added ridge regression

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jbsch 2024-10-23 19:37:10 +05:30
parent 1cb79bc72a
commit b72320b402

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@ -1,112 +1,57 @@
import numpy as np 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 import pandas as pd
class RidgeRegression: 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.alpha = alpha
self.lambda_ = lambda_ self.regularization_param = regularization_param
self.iterations = iterations self.num_iterations = num_iterations
self.theta = None self.theta = None
def feature_scaling(self, X): def feature_scaling(self, X):
mean = np.mean(X, axis=0) mean = np.mean(X, axis=0)
std = np.std(X, axis=0) std = np.std(X, axis=0)
# avoid division by zero for constant features (std = 0) # avoid division by zero for constant features (std = 0)
std[std == 0] = 1 # set std=1 for constant features to avoid NaN std[std == 0] = 1 # set std=1 for constant features to avoid NaN
X_scaled = (X - mean) / std X_scaled = (X - mean) / std
return X_scaled, mean, std return X_scaled, mean, std
def fit(self, X, y): def fit(self, X, y):
X_scaled, mean, std = self.feature_scaling(X) X_scaled, mean, std = self.feature_scaling(X)
m, n = X_scaled.shape m, n = X_scaled.shape
self.theta = np.zeros(n) # initializing weights to zeros 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) predictions = X_scaled.dot(self.theta)
error = predictions - y error = predictions - y
# computing gradient with L2 regularization # 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 self.theta -= self.alpha * gradient # updating weights
def predict(self, X): def predict(self, X):
X_scaled, _, _ = self.feature_scaling(X) X_scaled, _, _ = self.feature_scaling(X)
return X_scaled.dot(self.theta) return X_scaled.dot(self.theta)
def compute_cost(self, X, y): def compute_cost(self, X, y):
X_scaled, _, _ = self.feature_scaling(X) X_scaled, _, _ = self.feature_scaling(X)
m = len(y) m = len(y)
predictions = X_scaled.dot(self.theta) predictions = X_scaled.dot(self.theta)
cost = (1 / (2 * m)) * np.sum((predictions - y) ** 2) + ( cost = (1 / (2 * m)) * np.sum((predictions - y) ** 2) + (self.regularization_param / (2 * m)) * np.sum(self.theta**2)
self.lambda_ / (2 * m)
) * np.sum(self.theta**2)
return cost return cost
def mean_absolute_error(self, y_true, y_pred): def mean_absolute_error(self, y_true, y_pred):
return np.mean(np.abs(y_true - y_pred)) return np.mean(np.abs(y_true - y_pred))
# Example usage # Example usage
if __name__ == "__main__": if __name__ == "__main__":
df = pd.read_csv("ADRvsRating.csv") df = pd.read_csv("ADRvsRating.csv")
@ -118,7 +63,7 @@ if __name__ == "__main__":
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 # 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) model.fit(X, y)
# predictions # predictions