多元线性回归算法python实现_python实现机器学习之多元线性回归

import numpy as np

def linearRegression(data_X,data_Y,learningRate,loopNum):

W = np.zeros(shape=[1, data_X.shape[1]])

# W的shape取决于特征个数，而x的行是样本个数，x的列是特征值个数

# 所需要的W的形式为 行=特征个数，列=1 这样的矩阵。但也可以用1行，再进行转置：W.T

# X.shape[0]取X的行数，X.shape[1]取X的列数

b = 0

#梯度下降

for i in range(loopNum):

W_derivative = np.zeros(shape=[1, data_X.shape[1]])

b_derivative, cost = 0, 0

WXPlusb = np.dot(data_X, W.T) + b # W.T：W的转置

W_derivative += np.dot((WXPlusb - data_Y).T, data_X) # np.dot:矩阵乘法

b_derivative += np.dot(np.ones(shape=[1, data_X.shape[0]]), WXPlusb - data_Y)

cost += (WXPlusb - data_Y)*(WXPlusb - data_Y)

W_derivative = W_derivative / data_X.shape[0] # data_X.shape[0]:data_X矩阵的行数，即样本个数

b_derivative = b_derivative / data_X.shape[0]

W = W - learningRate*W_derivative

b = b - learningRate*b_derivative

cost = cost/(2*data_X.shape[0])

if i % 100 == 0:

print(cost)

print(W)

print(b)

if __name__== "__main__":

X = np.random.normal(0, 10, 100)

noise = np.random.normal(0, 0.05, 20)

W = np.array([[3, 5, 8, 2, 1]]) #设5个特征值

X = X.reshape(20, 5) #reshape成20行5列

noise = noise.reshape(20, 1)

Y = np.dot(X, W.T)+6 + noise

linearRegression(X, Y, 0.003, 5000)