机器学习
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Linear Regression Practice
import numpy as npimport pandas as pdimport matplotlib.pyplot as pltImport other modules from sklearn import linear_modelfrom sklearn.metrics import mean_squared_errorfrom sklearn.metrics impor...原创 2019-02-15 05:56:53 · 501 阅读 · 0 评论 -
Credit Spread Prediction : Benchmark
Module One : Feature SelectionImport Moduleimport numpy as npimport pandas as pdimport sklearn as skimport matplotlib.pyplot as pltPart One : Data PreparationStep one : Import datadata_Macro ...原创 2019-02-25 21:32:27 · 325 阅读 · 0 评论 -
NonLinear Regression Problem & Ridge Regression
Part One : Basis for Nonlinear RegressionIn this part we’re going to investigate how to use linear regression to approximate and estimate complicated functions. For example, suppose we want to fit th...原创 2019-02-18 00:18:08 · 716 阅读 · 0 评论 -
Week One : Gradient Decent & SGD
Week One : Linear Regression & Risk MinimizationPreparation I : Import Modulesimport sysimport numpy as npimport pandas as pdimport matplotlib.pyplot as pltfrom sklearn.model_selection impor...原创 2019-02-08 12:00:19 · 543 阅读 · 0 评论 -
NonLinear Regression & Lasso & Homotopy Method
Part One : Coordinate Descent for LassoThe Lasso optimization problem can be formulated asw^∈argminw∈Rd∑i=1m(hw(xi)−yi)2+λ∥w∥1,\hat{w}\in{ argmin_{w\in R^{d}}\sum_{i=1}^{m}(h_{w}(x_{i})-y_{i})^{2}+...原创 2019-02-21 06:03:52 · 531 阅读 · 0 评论