning rate, \eta = 0.001. Through our forward pass, we take all out 200 examples, x_1, and pass it through our neural network, namely, we compute out Z, y_{hat}, and compute our error E.
During the backpropagation, we compute the gradients of our error function, E, w.r.t our weights, and update the weights. We have seen the derivations of the gradients above, and just as a reminder, the update rules for our weights are:w_1 = w_1 - \eta\times \frac{dE}{dw_1}w_0 = w_0 - \eta\times \frac{dE}{dw_0}Enjoy the code now:

You can see hour every 20 epochs, we have a better line, and as a conclusion, a better fit to our training data!
And the error function (i.e., sum squared error) is plotted down below, during our training. Below is the code for this visualisation:

The Entire Code in One Place

Below, you can see the whole code:
I do hope that you have enjoyed this post,
On behalf of MLDawn, take care 😉

Leave a Comment

Your email address will not be published.