线性回归
# -*- coding: utf-8 -*-
from __future__ import print_function
import numpy as np
from matplotlib import pyplot as plt
from matplotlib.font_manager import FontProperties
font = FontProperties(fname=r"c:\windows\fonts\simsun.ttc", size=14) # 解决windows环境下画图汉字乱码问题
def linearRegression(alpha=0.01, num_iters=400):
print(u"加载数据...\n")
data = loadtxtAndcsv_data("data.txt", ",", np.float64) # 读取数据
X = data[:, 0:-1] # X对应0到倒数第2列
y = data[:, -1] # y对应最后一列
m = len(y) # 总的数据条数
col = data.shape[1] # data的列数
X, mu, sigma = featureNormaliza(X) # 归一化
plot_X1_X2(X) # 画图看一下归一化效果
X = np.hstack((np.ones((m, 1)), X)) # 在X前加一列1
print(u"\n执行梯度下降算法....\n")
theta = np.zeros((col, 1))
y = y.reshape(-1, 1) # 将行向量转化为列
theta, J_history = gradientDescent(X, y, theta, alpha, num_iters)
plotJ(J_history, num_iters)
return mu, sigma, theta # 返回均值mu,标准差sigma,和学习的结果theta
# 加载txt和csv文件
def loadtxtAndcsv_data(fileName, split, dataType):
return np.loadtxt(fileName, delimiter=split, dtype=dataType)
# 加载npy文件
def loadnpy_data(fileName):
return np.load(fileName)
# 归一化feature
def featureNormaliza(X):
X_norm = np.array(X) # 将X转化为numpy数组对象,才可以进行矩阵的运算
# 定义所需变量
mu = np.zeros((1, X.shape[1]))
sigma = np.zeros((1, X.shape[1]))
mu = np.mean(X_norm, 0) # 求每一列的平均值(0指定为列,1代表行)
sigma = np.std(X_norm, 0) # 求每一列的标准差
for i in range(X.shape[1]): # 遍历列
X_norm[:, i] = (X_norm[:, i] - mu[i]) / sigma[i] # 归一化
return X_norm, mu, sigma
# 画二维图
def plot_X1_X2(X):
plt.scatter(X[:, 0], X[:, 1])
plt.show()
# 梯度下降算法
def gradientDescent(X, y, theta, alpha, num_iters):
m = len(y)
n = len(theta)
temp = np.matrix(np.zeros((n, num_iters))) # 暂存每次迭代计算的theta,转化为矩阵形式
J_history = np.zeros((num_iters, 1)) # 记录每次迭代计算的代价值
for i in range(num_iters): # 遍历迭代次数
h = np.dot(X, theta) # 计算内积,matrix可以直接乘
temp[:, i] = theta - ((alpha / m) * (np.dot(np.transpose(X), h - y))) # 梯度的计算
theta = temp[:, i]
J_history[i] = computerCost(X, y, theta) # 调用计算代价函数
print('.', end=' ')
return theta, J_history
# 计算代价函数
def computerCost(X, y, theta):
m = len(y)
J = 0
J = (np.transpose(X * theta - y)) * (X * theta - y) / (2 * m) # 计算代价J
return J
# 画每次迭代代价的变化图
def plotJ(J_history, num_iters):
x = np.arange(1, num_iters + 1)
plt.plot(x, J_history)
plt.xlabel(u"迭代次数", fontproperties=font) # 注意指定字体,要不然出现乱码问题
plt.ylabel(u"代价值", fontproperties=font)
plt.title(u"代价随迭代次数的变化", fontproperties=font)
plt.show()
# 测试linearRegression函数
def testLinearRegression():
mu, sigma, theta = linearRegression(0.01, 400)
# print u"\n计算的theta值为:\n",theta
# print u"\n预测结果为:%f"%predict(mu, sigma, theta)
# 测试学习效果(预测)
def predict(mu, sigma, theta):
result = 0
# 注意归一化
predict = np.array([1650, 3])
norm_predict = (predict - mu) / sigma
final_predict = np.hstack((np.ones((1)), norm_predict))
result = np.dot(final_predict, theta) # 预测结果
return result
if __name__ == "__main__":
testLinearRegression()