最小二乘法--python实现伪代码
时间: 2023-10-23 22:15:23 浏览: 126
最小二乘法是一种常用的线性回归方法,可以用于拟合数据并预测未来的趋势。下面是最小二乘法的 Python 实现伪代码:
```
# 导入必要的库
import numpy as np
# 定义数据集
x = np.array([1, 2, 3, 4, 5])
y = np.array([2, 4, 5, 4, 5])
# 计算系数
n = len(x)
x_mean = np.mean(x)
y_mean = np.mean(y)
numerator = 0
denominator = 0
for i in range(n):
numerator += (x[i] - x_mean) * (y[i] - y_mean)
denominator += (x[i] - x_mean) ** 2
beta = numerator / denominator
alpha = y_mean - beta * x_mean
# 输出结果
print("alpha:", alpha)
print("beta:", beta)
```
相关问题
最小二乘法实现参数估计python代码
可以使用奇异值分解总体最小二乘法(SVDTLS)来实现最小二乘法的参数估计。以下是Python代码示例:
```python
# psi为模型的信息矩阵,y为观测值
y = y[self.max_lag :, 0].reshape(-1, 1)
full = np.hstack((psi, y))
n = psi.shape[1]
u, s, v = np.linalg.svd(full, full_matrices=True)
theta = -v.T[:n, n:] / v.T[n:, n:]
return theta.reshape(-1, 1)
```
另外,还可以使用递推/递归最小二乘法(Recursive Least Squares method)来实现参数估计。
决策树C4.5--python实现伪代码
决策树C4.5的Python实现伪代码如下:
```
def create_decision_tree(dataset, labels):
# 如果数据集中所有实例都属于同一类别,则返回该类别
if all_same_class(dataset):
return dataset[0][-1]
# 如果属性集为空,则返回数据集中实例数最多的类别
if len(labels) == 0:
return majority_class(dataset)
# 选择最优划分属性
best_feature = choose_best_feature(dataset, labels)
best_feature_label = labels[best_feature]
# 构建决策树
decision_tree = {best_feature_label: {}}
del(labels[best_feature])
feature_values = [example[best_feature] for example in dataset]
unique_values = set(feature_values)
for value in unique_values:
sub_labels = labels[:]
sub_dataset = split_dataset(dataset, best_feature, value)
decision_tree[best_feature_label][value] = create_decision_tree(sub_dataset, sub_labels)
return decision_tree
```