1.5 案例：多项式曲线拟合的比较

# 线性回归、Ridge、LASSO、ElasticNet回归
import numpy as np
import pandas as pd
import warnings
import matplotlib as mpl
import matplotlib.pyplot as plt
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler, PolynomialFeatures
from sklearn.model_selection import train_test_split, GridSearchCV
from sklearn.linear_model import LinearRegression, RidgeCV, LassoCV, ElasticNetCV

# 设置随机数种子
np.random.seed(0)


# 构造数据
def makedata():
    N = 9  # 9个点
    x = np.linspace(0, 6, N) + np.random.randn(N)  # 0~6等间隔数加上高斯噪声
    x = np.sort(x)  # 排序
    y = x ** 2 - 4 * x - 3 + np.random.randn(N)
    # 设置成列向量
    x = x.reshape(-1, 1)
    y = y.reshape(-1, 1)
    return x, y


# 计算xss
def xss(y, y_hat):
    # 将数组展平
    y = y.ravel()
    y_hat = y_hat.ravel()
    # R2
    tss = np.sum(np.power(y - np.average(y, axis=0), 2))
    rss = np.sum(np.power(y_hat - y, 2))
    ess = np.sum(np.power(y_hat - np.average(y, axis=0), 2))
    R2 = (tss - rss) / tss

    # 添加到列表
    tss_list.append(tss)
    rss_list