python建模库

#建模库
import pandas as pd
import numpy as np

data = pd.DataFrame({
    'x0':[1,2,3,4,5],
    'x1':[0.01,-0.01,0.25,-4.1,0.],
    'x2':[-1.5,0.,3.6,1.3,-2.1]
})
data
x0 x1 x2
0 1 0.01 -1.5
1 2 -0.01 0.0
2 3 0.25 3.6
3 4 -4.10 1.3
4 5 0.00 -2.1
data.columns
Index(['x0', 'x1', 'x2'], dtype='object')
data.values
array([[ 1.  ,  0.01, -1.5 ],
       [ 2.  , -0.01,  0.  ],
       [ 3.  ,  0.25,  3.6 ],
       [ 4.  , -4.1 ,  1.3 ],
       [ 5.  ,  0.  , -2.1 ]])
df2 = pd.DataFrame(data.values,columns=['one','two','three'])
df2
one two three
0 1.0 0.01 -1.5
1 2.0 -0.01 0.0
2 3.0 0.25 3.6
3 4.0 -4.10 1.3
4 5.0 0.00 -2.1
df3 = data.copy()
df3['strings'] = ['a','b','c','d','e']
df3
x0 x1 x2 strings
0 1 0.01 -1.5 a
1 2 -0.01 0.0 b
2 3 0.25 3.6 c
3 4 -4.10 1.3 d
4 5 0.00 -2.1 e
model_cols = ['x0','x1']
data.loc[:,model_cols].values
array([[ 1.  ,  0.01],
       [ 2.  , -0.01],
       [ 3.  ,  0.25],
       [ 4.  , -4.1 ],
       [ 5.  ,  0.  ]])
data['category'] = pd.Categorical(['a','b','a','a','b'],
                                 categories=['a','b'])
data
x0 x1 x2 category
0 1 0.01 -1.5 a
1 2 -0.01 0.0 b
2 3 0.25 3.6 a
3 4 -4.10 1.3 a
4 5 0.00 -2.1 b
dummies = pd.get_dummies(data.category,prefix='category')
data_with_dummies = data.drop('category',axis=1).join(dummies)
data_with_dummies
x0 x1 x2 category_a category_b
0 1 0.01 -1.5 1 0
1 2 -0.01 0.0 0 1
2 3 0.25 3.6 1 0
3 4 -4.10 1.3 1 0
4 5 0.00 -2.1 0 1
#用Patsy创建模型描述
data = pd.DataFrame({
        'x0': [1, 2, 3, 4, 5],
        'x1': [0.01, -0.01, 0.25, -4.1, 0.],
        'y': [-1.5, 0., 3.6, 1.3, -2.]})
data
x0 x1 y
0 1 0.01 -1.5
1 2 -0.01 0.0
2 3 0.25 3.6
3 4 -4.10 1.3
4 5 0.00 -2.0
import patsy
y,x = patsy.dmatrices('y ~ x0 + x1',data)
y
DesignMatrix with shape (5, 1)
     y
  -1.5
   0.0
   3.6
   1.3
  -2.0
  Terms:
    'y' (column 0)
x
DesignMatrix with shape (5, 3)
  Intercept  x0     x1
          1   1   0.01
          1   2  -0.01
          1   3   0.25
          1   4  -4.10
          1   5   0.00
  Terms:
    'Intercept' (column 0)
    'x0' (column 1)
    'x1' (column 2)
coef, resid, _, _ = np.linalg.lstsq(x, y)
C:\Anaconda\lib\site-packages\ipykernel_launcher.py:1: FutureWarning: `rcond` parameter will change to the default of machine precision times ``max(M, N)`` where M and N are the input matrix dimensions.
To use the future default and silence this warning we advise to pass `rcond=None`, to keep using the old, explicitly pass `rcond=-1`.
