输出结果
0 2
1 2
2 2
3 3
4 3
5 3
6 3
7 3
8 3
9 2
10 2
11 2
12 2
13 3
14 3
15 2
16 2
17 2
18 2
19 2
20 2
21 2
22 2
23 2
24 2
25 2
26 2
27 2
28 2
29 3
30 3
31 3
32 2
33 3
34 2
35 2
36 2
37 2
38 2
39 2
40 2
41 2
42 1
43 1
44 2
45 2
46 2
47 1
48 2
49 1
50 1
51 1
52 1
53 1
54 1
55 1
……
95 1
96 1
97 1
98 1
99 1
['"alcohol"', '"volatile acidity"', '"sulphates"', '"total sulfur dioxide"', '"chlorides"', '"fixed acidity"', '"pH"', '"free sulfur dioxide"', '"residual sugar"', '"citric acid"', '"density"']
1、Glmnet算法
实现代码
#calculate starting value for lambda
lam = maxXY/alpha
#this value of lambda corresponds to beta = list of 0's
#initialize a vector of coefficients beta
beta = [0.0] * ncols
#initialize matrix of betas at each step
betaMat = []
betaMat.append(list(beta))
#begin iteration
nSteps = 100
lamMult = 0.93 #100 steps gives reduction by factor of 1000 in
# lambda (recommended by authors)
nzList = []
for iStep in range(nSteps):
#make lambda smaller so that some coefficient becomes non-zero
lam = lam * lamMult
deltaBeta = 100.0
eps = 0.01
iterStep = 0
betaInner = list(beta)
while deltaBeta > eps:
iterStep += 1
if iterStep > 100: break
#cycle through attributes and update one-at-a-time
#record starting value for comparison
betaStart = list(betaInner)
for iCol in range(ncols):
xyj = 0.0
for i in range(nrows):
#calculate residual with current value of beta
labelHat = sum([xNormalized[i][k]*betaInner[k]
for k in range(ncols)])
residual = labelNormalized[i] - labelHat
xyj += xNormalized[i][iCol] * residual
uncBeta = xyj/nrows + betaInner[iCol]
betaInner[iCol] = S(uncBeta, lam * alpha) / (1 +
lam * (1 - alpha))
sumDiff = sum([abs(betaInner[n] - betaStart[n])
for n in range(ncols)])
sumBeta = sum([abs(betaInner[n]) for n in range(ncols)])
deltaBeta = sumDiff/sumBeta
print(iStep, iterStep)
beta = betaInner
#add newly determined beta to list
betaMat.append(beta)
#keep track of the order in which the betas become non-zero
nzBeta = [index for index in range(ncols) if beta[index] != 0.0]
for q in nzBeta:
if (q in nzList) == False:
nzList.append(q)
