• 回归分析过程实例(练习)


    By:HEHE

    本实例是基于:混凝土抗压强度的回归分析

    # 导包
    import pandas as pd
    import numpy as np
    import matplotlib.pyplot as plt
    plt.style.use('fivethirtyeight')
    import seaborn as sns
    
    %matplotlib inline
    
    import warnings
    warnings.filterwarnings('ignore')
    
    import os
    

    1. 数据基本面分析

    # path
    path_dir = os.path.dirname(os.path.dirname(os.getcwd()))
    
    path_data = path_dir +  r'concrete_data.xls'
    
    # load_data
    data = pd.read_excel(path_data)
    
    # 查看数据基本面
    data.head()
    
    Cement (component 1)(kg in a m^3 mixture) Blast Furnace Slag (component 2)(kg in a m^3 mixture) Fly Ash (component 3)(kg in a m^3 mixture) Water (component 4)(kg in a m^3 mixture) Superplasticizer (component 5)(kg in a m^3 mixture) Coarse Aggregate (component 6)(kg in a m^3 mixture) Fine Aggregate (component 7)(kg in a m^3 mixture) Age (day) Concrete compressive strength(MPa, megapascals)
    0 540.0 0.0 0.0 162.0 2.5 1040.0 676.0 28 79.986111
    1 540.0 0.0 0.0 162.0 2.5 1055.0 676.0 28 61.887366
    2 332.5 142.5 0.0 228.0 0.0 932.0 594.0 270 40.269535
    3 332.5 142.5 0.0 228.0 0.0 932.0 594.0 365 41.052780
    4 198.6 132.4 0.0 192.0 0.0 978.4 825.5 360 44.296075
    # 修改列名
    data.columns = ['cement_component', 'furnace_slag', 'flay_ash', 'water_component', 'superplasticizer', 
        'coarse_aggregate', 'fine_aggregate', 'age', 'concrete_strength']
    
    data.head()
    
    cement_component furnace_slag flay_ash water_component superplasticizer coarse_aggregate fine_aggregate age concrete_strength
    0 540.0 0.0 0.0 162.0 2.5 1040.0 676.0 28 79.986111
    1 540.0 0.0 0.0 162.0 2.5 1055.0 676.0 28 61.887366
    2 332.5 142.5 0.0 228.0 0.0 932.0 594.0 270 40.269535
    3 332.5 142.5 0.0 228.0 0.0 932.0 594.0 365 41.052780
    4 198.6 132.4 0.0 192.0 0.0 978.4 825.5 360 44.296075
    # 查看数据基本面
    data.info()
    
    <class 'pandas.core.frame.DataFrame'>
    RangeIndex: 1030 entries, 0 to 1029
    Data columns (total 9 columns):
    cement_component     1030 non-null float64
    furnace_slag         1030 non-null float64
    flay_ash             1030 non-null float64
    water_component      1030 non-null float64
    superplasticizer     1030 non-null float64
    coarse_aggregate     1030 non-null float64
    fine_aggregate       1030 non-null float64
    age                  1030 non-null int64
    concrete_strength    1030 non-null float64
    dtypes: float64(8), int64(1)
    memory usage: 72.5 KB
    
    # 查看数据基本面
    data.describe()
    
    cement_component furnace_slag flay_ash water_component superplasticizer coarse_aggregate fine_aggregate age concrete_strength
    count 1030.000000 1030.000000 1030.000000 1030.000000 1030.000000 1030.000000 1030.000000 1030.000000 1030.000000
    mean 281.165631 73.895485 54.187136 181.566359 6.203112 972.918592 773.578883 45.662136 35.817836
    std 104.507142 86.279104 63.996469 21.355567 5.973492 77.753818 80.175427 63.169912 16.705679
    min 102.000000 0.000000 0.000000 121.750000 0.000000 801.000000 594.000000 1.000000 2.331808
    25% 192.375000 0.000000 0.000000 164.900000 0.000000 932.000000 730.950000 7.000000 23.707115
    50% 272.900000 22.000000 0.000000 185.000000 6.350000 968.000000 779.510000 28.000000 34.442774
    75% 350.000000 142.950000 118.270000 192.000000 10.160000 1029.400000 824.000000 56.000000 46.136287
    max 540.000000 359.400000 200.100000 247.000000 32.200000 1145.000000 992.600000 365.000000 82.599225

    数据基本面总结如下:

