Python实现岭回归

import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt

from sklearn.linear_model import RidgeCV
from sklearn.linear_model import Ridge
from statsmodels.stats.outliers_influence import variance_inflation_factor

sns.set_theme()# 设置风格
%config InlineBackend.figure_format = 'retina' # 让图片更清晰

df = pd.read_excel('D:/ml_data/auto-mpg.xlsx')# 导入数据
# print(df)

df_scaled = (df-df.mean())/(df.std())

xs = df_scaled.iloc[:,1:]
ys = df_scaled.iloc[:,0]

X = xs
vif=pd.DataFrame()
vif["VIF Factor"] = [variance_inflation_factor(X.values,i) for i in range(X.shape[1])]
vif["features"]=X.columns

print(vif.round(1))

VIF Factor features

0 10.7 Cylinders

1 21.8 Displacement