  """Entry point for launching an IPython kernel.
coef
array([[ 0.31290976],
       [-0.07910564],
       [-0.26546384]])
#用Patsy公式进行数据转换
y,x = patsy.dmatrices('y~x0 + np.log(np.abs(x1) + 1)',data)
x
DesignMatrix with shape (5, 3)
  Intercept  x0  np.log(np.abs(x1) + 1)
          1   1                 0.00995
          1   2                 0.00995
          1   3                 0.22314
          1   4                 1.62924
          1   5                 0.00000
  Terms:
    'Intercept' (column 0)
    'x0' (column 1)
    'np.log(np.abs(x1) + 1)' (column 2)
y, x = patsy.dmatrices('y ~ standardize(x0) + center(x1)', data)
#标准化和去中心化
x
DesignMatrix with shape (5, 3)
  Intercept  standardize(x0)  center(x1)
          1         -1.41421        0.78
          1         -0.70711        0.76
          1          0.00000        1.02
          1          0.70711       -3.33
          1          1.41421        0.77
  Terms:
    'Intercept' (column 0)
    'standardize(x0)' (column 1)
    'center(x1)' (column 2)
#分类数据和Patsy
data = pd.DataFrame({'key1': ['a', 'a', 'b', 'b', 'a', 'b', 'a', 'b'],
     'key2': [0, 1, 0, 1, 0, 1, 0, 0],
    'v1': [1, 2, 3, 4, 5, 6, 7, 8],
     'v2': [-1, 0, 2.5, -0.5, 4.0, -1.2, 0.2, -1.7]
})
y,x = patsy.dmatrices('v2~key1',data)
x
DesignMatrix with shape (8, 2)
  Intercept  key1[T.b]
          1          0
          1          0
          1          1
          1          1
          1          0
          1          1
          1          0
          1          1
  Terms:
    'Intercept' (column 0)
    'key1' (column 1)
y,x = patsy.dmatrices('v2~key1 + 0',data)
x
DesignMatrix with shape (8, 2)
  key1[a]  key1[b]
        1        0
        1        0
        0        1
        0        1
        1        0
        0        1
        1        0
        0        1
  Terms:
    'key1' (columns 0:2)
#使用C函数,数值列可以截取为分类量
y,x = patsy.dmatrices('v2~C(key2)',data)
x
DesignMatrix with shape (8, 2)
  Intercept  C(key2)[T.1]
          1             0
          1             1
          1             0
          1             1
          1             0
          1             1
          1             0
          1             0
  Terms:
    'Intercept' (column 0)
    'C(key2)' (column 1)
data['key2'] = data['key2'].map({0:'zero',1:'one'})
data
key1 key2 v1 v2
0 a zero 1 -1.0
1 a one 2 0.0
2 b zero 3 2.5
3 b one 4 -0.5
4 a zero 5 4.0
5 b one 6 -1.2
6 a zero 7 0.2
7 b zero 8 -1.7
y,x = patsy.dmatrices('v2~key1+key2',data)
x
DesignMatrix with shape (8, 3)
  Intercept  key1[T.b]  key2[T.zero]
          1          0             1
          1          0             0
          1          1             1
          1          1             0
          1          0             1
          1          1             0
          1          0             1
          1          1             1
  Terms:
    'Intercept' (column 0)
    'key1' (column 1)
    'key2' (column 2)
y,x = patsy.dmatrices('v2~key1+key2+key1:key2',data)
x
DesignMatrix with shape (8, 4)
  Intercept  key1[T.b]  key2[T.zero]  key1[T.b]:key2[T.zero]
          1          0             1                       0
          1          0             0                       0
          1          1             1                       1
          1          1             0                       0
          1          0             1                       0
          1          1             0                       0
          1          0             1                       0
          1          1             1                       1
  Terms:
    'Intercept' (column 0)
    'key1' (column 1)
    'key2' (column 2)
    'key1:key2' (column 3)
#statsmodels介绍
#估计线性模型
import statsmodels.api as sm
import statsmodels.formula.api as smf
def dnorm(mean,variance,size=1):
    if isinstance(size,int):
        size=size,
    return mean + np.sqrt(variance)*np.random.randn(*size)
np.random.seed(12345)

N = 100
x = np.c_[dnorm(0,0.4,size=N),
         dnorm(0,0.6,size=N),
         dnorm(0,0.2,size=N)]
eps = dnorm(0,0.1,size=N)
beta = [0.1,0.3,0.5]
y = np.dot(x,beta) + eps
x[:5]
array([[-0.12946849, -1.21275292,  0.50422488],
       [ 0.30291036, -0.43574176, -0.25417986],
       [-0.32852189, -0.02530153,  0.13835097],
       [-0.35147471, -0.71960511, -0.25821463],