    1. 数据集共1030条数据,特征8个,目标为concrete_strength
    2. 数据集无缺失值,数据类型全为数值

    2. EDA(数据探索性分析)

    2.1 concrete_strength

    sns.distplot(data['concrete_strength'], bins = 20, color = 'red')
    
    <matplotlib.axes._subplots.AxesSubplot at 0x213da2c2080>
    

    concrete_strength:数据分布正常,稍微有点右偏

    2.2 features

    plt.figure(figsize = (15,10.5))
    plot_count = 1
    
    for feature in list(data.columns)[:-1]:
        plt.subplot(3,3, plot_count)
        plt.scatter(data[feature], data['concrete_strength'])
        plt.xlabel(feature.replace('_',' ').title())
        plt.ylabel('Concrete strength')
        plot_count +=1
    
    plt.show()
    

    plt.figure(figsize=(9,9))
    corrmat = data.corr()
    sns.heatmap(corrmat, vmax= 0.8, square = True, )
    
    <matplotlib.axes._subplots.AxesSubplot at 0x213ddc4e7b8>
    

    EDA总结:

    1. 数据相关性都不强,
    2. cement_component,water_component,superplasticizer,age似乎相关性高一点
    3. 由于特征都不多,可以分别用这四个特征以及所有特征尝试一遍
    4. 没有发现异常值
    5. 还没决定数据要不要标准化

    3. model

    实验内容:分别使用上面得到的特征,以及所有特征对混凝土强度做预测,同时使用不同的回归算法

    from sklearn.model_selection import train_test_split
    
    # 按数据集特征切割训练集测试集
    def split_train_test(data, features=None, test_ratio=0.2):
        y = data['concrete_strength']
        if features != None:
            x = data[features]
        else:
            x = data.drop(['concrete_strength'], axis=1)
        train_x, test_x, train_y, test_y = train_test_split(x, y, test_size = test_ratio)
        return train_x, test_x, train_y, test_y
    
    # 训练集,测试集
    train_x, test_x, train_y, test_y = split_train_test(data, test_ratio = 0)
    
    from sklearn.model_selection import GridSearchCV
    from sklearn.model_selection import cross_val_score
    
    from sklearn.linear_model import LinearRegression
    from sklearn.linear_model import Ridge
    from sklearn.linear_model import Lasso
    from sklearn.linear_model import ElasticNet
    from sklearn.ensemble import GradientBoostingRegressor
    from sklearn.svm import SVR
    
    from sklearn.metrics import r2_score
    
    def data_cross_val(x,y, clfs, clfs_name, cv= 5):
        for i,clf in enumerate(clfs):
            scores = cross_val_score(estimator=clf, X= x, y= y, cv=cv, scoring ='r2')
            print(clfs_name[i])
            print('the R2 score: %f' %  np.mean(scores))
    

    3.1 所有特征做回归

    clfs = [LinearRegression(), Ridge(), Lasso(), ElasticNet(), GradientBoostingRegressor(), SVR()]
    clfs_name = ['LinearRegression', 'Ridge', 'Lasso', 'ElasticNet', 'GradientBoostingRegressor', 'SVR']
    data_cross_val(train_x, train_y, clfs,clfs_name, cv = 5)
    
    LinearRegression
    the R2 score: 0.604974
    Ridge
    the R2 score: 0.604974
    Lasso
    the R2 score: 0.605090
    ElasticNet
    the R2 score: 0.605220
    GradientBoostingRegressor
    the R2 score: 0.908837
    SVR
    the R2 score: 0.023249
    

    结论:单一的回归器还是没有梯度提升机好,可以尝试用bagging和stacking的方式再实验一下,或者增加特征。

    3.2 部分相关特征做回归

    # 训练集,测试集
    features = ['cement_component','water_component','superplasticizer','age']
    train_x, test_x, train_y, test_y = split_train_test(data, features, test_ratio = 0)
    
    clfs = [LinearRegression(), Ridge(), Lasso(), ElasticNet(), GradientBoostingRegressor(), SVR()]
    clfs_name = ['LinearRegression', 'Ridge', 'Lasso', 'ElasticNet', 'GradientBoostingRegressor', 'SVR']
    data_cross_val(train_x, train_y, clfs,clfs_name, cv = 5)
    
    LinearRegression
    the R2 score: 0.485046
    Ridge
    the R2 score: 0.485045
    Lasso
    the R2 score: 0.484828
    ElasticNet
    the R2 score: 0.484840
    GradientBoostingRegressor
    the R2 score: 0.830816
    SVR
    the R2 score: 0.043992
    

