# Dose finding slope/intercept using the formula of m,b gives best fit line always In linear regression?

In liner regression We have to fit different lines and chose one with minimum error so What is the motive of having a formula for m,b that can give slope and intercept value in the regression line ,when it cannot give best fit line directly ? 1.Consider i applied the value in dataset on the formula of m,b and found the regression line yhat = 17.5835x+6 and for example just assume error calculated for this line was 3

2.Consider i fit another line randomly (i am not using the formula of m,b to find value of m,b assume m,b value for this random line was 16,3) my 2nd regression line is yhat = 16x+3and for example just assume error calculated for this line was 1.5

Linear Regression Goal : to choose best fit line that has minimum error

so my second line is better than the 1st line in this case

What is the point of having a formula which gives value for slope "m", intercept "b" when it cannot give best fit line directly ?

OR is my understanding incoorect Dose finding slope/intercept using the formula of m,b gives best line always ?

if its YES then there is no need to try mulitple lines and calculate error and choose line with min error

if its No then whats the point of having a formula for slope m,intercept b when it cannot give the best fit line . dose that mean maths/stats community need to change this forumla for slope,intercept

• The normal equations (the formulas for m, b that you provide for one feature) are the result of directly minimizing the squared error loss. Therefore, the scenario you describe is not possible if by error you mean error as measured by MSE. If 17.5385x + 6 are the estimates produced by the nornal equations it is necessary that no other m, b produce lower error assuming the same functional form. Aug 15 '20 at 21:13
• @ aranglol Thanks yes Error is MSE , Query1: Are there any constraint or is this formula for m,b applicable only to simple linear regreesion which has only 1 feature , will it not work for multiple linear regression or polynomial regression which has many features ? Query2: IF we can find m,b directly incase of multiple or polynomial linear regression then why do we need to fit different lines and chose line with minimal error ? life is made simple right when we use formula to find m,b directly im not sure if im right or missing something here please share your thoughts Aug 16 '20 at 9:54

The formulae you mentioned gives the coefficients of the line of best fit.The values are derived using the least squares method, where the goal is to minimize the sum of squared errors. Following is the derivation for the values of m and b.
Let the line of best fit be $$\hat{y} = m*x + b$$ We then try to find the coefficients m and b which minimize the sum of squared errors between the actual value y and the observed value $$\hat{y}$$. \begin{align} SSE &= \sum_{i=1}^{n}(y_{i}-\hat{y_{i}})^2 \\ &=\sum_{i=1}^{n}(y_{i}-m*x_{i}-b)^2 \end{align} Taking the first derivative of SSE with respect to c and equating to zero. \begin{align} \frac{\partial SSE}{\partial b} &= \sum_{i=1}^{n}-2*(y_{i}-m*x_{i}-b)\\ 0 &= \sum_{i=1}^{n}-2*(y_{i}-m*x_{i}-b) \end{align} Therefore we get c as $$b = \bar{y} - m*\bar{x}$$ Similarly in order to find m we take the partial derivative of SSE with respect to m and equate it to zero. \begin{align} \frac{\partial SSE}{\partial m} &= \sum_{i=1}^{n}-2x_{i}*(y_{i}-m*x_{i}-b)\\ 0 &= \sum_{i=1}^{n}-2x_{i}*(y_{i}-m*x_{i}-b)\\ 0 &= \sum_{i=1}^{n}x_{i}*(y_{i}-m*x_{i}-b)\\ 0 &= \sum_{i=1}^{n}x_{i}*y_{i} - \sum_{i=1}^{n}m*x_{i}^2 - \sum_{i=1}^{n}b*x_{i} \end{align} Substituting b and solving for m we get $$m = \frac{n\sum xy - \sum x\sum y}{n\sum x^2 - (\sum x)^2}$$

