ft_linear_regression
A simple linear regression implementation using gradient descent to predict car prices based on mileage.
Requirements
- Python 3
- matplotlib (for visualization only)
- pandoc (to generate HTML documentation)
pip install matplotlib
To generate the HTML version of this README (to see the equations):
pandoc README.md --mathml -s -o README.html
Usage
Train the model
python3 train.py <learning_rate> <iterations>
Example:
python3 train.py 1.0 1000
This trains the model on data.csv and saves the resulting parameters (θ0, θ1) to thetas.csv.
Predict a price
python3 predict.py
Prompts for a mileage value and outputs the estimated price. Loops until Ctrl+C. If no trained model is found, θ0 and θ1 default to 0.
Visualize
python3 visualize.py
Displays a scatter plot of the dataset. If a trained model exists, the regression line is drawn on top.
How it works
The model fits a linear function:
estimatePrice(mileage) = θ0 + θ1 * mileage
Parameters are found via gradient descent. The input data is normalized before training using min-max normalization, and the resulting thetas are denormalized afterward so they work directly on raw mileage values.
Why normalization?
The two variables have very different scales: mileage ranges from ~22,000 to ~240,000 while prices range from ~3,600 to ~8,300. This causes the gradient for $\theta_1$ (which is multiplied by mileage) to be orders of magnitude larger than the gradient for $\theta_0$. No single learning rate can work well for both parameters simultaneously.
Min-max normalization scales each variable to $[0, 1]$:
$$x_{\text{norm}} = \frac{x - x_{\min}}{x_{\max} - x_{\min}}$$
Without normalization, if you pick a learning rate small enough to prevent $\theta_1$ from overshooting, $\theta_0$ barely moves and needs millions of iterations. If you pick a larger learning rate so $\theta_0$ converges in a reasonable time, $\theta_1$ overshoots, oscillates, and diverges to infinity (NaN).
Normalization brings both gradients to the same scale, allowing gradient descent to converge efficiently with a single learning rate.
After training on normalized data, the thetas are converted back to work on raw values:
$$\theta_1' = \theta_1 \cdot \frac{p_{\max} - p_{\min}}{km_{\max} - km_{\min}}$$
$$\theta_0' = \theta_0 \cdot (p_{\max} - p_{\min}) + p_{\min} - \theta_1' \cdot km_{\min}$$