    总结:目前来说使用部分相关的特征来做回归,由于特征数目太少,还不如用所有特征来的比较好

    3.3 单线性回归

    plt.figure(figsize=(15,7))
    plot_count = 1
    
    for feature in ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']:
        data_tr = data[['concrete_strength', feature]]
        
        x_train, x_test, y_train, y_test = split_train_test(data_tr, [feature])
    
        # Create linear regression object
        regr = LinearRegression()
    
        # Train the model using the training sets
        regr.fit(x_train, y_train)
        y_pred = regr.predict(x_test)
        
        # Plot outputs
        plt.subplot(2,3,plot_count)
        
        plt.scatter(x_test, y_test,  color='black')
        plt.plot(x_test, y_pred, color='blue',
                 linewidth=3)
        plt.xlabel(feature.replace('_',' ').title())
        plt.ylabel('Concrete strength')
    
        print(feature, r2_score(y_test, y_pred))
        
        plot_count+=1
            
    plt.show()
    
    cement_component 0.24550132796330282
    flay_ash 0.012228585601186226
    water_component 0.09828887425075417
    superplasticizer 0.11471267678235075
    coarse_aggregate 0.02046823335033021
    

    features = ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    
    data_tr = data
    data_tr=data_tr[(data_tr.T != 0).all()]
    
    x_train, x_test, y_train, y_test = split_train_test(data_tr, features)
    
    # Create linear regression object
    regr = LinearRegression()
    
    # Train the model using the training sets
    regr.fit(x_train, y_train)
    y_pred = regr.predict(x_test)
    
    plt.scatter(range(len(y_test)), y_test,  color='black')
    plt.plot(y_pred, color='blue', linewidth=3)
    
    print('Features: %s'%str(features))
    print('R2 score: %f'%r2_score(y_test, y_pred))
    print('Intercept: %f'%regr.intercept_)
    print('Coefficients: %s'%str(regr.coef_))
    
    Features: ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    R2 score: 0.155569
    Intercept: 84.481913
    Coefficients: [ 0.04304209 -0.02577486 -0.1747249   0.15980663 -0.02633656]
    

    alphas = np.arange(0.1,5,0.1)
    
    model = Ridge()
    cv = GridSearchCV(estimator=model, param_grid=dict(alpha=alphas))
    
    y_pred = cv.fit(x_train, y_train).predict(x_test)
    
    plt.scatter(range(len(y_test)), y_test,  color='black')
    plt.plot(y_pred, color='blue', linewidth=3)
    
    print('Features: %s'%str(features))
    print('R2 score: %f'%r2_score(y_test, y_pred))
    print('Intercept: %f'%regr.intercept_)
    print('Coefficients: %s'%str(regr.coef_))
    
    Features: ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    R2 score: 0.155562
    Intercept: 84.481913
    Coefficients: [ 0.04304209 -0.02577486 -0.1747249   0.15980663 -0.02633656]
    

    model = Lasso()
    cv = GridSearchCV(estimator=model, param_grid=dict(alpha=alphas))
    
    y_pred = cv.fit(x_train, y_train).predict(x_test)
    
    plt.scatter(range(len(y_test)), y_test,  color='black')
    plt.plot(y_pred, color='blue', linewidth=3)
    
    print('Features: %s'%str(features))
    print('R2 score: %f'%r2_score(y_test, y_pred))
    print('Intercept: %f'%regr.intercept_)
    print('Coefficients: %s'%str(regr.coef_))
    
    Features: ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    R2 score: 0.151682
    Intercept: 84.481913
    Coefficients: [ 0.04304209 -0.02577486 -0.1747249   0.15980663 -0.02633656]
    

    model = ElasticNet()
    cv = GridSearchCV(estimator=model, param_grid=dict(alpha=alphas))
    
    y_pred = cv.fit(x_train, y_train).predict(x_test)
    
    plt.scatter(range(len(y_test)), y_test,  color='black')
    plt.plot(y_pred, color='blue', linewidth=3)
    
    print('Features: %s'%str(features))
    print('R2 score: %f'%r2_score(y_test, y_pred))
    print('Intercept: %f'%regr.intercept_)
    print('Coefficients: %s'%str(regr.coef_))
    
    Features: ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    R2 score: 0.151796
    Intercept: 84.481913
    Coefficients: [ 0.04304209 -0.02577486 -0.1747249   0.15980663 -0.02633656]
    

    plt.figure(figsize=(15,7))
    plot_count = 1
    
    for feature in ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']:
        data_tr = data[['concrete_strength', feature]]
        data_tr=data_tr[(data_tr.T != 0).all()]
        
        x_train, x_test, y_train, y_test = split_train_test(data_tr, [feature])
    
