回归算法学习笔记（二）局部加权线性回归

#coding=utf-8

from numpy import *

def loadDataSet(fileName):
    numFeat=len(open(fileName).readline().split('\t'))-1
    dataMat=[];labelMat=[]
    fr=open(fileName)
    for line in fr.readlines():
        lineArr=[]
        currentLine=line.strip().split('\t')
        for i in range(numFeat):
            lineArr.append(float(currentLine[i]))
        dataMat.append(lineArr)
        labelMat.append(float(currentLine[-1]))
    return dataMat,labelMat

def standRegres(xArr,yArr):
    xMat=mat(xArr);yMat=mat(yArr).T
    xTx=xMat.T*xMat
    if linalg.det(xTx)==0.0:
        print "This matrix is singular,cannot do inverse"
        return
    ws=xTx.I*(xMat.T*yMat)
    return ws

def lwlr(testPoint,xArr,yArr,k=1.0):
    xMat=mat(xArr);yMat=mat(yArr).T
    m=shape(xMat)[0]
    weights=mat(eye((m)))
    for j in range(m):
        diffMat=testPoint-xMat[j,:]
        weights[j,j]=exp(diffMat*diffMat.T/(-2.0*k**2))
    xTx=xMat.T*(weights*xMat)
    if linalg.det(xTx)==0:
        print  "this matrix is singular,cannot do inverse"
        return
    ws=xTx.I*(xMat.T*(weights*yMat))
    return  testPoint*ws

def lwlrTest(testArr,xArr,yArr,k=1.0):
    m=shape(testArr)[0]
    yHat=zeros(m)
    for i in range(m):
        yHat[i]=lwlr(testArr[i],xArr,yArr,k)
    return yHat
xArr,yArr=loadDataSet('ex0.txt')
# ws=standRegres(xArr,yArr)
# print  ws
# xMat=mat(xArr)
# yMat=mat(yArr)
# yHat=xMat*ws
# import matplotlib.pyplot as plt
# fig=plt.figure()
# ax=fig.add_subplot(111)
# ax.scatter(xMat[:,1].flatten().A[0],yMat.T[:,0].flatten().A[0])
# xCopy=xMat.copy()
# xCopy.sort(0)
# yHat=xCopy*ws
# ax.plot(xCopy[:,1],yHat)
# plt.title("the best line")
# plt.show()
yHat=lwlrTest(xArr,xArr,yArr,0.01)
xMat=mat(xArr)
srtInd=xMat[:,1].argsort(0)
xSort=xMat[srtInd][:,0,:]
import matplotlib.pyplot as plt
fig=plt.figure()
ax=fig.add_subplot(111)
ax.plot(xSort[:,1],yHat[srtInd])
ax.scatter(xMat[:,1].flatten().A[0],mat(yArr).T.flatten().A[0],s=2,c='red')
plt.show()