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def init(self, alpha):
self.alpha = alpha
def call(self, w):
return self.alpha * np.linalg.norm(w)
def grad(self, w):
return self.alpha * np.sign(w)
class l2_regularization():
“”" Regularization for Ridge Regression “”"
def init(self, alpha):
self.alpha = alpha
def call(self, w):
return self.alpha * 0.5 * w.T.dot(w)
def grad(self, w):
return self.alpha * w
class l1_l2_regularization():
“”" Regularization for Elastic Net Regression “”"
def init(self, alpha, l1_ratio=0.5):
self.alpha = alpha
self.l1_ratio = l1_ratio
def call(self, w):
l1_contr = self.l1_ratio * np.linalg.norm(w)
l2_contr = (1 - self.l1_ratio) * 0.5 * w.T.dot(w)
return self.alpha * (l1_contr + l2_contr)
def grad(self, w):
l1_contr = self.l1_ratio * np.sign(w)
l2_contr = (1 - self.l1_ratio) * w
return self.alpha * (l1_contr + l2_contr)
class Regression(object):
“”" Base regression model. Models the relationship between a scalar dependent variable y and the independent
variables X.
Parameters:
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, n_iterations, learning_rate):
self.n_iterations = n_iterations
self.learning_rate = learning_rate
def initialize_weights(self, n_features):
“”" Initialize weights randomly [-1/N, 1/N] “”"
limit = 1 / math.sqrt(n_features)
self.w = np.random.uniform(-limit, limit, (n_features, ))
def fit(self, X, y):
Insert constant ones for bias weights
X = np.insert(X, 0, 1, axis=1)
self.training_errors = []
self.initialize_weights(n_features=X.shape[1])
Do gradient descent for n_iterations
for i in range(self.n_iterations):
y_pred = X.dot(self.w)
Calculate l2 loss
mse = np.mean(0.5 * (y - y_pred)**2 + self.regularization(self.w))
self.training_errors.append(mse)
Gradient of l2 loss w.r.t w
grad_w = -(y - y_pred).dot(X) + self.regularization.grad(self.w)
Update the weights
self.w -= self.learning_rate * grad_w
def predict(self, X):
Insert constant ones for bias weights
X = np.insert(X, 0, 1, axis=1)
y_pred = X.dot(self.w)
return y_pred
class LinearRegression(Regression):
“”"Linear model.
Parameters:
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.
gradient_descent: boolean
True or false depending if gradient descent should be used when training. If
false then we use batch optimization by least squares.
“”"
def init(self, n_iterations=100, learning_rate=0.001, gradient_descent=True):
self.gradient_descent = gradient_descent
No regularization
self.regularization = lambda x: 0
self.regularization.grad = lambda x: 0
super(LinearRegression, self).init(n_iterations=n_iterations,
learning_rate=learning_rate)
def fit(self, X, y):
If not gradient descent => Least squares approximation of w
if not self.gradient_descent:
Insert constant ones for bias weights
X = np.insert(X, 0, 1, axis=1)
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(polynomial_features(X, degree=self.degree))
return super(LassoRegression, self).predict(X)
class PolynomialRegression(Regression):
“”"Performs a non-linear transformation of the data before fitting the model
and doing predictions which allows for doing non-linear regression.
Parameters:
degree: int
The degree of the polynomial that the independent variable X will be transformed to.
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, n_iterations=3000, learning_rate=0.001):
self.degree = degree
No regularization
self.regularization = lambda x: 0
self.regularization.grad = lambda x: 0
super(PolynomialRegression, self).init(n_iterations=n_iterations,
learning_rate=learning_rate)
def fit(self, X, y):
X = polynomial_features(X, degree=self.degree)
super(PolynomialRegression, self).fit(X, y)
def predict(self, X):
X = polynomial_features(X, degree=self.degree)
return super(PolynomialRegression, self).predict(X)
class RidgeRegression(Regression):
“”"Also referred to as Tikhonov regularization. Linear regression model with a regularization factor.
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.
Parameters:
reg_factor: float
The factor that will determine the amount of regularization and feature
shrinkage.
n_iterations: float
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