       [ 1.2432688 , -0.37379916, -0.52262905]])
x_model = sm.add_constant(x)
x_model[:5]
array([[ 1.        , -0.12946849, -1.21275292,  0.50422488],
       [ 1.        ,  0.30291036, -0.43574176, -0.25417986],
       [ 1.        , -0.32852189, -0.02530153,  0.13835097],
       [ 1.        , -0.35147471, -0.71960511, -0.25821463],
       [ 1.        ,  1.2432688 , -0.37379916, -0.52262905]])
model = sm.OLS(y,x)#最小二乘法回归
results = model.fit()
results.params
array([0.17826108, 0.22303962, 0.50095093])
print(results.summary())
                            OLS Regression Results                            
==============================================================================
Dep. Variable:                      y   R-squared:                       0.430
Model:                            OLS   Adj. R-squared:                  0.413
Method:                 Least Squares   F-statistic:                     24.42
Date:                Fri, 09 Nov 2018   Prob (F-statistic):           7.44e-12
Time:                        11:17:59   Log-Likelihood:                -34.305
No. Observations:                 100   AIC:                             74.61
Df Residuals:                      97   BIC:                             82.42
Df Model:                           3                                         
Covariance Type:            nonrobust                                         
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
x1             0.1783      0.053      3.364      0.001       0.073       0.283
x2             0.2230      0.046      4.818      0.000       0.131       0.315
x3             0.5010      0.080      6.237      0.000       0.342       0.660
==============================================================================
Omnibus:                        4.662   Durbin-Watson:                   2.201
Prob(Omnibus):                  0.097   Jarque-Bera (JB):                4.098
Skew:                           0.481   Prob(JB):                        0.129
Kurtosis:                       3.243   Cond. No.                         1.74
==============================================================================

Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
data = pd.DataFrame(X, columns=['col0', 'col1', 'col2'])
data['y'] = y
data[:5]
col0 col1 col2 y
0 -0.129468 -1.212753 0.504225 0.427863
1 0.302910 -0.435742 -0.254180 -0.673480
2 -0.328522 -0.025302 0.138351 -0.090878
3 -0.351475 -0.719605 -0.258215 -0.489494
4 1.243269 -0.373799 -0.522629 -0.128941
results = smf.ols('y ~ col0 + col1 + col2', data=data).fit()
results.params
Intercept    0.033559
col0         0.176149
col1         0.224826
col2         0.514808
dtype: float64
#scikit_learn介绍
train = pd.read_csv('datasets/titanic/train.csv')
test = pd.read_csv('datasets/titanic/test.csv')
train[:4]
PassengerId Survived Pclass Name Sex Age SibSp Parch Ticket Fare Cabin Embarked
0 1 0 3 Braund, Mr. Owen Harris male 22.0 1 0 A/5 21171 7.2500 NaN S
1 2 1 1 Cumings, Mrs. John Bradley (Florence Briggs Th... female 38.0 1 0 PC 17599 71.2833 C85 C
2 3 1 3 Heikkinen, Miss. Laina female 26.0 0 0 STON/O2. 3101282 7.9250 NaN S
3 4 1 1 Futrelle, Mrs. Jacques Heath (Lily May Peel) female 35.0 1 0 113803 53.1000 C123 S
train.isnull().sum()
PassengerId      0
Survived         0
Pclass           0
Name             0
Sex              0
Age            177
SibSp            0
Parch            0
Ticket           0
Fare             0
Cabin          687
Embarked         2
dtype: int64
test.isnull().sum()
PassengerId      0
Pclass           0
Name             0
Sex              0
Age             86
SibSp            0
Parch            0
Ticket           0
Fare             1
Cabin          327
Embarked         0
dtype: int64
impute_value = train['Age'].median()
train['Age'] = train['Age'].fillna(impute_value)
test['Age'] = test['Age'].fillna(impute_value)
train['IsFemale'] = (train['Sex'] =='female').astype(int)
test['IsFemale'] = (test['Sex'] == 'female').astype(int)
predictors = ['Pclass','IsFemale','Age']
X_train = train[predictors].values
X_test = test[predictors].values
Y_train = train['Survived'].values
X_train
array([[ 3.,  0., 22.],
       [ 1.,  1., 38.],
       [ 3.,  1., 26.],
       ...,
       [ 3.,  1., 28.],
       [ 1.,  0., 26.],
       [ 3.,  0., 32.]])
