160412岭回归笔记

来源：互联网发布：雅马哈 yas 107知乎编辑：程序博客网时间：2024/04/27 05:44

岭回归

import numpy as npfrom scipy import linalgx = np.random.randn(10*2).reshape(10,2)np.savetxt("x.txt",x)#np.loadtxt("x.txt")x = np.hstack((np.ones((10,1)),x))b = np.array([2,3,4])y = np.random.randon(10)*0.5+np.dot(x,b)np.savetxt("y.txt",y)lam = [1,2,3,4]xx = np.dot(x.T,x)xy = np.dot(x.T,y)n = 10p = 2tx = x[1]ty = y[1]txx = xx-np.outer(tx,tx)txy = xy-ty*txdef cvridge0(lam0):    lamm=np.identity(p+1)*lam0    lamm[0,0]=0    L = np.linalg.cholesky(txx+lamm)    lb = linalg.solve_triangular(L,txy,lower= True)    tcoe = linalg.solve_triangular(L.T,lb)    return (ty-np.dot(tcoe,tx))**2np.arrary(map(cvridge0,lam))

def cvridge(txmty):    txx = xx-np.outer(tx,tx)    txy = xy-ty    def cvridge0(lam0):        lamm = np.identity(p+1)*lam0        lamm[0,0] = 0        L = np.linalg.cholesky(txx+lamm)        lb = linalg.solve_triangular(L,txy,lower= True)        tcoe = linalg.solve_triangular(L.T,lb)        return (ty-np.dot(tcoe,tx))**2    return np.array(map(cvridge0,lam))errm = np.array(map(cvridge,x,y))print errm

import numpy as npfrom scipy import linalgclass Ridge(object):    def __init__(self,x=0,y=0,inter=True,lam=0)        np0=x.shape        self.n = np0[0]        self.p = np0[1]        if inter:            self.x = np.hstack((np.ones((self.n,1)),x))        else:            self.x = x        self.y = y        self.lam = lam        self.lammin = 0        self.coe = 0        self.xx = np.dot(self.x.T,self.x)        self.xy = np.dot(self.x.T,self.y)        self.cverr = 0    def ridge(self):        lamm = np.identity(p+1)*self.lammin        lamm[0,0] = 0        L = np.linalg.cholesky(self.xx,lamm)        lb = linalg.solve_triangular(L,self.xy,lower = True)        self.coe = linalg.solve_triangular(L.T,lb)        #return self.coe    def cvreg(self):        def cvridge(tx,ty):            txx = self.xx-np.outer(tx,tx)            txy = self.xy-ty*tx            def cvridge0(lam0):                lamm = np.identity(p+1)*lam0                lamm[0,0]=0                L = np.linalg.cholesky(txx+lamm)                lb = linalg.solve_triangular(L,txy,lower =True)                tcoe = linalg.solve_triangular(L.T,lb)                return (ty-np.dot(tcoe,tx))**2            return np.array(map(cvridge0,lam))        errm = np.array(map(cvridge,self.x,self.y))        self.cverr = errm.sum(axis = 0)        self.lammin = lam[self.cverr.argmin()]##################################################

x = np.loadtxt("x.txt")y = np.loadtxt("y.txt")lam = [1,2,3,4]ridge1 = Ridge(x = x,y = y,lam = lam)ridge1.cvreg()ridge1.cverr

ridge1.ridge()ridge1.coe()

import numpy as npx = np.random.normal(size = (200,3))xx = np.dot(x.T,x)#np.identity(2)*5print xxxx[1:,1:] = xx[1:,1:]+np.identity(2)*5xx

python并行

imoirt mklprint mkl.get_max_threads()

$:ipcluster start -n 4 –profile=mpi

from ipyparallel import Client#from mpi4py import MPIimport numpy as npimport timec = Client()view = c[:]with view.sync_imports():    import numpyx = np.array(np.random.normal(size = (20000,1000)))st = time.time()view.scatter('a',x)print 1,time.time()-stview.activate()view.block=Truest = time.time()view.execute('z = numpy.dot(a.T,a)')#%px z = numpy.dot(a.T,a)print 2,time.time()-stst = time.time()z = np.array(view.get("z"))print 3,time.time()-stst = time.time()b1 = np.sum(z,axis = 0)print 4,time.time()-st

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