testting codes

doc/src/week36/scale.py

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+import numpy as np
+import pandas as pd
+import matplotlib.pyplot as plt
+from sklearn.model_selection import train_test_split
+from sklearn import linear_model
+from sklearn.preprocessing import StandardScaler
+
+def R2(y_data, y_model):
+    return 1 - np.sum((y_data - y_model) ** 2) / np.sum((y_data - np.mean(y_data)) ** 2)
+def MSE(y_data,y_model):
+    n = np.size(y_model)
+    return np.sum((y_data-y_model)**2)/n
+
+
+# A seed just to ensure that the random numbers are the same for every run.
+# Useful for eventual debugging.
+np.random.seed(3155)
+
+n = 10
+x = np.random.rand(n)
+y = np.exp(-x**2) + 1.5 * np.exp(-(x-2)**2)
+
+Maxpolydegree = 5
+X = np.zeros((n,Maxpolydegree))
+X[:,0] = 1.0
+
+for polydegree in range(1, Maxpolydegree):
+    for degree in range(polydegree):
+        X[:,degree] = x**(degree)
+
+
+
+
+# We split the data in test and training data
+X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
+
+
+
+# Do not scale by std
+scaler = StandardScaler(with_std=False)
+scaler.fit(X_train)
+X_train_scaled = scaler.transform(X_train)
+X_test_scaled = scaler.transform(X_test)
+
+#X_train_scaled = X_train
+#X_test_scaled = X_test
+
+
+
+p = Maxpolydegree
+I = np.eye(p,p)
+# Decide which values of lambda to use
+nlambdas = 2
+MSEOwnRidgePredict = np.zeros(nlambdas)
+MSERidgePredict = np.zeros(nlambdas)
+
+lambdas = np.logspace(-4, 1, nlambdas)
+for i in range(nlambdas):
+    lmb = lambdas[i]
+    OwnRidgeBeta = np.linalg.pinv(X_train_scaled.T @ X_train_scaled+lmb*I) @ X_train_scaled.T @ y_train
+    RegRidge = linear_model.Ridge(lmb,fit_intercept=False)#True, normalize=False)
+    RegRidge.fit(X_train_scaled,y_train)
+    ypredictOwnRidge = X_test_scaled @ OwnRidgeBeta
+    print("Values for own Ridge prediction")
+    print(ypredictOwnRidge)
+    ypredictRidge = RegRidge.predict(X_test_scaled)
+    print("Values for SL Ridge prediction")
+    print(ypredictRidge)
+    MSEOwnRidgePredict[i] = MSE(y_test,ypredictOwnRidge)
+    MSERidgePredict[i] = MSE(y_test,ypredictRidge)
+    print("Beta values for own Ridge implementation")
+    print(OwnRidgeBeta)
+    print("Beta values for Scikit-Learn Ridge implementation")
+    print(RegRidge.coef_)
+# Now plot the results
+"""
+plt.figure()
+plt.plot(np.log10(lambdas), MSEOwnRidgePredict, 'b--', label = 'MSE own Ridge Test')
+plt.plot(np.log10(lambdas), MSERidgePredict, 'g--', label = 'MSE SL Ridge Test')
+
+plt.xlabel('log10(lambda)')
+plt.ylabel('MSE')
+plt.legend()
+plt.show()
+"""

doc/src/week36/scaler.py

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+from sklearn.preprocessing import StandardScaler
+data = [[0, 0], [0, 0], [1, 1], [1, 1]]
+scaler = StandardScaler()
+print(scaler.fit(data))
+StandardScaler()
+print(scaler.mean_)
+print(scaler.transform(data))
+print(scaler.transform([[2, 2]]))