{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "Documents for the Linear, Ridge and Lasso regressions in the sklearn package:\n", "\n", "Linear: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LinearRegression.html\n", "\n", "Ridge: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Ridge.html\n", "\n", "Lasso: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Lasso.html" ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "[0.15631421 2.24887843]\n" ] } ], "source": [ "from sklearn import linear_model\n", "import numpy as np\n", "\n", "# Form the coefficient matrix of the linear system\n", "X_transpose = np.array([[1, 1], [1, 2], [2, 2], [2, 3]])\n", "\n", "\n", "# The underlying linear function is y = 1 * x_1 + 2 * x_2 + epsilon\n", "epsilon = np.random.rand(4,)\n", "y = np.dot(X_transpose, np.array([1, 2])) + epsilon\n", "\n", "\n", "# Various regression models\n", "#clf = linear_model.LinearRegression()\n", "#clf = linear_model.Ridge(alpha=0.1)\n", "clf = linear_model.Lasso(alpha=0.1)\n", "\n", "# Fit the model to the data\n", "clf.fit(X_transpose, y)\n", "\n", "\n", "# Print the regression coefficients\n", "print(clf.coef_)\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.8.3" } }, "nbformat": 4, "nbformat_minor": 4 }