过拟合样例代码以及几种算法的多项式过拟合比较

# coding: utf-8

#代码是在Anaconda内进行编辑调试

# In[1]:

import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
import pandas as pd
import warnings
import sklearn
from sklearn.linear_model import LinearRegression, LassoCV, RidgeCV, ElasticNetCV
from sklearn.preprocessing import PolynomialFeatures
from sklearn.pipeline import Pipeline
from sklearn.linear_model.coordinate_descent import ConvergenceWarning


# In[2]:

## 设置字符集，防止中文乱码
mpl.rcParams['font.sans-serif']=[u'simHei']
mpl.rcParams['axes.unicode_minus']=False


# In[3]:

## 创建模拟数据
np.random.seed(100)
np.set_printoptions(linewidth=1000, suppress=True)
N = 10
x = np.linspace(0, 6, N) + np.random.randn(N)
y = 1.8*x**3 + x**2 - 14*x - 7 + np.random.randn(N)
## 将其设置为矩阵
x.shape = -1, 1
y.shape = -1, 1


# In[4]:

## RidgeCV和Ridge的区别是：前者可以进行交叉验证
models = [
    Pipeline([
            ('Poly', PolynomialFeatures()),
            ('Linear', LinearRegression(fit_intercept=False))
        ]),
    Pipeline([
            ('Poly', PolynomialFeatures()),
            ('Linear', RidgeCV(alphas=np.logspace(-3,2,50), fit_intercept=False))#alphas公式中的λ
        ]),
    Pipeline([
            ('Poly', PolynomialFeatures()),
            ('Linear', LassoCV(alphas=np.logspace(-3,2,50), fit_intercept=False))
        ]),
    Pipeline([
            ('Poly', PolynomialFeatures()),
            ('Linear', ElasticNetCV(alphas=np.logspace(-3,2,50), l1_ratio=[.1, .5, .7, .9, .95, 1], fit_intercept=False))
        ])
]


# In[5]:

## 线性模型过拟合图形识别
plt.figure(facecolor='w')
degree = np.arange(1,N,4) # 阶
dm = degree.size
colors = [] # 颜色
for c in np.linspace(16711680, 255, dm):
    colors.append('#%06x' % c)

model = models[0]
for i,d in enumerate(degree):
    plt.subplot(int(np.ceil(dm/2.0)),2,i+1)
    plt.plot(x, y, 'ro', ms=10, zorder=N)

    # 设置阶数
    model.set_params(Poly__degree=d)
    # 模型训练
    model.fit(x, y.ravel())
    
    lin = model.get_params('Linear')['Linear']
    output = u'%d阶，系数为：' % (d)
    print output, lin.coef_.ravel()
    
    x_hat = np.linspace(x.min(), x.max(), num=100) ## 产生模拟数据
    x_hat.shape = -1,1
    y_hat = model.predict(x_hat)
    s = model.score(x, y)
    
    z = N - 1 if (d == 2) else 0
    label = u'%d阶, 正确率=%.3f' % (d,s)
    plt.plot(x_hat, y_hat, color=colors[i], lw=2, alpha=0.75, label=label, zorder=z)
    
    plt.legend(loc = 'upper left')
    plt.grid(True)
    plt.xlabel('X', fontsize=16)
    plt.ylabel('Y', fontsize=16)

plt.tight_layout(1, rect=(0,0,2,1))
plt.suptitle(u'线性回归过拟合显示', fontsize=18)
plt.show()


# In[6]:

## 线性回归、Lasso回归、Ridge回归、ElasticNet比较
plt.figure(facecolor='w')
degree = np.arange(1,N, 2) # 阶
dm = degree.size
colors = [] # 颜色
for c in np.linspace(16711680, 255, dm):
    colors.append('#%06x' % c)
titles = [u'线性回归', u'Ridge回归', u'Lasso回归', u'ElasticNet']

for t in range(4):
    model = models[t]
    plt.subplot(2,2,t+1)
    plt.plot(x, y, 'ro', ms=10, zorder=N)

    for i,d in enumerate(degree):
        # 设置阶数(多项式)
        model.set_params(Poly__degree=d)
        # 模型训练
        model.fit(x, y.ravel())

        # 获取得到具体的算法模型
        lin = model.get_params('Linear')['Linear']
        # 打印数据
        output = u'%s:%d阶，系数为：' % (titles[t],d)
        print output, lin.coef_.ravel()

        # 产生模拟数据
        x_hat = np.linspace(x.min(), x.max(), num=100) ## 产生模拟数据
        x_hat.shape = -1,1
        # 数据预测
        y_hat = model.predict(x_hat)
        # 计算准确率
        s = model.score(x, y)

        # 
        z = N - 1 if (d == 2) else 0
        label = u'%d阶, 正确率=%.3f' % (d,s)
        plt.plot(x_hat, y_hat, color=colors[i], lw=2, alpha=0.75, label=label, zorder=z)
    
    plt.legend(loc = 'upper left')
    plt.grid(True)
    plt.title(titles[t])
    plt.xlabel('X', fontsize=16)
    plt.ylabel('Y', fontsize=16)
plt.tight_layout(1, rect=(0,0,4,2))
plt.suptitle(u'各种不同线性回归过拟合显示', fontsize=22)
plt.show()


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