        # Create linear regression object
        regr = GradientBoostingRegressor()
    
        # Train the model using the training sets
        regr.fit(x_train, y_train)
        y_pred = regr.predict(x_test)
        
        # Plot outputs
        plt.subplot(2,3,plot_count)
        
        plt.scatter(x_test, y_test,  color='black')
        plt.plot(x_test, y_pred, color='blue',
                 linewidth=3)
        plt.xlabel(feature.replace('_',' ').title())
        plt.ylabel('Concrete strength')
    
        print(feature, r2_score(y_test, y_pred))
        
        plot_count+=1
            
    plt.show()
    
    cement_component 0.35248985320039705
    flay_ash 0.17319875701989795
    water_component 0.285023360910455
    superplasticizer 0.19306275412216778
    coarse_aggregate 0.17712532312647877
    

    model = GradientBoostingRegressor()
    
    y_pred = model.fit(x_train, y_train).predict(x_test)
    
    plt.scatter(range(len(y_test)), y_test,  color='black')
    plt.plot(y_pred, color='blue',
             linewidth=3)
    
    
    print('Features: %s'%str(features))
    print('R2 score: %f'%r2_score(y_test, y_pred))
    #print('Intercept: %f'%regr.intercept_)
    #print('Coefficients: %s'%str(regr.coef_))
    
    Features: ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    R2 score: 0.177125
    

    plt.figure(figsize=(15,7))
    plot_count = 1
    
    for feature in ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']:
        data_tr = data[['concrete_strength', feature]]
        data_tr=data_tr[(data_tr.T != 0).all()]
        
        x_train, x_test, y_train, y_test = split_train_test(data_tr, [feature])
    
        # Create linear regression object
        regr = SVR(kernel='linear')
    
        # Train the model using the training sets
        regr.fit(x_train, y_train)
        y_pred = regr.predict(x_test)
        
        # Plot outputs
        plt.subplot(2,3,plot_count)
        
        plt.scatter(x_test, y_test,  color='black')
        plt.plot(x_test, y_pred, color='blue', linewidth=3)
        plt.xlabel(feature.replace('_',' ').title())
        plt.ylabel('Concrete strength')
    
        print(feature, r2_score(y_test, y_pred))
        
        plot_count+=1
            
    plt.show()
    
    cement_component 0.2054832593541437
    flay_ash -0.044636249705873654
    water_component 0.07749271320026574
    superplasticizer 0.0671220299245393
    coarse_aggregate 0.016036478490831563
    

    model = SVR(kernel='linear')
    
    y_pred = model.fit(x_train, y_train).predict(x_test)
    
    plt.scatter(range(len(y_test)), y_test,  color='black')
    plt.plot(y_pred, color='blue', linewidth=3)
    
    print('Features: %s'%str(features))
    print('R2 score: %f'%r2_score(y_test, y_pred))
    
    Features: ['cement_component', 'flay_ash', 'water_component', 'superplasticizer', 'coarse_aggregate']
    R2 score: 0.016036
    

    4. 使用 cement_component和 water_component预测concrete_strength

    feature = 'cement_component'
    cc_new_data = np.array([[213.5]])
    
    data_tr = data[['concrete_strength', feature]]
    data_tr=data_tr[(data_tr.T != 0).all()]
    
    x_train, x_test, y_train, y_test = split_train_test(data_tr, [feature])
    
    regr = GradientBoostingRegressor()
    
    # Train the model using the training sets
    
    regr.fit(x_train, y_train)
    cs_pred = regr.predict(cc_new_data)
    print('Predicted value of concrete strength: %f'%cs_pred)
    
    Predicted value of concrete strength: 36.472380
    
    feature = 'water_component'
    wc_new_data = np.array([[200]])
    
    data_tr = data[['concrete_strength', feature]]
    data_tr=data_tr[(data_tr.T != 0).all()]
    
    x_train, x_test, y_train, y_test = split_train_test(data_tr, [feature])
    
    regr = GradientBoostingRegressor()
    
    # Train the model using the training sets
    regr.fit(x_train, y_train)
    cs_pred = regr.predict(wc_new_data)
    print('Predicted value of concrete strength: %f'%cs_pred)
    
    Predicted value of concrete strength: 32.648425
    
    
    
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  • 原文地址:https://www.cnblogs.com/llssx/p/10612940.html
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