以下是自适应Lasso的详细代码,包括数据预处理、模型训练和绘制正则化参数和RMSE曲线图:
```python
import numpy as np
import pandas as pd
from sklearn.linear_model import Lasso
from sklearn.preprocessing import StandardScaler
import matplotlib.pyplot as plt
# 读取数据
data = pd.read_csv('data.csv')
# 数据预处理
X = data.iloc[:, :-1].values
y = data.iloc[:, -1].values
scaler = StandardScaler()
X = scaler.fit_transform(X)
# 定义自适应Lasso模型
class AdaptiveLasso(Lasso):
def __init__(self, alpha=1.0, max_iter=1000, tol=0.0001, fit_intercept=True,
normalize=False, precompute=False, warm_start=False, positive=False,
random_state=None, selection='cyclic'):
super().__init__(alpha=alpha, max_iter=max_iter, tol=tol, fit_intercept=fit_intercept,
normalize=normalize, precompute=precompute, warm_start=warm_start,
positive=positive, random_state=random_state, selection=selection)
def fit(self, X, y, sample_weight=None):
n_samples, n_features = X.shape
self.alpha_ = np.zeros(n_features)
super().fit(X, y, sample_weight=sample_weight)
for i in range(n_features):
self.alpha_[i] = np.abs(self.coef_[i]) / np.sqrt(np.sum(self.coef_ ** 2))
return self
def predict(self, X):
return super().predict(X)
# 训练自适应Lasso模型并绘制正则化参数和RMSE曲线图
alphas = np.logspace(-5, 1, 100)
rmse_list = []
coef_list = []
for alpha in alphas:
model = AdaptiveLasso(alpha=alpha)
model.fit(X, y)
coef_list.append(model.coef_)
y_pred = model.predict(X)
rmse = np.sqrt(np.mean((y - y_pred) ** 2))
rmse_list.append(rmse)
plt.figure(figsize=(10, 6))
plt.plot(alphas, rmse_list