Python岭回归(Ridge Regression)

一、岭回归的原理

二、岭回归的一般选择原则

三、代码实战

# -*- coding: utf-8 -*-
"""
Created on 2024.1.22

@author: rubyw
"""

import numpy as np
from numpy import genfromtxt
from sklearn import linear_model
import matplotlib.pyplot as plt

# 读入数据
data = genfromtxt('longley.csv', delimiter=',')
print(data)

# 切分数据
x_data = data[1:, 2:]
y_data = data[1:, 1]
print(x_data)
print(y_data)

# 创建模型
# 生成50个值
alphas_to_test = np.linspace(0.001, 1)
# 创建模型，保存误差值
model = linear_model.RidgeCV(alphas=alphas_to_test, store_cv_values=True)
model.fit(x_data, y_data)

# 岭系数
print(model.alpha_)
# 误差
print(model.cv_values_.shape)

# 画图
# 岭系数跟误差的关系
plt.plot(alphas_to_test, model.cv_values_.mean(axis=0))
# 选取的岭系数值的位置
plt.plot(model.alpha_, min(model.cv_values_.mean(axis=0)),'ro')
plt.show()

model.predict(x_data[1].reshape(1, -1))