50 lines
1.1 KiB
Python
Executable File
50 lines
1.1 KiB
Python
Executable File
#!/usr/bin/env python
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"""
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======================
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Least Angle Regression
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======================
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"""
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# Author: Fabian Pedregosa <fabian.pedregosa@inria.fr>
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# License: BSD Style.
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from datetime import datetime
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import itertools
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import numpy as np
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import pylab as pl
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from scikits.learn import glm
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from scikits.learn import datasets
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diabetes = datasets.load_diabetes()
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X = diabetes.data
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Y = diabetes.target
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################################################################################
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# Demo path functions
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################################################################################
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print "Computing regularization path using the LARS ..."
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start = datetime.now()
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clf = glm.LeastAngleRegression().fit(X, Y, normalize=True)
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print "This took ", datetime.now() - start
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alphas = -np.log10(clf.alphas_)
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# # Display results
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color_iter = itertools.cycle (['r', 'g', 'b', 'c'])
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for coef_, color in zip(clf.coef_path_, color_iter):
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pl.plot(alphas, coef_.T, color)
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ymin, ymax = pl.ylim()
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pl.vlines(alphas, ymin, ymax, linestyle='dashed')
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pl.xlabel('-Log(lambda)')
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pl.ylabel('weights')
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pl.title('Least Angle Regression (LAR) Paths')
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pl.axis('tight')
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pl.show()
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