python摘要,Python中的回归摘要

我建议看看statsmodels库。Sk learn很棒(其他答案提供了获取R2和其他度量的方法)，但是statsmodels提供了一个回归摘要，非常类似于您在R中可能习惯的回归摘要

例如：import statsmodels.api as sm

from sklearn.datasets import make_blobs

x, y = make_blobs(n_samples=50, n_features=2, cluster_std=5.0,

centers=[(0,0), (2,2)], shuffle=False, random_state=12)

logit_model = sm.Logit(y, sm.add_constant(x)).fit()

print logit_model.summary()

Optimization terminated successfully.

Current function value: 0.620237

Iterations 5

Logit Regression Results

==============================================================================

Dep. Variable: y No. Observations: 50

Model: Logit Df Residuals: 47

Method: MLE Df Model: 2

Date: Wed, 28 Dec 2016 Pseudo R-squ.: 0.1052

Time: 12:58:10 Log-Likelihood: -31.012

converged: True LL-Null: -34.657

LLR p-value: 0.02611

==============================================================================

coef std err z P>|z| [95.0% Conf. Int.]

------------------------------------------------------------------------------

const -0.0813 0.308 -0.264 0.792 -0.684 0.522

x1 0.1230 0.065 1.888 0.059 -0.005 0.251

x2 0.1104 0.060 1.827 0.068 -0.008 0.229

==============================================================================

如果您想添加正则化，而不是在Logit初始化后调用.fit()，您可以调用.fit_regularized()，并传入一个alpha参数(正则化强度)。如果这样做，请记住sk learn中的参数实际上是正则化强度的逆。