ch05-线性回归/03-sklearn中线性回归.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# sklearn中线性回归"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import matplotlib.pyplot as plt\n",
    "from sklearn import datasets"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "boston = datasets.load_boston()\n",
    "\n",
    "X = boston.data\n",
    "y = boston.target\n",
    "\n",
    "X = X[y < 50.0]\n",
    "y = y[y < 50.0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(490, 13)"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "from playML.model_selection import train_test_split\n",
    "X_train, X_test, y_train, y_test = train_test_split(X, y, seed=666)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## scikit-learn中的线性回归"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/mgbook/.pyenv/versions/3.6.4rc1/lib/python3.6/site-packages/scipy/linalg/basic.py:1226: RuntimeWarning: internal gelsd driver lwork query error, required iwork dimension not returned. This is likely the result of LAPACK bug 0038, fixed in LAPACK 3.2.2 (released July 21, 2010). Falling back to 'gelss' driver.\n",
      "  warnings.warn(mesg, RuntimeWarning)\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "LinearRegression(copy_X=True, fit_intercept=True, n_jobs=None,\n",
       "         normalize=False)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from sklearn.linear_model import LinearRegression\n",
    "\n",
    "lin_reg = LinearRegression()\n",
    "lin_reg.fit(X_train, y_train)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([-1.20354261e-01,  3.64423279e-02, -3.61493155e-02,  5.12978140e-02,\n",
       "       -1.15775825e+01,  3.42740062e+00, -2.32311760e-02, -1.19487594e+00,\n",
       "        2.60101728e-01, -1.40219119e-02, -8.35430488e-01,  7.80472852e-03,\n",
       "       -3.80923751e-01])"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "lin_reg.coef_"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "34.117399723229866"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 截距\n",
    "lin_reg.intercept_"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.8129794056212801"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "lin_reg.score(X_test, y_test)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "<br><br>"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## kNN Regressor"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "from sklearn.preprocessing import StandardScaler\n",
    "\n",
    "standardScaler = StandardScaler()\n",
    "standardScaler.fit(X_train, y_train)\n",
    "X_train_standard = standardScaler.transform(X_train)\n",
    "X_test_standard = standardScaler.transform(X_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.847923904906593"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from sklearn.neighbors import KNeighborsRegressor\n",
    "\n",
    "knn_reg = KNeighborsRegressor()\n",
    "knn_reg.fit(X_train_standard, y_train)\n",
    "knn_reg.score(X_test_standard, y_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fitting 3 folds for each of 60 candidates, totalling 180 fits\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/mgbook/.pyenv/versions/3.6.4rc1/lib/python3.6/site-packages/sklearn/model_selection/_split.py:1943: FutureWarning: You should specify a value for 'cv' instead of relying on the default value. The default value will change from 3 to 5 in version 0.22.\n",
      "  warnings.warn(CV_WARNING, FutureWarning)\n",
      "[Parallel(n_jobs=-1)]: Using backend LokyBackend with 4 concurrent workers.\n",
      "[Parallel(n_jobs=-1)]: Done 180 out of 180 | elapsed:    3.4s finished\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "GridSearchCV(cv='warn', error_score='raise-deprecating',\n",
       "       estimator=KNeighborsRegressor(algorithm='auto', leaf_size=30, metric='minkowski',\n",
       "          metric_params=None, n_jobs=None, n_neighbors=5, p=2,\n",
       "          weights='uniform'),\n",
       "       fit_params=None, iid='warn', n_jobs=-1,\n",
       "       param_grid=[{'weights': ['uniform'], 'n_neighbors': [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]}, {'weights': ['distance'], 'n_neighbors': [1, 2, 3, 4, 5, 6, 7, 8, 9, 10], 'p': [1, 2, 3, 4, 5]}],\n",
       "       pre_dispatch='2*n_jobs', refit=True, return_train_score='warn',\n",
       "       scoring=None, verbose=1)"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from sklearn.model_selection import GridSearchCV\n",
    "\n",
    "param_grid = [\n",
    "    {\n",
    "        \"weights\": [\"uniform\"],\n",
    "        \"n_neighbors\": [i for i in range(1, 11)]\n",
    "    },\n",
    "    {\n",
    "        \"weights\": [\"distance\"],\n",
    "        \"n_neighbors\": [i for i in range(1, 11)],\n",
    "        \"p\": [i for i in range(1,6)]\n",
    "    }\n",
    "]\n",
    "\n",
    "knn_reg = KNeighborsRegressor()\n",
    "grid_search = GridSearchCV(knn_reg, param_grid, n_jobs=-1, verbose=1)\n",
    "grid_search.fit(X_train_standard, y_train)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'n_neighbors': 5, 'p': 1, 'weights': 'distance'}"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "grid_search.best_params_"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.7991317809214437"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 交叉验证\n",
    "grid_search.best_score_"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.8814052328522632"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 切分数据集，同一个衡量标准\n",
    "grid_search.best_estimator_.score(X_test_standard, y_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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