changes to week 38

This commit is contained in:
Morten Hjorth-Jensen
2021-09-21 13:08:18 +02:00
parent 249454d2dc
commit f1476343ed
2 changed files with 143 additions and 9 deletions
+8 -9
View File
@@ -22,11 +22,10 @@ y = np.exp(-x**2) + 1.5 * np.exp(-(x-2)**2)
Maxpolydegree = 5
X = np.zeros((n,Maxpolydegree))
X[:,0] = 1.0
#X[:,0] = 1.0
for polydegree in range(1, Maxpolydegree):
for degree in range(polydegree):
X[:,degree] = x**(degree)
for degree in range(Maxpolydegree):
X[:,degree] = x**(degree)
@@ -35,15 +34,15 @@ for polydegree in range(1, Maxpolydegree):
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
"""
X_train_scaled = X_train
X_test_scaled = X_test
@@ -58,7 +57,7 @@ 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 = linear_model.Ridge(lmb,fit_intercept=False)#,normalize=True)
RegRidge.fit(X_train_scaled,y_train)
ypredictOwnRidge = X_test_scaled @ OwnRidgeBeta
print("Values for own Ridge prediction")