机器学习算法 _06 多项式回归

1.1. Linear Models — scikit-learn 1.0.2 documentation

 

多项式回归：实际上是做了特征维度的扩展。

>>> from sklearn.preprocessing import PolynomialFeatures
>>> import numpy as np
>>> X = np.arange(6).reshape(3, 2)
>>> X
array([[0, 1],
       [2, 3],
       [4, 5]])
>>> poly = PolynomialFeatures(degree=2)
>>> poly.fit_transform(X)
array([[ 1.,  0.,  1.,  0.,  0.,  1.],
       [ 1.,  2.,  3.,  4.,  6.,  9.],
       [ 1.,  4.,  5., 16., 20., 25.]])

#!/usr/bin/python
# -*- coding: UTF-8 -*-
# 文件名: polynomial_regression.py

import numpy as np
import matplotlib.pyplot as plt
from sklearn.preprocessing import PolynomialFeatures
from sklearn.linear_model import LinearRegression
from sklearn.linear_model import Ridge
from sklearn.metrics import mean_squared_error


m = 100
X = 6 * np.random.rand(m, 1) - 3
y = 0.5 * X ** 2 + X + 2 + np.random.randn(m, 1)

X_train = X[:80]
X_test = X[80:]
y_train = y[:80]
y_test = y[80:]

# plt.plot(X, y, 'b.')

d = {1: 'g-', 2: 'r+', 15: 'y*'}

for i in range(1,20):
    poly_features = PolynomialFeatures(degree=i, include_bias=True)
    X_poly_train = poly_features.fit_transform(X_train)
    X_poly_test = poly_features.fit_transform(X_test)
    # print(X_train[0])
    # print(X_poly_train[0])
    # print(X_train.shape)
    # print(X_poly_train.shape)

    lin_reg = LinearRegression(fit_intercept=False)
    lin_reg.fit(X_poly_train, y_train)
    # print(lin_reg.intercept_, lin_reg.coef_)

    y_train_predict = lin_reg.predict(X_poly_train)
    y_test_predict = lin_reg.predict(X_poly_test)
    # plt.plot(X_poly_train[:, 1], y_train_predict, d[i])

    # print(mean_squared_error(y_train, y_train_predict))
    # print(mean_squared_error(y_test, y_test_predict))
    plt.plot(i, mean_squared_error(y_train, y_train_predict), 'r+')
    plt.plot(i, mean_squared_error(y_test, y_test_predict), 'b*')
plt.show()