From d4fc2bf852ec4a023380f4ef367edefa88fd6881 Mon Sep 17 00:00:00 2001 From: "pre-commit-ci[bot]" <66853113+pre-commit-ci[bot]@users.noreply.github.com> Date: Wed, 23 Oct 2024 14:10:46 +0000 Subject: [PATCH] [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci --- machine_learning/ridge_regression/model.py | 34 +++++++++++----------- 1 file changed, 17 insertions(+), 17 deletions(-) diff --git a/machine_learning/ridge_regression/model.py b/machine_learning/ridge_regression/model.py index de487e32e..ecb160671 100644 --- a/machine_learning/ridge_regression/model.py +++ b/machine_learning/ridge_regression/model.py @@ -1,6 +1,7 @@ import numpy as np import pandas as pd + class RidgeRegression: def __init__(self, alpha=0.001, regularization_param=0.1, num_iterations=1000): self.alpha = alpha @@ -8,49 +9,48 @@ class RidgeRegression: self.num_iterations = num_iterations self.theta = None - def feature_scaling(self, X): mean = np.mean(X, axis=0) std = np.std(X, axis=0) - + # avoid division by zero for constant features (std = 0) std[std == 0] = 1 # set std=1 for constant features to avoid NaN - + X_scaled = (X - mean) / std return X_scaled, mean, std - def fit(self, X, y): X_scaled, mean, std = self.feature_scaling(X) m, n = X_scaled.shape self.theta = np.zeros(n) # initializing weights to zeros - + for i in range(self.num_iterations): predictions = X_scaled.dot(self.theta) error = predictions - y - - # computing gradient with L2 regularization - gradient = (X_scaled.T.dot(error) + self.regularization_param * self.theta) / m - self.theta -= self.alpha * gradient # updating weights + # computing gradient with L2 regularization + gradient = ( + X_scaled.T.dot(error) + self.regularization_param * self.theta + ) / m + self.theta -= self.alpha * gradient # updating weights def predict(self, X): X_scaled, _, _ = self.feature_scaling(X) return X_scaled.dot(self.theta) - def compute_cost(self, X, y): - X_scaled, _, _ = self.feature_scaling(X) + X_scaled, _, _ = self.feature_scaling(X) m = len(y) - + predictions = X_scaled.dot(self.theta) - cost = (1 / (2 * m)) * np.sum((predictions - y) ** 2) + (self.regularization_param / (2 * m)) * np.sum(self.theta**2) + cost = (1 / (2 * m)) * np.sum((predictions - y) ** 2) + ( + self.regularization_param / (2 * m) + ) * np.sum(self.theta**2) return cost - def mean_absolute_error(self, y_true, y_pred): return np.mean(np.abs(y_true - y_pred)) - + # Example usage if __name__ == "__main__": @@ -60,7 +60,7 @@ if __name__ == "__main__": y = (y - np.mean(y)) / np.std(y) # Add bias term (intercept) to the feature matrix - X = np.c_[np.ones(X.shape[0]), X] + X = np.c_[np.ones(X.shape[0]), X] # initialize and train the Ridge Regression model model = RidgeRegression(alpha=0.01, regularization_param=0.1, num_iterations=1000) @@ -72,4 +72,4 @@ if __name__ == "__main__": # results print("Optimized Weights:", model.theta) print("Cost:", model.compute_cost(X, y)) - print("Mean Absolute Error:", model.mean_absolute_error(y, predictions)) \ No newline at end of file + print("Mean Absolute Error:", model.mean_absolute_error(y, predictions))