对程序包faraway中的exa数据进行多项式回归分析,取多项式的阶数为d=1,…,20,根据式(4.7)编写程序,给出计算时间和绘制CV误差图,并与LOOCV方法和GCV方法进行比较,对结果进行分析.
时间: 2024-10-16 09:22:52 浏览: 35
安捷伦全新Agilent EXA信号分析仪突破速度、预算限制
在进行多项式回归分析时,你需要首先导入`faraway`数据集,这通常是一个包含在统计分析库(如Python的`statsmodels`或R语言中的`faraway`包)中的示例数据集。对于这个任务,我们需要按照以下步骤操作:
1. 导入库和数据:
```python
import numpy as np
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import PolynomialFeatures
from sklearn.linear_model import LinearRegression
from sklearn.metrics import mean_squared_error, cross_val_score
from scipy.stats import gmean
import matplotlib.pyplot as plt
# 假设data是来自faraway包的数据
data = pd.read_csv('path/to/faraway/data.csv') # 替换为实际文件路径
```
2. 数据预处理(假设`x`是特征列,`y`是目标变量):
```python
X = data[['x']].values
y = data['y'].values
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
```
3. 计算多项式回归:
```python
polynomial_features = PolynomialFeatures(degree=range(1, 21))
X_poly = polynomial_features.fit_transform(X_train)
models = {}
for d in range(1, 21):
model = LinearRegression()
model.fit(X_poly[:, :d], y_train)
models[d] = model
```
4. CV误差计算:
- K折交叉验证 (k-LOOCV):
```python
cv_scores_kloocv = []
for d in range(1, 21):
cv_scores = cross_val_score(models[d], X_poly[:, :d], y_train, cv=k, scoring='neg_mean_squared_error')
cv_scores_kloocv.append(-np.mean(cv_scores)) # 负值是因为我们要最小化MSE
```
- 核估计交叉验证 (GCV):
```python
cv_scores_gcv = []
for d in range(1, 21):
gcv_scores = [gmean(np.abs(mean_squared_error(model.predict(polynomial_features.transform(X_test)), y_test))) for model in models.values()]
cv_scores_gcv.append(np.min(gcv_scores)) # 使用GCV得分最低点作为评估指标
```
5. 绘制CV误差图:
```python
fig, ax = plt.subplots()
ax.plot(range(1, 21), cv_scores_kloocv, label='K-LOOCV')
ax.plot(range(1, 21), cv_scores_gcv, label='GCV')
ax.set_xlabel('Polynomial Degree')
ax.set_ylabel('Cross-Validation Error')
ax.legend()
plt.show()
```
6. 结果分析:
- 分析曲线的趋势,查看在哪些多项式阶数下误差开始上升,这可能是模型过拟合的迹象。
- 比较K-LOOCV和GCV方法的结果,如果它们在某个阶数相近,则选择那个阶数作为最优模型,因为它们都试图平衡训练误差和泛化能力。
阅读全文