1、编写一个Python脚本,对给定的一组(x,y)输入 - 输出样本进行线性回归,其中x是d维输入,y是实值输出。注意,线性回归问题有直接的闭式解,也可以使用梯度下降法求解。请实现这两种方法。
以下是一个使用Python实现线性回归的脚本,包含闭式解和梯度下降法两种方法:
import numpy as np
# 闭式解实现线性回归
class ClosedFormLinearRegression:
def __init__(self):
self.weights = None
def fit(self, X, y):
# 添加偏置项
X = np.c_[np.ones((X.shape[0], 1)), X]
# 计算权重
self.weights = np.linalg.inv(X.T.dot(X)).dot(X.T).dot(y)
def predict(self, X):
# 添加偏置项
X = np.c_[np.ones((X.shape[0], 1)), X]
return X.dot(self.weights)
# 梯度下降法实现线性回归
class GradientDescentLinearRegression:
def __init__(self, learning_rate=0.01, num_iterations=1000):
self.learning_rate = learning_rate
self.num_iterations = num_iterations
self.weights = None
def fit(self, X, y):
# 添加偏置项
X = np.c_[np.ones((X.shape[0], 1)), X]
num_samples, num_features = X.shape
self.weights = np.zeros(num_features)
for _ in range(self.num_iterations):
y_pred = np.dot(X, self.weights)
dw = (1 / num_samples) * np.dot(X.T, (y_pred - y))
self.weights -= self.learning_rate * dw
def predict(self, X):
# 添加偏置项
X = np.c_[np.ones((X.shape[0], 1)), X]
return np.dot(X, self.weights)
# 示例使用
if __name__ == "__main__":
# 生成一些示例数据
X = np.array([[1], [2], [3], [4], [5]])
y = np.array([2, 4, 6, 8, 10])
# 闭式解方法
closed_form_model = ClosedFormLinearRegression()
closed_form_model.fit(X, y)
y_pred_closed_form = closed_form_model.predict(X)
print("闭式解预测结果:", y_pred_closed_form)
# 梯度下降法
gradient_descent_model = GradientDescentLinearRegression()
gradient_descent_model.fit(X, y)
y_pred_gradient_descent = gradient_descent_model.predict(X)
print("梯度下降法预测结果:", y_pred_gradient_descent)
这个脚本定义了两个类, ClosedFormLinearRegression 用于闭式解方法, Gradi

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2018

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