Algorithms

LinearRegression

The LinearRegression algorithm uses the scikit-learn LinearRegression estimator to fit a model to predict the value of numeric fields. The `kfold` cross-validation command can be used with LinearRegression. See, K-fold\\_cross-validation.

The LinearRegression algorithm uses the scikit-learn LinearRegression estimator to fit a model to predict the value of numeric fields. The kfold cross-validation command can be used with LinearRegression. See, K-fold_cross-validation.

Parameters

The fit_intercept parameter specifies whether the model should include an implicit intercept term. The default value is True.

Syntax

fit LinearRegression <field_to_predict> from <explanatory_fields> [into <model name>
[fit_intercept=<true|false>] [normalize=<true|false>]

You can save LinearRegression models using the into keyword and apply new data later using the apply command.

... | apply temperature_model

You can inspect the coefficients learned by LinearRegression with the summary command.

... | summary temperature_model

Example

The following example uses LinearRegression on a test set.

... | fit LinearRegression temperature from date_month date_hour into temperature_model | ..

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Adapted from the Splunk AI Toolkit 5.6.4 documentation at /en/splunk-cloud-platform/apply-machine-learning/use-ai-toolkit/5.6.4/algorithms-and-scoring-metrics-in-the-ai-toolkit/algorithms-in-the-ai-toolkit (section: regressor).

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