import matplotlib.pyplot as plt
import numpy as np
from sklearn import datasets,linear_model,cross_validation,svm
加载数据
def load_data_regression():
diabetes=datasets.load_diabetes()
return cross_validation.train_test_split(diabetes.data,
diabetes.target,test_size=0.25,random_state=0)
使用LinearSVR类
def test_LinearSVR(*data):
X_train,X_test,y_train,y_test=data
regr=svm.LinearSVR()
regr.fit(X_train,y_train)
print('Coefficients:%s,\nintercept %s'%(regr.coef_,regr.intercept_))
print('Score:%.2f'%regr.score(X_test,y_test))
X_train,X_test,y_train,y_test=load_data_regression()
test_LinearSVR(X_train,X_test,y_train,y_test)
损失函数类型的影响
def test_LinearSVR_loss(*data):
X_train,X_test,y_train,y_test=data
losses=['epsilon_insensitive','squared_epsilon_insensitive']
for loss in losses:
regr=svm.LinearSVR(loss=loss)
regr.fit(X_train,y_train)
print('loss:%s'%loss)
print('Coefficients:%s,\n
intercept %s'%(regr.coef_,regr.intercept_))
print('Score:%.2f'%regr.score(X_test,y_test))
test_LinearSVR_loss(X_train,X_test,y_train,y_test)
ε的影响
def test_LinearSVR_epsilon(*data):
X_train,X_test,y_train,y_test=data
epsilons=np.logspace(-2,2)
train_scores=[]
test_scores=[]
for epsilon in epsilons:
regr=svm.LinearSVR(epsilon=epsilon,
loss='squared_epsilon_insensitive')
regr.fit(X_train,y_train)
train_scores.append(regr.score(X_train,y_train))
test_scores.append(regr.score(X_test,y_test))
fig=plt.figure()
ax=fig.add_subplot(1,1,1)
ax.plot(epsilons,train_scores,label='Training score',marker='+')
ax.plot(epsilons,test_scores,label='Testing score',marker='o')
ax.set_title('LinearSVR_epsilon')
ax.set_xscale('log')
ax.set_xlabel(r'$\epsilon$')
ax.set_ylabel('score')
ax.set_ylim(-1,1.05)
ax.legend(loc='best',framealpha=0.5)
plt.show()
test_LinearSVR_epsilon(X_train,X_test,y_train,y_test)
罚项系数C的影响
def test_LinearSVR_C(*data):
X_train,X_test,y_train,y_test=data
Cs=np.logspace(-1,2)
train_scores=[]
test_scores=[]
for C in Cs:
regr=svm.LinearSVR(epsilon=0.1,
loss='squared_epsilon_insensitive',C=C)
regr.fit(X_train,y_train)
train_scores.append(regr.score(X_train,y_train))
test_scores.append(regr.score(X_test,y_test))
fig=plt.figure()
ax=fig.add_subplot(1,1,1)
ax.plot(Cs,train_scores,label='Training score',marker='+')
ax.plot(Cs,test_scores,label='Testing score',marker='o')
ax.set_title('LinearSVR_C')
ax.set_xscale('log')
ax.set_xlabel(r'C')
ax.set_ylabel('score')
ax.set_ylim(-1,1.05)
ax.legend(loc='best',framealpha=0.5)
plt.show()
test_LinearSVR_C(X_train,X_test,y_train,y_test)