Skip to content

littlezz/ESL-Model

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

ESLModels

Author Build License Maintenance

Algorithm from The Elements of Statistical Learning book implement by Python 3 code.

Until now, I finish chapter 3, 4, 7. I am working on chapter 11.

The Algorithm model is placed in esl_model.chx.models, x means the number of chapter, for example, esl_model.ch3.models

To run the code, you must install Python >= 3.5, because I use @ operate instead of numpy.dot. See pep-0465

from esl_model.ch3.models import LeastSquareModel

# import prostate data set
from esl_model.datasets import ProstateDataSet

data = ProstateDataSet()

lsm = LeastSquareModel(train_x=data.train_x, train_y=data.train_y)
lsm.pre_processing()
lsm.train()

# after pre_processing and train, you can get the beta_hat
print(lsm.beta_hat)

# predict
y_hat = lsm.predict(data.test_x)

# get the test result
test_result = lsm.test(data.test_x, data.test_y)

# get the mean of square error
print(test_result.mse)

# get standard error
print(test_result.std_error)

You can find the source in esl_model.ch3.models

I try to make the code clean and simple so that people can understand the algorithm easily.

class LeastSquareModel(LinearModel):
    def _pre_processing_x(self, X):
        X = self.standardize(X)
        X = np.insert(X, 0, 1, axis=1)
        return X

    def train(self):
        x = self.train_x
        y = self.train_y
        self.beta_hat = self.math.inv(x.T @ x) @ x.T @ y

    def predict(self, X):
        X = self._pre_processing_x(X)
        return X @ self.beta_hat

How to

I also write some article describe how to write some algorithm.

How to write Reduced Rank LDA

http://littlezz.github.io/how-to-write-reduced-rank-linear-discriminant-analysis-with-python.html

How to use travis with numpy and pytest

http://littlezz.github.io/travis-ci-with-numpy-and-pytest.html

Install

pip(3) install git+https://github.com/littlezz/ESL-Model

Reference

About

Algorithm from The Elements of Statistical Learning book implement by Python 3 code

Resources

License

Stars

Watchers

Forks

Packages

No packages published

Languages