多项式回归
1.与线性回归联系:
与线性回归大体相似,代码部分复用性高,不同点:公式中为x的次方,可能要规范化处理。

2.paddle的API
paddle.sin(x, name=None)
功能:计算输入的正弦值。
输入:输入Tensor
输出:Tensor,输入的sin值
paddle.ones(shape, dtype=None)功能:创建建指定形状且值全为1的Tensor
输入:输出结果形状
输出:值全为1的Tensor
paddle.multiply(x, y, name=None)功能:逐元素相乘
输入:2个Tensor
输出:Tensor,相乘结果
paddle.concat(x, axis=0, name=None)功能:对输入沿axis轴进行联结
输入:待联结的Tensorlist域者Tensortuple和运算轴
输出:联结后的Tensor
3.模型--sin(2*pi*x)
3. 1数据集构建
python
import math
# sin函数: sin(2 * pi * x)
def sin(x):
y = paddle.sin(2 * math.pi * x)
return y
用前面定义的create_toy_data
函数来构建训练和测试数据\
python
import math
import paddle
import numpy as np
from matplotlib import pyplot as plt
def sin(x):
y = paddle.sin(2 * math.pi * x)
return y
def create_toy_data(func, interval, sample_num, noise=0.0, add_outlier=False, outlier_ratio=0.01):
X = paddle.rand(shape=[sample_num]) * (interval[1] - interval[0]) + interval[0]
y = func(X)
epsilon = paddle.normal(0, noise, shape=[y.shape[0]])
y += epsilon
y_np = y.numpy() # 转换为 NumPy 数组
if add_outlier:
outlier_num = max(1, int(len(y_np) * outlier_ratio))
outlier_idx = paddle.randint(len(y_np), shape=[outlier_num]).numpy()
y_np[outlier_idx] *= 5 # 直接操作 NumPy 数组
return X.numpy(), y_np
# 生成数据
func = sin
interval = (0, 1)
train_num = 15
test_num = 10
noise = 0.5
X_train, y_train = create_toy_data(func=func, interval=interval, sample_num=train_num, noise=noise)
X_test, y_test = create_toy_data(func=func, interval=interval, sample_num=test_num, noise=noise)
# 生成用于绘图的基准数据(转换为 NumPy)
X_underlying = paddle.linspace(interval[0], interval[1], num=100).numpy()
y_underlying = sin(paddle.to_tensor(X_underlying)).numpy()
# 绘制图像
plt.rcParams['figure.figsize'] = (8.0, 6.0)
plt.scatter(X_train, y_train, facecolor="none", edgecolor='#e4007f', s=50, label="train data")
plt.plot(X_underlying, y_underlying, c='#000000', label=r"$\sin(2\pi x)$")
plt.legend(fontsize='x-large')
plt.savefig('ml-vis2.pdf')
plt.show()
结果:
3.2模型构建
python
def polynomial_basis_function(x, degree = 2):
"""
输入:
- x: tensor, 输入的数据,shape=[N,1]
- degree: int, 多项式的阶数
example Input: [[2], [3], [4]], degree=2
example Output: [[2^1, 2^2], [3^1, 3^2], [4^1, 4^2]]
注意:本案例中,在degree>=1时不生成全为1的一列数据;degree为0时生成形状与输入相同,全1的Tensor
输出:
- x_result: tensor
"""
if degree==0:
return paddle.ones(shape = x.shape,dtype='float32')
x_tmp = x
x_result = x_tmp
for i in range(2, degree+1):
x_tmp = paddle.multiply(x_tmp,x) # 逐元素相乘
x_result = paddle.concat((x_result,x_tmp),axis=-1)
return x_result
# 简单测试
data = [[2], [3], [4]]
X = paddle.to_tensor(data = data,dtype='float32')
degree = 3
transformed_X = polynomial_basis_function(X,degree=degree)
print("转换前:",X)
print("阶数为",degree,"转换后:",transformed_X)
python
转换前: Tensor(shape=[3, 1], dtype=float32, place=CPUPlace, stop_gradient=True,
[[2.],
[3.],
[4.]])
阶数为 3 转换后: Tensor(shape=[3, 3], dtype=float32, place=CPUPlace, stop_gradient=True,
[[2. , 4. , 8. ],
[3. , 9. , 27.],
[4. , 16., 64.]])
3.3模型训练
python
plt.rcParams['figure.figsize'] = (12.0, 8.0)
for i, degree in enumerate([0, 1, 3, 8]): # []中为多项式的阶数
model = Linear(degree)
X_train_transformed = polynomial_basis_function(X_train.reshape([-1,1]), degree)
X_underlying_transformed = polynomial_basis_function(X_underlying.reshape([-1,1]), degree)
model = optimizer_lsm(model,X_train_transformed,y_train.reshape([-1,1])) #拟合得到参数
y_underlying_pred = model(X_underlying_transformed).squeeze()
print(model.params)
# 绘制图像
plt.subplot(2, 2, i + 1)
plt.scatter(X_train, y_train, facecolor="none", edgecolor='#e4007f', s=50, label="train data")
plt.plot(X_underlying, y_underlying, c='#000000', label=r"$\sin(2\pi x)$")
plt.plot(X_underlying, y_underlying_pred, c='#f19ec2', label="predicted function")
plt.ylim(-2, 1.5)
plt.annotate("M={}".format(degree), xy=(0.95, -1.4))
#plt.legend(bbox_to_anchor=(1.05, 0.64), loc=2, borderaxespad=0.)
plt.legend(loc='lower left', fontsize='x-large')
plt.savefig('ml-vis3.pdf')
plt.show()

