python 偏最小二乘回归实现

用自己数据实现偏最小二乘回归。用Hitters数据集做演示如何使用自己的数据实现偏最小二乘回归。 此数据集有322个运动员的20个变量的数据， 其中的变量Salary（工资）是我们关心的。
数据下载
百度网盘链接：https://pan.baidu.com/s/13pb7VN_kTzV0hUEsg-1S1A
提取码：3333

import pandas as pd
import numpy as np
from sklearn.cross_decomposition import PLSRegression
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error, r2_score

#读取数据
data = pd.read_csv(‘D:/Hitters.csv’)
print(data.head())

#Salary里有缺失值，直接将所在行删掉
data = data.dropna()

#将非数字特征变为以0，1替代的特征
dms = pd.get_dummies(data[['League','Division','NewLeague']])

#准备数据
y = data['Salary']
x_ = data.drop(['Salary','League','Division','NewLeague'],axis=1).astype('float64')
x = pd.concat([x_,dms[['League_N','Division_W','NewLeague_N']]],axis=1)

# 训练集、测试集划分
x_train,x_test,y_train,y_test = train_test_split(x,y,test_size=0.25,random_state= 42)

#回归模型、参数
pls_model_setup = PLSRegression(scale=True)
param_grid = {'n_components': range(1, 20)}

#GridSearchCV优化参数、训练模型
gsearch = GridSearchCV(pls_model_setup, param_grid)
pls_model = gsearch.fit(x_train, y_train)

#打印 coef
print('Partial Least Squares Regression coefficients:',pls_model.best_estimator_.coef_)

#对测试集做预测
pls_prediction = pls_model.predict(x_test)

#计算R2，均方差
pls_r2 = r2_score(y_test,pls_prediction)
pls_mse = np.sqrt(mean_squared_error(y_test,pls_prediction))