在Lasso和RobustScalar之后如何逆变换回归预测?

时间:2019-05-16 13:03:45

标签: python python-3.x machine-learning scikit-learn

在使用RobustScalar和Lasso后,我试图弄清楚如何对数据进行缩放(大概使用inverse_transform)进行预测。以下数据仅是示例。我的实际数据更大,更复杂,但是我希望使用RobustScaler(因为我的数据有异常值)和Lasso(因为我的数据具有许多无用的功能)。

基本上,如果我尝试使用此模型进行任何预测,则希望以无标度的术语进行该预测。当我尝试使用示例数据点执行此操作时,出现一个错误,似乎是我想要取消缩放与训练子集大小相同的数据(也称为两个观察值)。我收到以下错误:ValueError:形状为(1,1)的不可广播的输出操作数与广播形状(1,2)不匹配

如何仅对一项预测进行缩放?这可能吗?

import pandas as pd
from sklearn.linear_model import Lasso
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import RobustScaler

data = [[100, 1, 50],[500 , 3, 25],[1000 , 10, 100]]
df = pd.DataFrame(data,columns=['Cost','People', 'Supplies'])

X = df[['People', 'Supplies']]
y = df[['Cost']]

#Split
X_train,X_test,y_train,y_test = train_test_split(X,y)

#Scale data
transformer = RobustScaler().fit(X_train)
transformer.transform(X_train)

X_rtrain = RobustScaler().fit_transform(X_train)
y_rtrain = RobustScaler().fit_transform(y_train)
X_rtest = RobustScaler().fit_transform(X_test)
y_rtest = RobustScaler().fit_transform(y_test)

#Fit Train Model
lasso = Lasso()
lasso_alg = lasso.fit(X_rtrain,y_rtrain)

train_score =lasso_alg.score(X_rtrain,y_rtrain)
test_score = lasso_alg.score(X_rtest,y_rtest)

print ("training score:", train_score)
print ("test score:", test_score)

#Predict example 
example = [[10,100]]
transformer.inverse_transform(lasso_alg.predict(example).reshape(-1, 1))

1 个答案:

答案 0 :(得分:1)

X和y不能使用相同的tranformer对象。在您的代码段中,transformer用于X,即2D,因此在转换预测结果(即1D)时会出错。 (实际上,您很幸运得到一个错误;如果您的X是1D,那么您会胡说八道。)

类似的事情应该起作用:

transformer_x = RobustScaler().fit(X_train)
transformer_y = RobustScaler().fit(y_train) 
X_rtrain = transformer_x.transform(X_train)
y_rtrain = transformer_y.transform(y_train)
X_rtest = transformer_x.transform(X_test)
y_rtest = transformer_y.transform(y_test)

#Fit Train Model
lasso = Lasso()
lasso_alg = lasso.fit(X_rtrain,y_rtrain)

train_score =lasso_alg.score(X_rtrain,y_rtrain)
test_score = lasso_alg.score(X_rtest,y_rtest)

print ("training score:", train_score)
print ("test score:", test_score)

example = [[10,100]]
transformer_y.inverse_transform(lasso.predict(example).reshape(-1, 1))