一.线性回归及最小二乘法概念
2.代码实现
# 0.引入依赖
import numpy as np
import matplotlib.pyplot as plt
# 1.导入数据
points = np.genfromtxt('data.csv', delimiter=',')
# points[0,0]
# 提取points中的两列数据,分别作为x,y
x = points[:, 0]
y = points[:, 1]
# 用plt画出散点图
# plt.scatter(x, y)
# plt.show()
# 2.定义损失函数:最小平方损失函数
# 损失函数是系数的函数,另外还要传入数据的x,y
def compute_cost(w, b, points):
total_cost = 0
M = len(points)
# 逐点计算平方损失误差,然后求平均数
for i in range(M):
x = points[i, 0]
y = points[i, 1]
total_cost += (y - w * x - b) ** 2
return total_cost / M
# 3.定义算法拟合函数
# 先定义一个求均值的函数
def average(data):
sum = 0
num = len(data)
for i in range(num):
sum += data[i]
return sum / num
# 定义核心拟合函数
def fit(points):
M = len(points)
x_bar = average(points[:, 0])
sum_yx = 0
sum_x2 = 0
sum_delta = 0
for i in range(M):
x = points[i, 0]
y = points[i, 1]
sum_yx += y * (x - x_bar)
sum_x2 += x ** 2
# 根据公式计算w
w = sum_yx / (sum_x2 - M * (x_bar ** 2))
for i in range(M):
x = points[i, 0]
y = points[i, 1]
sum_delta += (y - w * x)
b = sum_delta / M
return w, b
# 4.测试
w, b = fit(points)
print("w is: ", w)
print("b is: ", b)
cost = compute_cost(w, b, points)
print("cost is: ", cost)
# 5.画出拟合曲线
plt.scatter(x, y)
# 针对每一个x,计算出预测的y值
pred_y = w * x + b
plt.plot(x, pred_y, c='r')
plt.show()
import numpy as np
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression # sklearn库实现
# 1. 导入数据(data.csv)
points = np.genfromtxt('data.csv', delimiter=',')
points[0,0]
# 提取points中的两列数据,分别作为x,y
x = points[:, 0]
y = points[:, 1]
# 用plt画出散点图
# plt.scatter(x, y)
# plt.show()
# 2. 定义损失函数:最小平方损失函数
# 损失函数是系数的函数,另外还要传入数据的x,y
def compute_cost(w, b, points):
total_cost = 0
M = len(points)
# 逐点计算平方损失误差,然后求平均数
for i in range(M):
x = points[i, 0]
y = points[i, 1]
total_cost += (y - w * x - b) ** 2
return total_cost / M
lr = LinearRegression()
x_new = x.reshape(-1, 1) # 将1行数据变为二维数组
y_new = y.reshape(-1, 1)
lr.fit(x_new, y_new)
# 3. 从训练好的模型中提取系数和截距:使用的也是最小二乘法
w = lr.coef_[0][0]
b = lr.intercept_[0]
print("w is: ", w)
print("b is: ", b)
cost = compute_cost(w, b, points)
print("cost is: ", cost)
plt.scatter(x, y)
# 针对每一个x,计算出预测的y值
pred_y = w * x + b
plt.plot(x, pred_y, c='r')
plt.show()
w is: 1.3224310227553846
b is: 7.991020982269173
cost is: 110.25738346621313
3.代码及数据下载
简单线性回归-最小二乘法资源-CSDN文库