Bobo老师机器学习笔记第五课-多元线性回归

思维导图学习笔记

自己参考BoBo老师课程讲解实现：

# -*- coding: utf-8 -*-
import numpy as np
from metrics import r2_score


class LinearRegression(object):
    def __int__(self):
        self.coef_ = None  # 表示系数
        self.intercept_ = None  # 表示截距
        self._theta = None  # 过程计算值，不需要暴露给外面

    def fit(self, X_train, y_train):
        """根据训练数据集X_train, y_train训练Linear Regression模型"""
        assert X_train is not None and y_train is not None, "训练集X和Y不能为空"
        assert X_train.shape[0] == y_train.shape[0], "训练集X和Y的样本数要相等"
        # np.linalg.inv(X) 表示求X的逆矩阵

        # 不能忘了X要增加一列，第一列数据为0
        ones = np.ones(shape=(len(X_train), 1))
        X_train = np.hstack((ones, X_train))
        self._theta = np.linalg.inv(X_train.T.