def multiLinparamEstimates(xt # Q: why need 'intercept'? intercept = np.ones((xtrain.shape[0], 1)) print(xtrain.shape) xtrain = np.concatenate((intercept, xtrain), axis=1) print(xtrain.shape) # Complete your code here. beta = ... return beta
时间: 2024-04-15 14:25:04 浏览: 151
这段代码实现了多元线性回归参数估计的功能。首先,创建一个大小为(xtrain.shape[0], 1)的全为1的数组,命名为intercept,其目的是为了引入截距(intercept)。然后,通过使用numpy库中的concatenate函数将intercept和xtrain按列连接起来,形成一个新的特征矩阵xtrain。这样做是为了将截距作为一个额外的特征加入到线性回归模型中。
接下来,你需要在代码中补充估计参数的部分。具体来说,你需要计算出多元线性回归模型中的参数beta。这个部分的代码没有给出,你需要自己完成。
最后,将估计得到的参数beta返回。
相关问题
import numpy as np from sklearn.datasets import load_iris from sklearn.model_selection import train_test_split import matplotlib.pyplot as plt # 加载 iris 数据 iris = load_iris() # 只选取两个特征和两个类别进行二分类 X = iris.data[(iris.target==0)|(iris.target==1), :2] y = iris.target[(iris.target==0)|(iris.target==1)] # 将标签转化为 0 和 1 y[y==0] = -1 # 将数据集分为训练集和测试集 X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) # 实现逻辑回归算法 class LogisticRegression: def __init__(self, lr=0.01, num_iter=100000, fit_intercept=True, verbose=False): self.lr = lr self.num_iter = num_iter self.fit_intercept = fit_intercept self.verbose = verbose def __add_intercept(self, X): intercept = np.ones((X.shape[0], 1)) return np.concatenate((intercept, X), axis=1) def __sigmoid(self, z): return 1 / (1 + np.exp(-z)) def __loss(self, h, y): return (-y * np.log(h) - (1 - y) * np.log(1 - h)).mean() def fit(self, X, y): if self.fit_intercept: X = self.__add_intercept(X) # 初始化参数 self.theta = np.zeros(X.shape[1]) for i in range(self.num_iter): # 计算梯度 z = np.dot(X, self.theta) h = self.__sigmoid(z) gradient = np.dot(X.T, (h - y)) / y.size # 更新参数 self.theta -= self.lr * gradient # 打印损失函数 if self.verbose and i % 10000 == 0: z = np.dot(X, self.theta) h = self.__sigmoid(z) loss = self.__loss(h, y) print(f"Loss: {loss} \t") def predict_prob(self, X): if self.fit_intercept: X = self.__add_intercept(X) return self.__sigmoid(np.dot(X, self.theta)) def predict(self, X, threshold=0.5): return self.predict_prob(X) >= threshold # 训练模型 model = LogisticRegressio
n()
model.fit(X_train, y_train)
# 在测试集上进行预测
y_pred = model.predict(X_test)
# 计算准确率
accuracy = np.sum(y_pred == y_test) / y_test.shape[0]
print(f"Accuracy: {accuracy}")
# 可视化
plt.scatter(X_test[:, 0], X_test[:, 1], c=y_pred)
plt.show()
请问这段代码实现了什么功能?
np.random.seed(42) q=np.array(X1[:2928]) w=np.array(x2[:2928]) e=np.array(x3[:2928]) r=np.array(x4[:2928]) t=np.array(x5[:2928]) p=np.array(x6[:2928]) u=np.array(x7[:2928]) eps=np.random.normal(0,0.05,152) X=np.c_[q,w,e,r,t,p,u] beta=[0.1,0.15,0.2,0.5,0.33,0.45,0.6] y=np.dot(X,beta) ''' X_model=sm.add_constant(X) model=sm.OLS(y,X_model) results=model.fit() print(results.summary()) ''' X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) alpha = 0.1 # 设置岭回归的惩罚参数 ridge = Ridge(alpha=alpha) ridge.fit(X_train, y_train) y_pred = ridge.predict(X_test) mse = mean_squared_error(y_test, y_pred) print('MSE:', mse)那这个代码要怎么修改才可以经过领回归之后再求出参数呢
如果您想使用岭回归(Ridge Regression)求解多元线性回归的参数,可以按照以下步骤修改代码:
1. 导入必要的库:
```python
import numpy as np
from sklearn.linear_model import Ridge
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error
```
2. 准备数据:
```python
np.random.seed(42)
q = np.array(X1[:2928])
w = np.array(x2[:2928])
e = np.array(x3[:2928])
r = np.array(x4[:2928])
t = np.array(x5[:2928])
p = np.array(x6[:2928])
u = np.array(x7[:2928])
X = np.c_[q, w, e, r, t, p, u]
beta = [0.1, 0.15, 0.2, 0.5, 0.33, 0.45, 0.6]
y = np.dot(X, beta)
```
3. 划分数据集为训练集和测试集:
```python
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
```
4. 使用岭回归拟合数据:
```python
alpha = 0.1 # 设置岭回归的惩罚参数
ridge = Ridge(alpha=alpha)
ridge.fit(X_train, y_train)
```
5. 计算岭回归的拟合效果:
```python
y_pred = ridge.predict(X_test)
mse = mean_squared_error(y_test, y_pred)
print('MSE:', mse)
```
6. 计算多元线性回归的参数:
```python
coef = ridge.coef_ # 计算岭回归的系数
intercept = ridge.intercept_ # 计算岭回归的截距
print('Coefficients:', coef)
print('Intercept:', intercept)
```
这样就可以使用岭回归求解多元线性回归的参数了。
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