机器学习（五）多元线性回归

线性回归

多元线性回归（多特征）

$$h_{\theta }(x)={\theta }_0+{\theta }_1{x}_1+{\theta }_2{x}_2+...+{\theta }_n{x}_n$$

当Y值的影响因素不是唯一时，采用多元线性回归模型

代价函数（损失函数）

• 最小二乘法计算误差

$$J({\theta }_0,{\theta }_1,...,{\theta }_n)=1/2m\sum _{i=1}^m(y^i-h_{\theta }(x^i){)}^2$$

梯度下降法

• 求法

$${\theta }_j:={\theta }_j-\alpha \frac{\partial }{\partial {\theta }_j}J({\theta }_0,...,{\theta }_n)$$

$$(j=0,...,n)$$

$${\theta }_1:={\theta }_1-\alpha \frac{1}{m}\sum _{i=1}^m(h_{\theta }(x^i)-y^i)x_0^i$$

$${\theta }_2:={\theta }_2-\alpha \frac{1}{m}\sum _{i=1}^m(h_{\theta }(x^i)-y^i)x_1^i$$

$${\theta }_3:={\theta }_3-\alpha \frac{1}{m}\sum _{i=1}^m(h_{\theta }(x^i)-y^i)x_2^i$$

$$......$$

• 代码实现

#二元线性回归实现

# 学习率learning rate
lr = 0.0001
# 参数
theta0 = 0
theta1 = 0
theta2 = 0
# 最大迭代次数
epochs = 1000

# 最小二乘法
def compute_error(theta0, theta1, theta2, x_data, y_data):
    totalError = 0
    for i in range(0, len(x_data)):
        totalError += (y_data[i] - (theta1 * x_data[i,0] + theta2*x_data[i,1] + theta0)) ** 2
    return totalError / float(len(x_data))

def gradient_descent_runner(x_data, y_data, theta0, theta1, theta2, lr, epochs):
    # 计算总数据量
    m = float(len(x_data))
    # 循环epochs次
    for i in range(epochs):
        theta0_grad = 0
        theta1_grad = 0
        theta2_grad = 0
        # 计算梯度的总和再求平均
        for j in range(0, len(x_data)):
            theta0_grad += (1/m) * ((theta1 * x_data[j,0] + theta2*x_data[j,1] + theta0) - y_data[j])
            theta1_grad += (1/m) * x_data[j,0] * ((theta1 * x_data[j,0] + theta2*x_data[j,1] + theta0) - y_data[j])
            theta2_grad += (1/m) * x_data[j,1] * ((theta1 * x_data[j,0] + theta2*x_data[j,1] + theta0) - y_data[j])
        # 更新b和k
        theta0 = theta0 - (lr*theta0_grad)
        theta1 = theta1 - (lr*theta1_grad)
        theta2 = theta2 - (lr*theta2_grad)
    return theta0, theta1, theta2

利用sklearn库求解

利用 sklearn库中的 LinearRegression（线性回归）函数 （运用的是标准方程法）

import numpy as np
from numpy import genfromtxt
from sklearn import linear_model
import matplotlib.pyplot as plt  
from mpl_toolkits.mplot3d import Axes3D
# 创建模型
model = linear_model.LinearRegression()
model.fit(x_data, y_data)
ax = plt.figure().add_subplot(111, projection = '3d') 
ax.scatter(x_data[:,0], x_data[:,1], y_data, c = 'r', marker = 'o', s = 100) #点为红色三角形  
x0 = x_data[:,0]
x1 = x_data[:,1]
# 生成网格矩阵
x0, x1 = np.meshgrid(x0, x1)
z = model.intercept_ + x0*model.coef_[0] + x1*model.coef_[1]
# 画3D图
ax.plot_surface(x0, x1, z)
#设置坐标轴  
ax.set_xlabel('Miles')  
ax.set_ylabel('Num of Deliveries')  
ax.set_zlabel('Time')  
  
#显示图像  
plt.show()