In this tutorial, we will learn about linear regression with tidymodels. We will start by fitting a linear regression model to the advertising data set that is used throughout chapter 3 of our course textbook, An Introduction to Statistical Learning.

Then we will focus on building our first machine learning pipeline, with data resampling, featuring engineering, modeling fitting, and model accuracy assessment using the workflows, rsample, recipes, parsnip, and tune packages from tidymodels.

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Introduction to Linear Regression

The R code below will load the data and packages we will be working with throughout this tutorial. The vip package is used for exploring predictor variable importance. We will use this package for visualizing which predictors have the most predictive power in our linear regression models.

# Load libraries
library(vip) # for variable importance

# Load data sets
advertising <- read_rds(url(''))

home_sales <- read_rds(url('')) %>% 


We will be working with the advertisting data set, where each row represents a store from a large retail chain and their associated sales revenue and advertising budgets, and the home_sales data, where each row represents a real estate home sale in the Seattle area between 2014 and 2015.

Take a moment to explore these data sets below.

Advertising Data

Seattle Home Sales

Data Splitting

The first step in building regression models is to split our original data into a training and test set. We then perform all feature engineering and model fitting tasks on the training set and use the test set as an independent assessment of our model’s prediction accuracy.

We will be using the initial_split() function from rsample to partition the advertising data into training and test sets. Remember to always use set.seed() to ensure your results are reproducible.


# Create a split object
advertising_split <- initial_split(advertising, prop = 0.75, 
                                   strata = Sales)

# Build training data set
advertising_training <- advertising_split %>% 

# Build testing data set
advertising_test <- advertising_split %>% 

Model Specification

The next step in the process is to build a linear regression model object to which we fit our training data.

For every model type, such as linear regression, there are numerous packages (or engines) in R that can be used.

For example, we can use the lm() function from base R or the stan_glm() function from the rstanarm package. Both of these functions will fit a linear regression model to our data with slightly different implementations.

The parsnip package from tidymodels acts like an aggregator across the various modeling engines within R. This makes it easy to implement machine learning algorithms from different R packages with one unifying syntax.

To specify a model object with parsnip, we must:

  1. Pick a model type
  2. Set the engine
  3. Set the mode (either regression or classification)

Linear regression is implemented with the linear_reg() function in parsnip. To the set the engine and mode, we use set_engine() and set_mode() respectively. Each one of these functions takes a parsnip object as an argument and updates its properties.

To explore all parsnip models, please see the documentation where you can search by keyword.

Let’s create a linear regression model object with the lm engine. This is the default engine for most applications.

lm_model <- linear_reg() %>% 
            set_engine('lm') %>% # adds lm implementation of linear regression

# View object properties
Linear Regression Model Specification (regression)

Computational engine: lm 

Fitting to Training Data

Now we are ready to train our model object on the advertising_training data. We can do this using the fit() function from the parsnip package. The fit() function takes the following arguments:

  • a parnsip model object specification
  • a model formula
  • a data frame with the training data

The code below trains our linear regression model on the advertising_training data. In our formula, we have specified that Sales is the response variable and TV, Radio, and Newspaper are our predictor variables.

We have assigned the name lm_fit to our trained linear regression model.

lm_fit <- lm_model %>% 
          fit(Sales ~ ., data = advertising_training)

# View lm_fit properties
parsnip model object

Fit time:  2ms 

stats::lm(formula = Sales ~ ., data = data)

(Intercept)           TV        Radio    Newspaper  
   3.020478     0.044105     0.198164    -0.003748  

Exploring Training Results

As mentioned in the first R tutorial, most model objects in R are stored as specialized lists.

The lm_fit object is list that contains all of the information about how our model was trained as well as the detailed results. Let’s use the names() function to print the named objects that are stored within lm_fit.

The important objects are fit and preproc. These contain the trained model and preprocessing steps (if any are used), respectively.

[1] "lvl"     "spec"    "fit"     "preproc" "elapsed"

To print a summary of our model, we can extract fit from lm_fit and pass it to the summary() function. We can explore the estimated coefficients, F-statistics, p-values, residual standard error (also known as RMSE) and R2 value.

