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verticapy.machine_learning.vertica.linear_model.LinearRegression.regression_report

LinearRegression.regression_report(metrics: str | Literal[None, 'anova', 'details'] | list[Literal['aic', 'bic', 'r2', 'rsquared', 'mae', 'mean_absolute_error', 'mse', 'mean_squared_error', 'msle', 'mean_squared_log_error', 'max', 'max_error', 'median', 'median_absolute_error', 'var', 'explained_variance']] | None = None) float | TableSample

Computes a regression report using multiple metrics to evaluate the model (r2, mse, max error…).

metrics: str | list, optional

The metrics used to compute the regression report.

  • None:

    Computes the model different metrics.

  • anova:

    Computes the model ANOVA table.

  • details:

    Computes the model details.

It can also be a list of the metrics used to compute the final report.

  • aic:

    Akaike’s Information Criterion

    \[AIC = 2k - 2\ln(\hat{L})\]
  • bic:

    Bayesian Information Criterion

    \[BIC = -2\ln(\hat{L}) + k \ln(n)\]
  • max:

    Max Error.

    \[ME = \max_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]
  • mae:

    Mean Absolute Error.

    \[MAE = \frac{1}{n} \sum_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]
  • median:

    Median Absolute Error.

    \[MedAE = \text{median}_{i=1}^{n} \left| y_i - \hat{y}_i \right|\]
  • mse:

    Mean Squared Error.

    \[MsE = \frac{1}{n} \sum_{i=1}^{n} \left( y_i - \hat{y}_i \right)^2\]
  • msle:

    Mean Squared Log Error.

    \[MSLE = \frac{1}{n} \sum_{i=1}^{n} (\log(1 + y_i) - \log(1 + \hat{y}_i))^2\]
  • r2:

    R squared coefficient.

    \[R^2 = 1 - \frac{\sum_{i=1}^{n} (y_i - \hat{y}_i)^2}{\sum_{i=1}^{n} (y_i - \bar{y})^2}\]
  • r2a:

    R2 adjusted

    \[\text{Adjusted } R^2 = 1 - \frac{(1 - R^2)(n - 1)}{n - k - 1}\]
  • qe:

    quantile error, the quantile must be included in the name. Example: qe50.1% will return the quantile error using q=0.501.

  • rmse:

    Root-mean-squared error

    \[RMSE = \sqrt{\frac{1}{n} \sum_{i=1}^{n} (y_i - \hat{y}_i)^2}\]
  • var:

    Explained Variance

    \[\text{Explained Variance} = 1 - \frac{Var(y - \hat{y})}{Var(y)}\]
TableSample

report.

We import verticapy:

import verticapy as vp

For this example, we will use the winequality dataset.

import verticapy.datasets as vpd

data = vpd.load_winequality()
123
fixed_acidity
Numeric(8)
123
volatile_acidity
Numeric(9)
123
citric_acid
Numeric(8)
123
residual_sugar
Numeric(9)
123
chlorides
Float(22)
123
free_sulfur_dioxide
Numeric(9)
123
total_sulfur_dioxide
Numeric(9)
123
density
Float(22)
123
pH
Numeric(8)
123
sulphates
Numeric(8)
123
alcohol
Float(22)
123
quality
Integer
123
good
Integer
Abc
color
Varchar(20)
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Rows: 1-100 | Columns: 14

Divide your dataset into training and testing subsets.

data = vpd.load_winequality()
train, test = data.train_test_split(test_size = 0.2)

Let’s import the model:

from verticapy.machine_learning.vertica import LinearRegression

Then we can create the model:

model = LinearRegression(
    tol = 1e-6,
    max_iter = 100,
    solver = 'newton',
    fit_intercept = True,
)

We can now fit the model:

model.fit(
    train,
    [
        "fixed_acidity",
        "volatile_acidity",
        "citric_acid",
        "residual_sugar",
        "chlorides",
        "density",
    ],
    "quality",
    test,
)



=======
details
=======
   predictor    |coefficient|std_err | t_value |p_value 
----------------+-----------+--------+---------+--------
   Intercept    | 151.03433 | 6.81818|22.15170 | 0.00000
 fixed_acidity  |  0.16367  | 0.01227|13.33846 | 0.00000
volatile_acidity| -0.79019  | 0.08731|-9.05063 | 0.00000
  citric_acid   | -0.16041  | 0.09426|-1.70172 | 0.08887
 residual_sugar |  0.04351  | 0.00383|11.35238 | 0.00000
   chlorides    | -0.07504  | 0.38010|-0.19741 | 0.84351
    density     |-147.09128 | 6.93463|-21.21113| 0.00000


==============
regularization
==============
type| lambda 
----+--------
none| 1.00000


===========
call_string
===========
linear_reg('"public"."_verticapy_tmp_linearregression_v_mldb_78ff8e72979911efa8720242ac120002_"', '"public"."_verticapy_tmp_view_v_mldb_794a4a66979911efa8720242ac120002_"', '"quality"', '"fixed_acidity", "volatile_acidity", "citric_acid", "residual_sugar", "chlorides", "density"'
USING PARAMETERS optimizer='newton', epsilon=1e-06, max_iterations=100, regularization='none', lambda=1, alpha=0.5, fit_intercept=true)

===============
Additional Info
===============
       Name       |Value
------------------+-----
 iteration_count  |  1  
rejected_row_count|  0  
accepted_row_count|5197 

We can get the entire report using:

result = model.report()
value
explained_variance0.141860750881746
max_error4.51515867086025
median_absolute_error0.551673978770978
mean_absolute_error0.643347629837712
mean_squared_error0.681720997125401
root_mean_squared_error0.825663973493697
r20.141816076068809
r2_adj0.137833784078409
aic-483.912701254757
bic-447.8844031503
Rows: 1-10 | Columns: 2

We can easily get the ANOVA table using:

result = model.report(metrics = "anova")
Df
SS
MS
F
p_value
Regression6186.22194897025431.03699149504233345.282262631361381.7086913758155715e-50
Residual1293886.2372962630210.6854116753774331
Total12991032.68923076923
Rows: 1-3 | Columns: 6

Important

For this example, a specific model is utilized, and it may not correspond exactly to the model you are working with. To see a comprehensive example specific to your class of interest, please refer to that particular class.