sklearn 线性回归

from sklearn.datasets import load_boston
from sklearn.linear_model import LinearRegression, SGDRegressor
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import mean_squared_error


def mylinear():
    """
    线性回归直接预测房价
    :return: None
    """
    # 获取数据
    lb = load_boston()

    # 分割训练集和测试集
    x_train, x_test, y_train, y_test = train_test_split(lb.data, lb.target, test_size=0.25)

    # 进行标准化处理
    # 特征值和目标值都需要进行标准化处理，因为特征值和目标值特证数不同，所以需要实例化两个标准化API
    std_x = StandardScaler()
    x_train = std_x.fit_transform(x_train)
    x_test = std_x.transform(x_test)

    # 目标值
    std_y = StandardScaler()
    y_train = std_y.fit_transform(y_train.reshape(-1, 1))  # 0.19版本以后要求是二维，不知道样本数，所以-1，一个特征所以1
    y_test = std_y.transform(y_test.reshape(-1, 1))

    # estimstor预测
    # 正规方程求解方式预测结果
    lr = LinearRegression()
    lr.fit(x_train, y_train)
    print("正规方程回归系数：", lr.coef_)

    # 预测的房价
    y_predict = std_y.inverse_transform(lr.predict(x_test))
    print("正规方程测试集里每个房子的预测价格：", y_predict)
    print("正规方程的均方误差：", mean_squared_error(std_y.inverse_transform(y_test), y_predict))

    # 梯度下降求解方式预测结果
    sgd = SGDRegressor()
    sgd.fit(x_train, y_train)
    print("梯度下降回归系数：", sgd.coef_)

    # 预测的房价
    y_sgd_predict = std_y.inverse_transform(sgd.predict(x_test))
    print("梯度下降测试集里每个房子的预测价格：", y_sgd_predict)
    print("梯度下降的均值误差：", mean_squared_error(std_y.inverse_transform(y_test), y_sgd_predict))

    return None