lasso回归python代码_LASSO回归代码实现 坚韧不拔|静水流深|读书|写作|博雅|数据分析|Python|商业|独立·独特·自立门户 kebook...

import numpy as np

import matplotlib.pyplot as plt

#加载数据

def loaddata():

data = np.loadtxt('data/data1.txt',delimiter=',')

n = data.shape[1] - 1 #特征数

X = data[:,0:n]

y = data[:,-1].reshape(-1,1)

return X,y

#特征归一化

def featureNormalize(X):

mu = np.average(X,axis=0)

sigma = np.std(X,axis=0,ddof=1)

X = (X - mu) / sigma

return X,mu,sigma

#LASSO回归核心代码

def lasso_regression(X,y,iterations,lambd=0.2):

m,n = X.shape

theta = np.matrix(np.zeros((n,1)))

for it in range(iterations):

for k in range(n): #n个特征

#计算常量值s_k和p_k

z_k = np.sum(X[:,k]**2)

p_k = 0

for i in range(m):

p_k += X[i,k]*(y[i,0] - np.sum([X[i,j]*the