sklearn代码23 5-其他的回归模型

import numpy as np

import matplotlib.pyplot as plt
%matplotlib inline

from sklearn.model_selection import train_test_split

from sklearn.metrics import mean_squared_error,r2_score
from sklearn import datasets

# CV cross validation 交叉验证
from sklearn.linear_model import LinearRegression,Ridge,Lasso,ElasticNet,ElasticNetCV,LassoCV

diabetes = datasets.load_diabetes()
X = diabetes['data']
y = diabetes['target']

X_train,X_test,y_train,y_test = train_test_split(X,y,test_size = 0.15)

lr = LinearRegression()

lr.fit(X_train,y_train)

# 回归问题的得分不是准确率
lr.score(X_test,y_test)

0.39121528487973423

u = ((y_test - y_)**2).sum()
v= ((y_test - y_test.mean())**2).sum()
r = 1-u/v
r

0.39121528487973423

y_ = lr.predict(X_test)
display(y_.round(0),y_test)

array([ 176.,  129.,  147.,  109.,   98.,  131.,  175.,  168.,   86.,
        126.,  138.,  178.,  126.,  123.,  157.,  227.,  153.,  115.,
        197.,  184.,  164.,  101.,  230.,  111.,  202.,  178.,   56.,
        210.,   61.,  169.,  208.,   73.,   89.,  128.,   77.,  182.,
        177.,  152.,  106.,   71.,  251.,  133.,   55.,  135.,  116.,
         77.,  249.,  159.,   37.,  175.,  123.,   70.,  102.,  181.,
        157.,  206.,  236.,  124.,  239.,  267.,  103.,  125.,  109.,
        181.,  200.,  189.,  161.])



array([ 180.,  140.,   93.,   87.,   65.,  191.,  311.,  178.,   49.,
         71.,   59.,  141.,   63.,   51.,   95.,  152.,  197.,   53.,
        178.,  198.,  154.,   31.,  128.,   72.,  186.,  147.,   78.,
        150.,   70.,  110.,  109.,   92.,   96.,  178.,  200.,  107.,
        144.,  136.,  108.,  128.,  233.,   60.,   77.,   49.,   89.,
         77.,  243.,  144.,  104.,  174.,  127.,   59.,   81.,   52.,
         73.,  173.,  321.,   64.,  272.,  346.,   88.,  178.,   97.,
        216.,  222.,  144.,  196.])

r2_score(y_test,y_)

0.39121528487973423

mean_squared_error(y_test,y_)

2958.8336722289791

使用岭回归

ridge = Ridge(alpha = 0.001)

ridge.fit(X_train,y_train)

print(ridge.score(X_test,y_test))

y_ = ridge.predict(X_test)

mean_squared_error(y_test,y_)

0.390516991652





2962.227537851948

from sklearn.linear_model import RidgeCV

ridgeCV = RidgeCV(alphas = np.logspace(-5,0,50),scoring='r2',cv = 6)

ridgeCV.fit(X_train,y_train)

y_ = ridgeCV.predict(X_test)
r2_score(y_test,y_)

C:\Users\LXQ\Anaconda3\lib\site-packages\sklearn\model_selection\_search.py:814: DeprecationWarning: The default of the `iid` parameter will change from True to False in version 0.22 and will be removed in 0.24. This will change numeric results when test-set sizes are unequal.
  DeprecationWarning)





0.38857280350418621

ridgeCV = RidgeCV(alphas = np.linspace(0.01,5,50),scoring='r2',cv = 6)

ridgeCV.fit(X_train,y_train)

y_ = ridgeCV.predict(X_test)
r2_score(y_test,y_)

C:\Users\LXQ\Anaconda3\lib\site-packages\sklearn\model_selection\_search.py:814: DeprecationWarning: The default of the `iid` parameter will change from True to False in version 0.22 and will be removed in 0.24. This will change numeric results when test-set sizes are unequal.
  DeprecationWarning)





