sklearn正规方程和梯度下降 岭回归

一。sklearnAPI 正规方程和梯度下降

 1 from sklearn.datasets import load_boston
 2 from sklearn.model_selection import train_test_split
 3 from sklearn.preprocessing import StandardScaler
 4 from sklearn.linear_model import LinearRegression,SGDRegressor #正规方程,梯度下降
 5 from sklearn.metrics import mean_squared_error #均方误差
 6 def linear1():
 7     """
 8     正规方程对波士顿房价进行预测
 9     :return:
10     """
11     #1.导入数据
12     boston=load_boston()
13     #print(boston)
14     #2.划分数据集
15     x_train,x_test,y_train,y_test=train_test_split(boston.data,boston.target,random_state=22)
16     #3.特征工程:标准化
17     transfer=StandardScaler()
18     x_train=transfer.fit_transform(x_train)
19     x_test=transfer.transform(x_test)
20     #4.预估器
21     estimator=LinearRegression()
22     estimator.fit(x_train,y_train)
23     #5.得出模型
24     print("正规方程权重系数:
",estimator.coef_)
25     print("正规方程偏置:
",estimator.intercept_)
26     #6.模型评估
27     y_predict=estimator.predict(x_test)
28     error = mean_squared_error(y_test,y_predict)
29     print("正规方程均方误差:
:",error)
30 
31 def linear2():
32     """
33     梯度下降对波士顿房价进行预测
34     :return:
35     """
36     #1.导入数据
37     boston=load_boston()
38     #print(boston)
39     #2.划分数据集
40     x_train,x_test,y_train,y_test=train_test_split(boston.data,boston.target,random_state=22)
41     #3.特征工程:标准化
42     transfer=StandardScaler()
43     x_train=transfer.fit_transform(x_train)
44     x_test=transfer.transform(x_test)
45     #4.预估器
46     estimator=SGDRegressor(learning_rate="constant",eta0=0.001,max_iter=10000)
47     estimator.fit(x_train,y_train)
48     #5.得出模型
49     print("梯度下降权重系数:
",estimator.coef_)
50     print("梯度下降偏置:
",estimator.intercept_)
51     #6.模型评估
52     y_predict=estimator.predict(x_test)
53     error = mean_squared_error(y_test,y_predict)
54     print("梯度下降均方误差:
:",error)
55 if __name__ == "__main__":
56     linear1()
57     linear2()

二。 岭回归-带L2正则化的线性回归 

在建立回归方程时加上正则化,解决过拟合问题。

from sklearn.linear_model import LinearRegression,SGDRegressor,Ridge #正规方程,梯度下降、
 1 def linear3():
 2     """
 3     岭回归对波士顿房价进行预测
 4     :return:
 5     """
 6     #1.导入数据
 7     boston=load_boston()
 8     #print(boston)
 9     #2.划分数据集
10     x_train,x_test,y_train,y_test=train_test_split(boston.data,boston.target,random_state=22)
11     #3.特征工程:标准化
12     transfer=StandardScaler()
13     x_train=transfer.fit_transform(x_train)
14     x_test=transfer.transform(x_test)
15     #4.预估器
16     estimator=Ridge()
17     estimator.fit(x_train,y_train)
18     #5.得出模型
19     print("岭回归权重系数:
",estimator.coef_)
20     print("岭回归偏置:
",estimator.intercept_)
21     #6.模型评估
22     y_predict=estimator.predict(x_test)
23     error = mean_squared_error(y_test,y_predict)
24     print("岭回归均方误差:
:",error)
原文地址:https://www.cnblogs.com/sclu/p/11766610.html