岭回归与Lasso回归

一、岭回归

代码示例：

import numpy as np
import matplotlib.pyplot as plt

#生产随机数据100个——范围在(-3,3)
x = np.random.uniform(-3,3,size=100)
X = x.reshape(-1,1)
y = 0.5 *x + 3 + np.random.normal(0,1,size=100)

from sklearn.linear_model import Ridge

#管道
def RidgeRegression(degree,alpha):
    return  Pipeline([
    ("ploy",PolynomialFeatures(degree = degree)),
    ("std_scaler",StandardScaler()),
    ("lin_reg",Ridge(alpha=alpha))
])

ridge1_reg = RidgeRegression(20,30)
ridge1_reg.fit(X_train,y_train)

y1_predict = ridge1_reg.predict(X_test)
mean_squared_error(y_test,y1_predict)

二、LASSO回归

代码示例：

from sklearn.linear_model import Lasso

#管道
def LassoRegression(degree,alpha):
    return  Pipeline([
    ("ploy",PolynomialFeatures(degree = degree)),
    ("std_scaler",StandardScaler()),
    ("lin_reg",Lasso(alpha=alpha))
])

lasso1_reg = RidgeRegression(20,0.01)
lasso1_reg.fit(X_train,y_train)

y2_predict = lasso1_reg.predict(X_test)
mean_squared_error(y_test,y2_predict)

三、总结

岭回归和LASSO回归用来衡量模型正则好坏，MSE和MAE用于衡量回归结果好坏，欧拉距离和曼哈顿距离用于衡量两点之间距离大小。