Python实现ridge和lasso

# -*- coding: utf-8 -*-
"""
Created on Mon Nov 12 17:07:16 2018

@author: wp:lasso|ridge 
"""
#经典鸢尾花数据集
from sklearn.datasets import load_iris

iris = load_iris()

data_x = iris.data 
data_y = iris.target


#带入需要的包、库
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from sklearn.model_selection  import train_test_split
from sklearn.linear_model import Ridge,RidgeCV
from sklearn.linear_model import Lasso,LassoCV
from sklearn.metrics import mean_squared_error

x_tr,x_te,y_tr,y_te = train_test_split(data_x,data_y,train_size = 0.7,random_state =22)
######################ridge########################################
#通过不同的alpha值 生成不同的ridge模型
alphas = 10**np.linspace(-10,10,100)
ridge_cofficients = []

for alpha in alphas:
    ridge = Ridge(alpha = alpha, normalize=True)
    ridge.fit(x_tr, y_tr)
    ridge_cofficients.append(ridge.coef_)
    
 #画出alpha和回