However, this feature is best for visually exploring our results on the training data since the results are returned as a data frame.


stats::lm(formula = Sales ~ ., data = data)

    Min      1Q  Median      3Q     Max 
-4.2834 -0.9082  0.2456  1.1927  2.8446 

             Estimate Std. Error t value             Pr(>|t|)    
(Intercept)  3.020478   0.339772   8.890  0.00000000000000203 ***
TV           0.044105   0.001487  29.659 < 0.0000000000000002 ***
Radio        0.198164   0.009143  21.674 < 0.0000000000000002 ***
Newspaper   -0.003748   0.006234  -0.601                0.549    
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 1.577 on 147 degrees of freedom
Multiple R-squared:  0.9071,    Adjusted R-squared:  0.9052 
F-statistic: 478.6 on 3 and 147 DF,  p-value: < 0.00000000000000022

We can use the plot() function to obtain diagnostic plots for our trained regression model. Again, we must first extract the fit object from lm_fit and then pass it into plot(). These plots provide a check for the main assumptions of the linear regression model.

par(mfrow=c(2,2)) # plot all 4 plots in one

     pch = 16,    # optional parameters to make points blue
     col = '#006EA1')

Tidy Training Results

To obtain the detailed results from our trained linear regression model in a data frame, we can use the tidy() and glance() functions directly on our trained parsnip model, lm_fit.

The tidy() function takes a linear regression object and returns a data frame of the estimated model coefficients and their associated F-statistics and p-values.

The glance() function will return performance metrics obtained on the training data such as the R2 value (r.squared) and the RMSE (sigma).

# Data frame of estimated coefficients

# Performance metrics on training data

We can also use the vip() function to plot the variable importance for each predictor in our model. The importance value is determined based on the F-statistics and estimate coefficents in our trained model object.


Evaluating Test Set Accuracy

To assess the accuracy of our trained linear regression model, lm_fit, we must use it to make predictions on our test data, advertising_test.

This is done with the predict() function from parnsip. This function takes two important arguments:

  • a trained parnsip model object
  • new_data for which to generate predictions

The code below uses the predict function to generate a data frame with a single column, .pred, which contains the predicted Sales values on the advertisting_test data.

predict(lm_fit, new_data = advertising_test)

Generally it’s best to combine the test data set and the predictions into a single data frame. We create a data frame with the predictions on the advertising_test data and then use bind_cols to add the advertising_test data to the results.

Now we have the model results and the test data in a single data frame.

advertising_test_results <- predict(lm_fit, new_data = advertising_test) %>% 

# View results

Calculating RMSE and R2 on the Test Data

To obtain the RMSE and R2 values on our test set results, we can use the rmse() and rsq() functions.

Both functions take the following arguments:

  • data - a data frame with columns that have the true values and predictions
  • truth - the column with the true response values
  • estimate - the column with predicted values

In the examples below we pass our advertising_test_results to these functions to obtain these values for our test set. results are always returned as a data frame with the following columns: .metric, .estimator, and .estimate.

# RMSE on test set
     truth = Sales,
     estimate = .pred)

# R2 on test set
    truth = Sales,
    estimate = .pred)

R2 Plot

The best way to assess the test set accuracy is by making an R2 plot. This is a plot that can be used for any regression model.

It plots the actual values (Sales) versus the model predictions (.pred) as a scatter plot. It also plot the line y = x through the origin. This line is a visually representation of the perfect model where all predicted values are equal to the true values in the test set. The farther the points are from this line, the worse the model fit.

The reason this plot is called an R2 plot, is because the R2 is simply the squared correlation between the true and predicted values, which are plotted as paired in the plot.

In the code below, we use geom_point() and geom_abline() to make this plot using out advertising_test_results data. The geom_abline() function will plot a line with the provided slope and intercept arguments.

ggplot(data = advertising_test_results,
       mapping = aes(x = .pred, y = Sales)) +
  geom_point(color = '#006EA1') +
  geom_abline(intercept = 0, slope = 1, color = 'orange') +
  labs(title = 'Linear Regression Results - Advertising Test Set',
       x = 'Predicted Sales',
       y = 'Actual Sales')

Creating a Machine Learning Workflow

In the previous section, we trained a linear regression model to the advertising data step-by-step. In this section, we will go over how to combine all of the modeling steps into a single workflow.

