sk-lasso.py

import numpy as np # 快速操作结构数组的工具
import matplotlib.pyplot as plt  # 可视化绘制
from sklearn.linear_model import Lasso,LassoCV,LassoLarsCV   # Lasso回归,LassoCV交叉验证实现alpha的选取，LassoLarsCV基于最小角回归交叉验证实现alpha的选取


# 样本数据集，第一列为x，第二列为y，在x和y之间建立回归模型
data=[
    [0.067732,3.176513],[0.427810,3.816464],[0.995731,4.550095],[0.738336,4.256571],[0.981083,4.560815],
    [0.526171,3.929515],[0.378887,3.526170],[0.033859,3.156393],[0.132791,3.110301],[0.138306,3.149813],
    [0.247809,3.476346],[0.648270,4.119688],[0.731209,4.282233],[0.236833,3.486582],[0.969788,4.655492],
    [0.607492,3.965162],[0.358622,3.514900],[0.147846,3.125947],[0.637820,4.094115],[0.230372,3.476039],
    [0.070237,3.210610],[0.067154,3.190612],[0.925577,4.631504],[0.717733,4.295890],[0.015371,3.085028],
    [0.335070,3.448080],[0.040486,3.167440],[0.212575,3.364266],[0.617218,3.993482],[0.541196,3.891471]
]


#生成X和y矩阵
dataMat = np.array(data)
X = dataMat[:,0:1]   # 变量x
y = dataMat[:,1]   #变量y



# ========Lasso回归========
model = Lasso(alpha=0.01)  # 调节alpha可以实现对拟合的程度
# model = LassoCV()  # LassoCV自动调节alpha可以实现选择最佳的alpha。
# model = LassoLarsCV()  # LassoLarsCV自动调节alpha可以实现选择最佳的alpha
model.fit(X, y)   # 线性回归建模
print('系数矩阵:\n',model.coef_)
print('线性回归模型:\n',model)
# print('最佳的alpha：',model.alpha_)  # 只有在使用LassoCV、LassoLarsCV时才有效
# 使用模型预测
predicted = model.predict(X)

# 绘制散点图 参数：x横轴 y纵轴
plt.scatter(X, y, marker='x')
plt.plot(X, predicted,c='r')

# 绘制x轴和y轴坐标
plt.xlabel("x")
plt.ylabel("y")

# 显示图形
plt.show()