用python实现线性回归

用python实现线性回归
Using Python to Implement Line Regression Algorithm

 

小菜鸟记录学习过程

代码：

#encoding:utf-8
"""
    Author:     njulpy
    Version:     1.0
    Data:     2018/04/09
    Project： Using Python to Implement LineRegression Algorithm
"""

import numpy as np
import pandas as pd
from numpy.linalg import inv
from numpy import dot
from sklearn.model_selection import train_test_split
import matplotlib.pyplot as plt
from sklearn import linear_model


# 最小二乘法
def lms(x_train,y_train,x_test):
    theta_n = dot(dot(inv(dot(x_train.T, x_train)), x_train.T), y_train)  # theta = (X'X)^(-1)X'Y
    #print(theta_n)
    y_pre = dot(x_test,theta_n)
    mse = np.average((y_test-y_pre)**2)
    #print(len(y_pre))
    #print(mse)
    return theta_n,y_pre,mse


#梯度下降算法
def train(x_train, y_train, num, alpha,m, n):
    beta = np.ones(n)
    for i in range(num):
        h = np.dot(x_train, beta)             # 计算预测值
        error = h - y_train.T                 # 计算预测值与训练集的差值
        delt = 2*alpha * np.dot(error, x_train)/m  # 计算参数的梯度变化值
        beta = beta - delt
        #print('error', error)
    return beta

if __name__ == "__main__":
    iris = pd.read_csv('iris.csv')
    iris['Bias'] = float(1)
    x = iris[['Sepal.Width', 'Petal.Length', 'Petal.Width', 'Bias']]
    y = iris['Sepal.Length']
    x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.2, random_state=5)
    t = np.arange(len(x_test))
    m, n = np.shape(x_train)
    # Leastsquare
    theta_n, y_pre, mse = lms(x_train, y_train, x_test)
    # plt.plot(t, y_test, label='Test')
    # plt.plot(t, y_pre, label='Predict')
    # plt.show()


    # GradientDescent
    beta = train(x_train, y_train, 1000, 0.001, m, n)
    y_predict = np.dot(x_test, beta.T)
    # plt.plot(t, y_predict)
    # plt.plot(t, y_test)
    # plt.show()

    # sklearn
    regr = linear_model.LinearRegression()
    regr.fit(x_train, y_train)
    y_p = regr.predict(x_test)
    print(regr.coef_,theta_n,beta)
    l1,=plt.plot(t, y_predict)
    l2,=plt.plot(t, y_p)
    l3,=plt.plot(t, y_pre)
    l4,=plt.plot(t, y_test)
    plt.legend(handles=[l1, l2,l3,l4 ], labels=['GradientDescent', 'sklearn','Leastsquare','True'], loc='best')
    plt.show()

输出结果

sklearn: [ 0.65368836  0.70955523 -0.54193454  0.        ] 
 LeastSquare: [ 0.65368836  0.70955523 -0.54193454  1.84603897] 
 GradientDescent: [ 0.98359285  0.29325906  0.60084232  1.006859  ]