机器学习 -- 多元线性回归（Ⅱ 多元线性回归预测波士顿房价）

（1）自定义一个用于实现多元线性回归的类：

import numpy as np
from sklearn.metrics import r2_score


class LinearRegression:

    # 初始化LinearRegression模型
    def __init__(self):
        self.coef_ = None
        self.interception_ = None
        # theta为私有变量
        self._theta = None

    # 使用正规化方程0
    def fit_normal(self, X_train, y_train):
        assert X_train.shape[0] == y_train.shape[0], \
            "X_train和y_train大小必须一致"

        X_b = np.hstack([np.ones((len(X_train), 1)), X_train])
        self._theta = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(y_train)

        self.interception_ = self._theta[0]
        self.coef_ = self._theta[1:]

        return self

    def predict(self, X_predict):
        assert self.interception_ is not None and self.coef_ is not None, \
            "必须先拟合才能进行预测！"
        assert X_predict.shape[1] == len(self.coef_), \