def stageWise(self, xArr, yArr, eps=0.01, numIt=5000):
xMat = xArr
yMat = yArr #预测的变量的转置
yMean = mat.mean(yMat, 0)
yMat = mat.lasso_sub(yMat, yMean)
xMat = mat.regularize(xMat)
m, n = mat.shape(xMat)
print xMat, yMat
ws = mat.create_one_mn(n, 1)
# tempws = copy.deepcopy(ws)
# lowestError = float("inf") # float("inf") #初始化当前迭代的最小误差表示为正无穷大
for a_weight in ws:
lowestError = float("inf")
#mat.assign(tempws, ws)
forward = 1
old_rssE = mat.rssError(yMat, mat.multiply(xMat, ws))
a_weight[0] = a_weight[0] + eps * forward
rssE = mat.rssError(yMat, mat.multiply(xMat, ws))
if rssE > old_rssE:
forward = -1
for time in range(numIt):
a_weight[0] = a_weight[0] + eps * forward
new_error = mat.rssError(yMat, mat.multiply(xMat, ws))
if new_error > old_rssE:
break
old_rssE = new_error
print "ws: \n", ws
return ws
for i in range(numIt):
##每一次迭代
for j in range(n):
a1 = tempws[j][0]
a2 = a1
# 遍历每一个特征
for sign in [-1, 1]: # 两次循环，计算增加或者减少该特征对误差的影响
tempws[j][0] = a1
b = float(eps * sign)
tempws = mat.list_add(tempws, j, 0, b)
yTest = mat.multiply(xMat, tempws)
rssE = mat.rssError(yMat, yTest) # 平方误差,将矩阵转换成为数组Array
if rssE < lowestError:
lowestError = rssE
a2 = tempws[j][0]
mat.assign(ws, tempws)
if a2 != a1:
tempws[j][0] = a2
else:
tempws[j][0] = a1
def kernal_ridge_train(self, X, y, alpha):
m, n = mat.shape(X)
B = mat.create_by_mn(m, 1, 1.0)
X = mat.extend(X, B)
X_K = self.Kernal(X) # 核函数映射,低维映射到高维
X_T = mat.transpose(X_K)
X_T_X = mat.multiply(X_T, X_K)
m, n = mat.shape(X_T_X)
I = mat.eye(m)
alp_I = mat.n_mat(alpha, I)
_inverse = mat.inverse(mat.add(X_T_X, alp_I))
if _inverse == 0:
self.isError = True
print("逆矩阵不可求")
return 0, 0
_w = mat.multiply(mat.multiply(_inverse, X_T), y)
return _w, X
def predict_kernal_ridge(self, _new_X):
if self.isError == True:
return 0
_new_X = mat.create(_new_X)
_new_X = mat.extend(_new_X, [[1.0]])
del self.old_X[0] # 删除第一条
self.old_X.append(_new_X[0]) # add a new one
#print "self.old_X: ",self.old_X
_X_K = self.Kernal(self.old_X)
predict_y = mat.multiply(_X_K, self.w)
#print "predict_y: ",predict_y
return [predict_y[-1]]
def ridge_train(self, X, y, alpha):
"""
:param X: 输入的特征矩阵
:param y: 输入的标签
:param alpha: a complexity parameter that controls the amount of shrinkage
:return: 模型的权重系数
w = (X.T*X+alpha*I).I*X.T*y
"""
m, n = mat.shape(X)
B = mat.create_by_mn(m, 1, 1.0)
X = mat.extend(X, B) # 将偏bias系数合并
X_T = mat.transpose(X)
X_T_X = mat.multiply(X_T, X)
m, n = mat.shape(X_T_X)
I = mat.eye(m)
alp_I = mat.n_mat(alpha, I)
_inverse = mat.inverse(mat.add(X_T_X, alp_I))
if _inverse == 0:
self.isError = True
print("逆矩阵不可求")
return 0
_w = mat.multiply(mat.multiply(_inverse, X_T), y)
return _w
def predict_ridge(self, _new_X):
if self.isError == True:
return 0
_new_X = mat.create(_new_X)
_new_X = mat.extend(_new_X, [[1.0]])
return mat.multiply(_new_X, self.w)
def lasso_predict(self, _new_X):
_new_X = mat.create(_new_X)
return mat.multiply(_new_X, self.w)