chore: import upstream snapshot with attribution
This commit is contained in:
wehub-resource-sync
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# Sebastian Raschka, 2015 (http://sebastianraschka.com)
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# Python Machine Learning - Code Examples
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#
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# Chapter 10 - Predicting Continuous Target Variables with Regression Analysis
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#
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# S. Raschka. Python Machine Learning. Packt Publishing Ltd., 2015.
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# GitHub Repo: https://github.com/rasbt/python-machine-learning-book
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#
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# License: MIT
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# https://github.com/rasbt/python-machine-learning-book/blob/master/LICENSE.txt
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import pandas as pd
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import numpy as np
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import matplotlib.pyplot as plt
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import seaborn as sns
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from sklearn.preprocessing import StandardScaler
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from sklearn.linear_model import LinearRegression
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from sklearn.linear_model import RANSACRegressor
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from sklearn.cross_validation import train_test_split
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from sklearn.metrics import r2_score
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from sklearn.metrics import mean_squared_error
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from sklearn.linear_model import Lasso
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from sklearn.preprocessing import PolynomialFeatures
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from sklearn.tree import DecisionTreeRegressor
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from sklearn.ensemble import RandomForestRegressor
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# Added version check for recent scikit-learn 0.18 checks
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from distutils.version import LooseVersion as Version
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from sklearn import __version__ as sklearn_version
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if Version(sklearn_version) < '0.18':
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from sklearn.cross_validation import train_test_split
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else:
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from sklearn.model_selection import train_test_split
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#############################################################################
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print(50 * '=')
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print('Section: Exploring the Housing dataset')
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print(50 * '-')
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df = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases/'
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'housing/housing.data',
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header=None,
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sep='\s+')
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df.columns = ['CRIM', 'ZN', 'INDUS', 'CHAS',
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'NOX', 'RM', 'AGE', 'DIS', 'RAD',
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'TAX', 'PTRATIO', 'B', 'LSTAT', 'MEDV']
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print('Dataset excerpt:\n\n', df.head())
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#############################################################################
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print(50 * '=')
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print('Section: Visualizing the important characteristics of a dataset')
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print(50 * '-')
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sns.set(style='whitegrid', context='notebook')
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cols = ['LSTAT', 'INDUS', 'NOX', 'RM', 'MEDV']
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sns.pairplot(df[cols], size=2.5)
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# plt.tight_layout()
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# plt.savefig('./figures/scatter.png', dpi=300)
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plt.show()
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cm = np.corrcoef(df[cols].values.T)
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sns.set(font_scale=1.5)
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hm = sns.heatmap(cm,
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cbar=True,
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annot=True,
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square=True,
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fmt='.2f',
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annot_kws={'size': 15},
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yticklabels=cols,
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xticklabels=cols)
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# plt.tight_layout()
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# plt.savefig('./figures/corr_mat.png', dpi=300)
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plt.show()
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sns.reset_orig()
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#############################################################################
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print(50 * '=')
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print('Section: Solving regression for regression'
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' parameters with gradient descent')
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print(50 * '-')
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class LinearRegressionGD(object):
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def __init__(self, eta=0.001, n_iter=20):
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self.eta = eta
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self.n_iter = n_iter
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def fit(self, X, y):
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self.w_ = np.zeros(1 + X.shape[1])
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self.cost_ = []
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for i in range(self.n_iter):
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output = self.net_input(X)
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errors = (y - output)
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self.w_[1:] += self.eta * X.T.dot(errors)
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self.w_[0] += self.eta * errors.sum()
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cost = (errors**2).sum() / 2.0
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self.cost_.append(cost)
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return self
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def net_input(self, X):
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return np.dot(X, self.w_[1:]) + self.w_[0]
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def predict(self, X):
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return self.net_input(X)
