基于最大似然原理的线性回归python实现

'''
基于极大似然原理的没有截距的线性回归 y=wx
属性：系数 w 
功能： fit  基于X,y 求w
       pridict 加入X 预测相应y
'''
class LinearRegressionself():
    def __init__(self):
        self.w = None
    def fit(self,X,y):
        b = np.ones(X.shape[0])
        X = np.insert(X,0,values = b,axis=1)
        #self.w = np.linalg.inv(X.T.dot(X)).dot(X.T).dot(y)
        X_ = np.linalg.inv(X.T.dot(X))
        self.w = X_.dot(X.T).dot(y)

    def predict(self,X):
        b = np.ones(X.shape[0])
        X = np.insert(X,0,values = b,axis=1)
        y_pred = X.dot(self.w)
        return y_pred
    def score(self,y,y_pred):
        accuracy = np.mean(np.power(y - y_pred,2))
        return accuracy

与python自带线性回归模型精度比较，结果一致

if __name__ == '__main__':
    from sklearn import datasets
    import numpy as np 
    from sklearn.model_selection import train_test_split
    from sklearn.linear_model import LinearRegression
    dataset = datasets.load_diabetes()
    X = dataset.data
    y = dataset.target
    X_train,X_test,y_train,y_test = train_test_split(X,y,test_size = 0.2)   
    lr_self = LinearRegressionself()
    lr_self.fit(X_train,y_train)
    y_ = lr_self.predict(X_test)
    accuracy_self = lr_self.score(y_test,y_)
 #   print(accuracy_self)
    #--------------------------#
    lr = LinearRegression()
    lr.fit(X_train,y_train)
    y_ = lr.predict(X_test)
    accuracy = np.mean(np.power(y_test- y_,2))
  #  print(accuracy)
    if np.abs(accuracy_self - accuracy)<1e-4:
        print('算法与python给的原算法结果一致')
    else:
        print('算法与python给的原算法结果不一致')