机器学习算法导论代码---linear_regression

import numpy as np

# 线性回归模型
class LinearRegression:
    def fit(self,X,y):
        # 计算最优解w=((X.T*X)^-1)*X.T*y
        self.w=np.linalg.inv(X.T.dot(X)).dot(X.T).dot(y)

    def predict(self,X):
        return X.dot(self.w)

# 均方误差函数
def mean_squared_error(y_true,y_pred):
    return np.average((y_true-y_pred)**2,axis=0)

# 决定系数的函数
def r2_score(y_true,y_pred):
    numerator=(y_true-y_pred)**2
    denominator=(y_true-np.average(y_true,axis=0))**2
    return 1-numerator.sum(axis=0)/denominator.sum(axis=0)