回归与聚类算法————岭回归

带有L2正则化的线性回归-岭回归

API:

from sklearn.linear_model import Ridge

• Ridge(alpha=1.0, fit_intercept=True,solver="auto", normalize=False)
  • 具有l2正则化的线性回归
  • alpha:正则化力度，也叫 λ 惩罚项系数
    • λ取值：0~1 1~10
  • fit_intercept：是否添加偏置
  • solver:“auto"--会根据数据自动选择优化方法
    • sag:如果数据集、特征都比较大，选择该随机梯度下降优化
  • normalize:数据是否进行标准化
    • normalize=True: 在fit之前调用preprocessing.StandardScaler标准化数据
• Ridge.coef_:回归权重
• Ridge.intercept_:回归偏置

预测波士顿房价

from sklearn.datasets import load_boston
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import mean_squared_error
from sklearn.linear_model import Ridge

def linear3():
    """
    岭回归预测波士顿房价
    :return:
    """
    # 1.获取数据
    boston = load_boston()

    # 2.划分数据集
    x_train, x_test, y_train, y_test = train_test_split(boston.data, boston.target, random_state=22)

    # 3.标准化
    transfer = StandardScaler()
    x_train = transfer.fit_transform(x_train)
    x_test = transfer.transform(x_test)

    # 4.预估器
    estimator = Ridge()
    estimator.fit(x_train, y_train)

    # 5.得出模型
    print("岭回归的权重系数为：\n", estimator.coef_)
    print("岭回归的偏置为：\n", estimator.intercept_)

    # 6.模型评估
    y_predict = estimator.predict(x_test)
    print("岭回归的预测房价为：\n", y_predict)
    error = mean_squared_error(y_predict, y_test)
    print("岭回归的均方误差为：\n", error)
    return None

linear3()