关于公式推导可以参考这篇文章,还配了代码,不过代码只是实现了公式5的部分,而且代码循环有点多,稍微修改了一下。
http://blog.csdn.net/jairuschan/article/details/7517773/
# coding=utf-8
import matplotlib.pyplot as plt
import math
import numpy
import random
fig = plt.figure()
ax = fig.add_subplot(111)
#阶数为9阶
order=9
#ground truth曲线
x = numpy.arange(-1,1,0.02)
y = [((a*a-1)*(a*a-1)*(a*a-1)+0.5)*numpy.sin(a*2) for a in x]
ax.plot(x,y,color='r',linestyle='-',marker='')
#加入噪声
i=0
xa=[]
ya=[]
for xx in x:
yy=y[i]
d=float(random.randint(60,140))/100
#ax.plot([xx*d],[yy*d],color='m',linestyle='',marker='.')
i+=1
xa.append(xx*d)
ya.append(yy*d)
ax.plot(xa,ya,color='m',linestyle='',marker='.')
#进行曲线拟合
matA=[]
for i in range(order+1):
matA1 = []
for j in range(order+1):
tx = 0.0
for k in range(len(xa)):
tx+=xa[k]**(j+i)
matA1.append(tx)
matA.append(matA1)
matA=numpy.array(matA)
matB=[]
for i in range(order+1):
ty = 0.0
for j in range(len(xa)):
ty+=ya[j]*xa[j]**i
matB.append(ty)
matB=numpy.array(matB)
matAA=numpy.linalg.solve(matA,matB)
#画出拟合后的曲线
xxa= numpy.arange(-1,1.06,0.01)
yya=[]
for i in range(0,len(xxa)):
yy=0.0
for j in range(0,order+1):
dy=1.0
for k in range(0,j):
dy*=xxa[i]
dy*=matAA[j]
yy+=dy
yya.append(yy)
ax.plot(xxa,yya,color='g',linestyle='-',marker='')
plt.show()
效果图如下:
红色为想要拟合的图片,不过加入了噪声,训练集为紫色点,结果如图绿色曲线。