sklearn广义线性模型

“最佳参数，你在哪里？”

广义线性模型：

广义线性模型[generalize linear model]线性模型的扩展，通过联结函数建立响应变量的数学期望值与线性组合的预测变量之间的关系。其特点是不强行改变数据的自然度量，数据可以具有非线性和非恒定方差结构。是线性模型在研究响应值的非正态分布以及非线性模型简洁直接的线性转化时的一种发展

import matplotlib.pyplot as pltimport numpy as npfrom sklearn import datasets, linear_modelfrom sklearn.metrics import mean_squared_error, r2_score# Load the diabetes datasetdiabetes = datasets.load_diabetes()# Use only one featurediabetes_X = diabetes.data[:, np.newaxis, 2]# Split the data into training/testing setsdiabetes_X_train = diabetes_X[:-20]diabetes_X_test = diabetes_X[-20:]# Split the targets into training/testing setsdiabetes_y_train = diabetes.target[:-20]diabetes_y_test = diabetes.target[-20:]# Create linear regression objectregr = linear_model.LinearRegression()# Train the model using the training setsregr.fit(diabetes_X_train, diabetes_y_train)# Make predictions using the testing setdiabetes_y_pred = regr.predict(diabetes_X_test)# The coefficientsprint('Coefficients: \n', regr.coef_)# The mean squared errorprint("Mean squared error: %.2f"      % mean_squared_error(diabetes_y_test, diabetes_y_pred))# Explained variance score: 1 is perfect predictionprint('Variance score: %.2f' % r2_score(diabetes_y_test, diabetes_y_pred))# Plot outputsplt.scatter(diabetes_X_test, diabetes_y_test,  color='black')plt.plot(diabetes_X_test, diabetes_y_pred, color='blue', linewidth=3)plt.xticks(())plt.yticks(())plt.show()