回归的目的:预测数值型的目标值。
回归与分类不同点在于,前者预测连续型的变量,而后者预测离散型的变量。、
岭回归是缩减法的一种,相当于对回归系数的大小施加了限制。
具体的实现代码如下:
from numpy import *
def loadDataSet(fileName): #general function to parse tab -delimited floats
numFeat = len(open(fileName).readline().split('\t')) - 1 #get number of fields
dataMat = []; labelMat = []
fr = open(fileName)
for line in fr.readlines():
lineArr =[]
curLine = line.strip().split('\t')
for i in range(numFeat):
lineArr.append(float(curLine[i]))
dataMat.append(lineArr)
labelMat.append(float(curLine[-1]))
return dataMat,labelMat
def standRegres(xArr,yArr):
xMat = mat(xArr); yMat = mat(yArr).T
xTx = xMat.T*xMat
if linalg.det(xTx) == 0.0:
print "This matrix is singular, cannot do inverse"
return
ws = xTx.I * (xMat.T*yMat)
return ws
def lwlr(testPoint,xArr,yArr,k=1.0):
xMat = mat(xArr); yMat = mat(yArr).T
m = shape(xMat)[0]
weights = mat(eye((m)))
for j in range(m): #next 2 lines create weights matrix
diffMat = testPoint - xMat[j,:] #
weights[j,j] = exp(diffMat*diffMat.T/(-2.0*k**2))
xTx = xMat.T * (weights * xMat)
if linalg.det(xTx) == 0.0:
print "This matrix is singular, cannot do inverse"
return
ws = xTx.I * (xMat.T * (weights * yMat))
return testPoint * ws
def lwlrTest(testArr,xArr,yArr,k=1.0)