0.38992538207956295

np.logspace(-5,0) #属性极小时，选择此效果比linspace好很多

array([  1.00000000e-05,   1.26485522e-05,   1.59985872e-05,
         2.02358965e-05,   2.55954792e-05,   3.23745754e-05,
         4.09491506e-05,   5.17947468e-05,   6.55128557e-05,
         8.28642773e-05,   1.04811313e-04,   1.32571137e-04,
         1.67683294e-04,   2.12095089e-04,   2.68269580e-04,
         3.39322177e-04,   4.29193426e-04,   5.42867544e-04,
         6.86648845e-04,   8.68511374e-04,   1.09854114e-03,
         1.38949549e-03,   1.75751062e-03,   2.22299648e-03,
         2.81176870e-03,   3.55648031e-03,   4.49843267e-03,
         5.68986603e-03,   7.19685673e-03,   9.10298178e-03,
         1.15139540e-02,   1.45634848e-02,   1.84206997e-02,
         2.32995181e-02,   2.94705170e-02,   3.72759372e-02,
         4.71486636e-02,   5.96362332e-02,   7.54312006e-02,
         9.54095476e-02,   1.20679264e-01,   1.52641797e-01,
         1.93069773e-01,   2.44205309e-01,   3.08884360e-01,
         3.90693994e-01,   4.94171336e-01,   6.25055193e-01,
         7.90604321e-01,   1.00000000e+00])

ridgeCV.get_params()

{'alphas': array([  1.02329299e+00,   1.29370940e+00,   1.63558632e+00,
          2.06780797e+00,   2.61424893e+00,   3.30509292e+00,
          4.17850002e+00,   5.28271453e+00,   6.67872986e+00,
          8.44365757e+00,   1.06749868e+01,   1.34959693e+01,
          1.70624274e+01,   2.15713612e+01,   2.72718303e+01,
          3.44787109e+01,   4.35900889e+01,   5.51092486e+01,
          6.96724728e+01,   8.80841888e+01,   1.11361403e+02,
          1.40789877e+02,   1.77995148e+02,   2.25032320e+02,
          2.84499582e+02,   3.59681721e+02,   4.54731565e+02,
          5.74899375e+02,   7.26822849e+02,   9.18893768e+02,
          1.16172154e+03,   1.46871921e+03,   1.85684439e+03,
          2.34753591e+03,   2.96789806e+03,   3.75219771e+03,
          4.74375716e+03,   5.99734709e+03,   7.58221192e+03,
          9.58589468e+03,   1.21190726e+04,   1.53216706e+04,
          1.93705904e+04,   2.44894816e+04,   3.09610960e+04,
          3.91429057e+04,   4.94868483e+04,   6.25642915e+04,
          7.90975925e+04,   1.00000000e+05]),
 'cv': 6,
 'fit_intercept': True,
 'gcv_mode': None,
 'normalize': False,
 'scoring': 'r2',
 'store_cv_values': False}

ridgeCV.alpha_

1.0232929922807541

y_ = ridgeCV.predict(X_test)
y_

array([ 174.21757428,  116.36524498,  140.61563093,  115.409024  ,
        106.91865557,  136.46009365,  177.61587881,  171.55493371,
        114.49287297,  147.21520049,  141.67967883,  168.35486338,
        155.96002184,  143.76886813,  145.66448268,  211.48115991,
        160.5176388 ,  135.33336508,  182.52159526,  163.75807674,
        156.7901146 ,  116.18564336,  195.22357168,  125.01177714,
        194.54244966,  159.15173245,  101.447229  ,  194.61296108,
         91.70025075,  163.10265591,  184.3061834 ,  108.8021352 ,
        111.48656163,  131.71521489,  103.29434778,  172.02120972,
        169.75910978,  139.60048051,  131.68438865,  102.44271956,
        220.58170782,  142.37276674,   86.9510951 ,  143.97999428,
        153.72552455,  100.83182536,  219.96531889,  162.65607595,
        100.55936792,  168.06750241,  132.93818115,   91.38722039,
        122.42090438,  161.51262153,  156.33645019,  185.48945726,
        203.83558559,  131.57352976,  199.71707589,  210.56196227,
        125.37817533,  131.94020433,  104.52862623,  161.67645165,
        192.46649099,  184.66117152,  165.40544718])

r2_score(y_test,y_)

0.33512764134069251