为一个(450,13)维的输入样本写一个kernel regression
时间: 2024-05-10 17:20:48 浏览: 92
EXPERT TRADING SYSTEMS: Modeling Financial Markets with Kernel Regression
以下是一个可能的kernel regression实现:
```python
import numpy as np
def kernel_regression(X, y, x_new, kernel_func, bandwidth):
"""
Kernel regression function
Parameters:
X (ndarray): input data, shape (n_samples, n_features)
y (ndarray): output data, shape (n_samples,)
x_new (ndarray): new input sample, shape (n_features,)
kernel_func (function): kernel function, takes two inputs and returns a scalar
bandwidth (float): kernel bandwidth
Returns:
float: predicted output for the new input sample
"""
n_samples = X.shape[0]
k_values = np.zeros(n_samples)
for i in range(n_samples):
k_values[i] = kernel_func(X[i], x_new, bandwidth)
weights = k_values / np.sum(k_values)
return np.dot(weights, y)
def gaussian_kernel(x1, x2, bandwidth):
"""
Gaussian kernel function
Parameters:
x1 (ndarray): input sample, shape (n_features,)
x2 (ndarray): input sample, shape (n_features,)
bandwidth (float): kernel bandwidth
Returns:
float: kernel value
"""
diff = x1 - x2
return np.exp(-0.5 * np.dot(diff, diff) / (bandwidth ** 2))
# Example usage
X = np.random.rand(100, 450)
y = np.random.rand(100)
x_new = np.random.rand(450)
predicted_y = kernel_regression(X, y, x_new, gaussian_kernel, 0.1)
print(predicted_y)
```
此实现使用高斯核函数,但可以很容易地更改为其他核函数。`bandwidth`参数控制核函数的宽度,影响预测的平滑度。较大的带宽会产生更平滑的预测,但可能会导致过度拟合。
阅读全文