机器学习--弹性网12

弹性网络在岭回归和Lasso回归中进行了折中，通过 混合比(mix ratio) r 进行控制：

r=0：弹性网络变为岭回归
r=1：弹性网络便为Lasso回归
弹性网络的代价函数 ：

sklearn中的岭回归

导入包

vdfgfd

import numpy as np
from numpy import genfromtxt
import pandas as pd
from sklearn import linear_model
import matplotlib.pyplot as plt

读入数据

data = pd.read_csv("longley.csv",delimiter=',')
print(data)

Unnamed: 0 GNP.deflator GNP Unemployed Armed.Forces Population Year Employed
0 1947 83.0 234.289 235.6 159.0 107.608 1947 60.323
1 1948 88.5 259.426 232.5 145.6 108.632 1948 61.122
2 1949 88.2 258.054 368.2 161.6 109.773 1949 60.171
3 1950 89.5 284.599 335.1 165.0 110.929 1950 61.187
4 1951 96.2 328.975 209.9 309.9 112.075 1951 63.221
5 1952 98.1 346.999 193.2 359.4 113.270 1952 63.639
6 1953 99.0 365.385 187.0 354.7 115.094 1953 64.989
7 1954 100.0 363.112 357.8 335.0 116.219 1954 63.761
8 1955 101.2 397.469 290.4 304.8 117.388 1955 66.019
9 1956 104.6 419.180 282.2 285.7 118.734 1956 67.857
10 1957 108.4 442.769 293.6 279.8 120.445 1957 68.169
11 1958 110.8 444.546 468.1 263.7 121.950 1958 66.513
12 1959 112.6 482.704 381.3 255.2 123.366 1959 68.655
13 1960 114.2 502.601 393.1 251.4 125.368 1960 69.564
14 1961 115.7 518.173 480.6 257.2 127.852 1961 69.331
15 1962 116.9 554.894 400.7 282.7 130.081 1962 70.551

切分数据

x_data = data.iloc[:,2:]
y_data = data.iloc[:,1]
print(x_data)
print(y_data)

创建模型

model = linear_model.ElasticNetCV()
model.fit(x_data, y_data)

# 弹性网系数
print(model.alpha_)
# 相关系数
print(model.coef_)

30.050784976723314
[0.09998535 0.00403107 0.00198065 0. 0. 0. ]

model.predict(x_data.iloc[-2:-1, :])

array([115.55692057])