python线性回归程序测试_用Python实现机器学习算法——线性回归算法

Python 被称为是最接近 AI 的语言。最近一位名叫Anna-Lena Popkes（德国波恩大学计算机科学专业的研究生，主要关注机器学习和神经网络。）的小姐姐在GitHub上分享了自己如何使用Python（3.6及以上版本）实现7种机器学习算法的笔记，并附有完整代码。所有这些算法的实现都没有使用其他机器学习库。这份笔记可以帮大家对算法以及其底层结构有个基本的了解，但并不是提供最有效的实现。

在线性回归中，我们想要建立一个模型，来拟合一个因变量 y 与一个或多个独立自变量(预测变量) x 之间的关系。

给定：

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线性回归模型可以使用以下方法进行训练

a) 梯度下降法

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线性回归模型的训练过程有不同的步骤。首先(在步骤 0 中)，模型的参数将被初始化。在达到指定训练次数或参数收敛前，重复以下其他步骤。

第 0 步：

用0 (或小的随机值)来初始化权重向量和偏置量，或者直接使用正态方程计算模型参数

第 1 步(只有在使用梯度下降法训练时需要)：

计算输入的特征与权重值的线性组合，这可以通过矢量化和矢量传播来对所有训练样本进行处理：

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In [4]:

import numpy as np

import matplotlib.pyplot as plt

from sklearn.model_selection import train_test_split

np.random.seed(123)

数据集

In [5]:

# We will use a simple training set

X = 2 * np.random.rand(500, 1)

y = 5 + 3 * X + np.random.randn(500, 1)

fig = plt.figure(figsize=(8,6))

plt.scatter(X, y)

plt.title("Dataset")

plt.xlabel("First feature")

plt.ylabel("Second feature")

plt.show()

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In [6]:

# Split the data into a training and test set

X_train, X_test, y_train, y_test = train_test_split(X, y)

print(f'Shape X_train: {X_train.shape}')

print(f'Shape y_train: {y_train.shape}')

print(f'Shape X_test: {X_test.shape}')

print(f'Shape y_test: {y_test.shape}')

Shape X_train: (375, 1)

Shape y_train: (375, 1)

Shape X_test: (125, 1)

Shape y_test: (125, 1)

线性回归分类

In [23]:

class LinearRegression:

def __init__(self):

pass

def train_gradient_descent(self, X, y, learning_rate=0.01, n_iters=100):

"""

Trains a linear regression model using gradient descent

"""

# Step 0: Initialize the parameters

n_samples, n_features = X.shape

self.weights = np.zeros(shape=(n_features,1))

self.bias = 0

costs = []

for i in range(n_iters):

# Step 1: Compute a linear combination of the input features and weights

y_predict = np.dot(X, self.weights) + self.bias

# Step 2: Compute cost over training set

cost = (1 / n_samples) * np.sum((y_predict - y)**2)

costs.append(cost)

if i % 100 == 0:

print(f"Cost at iteration {i}: {cost}")

# Step 3: Compute the gradients

dJ_dw = (2 / n_samples) * np.dot(X.T, (y_predict - y))

dJ_db = (2 / n_samples) * np.sum((y_predict - y))

# Step 4: Update the parameters

self.weights = self.weights - learning_rate * dJ_dw

self.bias = self.bias - learning_rate * dJ_db

return self.weights, self.bias, costs

def train_normal_equation(self, X, y):

"""

Trains a linear regression model using the normal equation

"""

self.weights = np.dot(np.dot(np.linalg.inv(np.dot(X.T, X)), X.T), y)

self.bias = 0

return self.weights, self.bias

def predict(self, X):

return np.dot(X, self.weights) + self.bias

使用梯度下降进行训练

In [24]:

regressor = LinearRegression()

w_trained, b_trained, costs = regressor.train_gradient_descent(X_train, y_train, learning_rate=0.005, n_iters=600)

fig = plt.figure(figsize=(8,6))

plt.plot(np.arange(n_iters), costs)

plt.title("Development of cost during training")

plt.xlabel("Number of iterations")

plt.ylabel("Cost")

plt.show()

Cost at iteration 0: 66.45256981003433

Cost at iteration 100: 2.2084346146095934

Cost at iteration 200: 1.2797812854182806

Cost at iteration 300: 1.2042189195356685

Cost at iteration 400: 1.1564867816573

Cost at iteration 500: 1.121391041394467

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测试（梯度下降模型）

In [28]:

n_samples, _ = X_train.shape

n_samples_test, _ = X_test.shape

y_p_train = regressor.predict(X_train)

y_p_test = regressor.predict(X_test)

error_train =  (1 / n_samples) * np.sum((y_p_train - y_train) ** 2)

error_test =  (1 / n_samples_test) * np.sum((y_p_test - y_test) ** 2)

print(f"Error on training set: {np.round(error_train, 4)}")

print(f"Error on test set: {np.round(error_test)}")

Error on training set: 1.0955

Error on test set: 1.0

使用正规方程（normal equation）训练

# To compute the parameters using the normal equation, we add a bias value of 1 to each input example

X_b_train = np.c_[np.ones((n_samples)), X_train]

X_b_test = np.c_[np.ones((n_samples_test)), X_test]

reg_normal = LinearRegression()

w_trained = reg_normal.train_normal_equation(X_b_train, y_train)

测试（正规方程模型）

y_p_train = reg_normal.predict(X_b_train)

y_p_test = reg_normal.predict(X_b_test)

error_train =  (1 / n_samples) * np.sum((y_p_train - y_train) ** 2)

error_test =  (1 / n_samples_test) * np.sum((y_p_test - y_test) ** 2)

print(f"Error on training set: {np.round(error_train, 4)}")

print(f"Error on test set: {np.round(error_test, 4)}")

Error on training set: 1.0228

Error on test set: 1.0432

可视化测试预测

# Plot the test predictions

fig = plt.figure(figsize=(8,6))

plt.scatter(X_train, y_train)

plt.scatter(X_test, y_p_test)

plt.xlabel("First feature")

plt.ylabel("Second feature")

plt.show()

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