0. 핵심개념 및 사이킷런 알고리즘 API 링크
sklearn.linear_model.Ridge
1. 분석 데이터 준비
import warnings
warnings.filterwarnings("ignore")
import pandas as pd
data2=pd.read_csv('house_price.csv', encoding='utf-8')
X=data2[data2.columns[1:5]]
y=data2[["house_value"]]
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test=train_test_split(X, y, random_state=42)
from sklearn.preprocessing import MinMaxScaler
scaler=MinMaxScaler()
scaler.fit(X_train)
X_scaled_train=scaler.transform(X_train)
X_scaled_test=scaler.transform(X_test)
2. 기본 모델 적용
from sklearn.linear_model import Ridge
model=Ridge()
model.fit(X_scaled_train, y_train)
pred_train=model.predict(X_scaled_train)
model.score(X_scaled_train, y_train)
0.5455487773718164
pred_test=model.predict(X_scaled_test)
model.score(X_scaled_test, y_test)
0.5626954941458684
import numpy as np
from sklearn.metrics import mean_squared_error
MSE_train = mean_squared_error(y_train, pred_train)
MSE_test = mean_squared_error(y_test, pred_test)
print("훈련 데이터 RMSE:", np.sqrt(MSE_train))
print("테스트 데이터 RMSE:", np.sqrt(MSE_test))
훈련 데이터 RMSE: 64342.018619526265
테스트 데이터 RMSE: 63219.99395904853
3. Grid Search
param_grid={'alpha': [1e-4, 1e-3, 1e-2, 0.1, 0.5, 1.0, 5.0, 10.0]}
from sklearn.model_selection import GridSearchCV
grid_search=GridSearchCV(Ridge(), param_grid, cv=5)
grid_search.fit(X_scaled_train, y_train)
GridSearchCV(cv=5, estimator=Ridge(),
param_grid={'alpha': [0.0001, 0.001, 0.01, 0.1, 0.5, 1.0, 5.0,
10.0]})
print("Best Parameter: {}".format(grid_search.best_params_))
print("Best Score: {:.4f}".format(grid_search.best_score_))
print("TestSet Score: {:.4f}".format(grid_search.score(X_scaled_test, y_test)))
Best Parameter: {'alpha': 0.1}
Best Score: 0.5452
TestSet Score: 0.5627
4. Random Search
from scipy.stats import randint
param_distribs = {'alpha': randint(low=0.0001, high=100)}
from sklearn.model_selection import RandomizedSearchCV
random_search=RandomizedSearchCV(Ridge(),
param_distributions=param_distribs, n_iter=100, cv=5)
random_search.fit(X_scaled_train, y_train)
RandomizedSearchCV(cv=5, estimator=Ridge(), n_iter=100,
param_distributions={'alpha': <scipy.stats._distn_infrastructure.rv_frozen object at 0x000002475B0B81F0>})
print("Best Parameter: {}".format(random_search.best_params_))
print("Best Score: {:.4f}".format(random_search.best_score_))
print("TestSet Score: {:.4f}".format(random_search.score(X_scaled_test, y_test)))
Best Parameter: {'alpha': 0}
Best Score: 0.5452
TestSet Score: 0.5627