python机器学习Day‘7

最新推荐文章于 2022-09-30 11:40:37 发布

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最新推荐文章于 2022-09-30 11:40:37 发布

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本文链接：https://blog.csdn.net/qq_35283033/article/details/74323787

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本文深入探讨了Python中的广义线性模型，包括普通最小二乘法、岭回归和Lasso回归。重点讲解了这些方法的原理、复杂度、参数设置以及在处理线性回归问题时如何应对多重共线性。通过实例展示了如何利用正则化参数调整模型性能。

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1.1. Generalized Linear Models ¶

1.1.广义线性模型

The following are a set of methods intended for regression in which the target value is expected to be a linear combination of the input variables. In mathematical notion, if $\hat{y}$ is the predicted value.

以下是一组用于线性回归的方法，其中目标值（希望能够符合）与输入变量是线性组合关系。在数学概念中，假设是预测值。

$\hat{y}(w, x) = w_0 + w_1 x_1 + ... + w_p x_p$

Across the module, we designate the vector $w = (w_1,..., w_p)$ as coef_ and $w_0$ as intercept_.

在整个模块中，我们指定向量作为系数（对应的权重）coef_ ，以及作为截距intercept_。

To perform classification with generalized linear models, see Logistic regression.

使用广义线性模型完成分类，请参阅 Logistic回归。

1.1.1. Ordinary Least Squares

1.1.1.普通最小二乘法

LinearRegression fits a linear model with coefficients $w = (w_1, ..., w_p)$ to minimize the residual sum of squares between the observed responses in the dataset, and the responses predicted by the linear approximation. Mathematically it solves a problem of the form:

LinearRegression模块用来拟合系数为的线性模型，来得到数据集中观察样本的残差平方和的最小值，并通过线性近似预测。用数学式子表达：

$\underset{w}{min\,} {|| X w - y||_2}^2$

LinearRegression will take in its fit method arrays X, y and will store the coefficients $w$ of the linear model in its coef_member:

LinearRegression模块将采用其fit方法拟合数组X，y并将其线性模型的系数存储在其 coef_成员中：

 
  >>> 
  >>> from sklearn import linear_model
>>> reg = linear_model.LinearRegression()
>>> reg.fit ([[0, 0], [1, 1], [2, 2]], [0, 1, 2])
LinearRegression(copy_X=True, fit_intercept=True, n_jobs=1, normalize=False)
>>> reg.coef_
array([ 0.5,  0.5])
 
 

However, coefficient estimates for Ordinary Least Squares rely on the independence of the model terms. When terms are correlated and the columns of the design matrix