• thanks but my question when we can get m,b directly using formula , why do we need to fit different line and choose line that gives minimal error for linear regression ? .whatever dataset we get just plug the values and find m,b and then get the value fo y using y=mx+b . What are the limitations of using formula to get m,b when it can be used and when it cannot be used ? Aug 16 '20 at 10:00
• These coefficients are for the line of best fit and therefore you do not need to fit different lines and choose the best one, the formula does it for you. It minimizes the least squared errors and gives the coefficients which minimize the error.The only constraint of the formula is that it is for simple linear regression. For multiple linear regression we get coefficients using the formulae mentioned by @Tim von Känel. The Normal equations and their solutions are a generalized form of the simple linear regression. Aug 16 '20 at 16:37

In linear regression you can choose between calculating the optimal weights using the normal equation or try to approximate the optimal weights using gradient descent.

1. Normal equation: The optimal weights of linear regression can be calculated using: $$w_{optim} = (X^T * X)^{-1} * X^T * y$$ The first element of $$w_{optim}$$ is the intercept in this case and the first column of $$X = 1$$.
Lets break this down. $$m$$ is the number of observations/rows in the input matrix $$X$$, $$n$$ is the number of features in the input matrix $$X$$. So $$X$$ has a shape of $$(m, n + 1)$$ since in it's first column are only ones.
$$y$$ is the column vector holding your labels. It has a shape of $$(m, 1)$$. $$X^T$$ is the transpose of $$X$$ and $$*$$ is just the dot product. With the transpose you just swap the rows and columns of the matrix. I will now just write the shapes of the matrices to show you that the shape of $$w_{optim}$$ will be $$(n + 1, 1)$$. $$w_{optim} = ((m, n + 1)^T * (m, n + 1))^{-1} * (m, n + 1)^T * (m, 1)$$ $$w_{optim} = ((n + 1, m) * (m, n + 1))^{-1} * (m, n + 1)^T * (m, 1)$$ $$w_{optim} = ((n + 1, n + 1))^{-1} * (m, n + 1)^T * (m, 1)$$ $$w_{optim} = (n + 1, n + 1) * (m, n + 1)^T * (m, 1)$$ $$w_{optim} = (n + 1, n + 1) * (n + 1, m) * (m, 1)$$ $$w_{optim} = (n + 1, m) * (m, 1)$$ $$w_{optim} = (n + 1, 1)$$ However since you have to find the inverse of a matrix with the shape of $$(n + 1, n + 1)$$ where $$n$$ is the number of features in $$X$$, this will get too computationally expensive for most problems. If $$X$$ has $$999$$ features, for example, you have to find the inverse of a matrix with $$1000 * 1000$$ = $$1,000,000$$ entries. The O-Notation of matrix inversion is $$O(n^3)$$ so it has to perform roughly $$1,000,000^3$$ calculations.
2. Gradient descent: This only approximates the optimal weights, however it's computationally faster when $$X$$ is large. I am not gonna explain it here, there are a lot of tutorials online.

I don't know the formula you posted, it's probably the normal equation for linear regression with only one feature.

• von Kanel ,i know about gradient descent it gives best weights for slope and intercept . I did not get the Normla equaiont part from where or how is Woptim dervied ? Aug 15 '20 at 19:24
• @Aj_MLstater I updated the answer to make it more clear. You calculate $w_{optim}$ using the formula. Aug 15 '20 at 20:04
• The equations OP posted are indeed the normal equations for simple linear regression., i.e. one feature. Aug 15 '20 at 21:07
• @Tim von Känel thanks ,what i understood from your explanation was " For case normal equation for linear regression with only one feature. we can use formual of m,b to get slope,intercept value directly since there is only one feature and it wont be computationally expensive " but " For case of normal equation for linear regression with more than one feature. using m,b formula to find slope and intercept wont work as its computationally expensive so we use approach of gradient descent since its computation is less, is my understand right ? Aug 16 '20 at 10:06
• @Aj_MLstater true, however you can use the closed equation for multiple features. It will get more exponentially more computationally expensive the more features you have. You just have to test it out. 20 features should work. For anything much more than that I would use gradient descent. Aug 16 '20 at 13:24