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X = df[['RM']].values
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y = df['MEDV'].values
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sc_x = StandardScaler()
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sc_y = StandardScaler()
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X_std = sc_x.fit_transform(X)
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y_std = sc_y.fit_transform(y[:, np.newaxis]).flatten()
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lr = LinearRegressionGD()
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lr.fit(X_std, y_std)
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plt.plot(range(1, lr.n_iter+1), lr.cost_)
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plt.ylabel('SSE')
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plt.xlabel('Epoch')
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# plt.tight_layout()
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# plt.savefig('./figures/cost.png', dpi=300)
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plt.show()
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def lin_regplot(X, y, model):
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plt.scatter(X, y, c='lightblue')
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plt.plot(X, model.predict(X), color='red', linewidth=2)
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return
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lin_regplot(X_std, y_std, lr)
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plt.xlabel('Average number of rooms [RM] (standardized)')
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plt.ylabel('Price in $1000\'s [MEDV] (standardized)')
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# plt.tight_layout()
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# plt.savefig('./figures/gradient_fit.png', dpi=300)
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plt.show()
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print('Slope: %.3f' % lr.w_[1])
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print('Intercept: %.3f' % lr.w_[0])
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num_rooms_std = sc_x.transform(np.array([[5.0]]))
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price_std = lr.predict(num_rooms_std)
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print("Price in $1000's: %.3f" % sc_y.inverse_transform(price_std))
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#############################################################################
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print(50 * '=')
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print('Section: Estimating the coefficient of a'
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' regression model via scikit-learn')
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print(50 * '-')
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slr = LinearRegression()
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slr.fit(X, y)
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y_pred = slr.predict(X)
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print('Slope: %.3f' % slr.coef_[0])
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print('Intercept: %.3f' % slr.intercept_)
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lin_regplot(X, y, slr)
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plt.xlabel('Average number of rooms [RM]')
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plt.ylabel('Price in $1000\'s [MEDV]')
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# plt.tight_layout()
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# plt.savefig('./figures/scikit_lr_fit.png', dpi=300)
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plt.show()
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# adding a column vector of "ones"
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Xb = np.hstack((np.ones((X.shape[0], 1)), X))
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w = np.zeros(X.shape[1])
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z = np.linalg.inv(np.dot(Xb.T, Xb))
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w = np.dot(z, np.dot(Xb.T, y))
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print('Slope: %.3f' % w[1])
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print('Intercept: %.3f' % w[0])
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#############################################################################
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print(50 * '=')
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print('Section: Fitting a robust regression model using RANSAC')
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print(50 * '-')
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if Version(sklearn_version) < '0.18':
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ransac = RANSACRegressor(LinearRegression(),
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max_trials=100,
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min_samples=50,
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residual_metric=lambda x: np.sum(
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np.abs(x), axis=1),
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residual_threshold=5.0,
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random_state=0)
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else:
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ransac = RANSACRegressor(LinearRegression(),
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max_trials=100,
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min_samples=50,
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loss='absolute_loss',
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residual_threshold=5.0,
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random_state=0)
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ransac.fit(X, y)
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inlier_mask = ransac.inlier_mask_
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outlier_mask = np.logical_not(inlier_mask)
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line_X = np.arange(3, 10, 1)
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line_y_ransac = ransac.predict(line_X[:, np.newaxis])
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plt.scatter(X[inlier_mask], y[inlier_mask],
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c='blue', marker='o', label='Inliers')
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plt.scatter(X[outlier_mask], y[outlier_mask],
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c='lightgreen', marker='s', label='Outliers')
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plt.plot(line_X, line_y_ransac, color='red')
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plt.xlabel('Average number of rooms [RM]')
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plt.ylabel('Price in $1000\'s [MEDV]')
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plt.legend(loc='upper left')
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# plt.tight_layout()
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# plt.savefig('./figures/ransac_fit.png', dpi=300)
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plt.show()
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print('Slope: %.3f' % ransac.estimator_.coef_[0])
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print('Intercept: %.3f' % ransac.estimator_.intercept_)
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#############################################################################
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print(50 * '=')
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print('Section: Evaluating the performance of linear regression models')
