3.LASSO

最新推荐文章于 2024-08-14 17:31:38 发布

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最新推荐文章于 2024-08-14 17:31:38 发布

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本文链接：https://blog.csdn.net/qq_36518941/article/details/95013547

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b
在这里插入图片描述系数平方和系数的绝对值


import numpy as np
from numpy import genfromtxt
from sklearn import linear_model
import numpy as np
from numpy import genfromtxt
from sklearn import linear_model
In [4]:

#读入数据
data = genfromtxt(r"longley.csv",delimiter=',')
print(data)
#读入数据
data = genfromtxt(r"longley.csv",delimiter=',')
print(data)
[[     nan      nan      nan      nan      nan      nan      nan      nan]
 [     nan   83.     234.289  235.6    159.     107.608 1947.      60.323]
 [     nan   88.5    259.426  232.5    145.6    108.632 1948.      61.122]
 [     nan   88.2    258.054  368.2    161.6    109.773 1949.      60.171]
 [     nan   89.5    284.599  335.1    165.     110.929 1950.      61.187]
 [     nan   96.2    328.975  209.9    309.9    112.075 1951.      63.221]
 [     nan   98.1    346.999  193.2    359.4    113.27  1952.      63.639]
 [     nan   99.     365.385  187.     354.7    115.094 1953.      64.989]
 [     nan  100.     363.112  357.8    335.     116.219 1954.      63.761]
 [     nan  101.2    397.469  290.4    304.8    117.388 1955.      66.019]
 [     nan  104.6    419.18   282.2    285.7    118.734 1956.      67.857]
 [     nan  108.4    442.769  293.6    279.8    120.445 1957.      68.169]
 [     nan  110.8    444.546  468.1    263.7    121.95  1958.      66.513]
 [     nan  112.6    482.704  381.3    255.2    123.366 1959.      68.655]
 [     nan  114.2    502.601  393.1    251.4    125.368 1960.      69.564]
 [     nan  115.7    518.173  480.6    257.2    127.852 1961.      69.331]
 [     nan  116.9    554.894  400.7    282.7    130.081 1962.      70.551]]
In [6]:

#切分数据
x_data = data[1:,2:]
y_data = data[1:,1]
print(x_data)
print(y_data)
[[ 234.289  235.6    159.     107.608 1947.      60.323]
 [ 259.426  232.5    145.6    108.632 1948.      61.122]
 [ 258.054  368.2    161.6    109.773 1949.      60.171]
 [ 284.599  335.1    165.     110.929 1950.      61.187]
 [ 328.975  209.9    309.9    112.075 1951.      63.221]
 [ 346.999  193.2    359.4    113.27  1952.      63.639]
 [ 365.385  187.     354.7    115.094 1953.      64.989]
 [ 363.112  357.8    335.     116.219 1954.      63.761]
 [ 397.469  290.4    304.8    117.388 1955.      66.019]
 [ 419.18   282.2    285.7    118.734 1956.      67.857]
 [ 442.769  293.6    279.8    120.445 1957.      68.169]
 [ 444.546  468.1    263.7    121.95  1958.      66.513]
 [ 482.704  381.3    255.2    123.366 1959.      68.655]
 [ 502.601  393.1    251.4    125.368 1960.      69.564]
 [ 518.173  480.6    257.2    127.852 1961.      69.331]
 [ 554.894  400.7    282.7    130.081 1962.      70.551]]
[ 83.   88.5  88.2  89.5  96.2  98.1  99.  100.  101.2 104.6 108.4 110.8
 112.6 114.2 115.7 116.9]
In [9]:

#创建模型;CV交叉验证
model = linear_model.LassoCV()
model.fit(x_data,y_data)

#Lasso系数
print(model.alpha_)

#相关系数
print(model.coef_)
20.03464209711722
[0.10206856 0.00409161 0.00354815 0.         0.         0.        ]
In [10]:

model.predict(x_data[-2,np.newaxis])
#倒数第二行

Out[10]:
array([115.6461414])