import numpy as np
import matplotlib.pyplot as plt
np.random.seed(42)
x = np.random.uniform(-3.0,3.0,size=100)
X = x.reshape(-1,1)
y = 0.5 * x + 3 + np.random.normal(0,1,size=100)
plt.scatter(x,y)
plt.show()
输出图片:
from sklearn.model_selection import train_test_split
np.random.seed(666)
X_train,X_test,y_train,y_test = train_test_split(X,y)
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import PolynomialFeatures
from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import LinearRegression
def PolynomialRegression(degree):
return Pipeline([
("poly",PolynomialFeatures(degree=degree)),
("std_scaler",StandardScaler()),
("lin_reg",LinearRegression())
])
from sklearn.metrics import mean_squared_error
poly_reg = PolynomialRegression(degree=20)
poly_reg.fit(X_train,y_train)
y_predict = poly_reg.predict(X_test)
mean_squared_error(y_test,y_predict)
输出结果:167.9401085999025
def plot_model(model):
X_plot = np.linspace(-3,3,100).reshape(100,1)
y_plot = model.predict(X_plot)
plt.scatter(x,y)
plt.plot(X_plot[:,0],y_plot,color='r')
plt.axis([-3,3,0,6])
plt.show()
plot_model(poly_reg)
输出图片:
LASSO回归
from sklearn.linear_model import Lasso
def LassoRegression(degree,alpha):
return Pipeline([
("poly",PolynomialFeatures(degree=degree)),
("std_scaler",StandardScaler()),
("lasso_reg",Lasso(alpha=alpha))
])
degree=20,alpha=0.01
lasso1_reg = LassoRegression(20,0.01)
lasso1_reg.fit(X_train,y_train)
y1_predict = lasso1_reg.predict(X_test)
mean_squared_error(y_test,y1_predict)
输出:1.149608084325997
plot_model(lasso1_reg)
输出图片:
degree=20,alpha=0.1
lasso2_reg = LassoRegression(20,0.1)
lasso2_reg.fit(X_train,y_train)
y2_predict = lasso2_reg.predict(X_test)
mean_squared_error(y_test,y2_predict)
输出:1.1213911351818648
plot_model(lasso2_reg)
输出图片:
degree=20,alpha=1
lasso3_reg = LassoRegression(20,1)
lasso3_reg.fit(X_train,y_train)
y3_predict = lasso3_reg.predict(X_test)
mean_squared_error(y_test,y3_predict)
输出结果:1.8408939659515595
plot_model(lasso3_reg)
输出图片:
LASSO趋向于使得一部分theta值变为0,所以可作为特征选择用。