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print(50 * '-')
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X = df.iloc[:, :-1].values
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y = df['MEDV'].values
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X_train, X_test, y_train, y_test = train_test_split(
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X, y, test_size=0.3, random_state=0)
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slr = LinearRegression()
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slr.fit(X_train, y_train)
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y_train_pred = slr.predict(X_train)
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y_test_pred = slr.predict(X_test)
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plt.scatter(y_train_pred, y_train_pred - y_train,
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c='blue', marker='o', label='Training data')
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plt.scatter(y_test_pred, y_test_pred - y_test,
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c='lightgreen', marker='s', label='Test data')
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plt.xlabel('Predicted values')
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plt.ylabel('Residuals')
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plt.legend(loc='upper left')
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plt.hlines(y=0, xmin=-10, xmax=50, lw=2, color='red')
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plt.xlim([-10, 50])
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# plt.tight_layout()
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# plt.savefig('./figures/slr_residuals.png', dpi=300)
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plt.show()
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print('MSE train: %.3f, test: %.3f' % (
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mean_squared_error(y_train, y_train_pred),
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mean_squared_error(y_test, y_test_pred)))
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print('R^2 train: %.3f, test: %.3f' % (
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r2_score(y_train, y_train_pred),
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r2_score(y_test, y_test_pred)))
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#############################################################################
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print(50 * '=')
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print('Section: Using regularized methods for regression')
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print(50 * '-')
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print('LASSO Coefficients')
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lasso = Lasso(alpha=0.1)
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lasso.fit(X_train, y_train)
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y_train_pred = lasso.predict(X_train)
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y_test_pred = lasso.predict(X_test)
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print(lasso.coef_)
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print('MSE train: %.3f, test: %.3f' % (
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mean_squared_error(y_train, y_train_pred),
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mean_squared_error(y_test, y_test_pred)))
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print('R^2 train: %.3f, test: %.3f' % (
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r2_score(y_train, y_train_pred),
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r2_score(y_test, y_test_pred)))
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#############################################################################
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print(50 * '=')
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print('Section: Turning a linear regression model into a curve'
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' - polynomial regression')
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print(50 * '-')
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X = np.array([258.0, 270.0, 294.0,
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320.0, 342.0, 368.0,
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396.0, 446.0, 480.0, 586.0])[:, np.newaxis]
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y = np.array([236.4, 234.4, 252.8,
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298.6, 314.2, 342.2,
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360.8, 368.0, 391.2,
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390.8])
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lr = LinearRegression()
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pr = LinearRegression()
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quadratic = PolynomialFeatures(degree=2)
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X_quad = quadratic.fit_transform(X)
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# fit linear features
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lr.fit(X, y)
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X_fit = np.arange(250, 600, 10)[:, np.newaxis]
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y_lin_fit = lr.predict(X_fit)
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# fit quadratic features
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pr.fit(X_quad, y)
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y_quad_fit = pr.predict(quadratic.fit_transform(X_fit))
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# plot results
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plt.scatter(X, y, label='training points')
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plt.plot(X_fit, y_lin_fit, label='linear fit', linestyle='--')
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plt.plot(X_fit, y_quad_fit, label='quadratic fit')
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plt.legend(loc='upper left')
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# plt.tight_layout()
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# plt.savefig('./figures/poly_example.png', dpi=300)
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plt.show()
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y_lin_pred = lr.predict(X)
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y_quad_pred = pr.predict(X_quad)
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print('Training MSE linear: %.3f, quadratic: %.3f' % (
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mean_squared_error(y, y_lin_pred),
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mean_squared_error(y, y_quad_pred)))
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print('Training R^2 linear: %.3f, quadratic: %.3f' % (
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r2_score(y, y_lin_pred),
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r2_score(y, y_quad_pred)))
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#############################################################################
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print(50 * '=')
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print('Section: Modeling nonlinear relationships in the Housing Dataset')
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print(50 * '-')
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X = df[['LSTAT']].values
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y = df['MEDV'].values
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regr = LinearRegression()
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# create quadratic features
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quadratic = PolynomialFeatures(degree=2)
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cubic = PolynomialFeatures(degree=3)