分析:当阶数太小,拟合曲线简单,欠拟合。
当阶数太大,拟合曲线复杂,过拟合。
3.4模型评估
python
# 训练误差和测试误差
training_errors = []
test_errors = []
distribution_errors = []
# 遍历多项式阶数
for i in range(9):
model = Linear(i)
X_train_transformed = polynomial_basis_function(X_train.reshape([-1,1]), i)
X_test_transformed = polynomial_basis_function(X_test.reshape([-1,1]), i)
X_underlying_transformed = polynomial_basis_function(X_underlying.reshape([-1,1]), i)
optimizer_lsm(model,X_train_transformed,y_train.reshape([-1,1]))
y_train_pred = model(X_train_transformed).squeeze()
y_test_pred = model(X_test_transformed).squeeze()
y_underlying_pred = model(X_underlying_transformed).squeeze()
train_mse = mean_squared_error(y_true=y_train, y_pred=y_train_pred).item()
training_errors.append(train_mse)
test_mse = mean_squared_error(y_true=y_test, y_pred=y_test_pred).item()
test_errors.append(test_mse)
#distribution_mse = mean_squared_error(y_true=y_underlying, y_pred=y_underlying_pred).item()
#distribution_errors.append(distribution_mse)
print ("train errors: \n",training_errors)
print ("test errors: \n",test_errors)
#print ("distribution errors: \n", distribution_errors)
# 绘制图片
plt.rcParams['figure.figsize'] = (8.0, 6.0)
plt.plot(training_errors, '-.', mfc="none", mec='#e4007f', ms=10, c='#e4007f', label="Training")
plt.plot(test_errors, '--', mfc="none", mec='#f19ec2', ms=10, c='#f19ec2', label="Test")
#plt.plot(distribution_errors, '-', mfc="none", mec="#3D3D3F", ms=10, c="#3D3D3F", label="Distribution")
plt.legend(fontsize='x-large')
plt.xlabel("degree")
plt.ylabel("MSE")
plt.savefig('ml-mse-error.pdf')
plt.show()

当阶数较低的时候,模型的表示能力有限,训练误差和测试误差都很高,代表模型欠拟合;
当阶数较高的时候,模型表示能力强,但将训练数据中的噪声也作为特征进行学习,一般情况下训练误差继续降低而测试误差显著升高,代表模型过拟合。
如何解决?
引入正则化方法,通过向误差函数中添加一个惩罚项来避免系数倾向于较大的取值
python
degree = 8 # 多项式阶数
reg_lambda = 0.0001 # 正则化系数
X_train_transformed = polynomial_basis_function(X_train.reshape([-1,1]), degree)
X_test_transformed = polynomial_basis_function(X_test.reshape([-1,1]), degree)
X_underlying_transformed = polynomial_basis_function(X_underlying.reshape([-1,1]), degree)
model = Linear(degree)
optimizer_lsm(model,X_train_transformed,y_train.reshape([-1,1]))
y_test_pred=model(X_test_transformed).squeeze()
y_underlying_pred=model(X_underlying_transformed).squeeze()
model_reg = Linear(degree)
optimizer_lsm(model_reg,X_train_transformed,y_train.reshape([-1,1]),reg_lambda=reg_lambda)
y_test_pred_reg=model_reg(X_test_transformed).squeeze()
y_underlying_pred_reg=model_reg(X_underlying_transformed).squeeze()
mse = mean_squared_error(y_true = y_test, y_pred = y_test_pred).item()
print("mse:",mse)
mes_reg = mean_squared_error(y_true = y_test, y_pred = y_test_pred_reg).item()
print("mse_with_l2_reg:",mes_reg)
# 绘制图像
plt.scatter(X_train, y_train, facecolor="none", edgecolor="#e4007f", s=50, label="train data")
plt.plot(X_underlying, y_underlying, c='#000000', label=r"$\sin(2\pi x)$")
plt.plot(X_underlying, y_underlying_pred, c='#e4007f', linestyle="--", label="$deg. = 8$")
plt.plot(X_underlying, y_underlying_pred_reg, c='#f19ec2', linestyle="-.", label="$deg. = 8, \ell_2 reg$")
plt.ylim(-1.5, 1.5)
plt.annotate("lambda={}".format(reg_lambda), xy=(0.82, -1.4))
plt.legend(fontsize='large')
plt.savefig('ml-vis4.pdf')
plt.show()
