岭回归即为带有L2正则化的线性回归,lambd(λ)为正则化力度=惩罚项系数。
代码:
from sklearn.datasets import load_boston
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import Ridge
from sklearn.metrics import mean_squared_error
from sklearn.externals import joblib
def linear3():
"""
岭回归对波士顿房价进行预测
:return:
"""
# 1)获取数据
boston = load_boston()
print("特征数量:\n", boston.data.shape)
# 2)划分数据集
x_train, x_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=22)
# 3)标准化
transfer = StandardScaler()
x_train = transfer.fit_transform(x_train)
x_test = transfer.transform(x_test)
# 4)预估器
estimator = Ridge(alpha=0.5, max_iter=10000)
estimator.fit(x_train, y_train)
# 5)得出模型
print("岭回归-权重系数为:\n", estimator.coef_)
print("岭回归-偏置为:\n", estimator.intercept_)
# 6)模型评估
y_predict = estimator.predict(x_test)
print("预测房价:\n", y_predict)
error = mean_squared_error(y_test, y_predict)
print("岭回归-均方误差为:\n", error)
return None
if __name__ == "__main__":
linear3()