Python 确定多项式拟合/回归的阶数实例

时间:2022-09-14 23:09:19

通过 1至10 阶来拟合对比 均方误差及r评分,可以确定最优的“最大阶数”。

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import numpy as np
import matplotlib.pyplot as plt
from sklearn.preprocessing import polynomialfeatures
from sklearn.linear_model import linearregression,perceptron
from sklearn.metrics import mean_squared_error,r2_score
from sklearn.model_selection import train_test_split
 
x = np.array([-4,-3,-2,-1,0,1,2,3,4,5,6,7,8,9,10]).reshape(-1, 1)
y = np.array(2*(x**4) + x**2 + 9*x + 2)
#y = np.array([300,500,0,-10,0,20,200,300,1000,800,4000,5000,10000,9000,22000]).reshape(-1, 1)
 
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.3)
rmses = []
degrees = np.arange(1, 10)
min_rmse, min_deg,score = 1e10, 0 ,0
 
for deg in degrees:
    # 生成多项式特征集(如根据degree=3 ,生成 [[x,x**2,x**3]] )
    poly = polynomialfeatures(degree=deg, include_bias=false)
    x_train_poly = poly.fit_transform(x_train)
 
    # 多项式拟合
    poly_reg = linearregression()
    poly_reg.fit(x_train_poly, y_train)
    #print(poly_reg.coef_,poly_reg.intercept_) #系数及常数
    
    # 测试集比较
    x_test_poly = poly.fit_transform(x_test)
    y_test_pred = poly_reg.predict(x_test_poly)
    
    #mean_squared_error(y_true, y_pred) #均方误差回归损失,越小越好。
    poly_rmse = np.sqrt(mean_squared_error(y_test, y_test_pred))
    rmses.append(poly_rmse)
    # r2 范围[0,1],r2越接近1拟合越好。
    r2score = r2_score(y_test, y_test_pred)
    
    # degree交叉验证
    if min_rmse > poly_rmse:
        min_rmse = poly_rmse
        min_deg = deg
        score = r2score
    print('degree = %s, rmse = %.2f ,r2_score = %.2f' % (deg, poly_rmse,r2score))
        
fig = plt.figure()
ax = fig.add_subplot(111)
ax.plot(degrees, rmses)
ax.set_yscale('log')
ax.set_xlabel('degree')
ax.set_ylabel('rmse')
ax.set_title('best degree = %s, rmse = %.2f, r2_score = %.2f' %(min_deg, min_rmse,score))
plt.show()

Python 确定多项式拟合/回归的阶数实例

Python 确定多项式拟合/回归的阶数实例

因为因变量 y = 2*(x**4) + x**2 + 9*x + 2 ,自变量和因变量是完整的公式,看图很明显,degree >=4 的都符合,拟合函数都正确。(rmse 最小,r平方非负且接近于1,则模型最好

如果将 y 值改为如下:

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y = np.array([300,500,0,-10,0,20,200,300,1000,800,4000,5000,10000,9000,22000]).reshape(-1, 1)

Python 确定多项式拟合/回归的阶数实例

Python 确定多项式拟合/回归的阶数实例

degree=3 是最好的,且 r 平方也最接近于1(注意:如果 r 平方为负数,则不准确,需再次测试。因样本数据较少,可能也会判断错误)。

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原文链接:https://blog.csdn.net/kk185800961/article/details/79215575