# Simple Linear Regression from Scratch Using Kotlin

In this tutorial, we’ll learn how to use Kotlin to train and test a simple linear regression model without any external library. Simple linear regression is the easiest model in machine learning and therefore is a great candidate, to begin with.

This article doesn’t use any external library, the goal is to write everything down from scratch to allow for a better understanding of the mechanics behind the scenes.

This article is partly inspired by this one.

# Simple Linear Regression

According to Wikipedia, simple linear regression is

a linear regression model with asingle explanatory variable. That is, it concerns two-dimensional sample points with oneindependent variableand onedependent variable(conventionally, the x and y coordinates in a Cartesian coordinate system) and finds a linear function (a non-vertical straight line) that, as accurately as possible,predicts the dependent variable values as a function of the independent variables. The adjective simplerefers to the fact that the outcome variable is related to a single predictor.

In other words, given a variable, the simple linear regression model is able to predict with more or less effectiveness the value of a variable linked to the input variable.

There are multiple examples of how simple linear regression can be used

- Number of children in household -> Liters of milk consumed
- Years of experience -> Salary
- IQ -> Job Performance
- etc.

# Data

**Data Set**

The dataset we’re going to use is a dataset found on Kaggle. Multiple datasets are available online, this is just an arbitrary choice, you could use any other dataset of your choice or generate your own if you want.

**Independent Variable & Dependent Variable**

As we saw earlier with Wikipedia’s definition, the independent variable (also called explanatory variable) will help us define what the value of the dependent variable is.

In the schema hereunder, the independent variable is `x`

while the dependent one is `y`

.

The goal of the exercise is of course to get an approximation of the optimal values of *β₀* & *β₁* in the simple linear regression formula :

y = β₀ + β₁*x

In this formula, **y **is the dependent variable, **x **is the independent variable, ** β₀** is the constant (varying the position of our line on the y-axis) and

**is the coefficient of the independent variable (varying the slope of our line).**

*β₁*# Build & Train

## Read Files

Let’s start off by reading the train.csv and test.csv files. We’ll also split them into independent and dependent variables for it will be easier to feed our model later.

val xTrain =mutableListOf<Double>()

val yTrain =mutableListOf<Double>()

val trainFileName = "train.csv"

File(trainFileName).forEachLine{val split =

it.split(",")

xTrain.add(split[0].toDouble())

yTrain.add(split[1].toDouble())}val xTest =mutableListOf<Double>()

val yTest =mutableListOf<Double>()

val testFileName = "test.csv"

File(testFileName).forEachLine{val split =

it.split(",")

xTest.add(split[0].toDouble())

yTest.add(split[1].toDouble())}

## Model

Let’s now create our model and feed it with the train data. The goal of our model is to process the training data directly.

`val model = SimpleLinearRegressionModel(independentVariables = xTrain, dependentVariables = yTrain)`

I left out the code for `SimpleLinearRegressionModel`

on purpose because we’ll discover it method by method, field by field. For now, we just need to understand that we’ve filled the two fields `independentVariables`

& `dependentVariables`

.

## Mean X & Mean Y

For the sake of intern calculation inside of our model, we’ll need the mean of the independent variables and the mean of the dependent variables. This is easily performed using the `Collections.kt`

`sum`

method and performing a division on the result.

`private val meanX: Double = independentVariables.`*sum*().div(independentVariables.*count*())

private val meanY: Double = dependentVariables.*sum*().div(dependentVariables.*count*())

## Variance & Covariance

We can see *β₁*’s formula as the following

β₁ = covariance / variance

For us to get the value of *β₁*, we’ll have to calculate both of those.

The variance can be defined as the sum of the squared difference of each independent variable minus their mean.

`private val variance: Double = independentVariables.stream().mapToDouble `**{ **(**it **- meanX).*pow*(2) **}**.sum()

The way to calculate *covariance* requires a bit more code but still is quite manageable. It can be described as the sum of products of, for each point of the graph, the value of x — meanX and the value of y — mean Y.

Hope the code is easier to understand…

`private fun covariance(): Double {`

var covariance = 0.0

for (i in 0 *until *independentVariables.size) {

val xPart = independentVariables[i] - meanX

val yPart = dependentVariables[i] - meanY

covariance += xPart * yPart

}

return covariance

}

**β**₀ & **β**₁

Now that we have our `variance`

and `covariance`

calculated, we can go further and calculate what the values of *β₁* and *β₀* are.

For a reminder, their respective formulas are the followings

β₁ = covariance / variance

β₀ = meanY — (meanX * β₁)

`private val b1 = covariance.div(variance)`

private val b0 = meanY - b1 * meanX

# Test

To test our model, we’ll feed it with the test.csv dataset we extracted earlier and we’ll use a method to calculate our error named **root-mean-square error.**

We’ll also calculate the **R²**** **to evaluate the precision of our model.

`fun test(xTest: List<Double>, yTest: List<Double>) {`

var errorSum = 0.0

var sst = 0.0

var ssr = 0.0

for (i in 0 *until *xTest.*count*()) {

val x = xTest[i]

val y = yTest[i]

val yPred = predict(x)

errorSum += (yPred - y).*pow*(2)

sst += (y - meanY).*pow*(2)

ssr += (y - yPred).*pow*(2)

}

*println*("RMSE = " + Math.sqrt(errorSum.div(xTest.size)))

*println*("R² = " + (1 - (ssr / sst)))

}

fun predict(independantVariable: Double) = b0 + b1 * independantVariable

Now that we have everything set up, our model prints the following results for `RMSE`

& `R²`

`RMSE = 3.07130626802983`

R² = 0.9888226846629965

Which is a great result for our model since the closer `R²`

is to 1, the better and a `RMSE`

of `3.071`

in this case is more than OK.

# Conclusion

This algorithm is the easiest one of machine learning, the code to write to train a model like this one is close to none. The complexity linked to this implementation is understandable without much knowledge of data science and it can still help understand more complex models in the future.

In the next articles, we’ll see how **Multiple Linear Regression** works, and introduce the concept of **Gradient Descent** to minimize errors of our model.