机器学习之回归算法1
线性回归
定义
损失函数
求解
正常求解
梯度下降
比较
过拟合和欠拟合
岭回归
代码实现
from sklearn.datasets import load_boston
from sklearn.linear_model import LinearRegression, SGDRegressor, Ridge
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import mean_absolute_error
def myliner():
lb = load_boston()
x_train, x_test, y_train, y_test = train_test_split(lb.data, lb.target, test_size=0.25)
std_x = StandardScaler()
x_train = std_x.fit_transform(x_train)
x_test = std_x.transform(x_test)
std_y = StandardScaler()
y_train = std_y.fit_transform(y_train)
# y_train = std_y.fit_transform(y_train.reshape[-1, 1]) 版本不同,有的要求二维
y_test = std_y.transform(y_test)
lr = LinearRegression()
lr.fit(x_train, x_test)
lr.fit(x_train, y_train)
print(lr.coef_)
y_predict_lr = std_y.inverse_transform(lr.predict(x_test))
print('预测价格', y_predict_lr)
print('均方误差', mean_absolute_error(std_y.inverse_transform(y_test), y_predict_lr))
# 梯度下降
sgd = SGDRegressor()
sgd.fit(x_train, x_test)
print(sgd.coef_)
y_predict_sgd = std_y.inverse_transform(sgd.predict(x_test))
print('预测价格', y_predict_sgd)
print('均方误差', mean_absolute_error(std_y.inverse_transform(y_test), y_predict_sgd))
# 岭回归
rd = Ridge(alpha=1.0)
rd.fit(x_train, x_test)
print(rd.coef_)
y_predict_rd = std_y.inverse_transform(rd.predict(x_test))
print('预测价格', y_predict_rd)
print('均方误差', mean_absolute_error(std_y.inverse_transform(y_test), y_predict_rd))
return
myliner()