matplotlib实现最小二乘法

普通最小二乘法：

import matplotlib.pyplot as plt

import numpy as np

from sklearn import datasets, linear_model

diabetes = datasets.load_diabetes()

diabetes_X = diabetes.data[:,np.newaxis,2]

diabetes_X_train = diabetes_X[:-20]

diabetes_X_test = diabetes_X[-20:]

diabetes_y_train = diabetes.target[:-20]

diabetes_y_test = diabetes.target[-20:]

regr = linear_model.LinearRegression()

regr.fit(diabetes_X_train, diabetes_y_train) #这里就是在训练模型了

print('Coefficients: \n', regr.coef_) #这就是w0，常数项

print("Residual sum of squares: %.2f" % np.mean((regr.predict(diabetes_X_test) - diabetes_y_test) ** 2)) #这个是预测与真实的差

print('Variance score: %.2f' % regr.score(diabetes_X_test, diabetes_y_test)) #这里就是得分，1为拟合最好，0最差

plt.scatter(diabetes_X_test, diabetes_y_test, color = 'black')

plt.plot(diabetes_X_test,regr.predict(diabetes_X_test), color='blue',linewidth=3)

# plt.xticks(())

# plt.yticks(())

plt.show()

Coefficients: 
 [ 938.23786125]

Residual sum of squares: 2548.07

Variance score: 0.47