We will be using the workflow package, which combines a parnsip model with a recipe, and the last_fit() function to build an end-to-end modeling training pipeline.

Let’s assume we would like to do the following with the advertising data:

  1. Split our data into training and test sets
  2. Feature engineer the training data by removing skewness and normalizing numeric predictors
  3. Specify a linear regression model
  4. Train our model on the training data
  5. Transform the test data with steps learned in part 2 and obtain predictions using our trained model

The machine learning workflow can be accomplished with a few steps using tidymodels

Step 1. Split Our Data

First we split our data into training and test sets.


# Create a split object
advertising_split <- initial_split(advertising, prop = 0.75, 
                                   strata = Sales)

# Build training data set
advertising_training <- advertising_split %>% 

# Build testing data set
advertising_test <- advertising_split %>% 

Step 2. Feature Engineering

Next, we specify our feature engineering recipe. In this step, we do not use prep() or bake(). This recipe will be automatically applied in a later step using the workflow() and last_fit() functions.

advertising_recipe <- recipe(Sales ~ ., data = advertising_training) %>% 
                      step_YeoJohnson(all_numeric(), -all_outcomes()) %>% 
                      step_normalize(all_numeric(), -all_outcomes())

Step 3. Specify a Model

Next, we specify our linear regression model with parsnip.

lm_model <- linear_reg() %>% 
            set_engine('lm') %>% 

Step 4. Create a Workflow

The workflow package was designed to combine models and recipes into a single object. To create a workflow, we start with workflow() to create an empty workflow and then add out model and recipe with add_model() and add_recipe().

advertising_workflow <- workflow() %>% 
                        add_model(lm_model) %>% 

Step 5. Execute the Workflow

The last_fit() function will take a workflow object and apply the recipe and model to a specified data split object.

In the code below, we pass the advertising_workflow object and advertising_split object into last_fit().

The last_fit() function will then train the feature engineering steps on the training data, fit the model to the training data, apply the feature engineering steps to the test data, and calculate the predictions on the test data, all in one step!

advertising_fit <- advertising_workflow %>% 
                   last_fit(split = advertising_split)

To obtain the performance metrics and predictions on the test set, we use the collect_metrics() and collect_predictions() functions on our advertising_fit object.

# Obtain performance metrics on test data
advertising_fit %>% collect_metrics()

We can save the test set predictions by using the collect_predictions() function. This function returns a data frame which will have the response variables values from the test set and a column named .pred with the model predictions.

# Obtain test set predictions data frame
test_results <- advertising_fit %>% 
# View results

Workflow for Home Selling Price

For another example of fitting a machine learning workflow, let’s use linear regression to predict the selling price of homes using the home_sales data.

For our feature engineering steps, we will include removing skewness and normalizing numeric predictors, and creating dummy variables for the city variable.

Remember that all machine learning algorithms need a numeric feature matrix. Therefore we must also transform character or factor predictor variables to dummy variables.

Step 1. Split Our Data

First we split our data into training and test sets.


# Create a split object
homes_split <- initial_split(home_sales, prop = 0.75, 
                             strata = selling_price)

# Build training data set
homes_training <- homes_split %>% 

# Build testing data set
homes_test <- homes_split %>% 

Step 2. Feature Engineering

Next, we specify our feature engineering recipe. In this step, we do not use prep() or bake(). This recipe will be automatically applied in a later step using the workflow() and last_fit() functions.

For our model formula, we are specifying that selling_price is our response variable and all others are predictor variables.

homes_recipe <- recipe(selling_price ~ ., data = homes_training) %>% 
                step_YeoJohnson(all_numeric(), -all_outcomes()) %>% 
                step_normalize(all_numeric(), -all_outcomes()) %>% 
                step_dummy(all_nominal(), - all_outcomes())

As an intermediate step, let’s check our recipe by prepping it on the training data and applying it to the test data. We want to make sure that we get the correct transformations.

From the results below, things look correct.

homes_recipe %>% 
  prep() %>% 
  bake(new_data = homes_test)