Numpy实现Regression，成功入职阿里月薪45K

Calculate weights by least squares (using Moore-Penrose pseudoinverse)

U, S, V = np.linalg.svd(X.T.dot(X))

S = np.diag(S)

X_sq_reg_inv = V.dot(np.linalg.pinv(S)).dot(U.T)

self.w = X_sq_reg_inv.dot(X.T).dot(y)

else:

super(LinearRegression, self).fit(X, y)

class LassoRegression(Regression):

“”"Linear regression model with a regularization factor which does both variable selection

and regularization. Model that tries to balance the fit of the model with respect to the training

data and the complexity of the model. A large regularization factor with decreases the variance of

the model and do para.

Parameters:

---

degree: int

The degree of the polynomial that the independent variable X will be transformed to.

reg_factor: float

The factor that will determine the amount of regularization and feature

shrinkage.

n_iterations: float

The number of training iterations the algorithm will tune the weights for.

learning_rate: float

The step length that will be used when updating the weights.

“”"

def init(self, degree, reg_factor, n_iterations=3000, learning_rate=0.01):

self.degree = degree

self.regularization = l1_regularization(alpha=reg_factor)

super(LassoRegression, self).init(n_iterations,

learning_rate)

def fit(self, X, y):

X = normalize(polynomial_features(X, degree=self.degree))

super(LassoRegression, self).fit(X, y)

def predict(self, X):

X = normalize(polynom