1. 简单线性回归模型举例:
汽车卖家做电视广告数量与卖出的汽车数量:
1.1 如何练出适合简单线性回归模型的最佳回归线/
使sum of squares最小
1.1.2 计算
分子 = (1-2)(14-20)+(3-2)(24-20)+(2-2)(18-20)+(1-2)(17-20)+(3-2)(27-20)
= 6 + 4 + 0 + 3 + 7
= 20
分母 = (1-2)^2 + (3-2)^2 + (2-2)^2 + (1-2)^2 + (3-2)^2
= 1 + 1 + 0 + 1 + 1
4
b1 = 20/4 =5
b0=20-5*2=20-10=10
x_given = 6
Y_hat = 5*6 + 10 = 40
1.3 Python实现:
#!/usr/bin/env python
#-*-coding:utf-8-*-
#简单的线性回归
import numpy as np
def fitSLR(x,y):
n=len(x)
dinominator=0#分母
numerator=0#分子
for i in range(0,n):
numerator+=(x[i]-np.mean(x))*(y[i]-np.mean(y))
dinominator+=(x[i]-np.mean(x))**2
print('numerator:',numerator)
print('dinominator:',dinominator)
b1=numerator/float(dinominator)
# b0=np.