All Apps and Add-ons

About coefficient in results of summary command, when using linear regression algorithm in MLTK.

yutaka1005
Builder

When linear regression algorithm is used in MLTK, the field called coefficient is returned by the summary command.

Is this value a Partial regression coefficient?
Or Standard Partial regression coefficient?

If the former is correct, I think that because the dimensions of each variable are different (price, distance, percentage, etc.), the magnitude of those values is unreliable and I can't know which variable is important.

If anyone knows about it, please tell me.

0 Karma
1 Solution

aoliner_splunk
Splunk Employee
Splunk Employee

We are returning the coefficients provided by scikit-learn, specifically the .coef_ attribute, as documented here:
http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LinearRegression.html

You can inspect the code directly in the MLTK directory under ml-spl/bin/algos/LinearRegression.py

View solution in original post

0 Karma

aoliner_splunk
Splunk Employee
Splunk Employee

We are returning the coefficients provided by scikit-learn, specifically the .coef_ attribute, as documented here:
http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LinearRegression.html

You can inspect the code directly in the MLTK directory under ml-spl/bin/algos/LinearRegression.py

0 Karma

yutaka1005
Builder

Thank you for answer.

Since the command summary seems to get the attribute of coef as it is from sklearn, the field coefficient seems to be a partial regression coefficient not standard partial regression coefficient as far as I checked ml-spl/bin/algos/LinearRegression.py and sklearn.

0 Karma
Get Updates on the Splunk Community!

Announcing Scheduled Export GA for Dashboard Studio

We're excited to announce the general availability of Scheduled Export for Dashboard Studio. Starting in ...

Extending Observability Content to Splunk Cloud

Watch Now!   In this Extending Observability Content to Splunk Cloud Tech Talk, you'll see how to leverage ...

More Control Over Your Monitoring Costs with Archived Metrics GA in US-AWS!

What if there was a way you could keep all the metrics data you need while saving on storage costs?This is now ...