1.简单介绍
分类处理的是离散预测,而对于连续的值类型则可以利用回归进行预测,这里对主要的几个线性回归方法进行初步介绍。这里也有训练集和测试集。
2.单变量线性回归的参数求解
3.多变量线性回归
4.利用矩阵进行参数求解
5.局部加权线性回归
6.岭回归
7.编程实现
这里standMaReg实现的是利用矩阵分解进行最基本的线性回归参数求解;而standBaGradReg中是利用梯度下降的batch方式进行参数求解,这里设定了iter_num循环求解的次数,每次都基于m个训练集数据进行参数更新,这里对参数weights进行更新时没有考虑参数m、对参数alpha也没有考虑变速而是固定值;lwlr函数实现的是局部加权线性回归,求解采用的是矩阵方式;ridgeRegres实现的是岭回归,这里的lamda默认设定是0.2。
- from numpy import *
- import matplotlib.pyplot as plt
- def loadDataSet(filename):
- numFeat = len(open(filename).readline().split('\t'))-1
- dataMat = []
- labelMat = []
- fr = open(filename)
- for line in fr.readlines():
- lineArr = []
- curLine = line.strip('\n').split('\t')
- for i in range(numFeat):
- lineArr.append(float(curLine[i]))
- dataMat.append(lineArr)
- labelMat.append(float(curLine[-1]))
- return dataMat, labelMat
- def standMaReg(xArr, yArr):
- xMat = mat(xArr)
- yMat = mat(yArr).T
- xTx = xMat.T*xMat
- if linalg.det(xTx)==0.0:
- print 'This matrix is singular, connot do inverse'
- return
- ws = xTx.I*(xMat.T*yMat)
- return ws
- def standBaGradReg(xArr, yArr, alpha=0.001, iter_num=15):
- xMat = mat(xArr)
- yMat = mat(yArr).T
- m,n=shape(xMat)
- weights = mat(ones((n,1)))
- for i in range(iter_num):
- yPredict = mat(xMat*weights)
- tmp=mat(zeros((n,1)))
- for j in range(n):
- tmp[j,:] += alpha*sum(multiply((yMat-yPredict),xMat[:,j]))
- weights = weights + tmp
- return weights
- def lwlr(testPoint, xArr, yArr, k=1.0):
- xMat = mat(xArr)
- yMat = mat(yArr).T
- m = shape(xMat)[0]
- weights = mat(eye((m)))
- for j in range(m):
- diffMat = testPoint - xMat[j,:]
- weights[j,j] = exp(diffMat*diffMat.T/(-2.0*k**2))
- xTx = xMat.T*(weights*xMat)
- if linalg.det(xTx) == 0.0:
- print "This matrix is singular, cannot do inverse"
- return
- ws = xTx.I*(xMat.T*(weights*yMat))
- return testPoint*ws
- def lwlrTest(testArr, xArr, yArr, k=1.0):
- m = shape(testArr)[0]
- yPre = zeros(m)
- for i in range(m):
- yPre[i] = lwlr(testArr[i], xArr, yArr, k)
- return yPre
- def ridgeRegres(xMat, yMat, lam=0.2):
- xTx = xMat.T*xMat
- denom = xTx + eye(shape(xMat)[1])*lam
- if linalg.det(denom) == 0.0:
- print "This matrix is singular, cannot do inverse"
- ws = denom.I*(xMat.T*yMat)
- return ws
- def ridgeTest(xArr, yArr, numIter=30):
- xMat = mat(xArr)
- yMat = mat(yArr).T
- yMean = mean(yMat,0)
- yMat = yMat - yMean
- xMeans = mean(xMat, 0)
- xVar = var(xMat, 0)
- xMat = (xMat - xMeans)/xVar
- wMat = zeros((numIter,shape(xMat)[1]))
- lamList = []
- for i in range(numIter):
- lamList.append(exp(i-10))
- ws = ridgeRegres(xMat, yMat, exp(i-10))
- wMat[i,:]=ws.T
- return wMat, lamList
- def plotReg(weights, xArr, yArr, xIndex=0):
- xMat = mat(xArr)
- yMat = mat(yArr)
- fig = plt.figure()
- ax = fig.add_subplot(111)
- ax.scatter(xMat[:,xIndex].flatten().A[0], yMat.T[:,0].flatten().A[0])
- yPredict = xMat*weights
- ax.plot(xMat[:,xIndex], yPredict)
- plt.show()
- xArr, yArr = loadDataSet("ex0.txt")
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- abX, abY = loadDataSet('abalone.txt')
- weights, lam = ridgeTest(abX, abY)
- plt.plot(weights)
- plt.show()