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X_quad = quadratic.fit_transform(X)
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X_cubic = cubic.fit_transform(X)
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# fit features
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X_fit = np.arange(X.min(), X.max(), 1)[:, np.newaxis]
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regr = regr.fit(X, y)
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y_lin_fit = regr.predict(X_fit)
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linear_r2 = r2_score(y, regr.predict(X))
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regr = regr.fit(X_quad, y)
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y_quad_fit = regr.predict(quadratic.fit_transform(X_fit))
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quadratic_r2 = r2_score(y, regr.predict(X_quad))
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regr = regr.fit(X_cubic, y)
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y_cubic_fit = regr.predict(cubic.fit_transform(X_fit))
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cubic_r2 = r2_score(y, regr.predict(X_cubic))
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# plot results
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plt.scatter(X, y, label='training points', color='lightgray')
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plt.plot(X_fit, y_lin_fit,
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label='linear (d=1), $R^2=%.2f$' % linear_r2,
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color='blue',
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lw=2,
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linestyle=':')
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plt.plot(X_fit, y_quad_fit,
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label='quadratic (d=2), $R^2=%.2f$' % quadratic_r2,
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color='red',
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lw=2,
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linestyle='-')
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plt.plot(X_fit, y_cubic_fit,
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label='cubic (d=3), $R^2=%.2f$' % cubic_r2,
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color='green',
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lw=2,
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linestyle='--')
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plt.xlabel('% lower status of the population [LSTAT]')
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plt.ylabel('Price in $1000\'s [MEDV]')
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plt.legend(loc='upper right')
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# plt.tight_layout()
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# plt.savefig('./figures/polyhouse_example.png', dpi=300)
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plt.show()
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print('Transforming the dataset')
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X = df[['LSTAT']].values
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y = df['MEDV'].values
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# transform features
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X_log = np.log(X)
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y_sqrt = np.sqrt(y)
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# fit features
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X_fit = np.arange(X_log.min()-1, X_log.max()+1, 1)[:, np.newaxis]
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regr = regr.fit(X_log, y_sqrt)
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y_lin_fit = regr.predict(X_fit)
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linear_r2 = r2_score(y_sqrt, regr.predict(X_log))
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# plot results
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plt.scatter(X_log, y_sqrt, label='training points', color='lightgray')
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plt.plot(X_fit, y_lin_fit,
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label='linear (d=1), $R^2=%.2f$' % linear_r2,
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color='blue',
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lw=2)
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plt.xlabel('log(% lower status of the population [LSTAT])')
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plt.ylabel('$\sqrt{Price \; in \; \$1000\'s [MEDV]}$')
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plt.legend(loc='lower left')
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# plt.tight_layout()
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# plt.savefig('./figures/transform_example.png', dpi=300)
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plt.show()
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#############################################################################
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print(50 * '=')
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print('Section: Decision tree regression')
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print(50 * '-')
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X = df[['LSTAT']].values
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y = df['MEDV'].values
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tree = DecisionTreeRegressor(max_depth=3)
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tree.fit(X, y)
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sort_idx = X.flatten().argsort()
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lin_regplot(X[sort_idx], y[sort_idx], tree)
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plt.xlabel('% lower status of the population [LSTAT]')
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plt.ylabel('Price in $1000\'s [MEDV]')
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# plt.savefig('./figures/tree_regression.png', dpi=300)
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plt.show()
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#############################################################################
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print(50 * '=')
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print('Section: Random forest regression')
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print(50 * '-')
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|
||||
X = df.iloc[:, :-1].values
|
||||
y = df['MEDV'].values
|
||||
|
||||
X_train, X_test, y_train, y_test = train_test_split(
|
||||
X, y, test_size=0.4, random_state=1)
|
||||
|
||||
forest = RandomForestRegressor(n_estimators=1000,
|
||||
criterion='mse',
|
||||
random_state=1,
|
||||
n_jobs=-1)
|
||||
forest.fit(X_train, y_train)
|
||||
y_train_pred = forest.predict(X_train)
|
||||
y_test_pred = forest.predict(X_test)
|
||||
|
||||
print('MSE train: %.3f, test: %.3f' % (
|
||||
mean_squared_error(y_train, y_train_pred),
|
||||
mean_squared_error(y_test, y_test_pred)))
|
||||
print('R^2 train: %.3f, test: %.3f' % (
|
||||
r2_score(y_train, y_train_pred),
|
||||
r2_score(y_test, y_test_pred)))
|
||||
|
||||
|
||||
plt.scatter(y_train_pred,
|
||||
y_train_pred - y_train,
|
||||
c='black',
|
||||
marker='o',
|
||||
s=35,
|
||||
alpha=0.5,
|
||||
label='Training data')
|
||||
plt.scatter(y_test_pred,
|
||||
y_test_pred - y_test,
|
||||
c='lightgreen',
|
||||
marker='s',
|
||||
s=35,
|
||||
alpha=0.7,
|
||||
label='Test data')
|
||||
|
||||
plt.xlabel('Predicted values')
|
||||
plt.ylabel('Residuals')
|
||||
plt.legend(loc='upper left')
|
||||
plt.hlines(y=0, xmin=-10, xmax=50, lw=2, color='red')
|
||||
plt.xlim([-10, 50])
|
||||
# plt.tight_layout()
|
||||
# plt.savefig('./figures/slr_residuals.png', dpi=300)
|
||||
plt.show()
|
||||
Reference in New Issue
Block a user