李航《统计学习方法》最小二乘法代码
import numpy as np
import scipy as sp
from scipy.optimize import leastsq
import matplotlib.pyplot as plt
def real_func(x):
return np.sin(2 * np.pi * x)
def fit_func(p,x):
f = np.poly1d(p)
return f(x)
def residuals_func(p, x ,y):
ret = fit_func(p,x) - y
return ret
def fitting(M = 0):
x = np.linspace(0,1,10)
x_points = np.linspace(0,1,1000)
y_ = real_func(x)
y = [np.random.normal(0,0.1) + y1 for y1 in y_]
p_init = np.random.rand(M+1)
p_lsq = leastsq(residuals_func, p_init,args = (x,y))
print('Fitting Parameters:',p_lsq[0])
plt.plot(x_points, real_func(x_points),label = 'real')
plt.plot(x_points,fit_func(p_lsq[0],x_points),label = 'fitted curve')
plt.plot(x,y,'bo',label = 'noise')
plt.legend()
plt.show()
return p_lsq
if __name__ == "__main__":
M = 3
p_lsq_2 = fitting(M)
print('end')