衡量线性回归法的指标MSE、RMSE、MAE、R Squared（最佳）

线性回归算法的评测
 

                                          均方误差MSE（Mean Squared Error）
 
 
 

                                      均方根误差RMSE（Root Mean Squared Error）
 
 
 

                                          平均绝对误差MAE（Mean Absolute Error）

### 05 衡量回归算法的标准

import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets

### 波士顿房产数据

boston = datasets.load_boston()

print(boston.DESCR)

boston.feature_names
输出结果：array(['CRIM', 'ZN', 'INDUS', 'CHAS', 'NOX', 'RM', 'AGE', 'DIS', 'RAD',
       'TAX', 'PTRATIO', 'B', 'LSTAT'], dtype='<U7')
       
x = boston.data[:,5]#只使用房间数量这个特征

x.shape
输出结果：(506,)

y = boston.target

y.shape
输出结果：(506,)

plt.scatter(x,y)
plt.show()

输出图片：

np.max(y)

x = x[y < 50.0]
y = y[y < 50.0]

plt.scatter(x,y)
plt.show()

输出图片：

### 使用简单线性回归法

from playML.model_selection import train_test_split
x_train,x_test,y_train,y_test = train_test_split(x,y,seed = 666)

x_train.shape
输出结果：(392,)

x_test.shape
输出结果：(98,)

from playML.SimpleLinearRegression import SimpleLinearRegression

reg = SimpleLinearRegression()
reg.fit(x_train,y_train)

reg.a_
输出结果：7.8608543562689555

reg.b_
输出结果：-27.459342806705543

plt.scatter(x_train,y_train)
plt.plot(x_train,reg.predict(x_train),color="r")
plt.show()

输出图片：

y_predict = reg.predict(x_test)

### MSE

mse_test = np.sum((y_predict - y_test) ** 2)/len(y_test)
mse_test
输出结果：24.156602134387438

### RMSE

from math import sqrt
rmse_test = sqrt(mse_test)
rmse_test
输出结果：4.914936635846635

### MAE

mae_test = np.sum(np.absolute(y_predict - y_test)) / len(y_test)
mae_test
输出结果：3.5430974409463873


### scikit-learn中的MSE和MAE

from sklearn.metrics import mean_squared_error
from sklearn.metrics import mean_absolute_error

mean_squared_error(y_test,y_predict)
输出结果：24.156602134387438

mean_absolute_error(y_test,y_predict)
输出结果：3.5430974409463873

import numpy as np
from .metrics import r2_score


class SimpleLinearRegression:

    def __init__(self):
        """初始化Simple Linear Regression模型"""
        self.a_ = None
        self.b_ = None

    def fit(self, x_train, y_train):
        """根据训练数据集x_train, y_train训练Simple Linear Regression模型"""
        assert x_train.ndim == 1, \
            "Simple Linear Regressor can only solve single feature training data."
        assert len(x_train) == len(y_train), \
            "the size of x_train must be equal to the size of y_train"

        x_mean = np.mean(x_train)
        y_mean = np.mean(y_train)

        self.a_ = (x_train - x_mean).dot(y_train - y_mean) / (x_train - x_mean).dot(x_train - x_mean)
        self.b_ = y_mean - self.a_ * x_mean

        return self

    def predict(self, x_predict):
        """给定待预测数据集x_predict，返回表示x_predict的结果向量"""
        assert x_predict.ndim == 1, \
            "Simple Linear Regressor can only solve single feature training data."
        assert self.a_ is not None and self.b_ is not None, \
            "must fit before predict!"

        return np.array([self._predict(x) for x in x_predict])

    def _predict(self, x_single):
        """给定单个待预测数据x，返回x的预测结果值"""
        return self.a_ * x_single + self.b_

    def score(self, x_test, y_test):
        """根据测试数据集 x_test 和 y_test 确定当前模型的准确度"""

        y_predict = self.predict(x_test)
        return r2_score(y_test, y_predict)

    def __repr__(self):
        return "SimpleLinearRegression()"

import numpy as np


def train_test_split(X, y, test_ratio=0.2, seed=None):
    """将数据 X 和 y 按照test_ratio分割成X_train, X_test, y_train, y_test"""
    assert X.shape[0] == y.shape[0], \
        "the size of X must be equal to the size of y"
    assert 0.0 <= test_ratio <= 1.0, \
        "test_ration must be valid"

    if seed:
        np.random.seed(seed)

    shuffled_indexes = np.random.permutation(len(X))

    test_size = int(len(X) * test_ratio)
    test_indexes = shuffled_indexes[:test_size]
    train_indexes = shuffled_indexes[test_size:]

    X_train = X[train_indexes]
    y_train = y[train_indexes]

    X_test = X[test_indexes]
    y_test = y[test_indexes]

    return X_train, X_test, y_train, y_test

R Squared

分子表示使用我们的模型预测产生的错误
分母表示使用$y=\bar{y}$预测产生的错误

• $R^2<=1$
• $R^2$越大越好。当我们的预测模型不犯任何错误时，$R^2$得到最大值1
• 当我们的模型等于基准模型时，$R^2$为0
• 如果$R^2$< 0，说明我们学习到的模型还不如基准模型。此时，很可能我们的数据不存在任何线性关系。

### R Square

1 - mean_squared_error(y_test,y_predict) / np.var(y_test)
输出结果：0.6129316803937322

from playML.metrics import r2_score
r2_score(y_test,y_predict)
输出结果：0.6129316803937322

from sklearn.metrics import r2_score
r2_score(y_test,y_predict)
输出结果：0.6129316803937324

reg.score(x_test,y_test)
输出结果：0.6129316803937322