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北辰Rick
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Linear Regression Practice
import numpy as np import pandas as pd import matplotlib.pyplot as plt Import other modules from sklearn import linear_model from sklearn.metrics import mean_squared_error from sklearn.metrics impor...原创 2019-02-15 05:56:53 · 487 阅读 · 0 评论 -
Credit Spread Prediction : Benchmark
Module One : Feature Selection Import Module import numpy as np import pandas as pd import sklearn as sk import matplotlib.pyplot as plt Part One : Data Preparation Step one : Import data data_Macro ...原创 2019-02-25 21:32:27 · 313 阅读 · 0 评论 -
NonLinear Regression & Lasso & Homotopy Method
Part One : Coordinate Descent for Lasso The Lasso optimization problem can be formulated as w^∈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 · 519 阅读 · 0 评论