回归模型 python实现

(四)、回归预测

1、线性回归器

$${\arg }_{\mathbf{\omega },b}\min L(\mathbf{\omega },b)={\arg }_{\mathbf{\omega },b}\min \sum _{k=1}^m(f(\mathbf{\omega },\mathbf{x},b)-y^k{)}^2$$
学习得到决定模型的参数，即参数$\mathbf{\omega }$和$b$

step1：美国波士顿地区房价数据描述

# 从sklearn.datasets导入波士顿房价数据读取器。
from sklearn.datasets import load_boston
# 从读取房价数据存储在变量boston中。
boston = load_boston()
# 输出数据描述。
print boston.DESCR

Boston House Prices dataset

Notes
------
Data Set Characteristics:  

    :Number of Instances: 506 

    :Number of Attributes: 13 numeric/categorical predictive
    
    :Median Value (attribute 14) is usually the target

    :Attribute Information (in order):
        - CRIM     per capita crime rate by town
        - ZN       proportion of residential land zoned for lots over 25,000 sq.ft.
        - INDUS    proportion of non-retail business acres per town
        - CHAS     Charles River dummy variable (= 1 if tract bounds river; 0 otherwise)
        - NOX      nitric oxides concentration (parts per 10 million)
        - RM       average number of rooms per dwelling
        - AGE      proportion of owner-occupied units built prior to 1940
        - DIS      weighted distances to five Boston employment centres
        - RAD      index of accessibility to radial highways
        - TAX      full-value property-tax rate per $10,000
        - PTRATIO  pupil-teacher ratio by town
        - B        1000(Bk - 0.63)^2 where Bk is the proportion of blacks by town
        - LSTAT    % lower status of the population
        - MEDV     Median value of owner-occupied homes in $1000's

    :Missing Attribute Values: None

    :Creator: Harrison, D. and Rubinfeld, D.L.

This is a copy of UCI ML housing dataset.
http://archive.ics.uci.edu/ml/datasets/Housing


This dataset was taken from the StatLib library which is maintained at Carnegie Mellon University.

The Boston house-price data of Harrison, D. and Rubinfeld, D.L. 'Hedonic
prices and the demand for clean air', J. Environ. Economics & Management,
vol.5, 81-102, 1978.   Used in Belsley, Kuh & Welsch, 'Regression diagnostics
...', Wiley, 1980.   N.B. Various transformations are used in the table on
pages 244-261 of the latter.

The Boston house-price data has been used in many machine learning papers that address regression
problems.   
     
**References**

   - Belsley, Kuh & Welsch, 'Regression diagnostics: Identifying Influential Data and Sources of Collinearity',
   -  Wiley, 1980. 244-261.
   - Quinlan,R. (1993). Combining Instance-Based and Model-Based Learning. In Proceedings on the Tenth 
   - International Conference of Machine Learning, 236-243, University of Massachusetts, Amherst. Morgan Kaufmann.
   - many more! (see http://archive.ics.uci.edu/ml/datasets/Housing)

step2：美国波士顿地区房价数据分割

# 从sklearn.cross_validation导入数据分割器。
from sklearn.cross_validation import train_test_split

# 导入numpy并重命名为np。
import numpy as np

X = boston.data
y = boston.target

# 随机采样25%的数据构建测试样本，其余作为训练样本。
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=33, test_size=0.25)

# 分析回归目标值的差异。
print "The max target value is", np.max(boston.target)
print "The min target value is", np.min(boston.target)
print "The average target value is", np.mean(boston.target)

The max target value is 50.0
The min target value is 5.0
The average target value is 22.5328063241

step3：训练与测试数据标准化处理

# 从sklearn.preprocessing导入数据标准化模块。
from sklearn.preprocessi