python aic准则_如何在Python中为线性回归模型计算AIC？

I want to compute AIC for linear models to compare their complexity. I did it as follows:

regr = linear_model.LinearRegression()

regr.fit(X, y)

aic_intercept_slope = aic(y, regr.coef_[0] * X.as_matrix() + regr.intercept_, k=1)

def aic(y, y_pred, k):

resid = y - y_pred.ravel()

sse = sum(resid ** 2)

AIC = 2*k - 2*np.log(sse)

return AIC

But I receive a divide by zero encountered in log error.

解决方案

sklearn's LinearRegression is good for prediction but pretty barebones as you've discovered. (It's often said that sklearn stays away from all things statistical inference.)

statsmodels.regression.linear_model.OLS has a property attribute AIC and a number of other pre-canned attributes.

However, note that you'll need to manually add a unit vector to your X m