python线性回归模型预处理_线性回归的矩阵预处理

标准化并不是线性回归的真正要求。下面是一个例子，我将数据分成训练/测试分割，然后对测试进行预测。在>>> df = pd.DataFrame({'x_1': np.random.normal(0, 1, size), 'x_2': np.random.normal(2, 1, size)})

>>> df['y'] = map(lambda i: df['x_1'][i] * 7.5 - 2 * df['x_2'][i] + np.random.normal(0, 1, size)[i], range(size))

>>> lr = LinearRegression()

>>> X_scaled = scale(df[['x_1', 'x_2']])

>>> X_ns = df[['x_1', 'x_2']]

>>> y = df['y']

>>> train_X_scaled = X_scaled[:-100]

>>> test_X_scaled = X_scaled[-100:]

>>> train_X_ns = X_ns[:-100]

>>> test_X_ns = X_ns[-100:]

>>> train_y = y[:-100]

>>> test_y = y[-100:]

>>> lr.fit(train_X_scaled, train_y)

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