sklearn各种回归和预测

sklearn各种曲线回归和预测

数据部分

要拟合的函数为sin曲线和一次函数结合

def f(x1):
    y = 0.5 * np.sin(x1) + 3 + 0.1 * x1 
    return y

数据分成三部分:

1. 喂给模型进行训练的数据train
2. 用于验证模型的数据test
3. 用于预测未来的的数据future,没有喂给模型进行训练

代码如下

import numpy as np
import matplotlib.pyplot as plt

###########1.数据生成部分##########
def f(x1):
    y = 0.5 * np.sin(x1) + 3 + 0.1 * x1 
    return y

def load_data():
    x1_train = np.linspace(0,50,500)
    data_train = np.array([[x1,f(x1) + (np.random.random(1)-0.5)] for x1 in x1_train])
    x1_test = np.linspace(0,50,100)+ 0.5 * np.random.random(100)
    data_test = np.array([[x1,f(x1)] for x1 in x1_test])
    x1_future = np.linspace(50,100,100)+ 0.5 * np.random.random(100)
    data_future = np.array([[x1,f(x1)] for x1 in x1_future])
    return data_train, data_test, data_future

train, test, future = load_data()
x_train, y_train = train[:,:1], train[:,1] #数据前两列是x1,x2 第三列是y,这里的y有随机噪声
x_test ,y_test = test[:,:1], test[:,1] # 同上,不过这里的y没有噪声
x_future, y_future = future[:,:1] ,future[:,1] # 同上,不过这里的y没有噪声

数据集可视化

plt.figure(figsize=(15,5))
plt.plot(x_train[:,0],y_train,label='train')
plt.plot(x_test[:,0],y_test,label='test')
plt.plot(x_future[:,0],y_future,label='future')
plt.legend()
plt.show()

sklearn的使用

1. 实例化一个算法对象
2. 调用fit()函数
3. 使用predict()函数进行预测
4. 使用score()函数来评估预测值和真实值的使用

###########2.回归部分##########
def try_different_method(model):
    model.fit(x_train,y_train)
    score = model.score(x_test, y_test)
    result = model.predict(x_test)
    future = model.predict(x_future)
    plt.figure(figsize=(15,5))
    plt.plot(np.arange(len(result)), y_test,'go-',label='true value')
    plt.plot(np.arange(len(result)),result,'ro-',label='predict value')
    plt.plot(np.arange(len(result),len(result)+len(future)),y_future,'yo-',label='future true value')
    plt.plot(np.arange(len(result),len(result)+len(future)),future,'bo-',label='future predict value')
    plt.title('score: %f'%score)
    plt.legend()
    plt.show()

###########3.具体方法选择##########
####3.1决策树回归####
from sklearn import tree
model_DecisionTreeRegressor = tree.DecisionTreeRegressor()
####3.2线性回归####
from sklearn import linear_model
model_LinearRegression = linear_model.LinearRegression()
####3.3SVM回归####
from sklearn import svm
model_SVR = svm.SVR()
####3.4KNN回归####
from sklearn import neighbors
model_KNeighborsRegressor = neighbors.KNeighborsRegressor()
####3.5随机森林回归####
from sklearn import ensemble
model_RandomForestRegressor = ensemble.RandomForestRegressor(n_estimators=20)#这里使用20个决策树
####3.6Adaboost回归####
from sklearn import ensemble
model_AdaBoostRegressor = ensemble.AdaBoostRegressor(n_estimators=50)#这里使用50个决策树
####3.7GBRT回归####
from sklearn import ensemble
model_GradientBoostingRegressor = ensemble.GradientBoostingRegressor(n_estimators=100)#这里使用100个决策树
####3.8Bagging回归####
from sklearn.ensemble import BaggingRegressor
model_BaggingRegressor = BaggingRegressor()
####3.9ExtraTree极端随机树回归####
from sklearn.tree import ExtraTreeRegressor
model_ExtraTreeRegressor = ExtraTreeRegressor()
####3.10ARD贝叶斯ARD回归
model_ARDRegression = linear_model.ARDRegression()
####3.11BayesianRidge贝叶斯岭回归
model_BayesianRidge = linear_model.BayesianRidge()
####3.12TheilSen泰尔森估算
model_TheilSenRegressor = linear_model.TheilSenRegressor()
####3.13RANSAC随机抽样一致性算法
model_RANSACRegressor = linear_model.RANSACRegressor()

结果展示

决策树回归结果

###########4.具体方法调用部分##########
try_different_method(model_DecisionTreeRegressor)

线性回归结果

try_different_method(model_LinearRegression)

SVM回归结果

try_different_method(model_SVR)

d:\opt\python35\lib\site-packages\sklearn\svm\base.py:196: FutureWarning: The default value of gamma will change from 'auto' to 'scale' in version 0.22 to account better for unscaled features. Set gamma explicitly to 'auto' or 'scale' to avoid this warning.
  "avoid this warning.", FutureWarning)

KNN回归结果

try_different_method(model_KNeighborsRegressor)

随机森林回归结果

try_different_method(model_RandomForestRegressor)

Adaboost回归结果

try_different_method(model_AdaBoostRegressor)

GBRT回归结果

try_different_method(model_GradientBoostingRegressor)

Bagging回归结果

try_different_method(model_BaggingRegressor)

极端随机树回归结果

try_different_method(model_ExtraTreeRegressor)

贝叶斯ARD回归结果

try_different_method(model_ARDRegression)

贝叶斯岭回归结果

try_different_method(model_BayesianRidge)

泰尔森估算回归结果

try_different_method(model_TheilSenRegressor)

随机抽样一致性算法

try_different_method(model_RANSACRegressor)

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参考资料:

1. https://blog.csdn.net/yeoman92/article/details/75051848
2. https://scikit-learn.org/stable/auto_examples/index.html