sklearn的线性模型

最新推荐文章于 2025-03-18 11:01:54 发布

原创最新推荐文章于 2025-03-18 11:01:54 发布 · 381 阅读

0 ·

CC 4.0 BY-SA版权

文章标签：

#sklearn #线性模型

机器学习同时被 2 个专栏收录

17 篇文章

订阅专栏

sklearn

8 篇文章

订阅专栏

本文介绍了多种机器学习中的回归算法，包括广义线性模型、岭回归、Lasso、多任务Lasso、弹性网络、多任务弹性网络、最小角回归、贝叶斯回归、Logistic回归以及多项式回归等，通过实例展示了各算法的应用。

摘要生成于 C知道，由 DeepSeek-R1 满血版支持，前往体验 >

广义线性模型

普通最小二乘法

from sklearn.linear_model import LinearRegression
reg = LinearRegression()
reg.fit ([[0, 0], [1, 1], [2, 2]], [0, 1, 2])
reg.coef_

array([ 0.5,  0.5])

岭回归

from sklearn.linear_model import Ridge
reg = Ridge(alpha=.5)
reg.fit ([[0, 0], [0, 0], [1, 1]], [0, .1, 1])

Ridge(alpha=0.5, copy_X=True, fit_intercept=True, max_iter=None,
   normalize=False, random_state=None, solver='auto', tol=0.001)

reg.coef_

array([ 0.34545455,  0.34545455])

reg.intercept_

0.13636363636363638

设置正则化参数：广义交叉验证

from sklearn.linear_model import RidgeCV
reg = RidgeCV(alphas=[0.1, 1.0, 10.0])
reg.fit([[0, 0], [0, 0], [1, 1]], [0, .1, 1]) 
reg.alpha_

0.10000000000000001

Lasso

from sklearn.linear_model import Lasso
clf = Lasso(alpha=0.1)
clf.fit([[0,0], [1, 1], [2, 2]], [0, 1, 2])

Lasso(alpha=0.1, copy_X=True, fit_intercept=True, max_iter=1000,
   normalize=False, positive=False, precompute=False, random_state=None,
   selection='cyclic', tol=0.0001, warm_start=False)

clf.coef_

array([ 0.85,  0.  ])

clf.intercept_

0.15000000000000002

多任务Lasso

from sklearn import linear_model
clf = linear_model.MultiTaskLasso(alpha=0.1)
clf.fit([[0,0], [1, 1], [2, 2]], [[0, 0], [1, 1], [2, 2]])
print(clf.coef_)
print(clf.intercept_)

[[ 0.89393398  0.        ]
 [ 0.89393398  0.        ]]
[ 0.10606602  0.10606602]

弹性网络

from sklearn.linear_model import ElasticNetCV
from sklearn.datasets import make_regression
X, y = make_regression(n_features=2, random_state=0)
regr = ElasticNetCV(cv=5, random_state=0)
regr.fit(X, y)
print(regr.alpha_) 
print(regr.intercept_) 
print(regr.predict([[0, 0]]))

0.19947279427
0.398882965428
[ 0.39888297]

多任务弹性网络

from sklearn import linear_model
clf = linear_model.MultiTaskElasticNet(alpha=0.1)
clf.fit([[0,0], [1, 1], [2, 2]], [[0, 0], [1, 1], [2, 2]])
print(clf.coef_)
print(clf.intercept_)

最小角回归

LARS Lasso

from sklearn import linear_model
reg = linear_model.LassoLars(alpha=0.01)
reg.fit([[-1, 1], [0, 0], [1, 1]], [-1, 0, -1])
print(reg.coef_)

[ 0.         -0.96325765]

正交匹配追踪法

贝叶斯回归

from sklearn import linear_model
clf = linear_model.BayesianRidge()
clf.fit([[0,0], [1, 1], [2, 2]], [0, 1, 2])
clf.predict([[1, 1]])

array([ 1.])

logistic回归

带L2罚项
带L1正则
在 LogisticRegression 类中实现了这些优化算法: liblinear， newton-cg， lbfgs， sag 和 saga。
在这里插入图片描述

随机梯度下降，SGD

import numpy as np
from sklearn import linear_model
X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
Y = np.array([1, 1, 2, 2])
clf = linear_model.SGDClassifier()
clf.fit(X, Y)
clf.predict([[-0.8, -1]])

c:\users\caiwei\appdata\local\programs\python\python35\lib\site-packages\sklearn\linear_model\stochastic_gradient.py:128: FutureWarning: max_iter and tol parameters have been added in <class 'sklearn.linear_model.stochastic_gradient.SGDClassifier'> in 0.19. If both are left unset, they default to max_iter=5 and tol=None. If tol is not None, max_iter defaults to max_iter=1000. From 0.21, default max_iter will be 1000, and default tol will be 1e-3.
  "and default tol will be 1e-3." % type(self), FutureWarning)





array([1])

感知器

被动攻击算法

稳健回归

多项式回归

from sklearn.preprocessing import PolynomialFeatures
import numpy as np
X = np.arange(6).reshape(3, 2)
X

array([[0, 1],
       [2, 3],
       [4, 5]])

X 的特征已经从转换到 $image.png$ ,

poly = PolynomialFeatures(degree=2)
poly.fit_transform(X)

array([[  1.,   0.,   1.,   0.,   0.,   1.],
       [  1.,   2.,   3.,   4.,   6.,   9.],
       [  1.,   4.,   5.,  16.,  20.,  25.]])