Python: 最小二乘法(多元线性回归)

import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error

class Linear_Regression():
    def __init__(self):
        self.lr = 0.01
        self.num_iter = 500
        self.w = None


    def fit(self,X,y):
        X = np.hstack((X,np.ones(X.shape[0]).reshape(-1,1)))
        print(X.shape)
        self.w = np.linalg.pinv(X.T @ X) @ X.T @ y








    def predict(self,X):
        X = np.hstack((X,np.ones(X.shape[0]).reshape(-1,1)))
        y_pred = X @ self.w
        return y_pred


if __name__ == '__main__':
    X, y = datasets.load_boston(return_X_y=True)
    # X = np.mat(X)
    # y = np.mat(y).reshape(-1,1)
    print(X.shape)
    print(y.shape)
    model = LinearRegression()
    LR_MSE_list = []
    ND_MSE_list = []
    for _ in range(10):
        X_train, X_test, y_train, y_test = train_test_split(X,y,test_size=0.3)
        model = Linear_Regression()
        model.fit(X=X_train, y=y_train)
        y_pred = model.predict(X=X_test)

        print(mean_squared_error(y_true=y_test, y_pred=y_pred))

        model_1 = LinearRegression()
        model_1.fit(X=X_train, y=y_train)
        y_pred = model_1.predict(X=X_test)
        print("diaobao::",mean_squared_error(y_true=y_test, y_pred=y_pred))

        break