From b72320b402ed135d9354a23daa93289665bbbc4c Mon Sep 17 00:00:00 2001 From: jbsch Date: Wed, 23 Oct 2024 19:37:10 +0530 Subject: [PATCH] added ridge regression --- machine_learning/ridge_regression/model.py | 95 +++++----------------- 1 file changed, 20 insertions(+), 75 deletions(-) diff --git a/machine_learning/ridge_regression/model.py b/machine_learning/ridge_regression/model.py index 2261554fa..de487e32e 100644 --- a/machine_learning/ridge_regression/model.py +++ b/machine_learning/ridge_regression/model.py @@ -1,112 +1,57 @@ import numpy as np - -"""# Ridge Regression Class -class RidgeRegression: - def __init__(self, learning_rate=0.01, num_iterations=1000, regularization_param=0.1): - self.learning_rate = learning_rate - self.num_iterations = num_iterations - self.regularization_param = regularization_param - self.weights = None - self.bias = None - - def fit(self, X, y): - n_samples, n_features = X.shape - - # initializing weights and bias - self.weights = np.zeros(n_features) - self.bias = 0 - - # gradient descent - for _ in range(self.num_iterations): - y_predicted = np.dot(X, self.weights) + self.bias - - # gradients for weights and bias - dw = (1/n_samples) * np.dot(X.T, (y_predicted - y)) + (self.regularization_param / n_samples) * self.weights - db = (1/n_samples) * np.sum(y_predicted - y) - - # updating weights and bias - self.weights -= self.learning_rate * dw - self.bias -= self.learning_rate * db - - def predict(self, X): - return np.dot(X, self.weights) + self.bias - - def mean_absolute_error(self, y_true, y_pred): - return np.mean(np.abs(y_true - y_pred)) - -# Load Data Function -def load_data(file_path): - data = [] - with open(file_path, 'r') as file: - for line in file.readlines()[1:]: - features = line.strip().split(',') - data.append([float(f) for f in features]) - return np.array(data) - -# Example usage -if __name__ == "__main__": - - data = load_data('ADRvsRating.csv') - X = data[:, 0].reshape(-1, 1) # independent features - y = data[:, 1] # dependent variable - - # initializing and training Ridge Regression model - model = RidgeRegression(learning_rate=0.001, num_iterations=1000, regularization_param=0.1) - model.fit(X, y) - - # predictions - predictions = model.predict(X) - - # mean absolute error - mae = model.mean_absolute_error(y, predictions) - print(f"Mean Absolute Error: {mae}") - - # final output weights and bias - print(f"Optimized Weights: {model.weights}") - print(f"Bias: {model.bias}")""" - import pandas as pd + class RidgeRegression: - def __init__(self, alpha=0.001, lambda_=0.1, iterations=1000): + def __init__(self, alpha=0.001, regularization_param=0.1, num_iterations=1000): self.alpha = alpha - self.lambda_ = lambda_ - self.iterations = iterations + self.regularization_param = regularization_param + 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.iterations): + + 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.lambda_ * self.theta) / m + 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) m = len(y) + predictions = X_scaled.dot(self.theta) - cost = (1 / (2 * m)) * np.sum((predictions - y) ** 2) + ( - self.lambda_ / (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__": df = pd.read_csv("ADRvsRating.csv") @@ -118,7 +63,7 @@ if __name__ == "__main__": X = np.c_[np.ones(X.shape[0]), X] # initialize and train the Ridge Regression model - model = RidgeRegression(alpha=0.01, lambda_=0.1, iterations=1000) + model = RidgeRegression(alpha=0.01, regularization_param=0.1, num_iterations=1000) model.fit(X, y) # predictions