机器学习之线性回归

以下示例仅使用了“糖尿病”数据集的第一个功能，为了说明二维图中的数据点。在图中可以看到直线，表明线性回归如何尝试画一条直线，以最大程度地减少数据集中观察到的响应之间的残差平方和，以及通过线性逼近预测的响应。

结果：
Coefficients: 
 [ 938.23786125]
Mean squared error: 2548.07
Coefficient of determination: 0.47

#!/usr/bin/python
# -*- coding: utf-8 -*-

"""
=========================================================
Linear Regression Example
=========================================================
The example below uses only the first feature of the `diabetes` dataset,
in order to illustrate the data points within the two-dimensional plot.
The straight line can be seen in the plot, showing how linear regression
attempts to draw a straight line that will best minimize the
residual sum of squares between the observed responses in the dataset,
and the responses predicted by the linear approximation.

The coefficients, residual sum of squares and the coefficient of
determination are also calculated.
"""
print(__doc__)


# Code source: Jaques Grobler
# License: BSD 3 clause


import matplotlib.pyplot as plt
import numpy as np
from sklearn import datasets, linear_model
from sklearn.metrics import mean_squared_error, r2_score

# Load the diabetes dataset
diabetes_X, diabetes_y = datasets.load_diabetes(return_X_y=True)

# Use only one feature
diabetes_X = diabetes_X[:, np.newaxis, 2]

# Split the data into training/testing sets
diabetes_X_train = diabetes_X[:-20]
diabetes_X_test = diabetes_X[-20:]

# Split the targets into training/testing sets
diabetes_y_train = diabetes_y[:-20]
diabetes_y_test = diabetes_y[-20:]

# Create linear regression object
regr = linear_model.LinearRegression()

# Train the model using the training sets
regr.fit(diabetes_X_train, diabetes_y_train)

# Make predictions using the testing set
diabetes_y_pred = regr.predict(diabetes_X_test)

# The coefficients
print('Coefficients: \n', regr.coef_)
# The mean squared error
print('Mean squared error: %.2f'
      % mean_squared_error(diabetes_y_test, diabetes_y_pred))
# The coefficient of determination: 1 is perfect prediction
print('Coefficient of determination: %.2f'
      % r2_score(diabetes_y_test, diabetes_y_pred))

# Plot outputs
plt.scatter(diabetes_X_test, diabetes_y_test,  color='black')
plt.plot(diabetes_X_test, diabetes_y_pred, color='blue', linewidth=3)

plt.xticks(())
plt.yticks(())

plt.show()