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python 做回归

时间:2017-04-16 12:05:13      阅读:289      评论:0      收藏:0      [点我收藏+]

标签:font   load   mod   dict   基本   训练   code   ges   .com   

1 一元线性回归

线性回归是一种简单的模型,但受到广泛应用,比如预测商品价格,成本评估等,都可以用一元线性模型。y = f(x) 叫做一元函数,回归意思就是根据已知数据复原某些值,线性回归(regression)就是用线性的模型做回归复原。

基本思想:已知一批(x, y)来复原另外未知的值,例如(1,1),(2,2),(3,3),那么(4,?),大家很容易知道(4,4),这就是一元线性回归求解问题

import numpy as np
import matplotlib.pyplot as plt
from matplotlib.font_manager import FontProperties
from sklearn.linear_model import LinearRegression

x = [[1], [2],[3], [4], [5], [6]]
y = [[1], [2.1], [2.9], [4.2], [5.1], [5.8]]
model = LinearRegression()
model.fit(x, y)

predicted = model.predict([13])[0]
x2 = [[0], [2.5],[5.3],[7.6],[9.1]]
y2 = model.predict(x2)
print model.score(x2, y2)
print predicted

fonr = FontProperties()
plt.figure()
plt.title("linearRegression")
plt.xlabel(x)
plt.ylabel(y)
plt.axis([0, 10, 0, 10])
plt.grid(True)
plt.pause(0.4)
plt.plot(x , y, k.)
plt.plot(x2 , y2, g.)
plt.show()

print np.var(x2, ddof = 0)
print model.score(x2, y2)

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2 多元线性回归

假设方程为:,求解系数,因为不一定是方阵,所以不能直接求,所以我们对方程两边同乘以,则,由于是方阵,所以两边同时乘以的逆,就可以得到:。

设计二元一次方程:y=1+2x1+3x2

 

取样本为(1,1,1),(1,1,2),(1,2,1),计算得y=(6,9,8)

 

注意:这里面常数项1相当于1*x0,只不过这里的x0永远取1

X = [[1,1,1],[1,1,2],[1,2,1]]

y = [[6],[9],[8]]

from numpy.linalg import inv
from numpy import dot, transpose
from numpy.linalg import lstsq

x = [[1,1,1], [1,1,2], [1,2,1]]
y = [[6], [9], [8]]
print dot(inv(dot(transpose(x),x)),dot(transpose(x), y))
##===最小二乘法=====================
print lstsq(x, y)[0]

from sklearn.linear_model import LinearRegression

x = [[1,1,1], [1,1,2], [1,2,1]]
y = [[6], [9], [8]]

model = LinearRegression()
model.fit(x, y)
x2 = [[1,3,5]]
y2 = model.predict(x2)
print y2

3 .采用多项式回归

import sys
reload(sys)
sys.setdefaultencoding(utf-8)

import matplotlib.pyplot as plt
import numpy as np
from sklearn.linear_model import LinearRegression#导入线性回归模型
from sklearn.preprocessing import PolynomialFeatures# 导入多项式回归模型

plt.figure()
plt.title(single variable)
plt.xlabel(x)
plt.ylabel(y)
plt.axis([30, 400, 100, 400])
plt.grid(True)

x = [[50], [100], [150], [200], [250], [300]]
y = [[150], [200], [250], [280], [310], [330]]
x_test = [[250], [300]]
y_test = [[310], [330]]
plt.plot(x, y, g.,markersize =20)


model = LinearRegression()
x2 = [[30], [400]]
model.fit(x, y)
y2 = model.predict(x2)
plt.plot(x2, y2,label = ‘$y = ax + c$‘)
plt.legend()

xx
= np.linspace(30, 400, 100) quadratic_featurizer = PolynomialFeatures(degree = 2)#实例化一个二次多项式 x_train_quadratic = quadratic_featurizer.fit_transform(x)#用二次多项式多样本x做变换 xx_quadratic = quadratic_featurizer.transform(xx.reshape(xx.shape[0], 1))# 把训练好X值的多项式特征实例应用到一系列点上,形成矩阵 regressor_quadratic = LinearRegression() regressor_quadratic.fit(x_train_quadratic, y) plt.plot(xx, regressor_quadratic.predict(xx_quadratic),label="$y = ax^2 + bx + c$")
plt.legend() cubic_featurizer
= PolynomialFeatures(degree = 3) x_train_cubic = cubic_featurizer.fit_transform(x) xx_cubie = cubic_featurizer.transform(xx.reshape(xx.shape[0], 1)) regressor_cubic = LinearRegression() regressor_cubic.fit(x_train_cubic, y) plt.plot(xx, regressor_cubic.predict(xx_cubie),label="$y = a_1x^3 + a_2x^2 + a_3x +c $") plt.legend() print 一元线性回归 r-squared, model.score(x_test, y_test) x_test_quadratic = quadratic_featurizer.transform(x_test) print 二次性回归 r-squared, regressor_quadratic.score(x_test_quadratic, y_test) x_test_cubic = cubic_featurizer.transform(x_test) print 三次线性回归 r-squared, regressor_cubic.score(x_test_cubic, y_test) plt.show()

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python 做回归

标签:font   load   mod   dict   基本   训练   code   ges   .com   

原文地址:http://www.cnblogs.com/Kermit-Li/p/6718284.html

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