【机器学习入门笔记】第九篇-回归

线性回归的损失：真实值和随意假定的差（成本函数，目标函数cost）

优化损失-损失最小-最小二乘法

优化方法？

正规方程（天才）直接求解W

梯度下降（小镇做题家）先给一个权重值，试错改进，如果数据很大的话，梯度下降结果可能更好

波士顿房价预测步骤：
1）获取数据集
2）划分数据集
3）特征工程
4）预估器流程
    fit()-->模型
    coef_intercept_
5)模型评估
 

1.正规方程

# 1）获取数据集
from sklearn.datasets import load_boston
boston = load_boston()

# 2）划分数据集
from sklearn.model_selection import train_test_split
x_train, x_test, y_train, y_test = train_test_split(boston.data, boston.target, test_size=0.2, random_state=22);

# 3）特征工程
from sklearn.preprocessing import StandardScaler
transfer = StandardScaler()
x_train = transfer.fit_transform(x_train)
x_test = transfer.transform(x_test)

# 4）预估器流程--正规方程
from sklearn.linear_model import LinearRegression
estimator = LinearRegression()
estimator.fit(x_train,y_train)

#5)得出模型
print("正规方程权重系数为：\n",estimator.coef_)
print("正规方程偏置为：\n",estimator.intercept_)
print("特征数量",boston.data.shape)

from sklearn.metrics import mean_squared_error
#6)模型评估
y_predict = estimator.predict(x_test)
print("预测房价：\n",y_predict)
error = mean_squared_error(y_test,y_predict)
print("正规方程-均方误差：\n",error)

2.梯度下降

# 1）获取数据集
from sklearn.datasets import load_boston
boston = load_boston()

# 2）划分数据集
from sklearn.model_selection import train_test_split
x_train, x_test, y_train, y_test = train_test_split(boston.data, boston.target, test_size=0.2, random_state=22);

# 3）特征工程
from sklearn.preprocessing import StandardScaler
transfer = StandardScaler()
x_train = transfer.fit_transform(x_train)
x_test = transfer.transform(x_test)

# 4）预估器流程--梯度下降
from sklearn.linear_model import SGDRegressor
estimator1 = SGDRegressor(eta0=0.01,max_iter=10000)
estimator1.fit(x_train,y_train)
#5)得出模型-梯度下降
print("梯度下降权重系数为：\n",estimator1.coef_)
print("梯度下降偏置为：\n",estimator1.intercept_)

from sklearn.metrics import mean_squared_error
#6)模型评估
y_predict = estimator1.predict(x_test)
print("预测房价：\n",y_predict)
error1 = mean_squared_error(y_test,y_predict)
print("正规方程-均方误差：\n",error1)