sklearn.linear_model.LinearRegression

class sklearn.linear_model.LinearRegression(fit_intercept=True, normalize=False, copy_X=True, n_jobs=1)[源代码]

Ordinary least squares Linear Regression.

Parameters:

fit_intercept : boolean, optional

whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).

normalize : boolean, optional, default False

If True, the regressors X will be normalized before regression.

copy_X : boolean, optional, default True

If True, X will be copied; else, it may be overwritten.

n_jobs : int, optional, default 1

The number of jobs to use for the computation. If -1 all CPUs are used. This will only provide speedup for n_targets > 1 and sufficient large problems.

Attributes:

coef_ : array, shape (n_features, ) or (n_targets, n_features)

Estimated coefficients for the linear regression problem. If multiple targets are passed during the fit (y 2D), this is a 2D array of shape (n_targets, n_features), while if only one target is passed, this is a 1D array of length n_features.

intercept_ : array

Independent term in the linear model.

Notes

From the implementation point of view, this is just plain Ordinary Least Squares (scipy.linalg.lstsq) wrapped as a predictor object.

Methods

decision_function(*args, **kwargs) DEPRECATED: and will be removed in 0.19.
fit(X, y[, sample_weight]) Fit linear model.
get_params([deep]) Get parameters for this estimator.
predict(X) Predict using the linear model
score(X, y[, sample_weight]) Returns the coefficient of determination R^2 of the prediction.
set_params(**params) Set the parameters of this estimator.
__init__(fit_intercept=True, normalize=False, copy_X=True, n_jobs=1)[源代码]
decision_function(*args, **kwargs)[源代码]

DEPRECATED: and will be removed in 0.19.

Decision function of the linear model.

Parameters:

X : {array-like, sparse matrix}, shape = (n_samples, n_features)

Samples.

Returns:

C : array, shape = (n_samples,)

Returns predicted values.

fit(X, y, sample_weight=None)[源代码]

Fit linear model.

Parameters:

X : numpy array or sparse matrix of shape [n_samples,n_features]

Training data

y : numpy array of shape [n_samples, n_targets]

Target values

sample_weight : numpy array of shape [n_samples]

Individual weights for each sample

0.17 新版功能: parameter sample_weight support to LinearRegression.

Returns:

self : returns an instance of self.

get_params(deep=True)[源代码]

Get parameters for this estimator.

Parameters:

deep: boolean, optional :

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

params : mapping of string to any

Parameter names mapped to their values.

predict(X)[源代码]

Predict using the linear model

Parameters:

X : {array-like, sparse matrix}, shape = (n_samples, n_features)

Samples.

Returns:

C : array, shape = (n_samples,)

Returns predicted values.

residues_

DEPRECATED: residues_ is deprecated and will be removed in 0.19

Get the residues of the fitted model.

score(X, y, sample_weight=None)[源代码]

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the regression sum of squares ((y_true - y_pred) ** 2).sum() and v is the residual sum of squares ((y_true - y_true.mean()) ** 2).sum(). Best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.

Parameters:

X : array-like, shape = (n_samples, n_features)

Test samples.

y : array-like, shape = (n_samples) or (n_samples, n_outputs)

True values for X.

sample_weight : array-like, shape = [n_samples], optional

Sample weights.

Returns:

score : float

R^2 of self.predict(X) wrt. y.

set_params(**params)[源代码]

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns:self :