Create local_weight_regression.py

Author: zhaozhiyong19890102

Chapter_7 LinearRegression/local_weight_regression.py

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+# coding:UTF-8
+
+import numpy as np
+from linear_regression_train import load_data
+
+def lwlr(feature, label, k):
+    '''局部加权线性回归
+    input:  feature(mat):特征
+            label(mat):标签
+            k(int):核函数的系数
+    output: predict(mat):最终的结果
+    '''
+    m = np.shape(feature)[0]
+    predict = np.zeros(m)
+    weights = np.mat(np.eye(m))
+    for i in xrange(m):
+        for j in xrange(m):
+            diff = feature[i, ] - feature[j, ]
+            weights[j,j] = np.exp(diff * diff.T / (-2.0 * k ** 2))
+        xTx = feature.T * (weights * feature)
+        ws = xTx.I * (feature.T * (weights * label))
+        predict[i] = feature[i, ] * ws
+    return predict
+
+if __name__ == "__main__":
+    # 1、导入数据集
+    feature, label = load_data("data.txt")
+    predict = lwlr(feature, label, 0.002)
+    m = np.shape(predict)[0]
+    for i in xrange(m):
+        print feature[i, 1], predict[i]