机器学习 线性回归（吴恩达）

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
path = '1.txt'
data = pd.read_csv(path,names=['Population','Profit'])
data.head()

 	Population 	Profit
0 	6.1101 	17.5920
1 	5.5277 	9.1302
2 	8.5186 	13.6620
3 	7.0032 	11.8540
4 	5.8598 	6.8233

data.describe()

 	Population 	Profit
count 	97.000000 	97.000000
mean 	8.159800 	5.839135
std 	3.869884 	5.510262
min 	5.026900 	-2.680700
25% 	5.707700 	1.986900
50% 	6.589400 	4.562300
75% 	8.578100 	7.046700
max 	22.203000 	24.147000

data.plot(kind='scatter',x='Population',y='Profit',figsize=(12,12))
plt.show()

def computeCost(X,y,theta):
    inner = np.power(((X@theta.T)-y),2)
    return np.sum(inner)/(2*len(X))

data.insert(0,'Ones',1)
cols = data.shape[1]
X=data.iloc[:,0:cols-1]
y = data.iloc[:,cols-1:cols]
theta = np.matrix(np.array([0,0]))
X = np.matrix(X.values)
y = np.matrix(y.values)

def gradientDescend(X,y,theta,alpha,iters):
    temp = np.matrix(np.zeros(theta.shape))
    parameter = int(theta.ravel().shape[1])
    cost = np.zeros(iters)
    for i in range(iters):
        error = (X*theta.T)-y
        for j in range(parameter):
            term = np.multiply(error,X[:,j])#对应位置相乘，
            temp[0,j] = theta[0,j]-((alpha/len(X))*np.sum(term))# 求导之后的结果
        theta = temp
        cost[i]=computeCost(X,y,theta)
    return theta,cost

alpha = 0.01#设置学习率
iters=1000#设置迭代次数

g,cost = gradientDescend(X,y,theta,alpha,iters)

x=np.linspace(data.Population.min(),data.Population.max(),100)
f = g[0,0]+g[0,1]*x
fig,axis = plt.subplots(figsize=(12,8))
axis.plot(x,f,'r',label='Prediction')
axis.scatter(data.Population,data.Profit,label='Train Data')
axis.legend()
axis.set_xlabel('Population')
axis.set_ylabel('Profit')
axis.set_title("Predicted Profit vs Population size")
plt.show()

fig,axis = plt.subplots()
axis.plot(np.arange(iters),cost,'r')
axis.set_xlabel('Iteration')
axis.set_ylabel('ERROR')
axis.set_title('ERROR vs TRAINNG EPOCH')

多变量回归

path = '2.txt'
data2 = pd.read_csv(path,header=None,names=['Size','Bedroom','Price'])
data2 = (data2-data2.mean())/data2.std()
data2.insert(0,'Ones',1)
cols = data2.shape[1]
x2 = data2.iloc[:,0:cols-1]
y2 = data2.iloc[:,cols-1:cols]
x2 = np.matrix(x2.values)
y2 = np.matrix(y2.values)
theat2 = np.matrix(np.array([0,0,0]))
g2,cost2 = gradientDescend(x2,y2,theat2,alpha,iters)
fig, ax = plt.subplots(figsize=(12,8))
ax.plot(np.arange(iters), cost2, 'r')
ax.set_xlabel('Iterations')
ax.set_ylabel('Cost')
ax.set_title('Error vs. Training Epoch')
plt.show()

使用库函数

from sklearn import linear_model
model = linear_model.LinearRegression()
model.fit(X, y)
x = np.array(X[:, 1].A1)
f = model.predict(X).flatten()

fig, ax = plt.subplots(figsize=(12,8))
ax.plot(x, f, 'r', label='Prediction')
ax.scatter(data.Population, data.Profit, label='Traning Data')
ax.legend(loc=2)
ax.set_xlabel('Population')
ax.set_ylabel('Profit')
ax.set_title('Predicted Profit vs. Population Size')
plt.show()