Y_train
array([0, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 1, 0, 1, 0, 1, 0, 1,
       1, 1, 0, 1, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1,
       1, 0, 0, 1, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 0, 0, 1, 0, 0, 0, 1,
       1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0,
       1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 1,
       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 1, 1, 0, 0, 0,
       0, 1, 0, 0, 1, 0, 0, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0,
       0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0,
       0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 1, 1, 1, 0, 0,
       1, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0, 1, 0, 0, 0, 1, 1, 0, 1, 0,
       1, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1,
       0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 1, 0, 0,
       0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0,
       1, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 0, 1, 1, 1,
       0, 1, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1, 1, 0, 1, 0, 1, 1, 1,
       1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0,
       0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0,
       0, 1, 1, 0, 0, 0, 1, 1, 0, 1, 0, 0, 0, 1, 0, 1, 1, 1, 0, 1, 1, 0,
       0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 1, 1,
       0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 0, 0, 1, 0, 1, 0, 0,
       1, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 0, 1, 0, 1, 1, 0, 1, 0,
       0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1,
       1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0,
       1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 0,
       0, 0, 1, 0, 0, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0, 0, 1, 1, 0, 1,
       1, 0, 0, 1, 1, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1,
       1, 1, 0, 0, 1, 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0,
       0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0, 0, 1, 0, 0, 1,
       0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0,
       0, 0, 0, 1, 0, 1, 1, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0,
       1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 1, 0, 1, 0, 1,
       0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0,
       0, 0, 1, 1, 1, 1, 1, 0, 1, 0, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 1, 0,
       1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0, 1, 0, 0, 1,
       0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 1, 0, 0, 0, 0,
       0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 1, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0,
       0, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0,
       0, 0, 0, 0, 0, 0, 1, 1, 0, 1, 0, 0, 0, 1, 1, 1, 1, 1, 0, 0, 0, 1,
       0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 1, 1, 1,
       1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 0, 0, 0, 1,
       1, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0], dtype=int64)
#LogisticRegression模型
from sklearn.linear_model import LogisticRegression
model = LogisticRegression()
model.fit(X_train,Y_train)
LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True,
          intercept_scaling=1, max_iter=100, multi_class='ovr', n_jobs=1,
          penalty='l2', random_state=None, solver='liblinear', tol=0.0001,
          verbose=0, warm_start=False)
y_predict = model.predict(X_test)
y_predict
array([0, 0, 0, 0, 1, 0, 1, 0, 1, 0, 0, 0, 1, 0, 1, 1, 0, 0, 1, 0, 0, 0,
       1, 1, 1, 0, 1, 0, 0, 0, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1,
       1, 0, 0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1, 1,
       1, 0, 0, 1, 1, 0, 1, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 1, 1,
       1, 0, 1, 0, 1, 0, 0, 0, 1, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0,
       0, 1, 1, 1, 1, 0, 0, 1, 0, 1, 1, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0,
       1, 0, 0, 0, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1,
       0, 0, 1, 1, 0, 1, 1, 0, 1, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 1,
       1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 1,
       0, 1, 1, 0, 0, 1, 0, 0, 1, 0, 1, 0, 0, 0, 0, 1, 0, 0, 1, 0, 1, 0,
       1, 0, 1, 0, 1, 1, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1,
       0, 0, 0, 0, 1, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 1,
       0, 0, 0, 0, 1, 0, 0, 0, 1, 1, 0, 1, 0, 0, 0, 0, 1, 0, 1, 1, 1, 0,
       0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0,
       0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0,
       1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 1, 0,
       0, 0, 1, 0, 1, 0, 0, 1, 0, 1, 1, 0, 1, 1, 0, 1, 1, 0, 0, 1, 0, 0,
       1, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0, 1, 0, 0, 0, 0, 1, 1, 0, 0, 0, 1,
       0, 1, 0, 0, 1, 0, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 1, 0, 0, 0],
      dtype=int64)
#交叉验证
from sklearn.linear_model import LogisticRegressionCV
model_cv = LogisticRegressionCV(10)
model_cv.fit(X_train, Y_train)
LogisticRegressionCV(Cs=10, class_weight=None, cv=None, dual=False,
           fit_intercept=True, intercept_scaling=1.0, max_iter=100,
           multi_class='ovr', n_jobs=1, penalty='l2', random_state=None,
           refit=True, scoring=None, solver='lbfgs', tol=0.0001, verbose=0)

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