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@ -81,93 +81,60 @@ class RegressionResult:
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monomials: list
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def linearPolynom(data):
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def _prepareDataAndFeatures(data, degree):
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y = data[:, 0]
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x = data[:, 1:]
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polyFeatures = PolynomialFeatures(degree=1, include_bias=False)
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polyFeatures = PolynomialFeatures(degree=degree, include_bias=False)
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xPoly = polyFeatures.fit_transform(x)
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return y, x, xPoly, polyFeatures
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def _trainModelAndPredict(y, xPoly):
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model = LinearRegression(fit_intercept=True)
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model.fit(xPoly, y)
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params = np.hstack([model.intercept_, model.coef_])
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predictions = model.predict(xPoly)
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residuals = y - predictions
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return model, predictions
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def _calculateStatistics(y, x, xPoly, predictions, model, polyFeatures):
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mse = mean_squared_error(y, predictions)
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rSquared = model.score(xPoly, y)
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n = xPoly.shape[0]
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k = xPoly.shape[1] + 1
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fStatistic = (rSquared / (k - 1)) / ((1 - rSquared) / (n - k))
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xWithIntercept = np.hstack([np.ones((n, 1)), xPoly])
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varB = mse * np.linalg.inv(xWithIntercept.T @ xWithIntercept).diagonal()
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seB = np.sqrt(varB)
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tStats = params / seB
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monomials = ['c'] + ['x' + str(i) for i in range(1, x.shape[1] + 1)]
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residualVariance = np.var(residuals, ddof=k)
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scaledResidualVariance = residualVariance / (n - k)
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paramsAndTStats = np.vstack((params, tStats)).T
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return RegressionResult(
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paramsAndTStats,
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residualVariance,
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scaledResidualVariance,
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rSquared,
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fStatistic,
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monomials
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)
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def squaredPolynom(data):
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y = data[:, 0]
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x = data[:, 1:]
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polyFeatures = PolynomialFeatures(degree=2, include_bias=False)
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xPoly = polyFeatures.fit_transform(x)
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model = LinearRegression(fit_intercept=True)
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model.fit(xPoly, y)
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params = np.hstack([model.intercept_, model.coef_])
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predictions = model.predict(xPoly)
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residuals = y - predictions
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mse = mean_squared_error(y, predictions)
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rSquared = model.score(xPoly, y)
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n = xPoly.shape[0]
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k = xPoly.shape[1] + 1
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fStatistic = (rSquared / (k - 1)) / ((1 - rSquared) / (n - k))
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xWithIntercept = np.hstack([np.ones((n, 1)), xPoly])
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varB = mse * np.linalg.pinv(xWithIntercept.T @ xWithIntercept).diagonal()
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seB = np.sqrt(np.maximum(varB, 0))
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tStats = params / seB
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residualVariance = np.var(residuals, ddof=k)
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scaledResidualVariance = residualVariance / (n - k)
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monomials = ['c'] + list(
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polyFeatures.get_feature_names_out(['x' + str(i) for i in range(1, x.shape[1] + 1)])
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)
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monomials = [monomial.replace(' ', '*') for monomial in monomials]
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return params, tStats, residualVariance, scaledResidualVariance, rSquared, fStatistic, monomials
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residualVariance = np.var(residuals, ddof=k)
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scaledResidualVariance = residualVariance / (n - k)
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paramsAndTStats = np.vstack((params, tStats)).T
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def _regressionAnalysis(data, degree):
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y, x, xPoly, polyFeatures = _prepareDataAndFeatures(
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data, degree
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)
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model, predictions = _trainModelAndPredict(y, xPoly)
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(params, tStats, residualVariance,
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scaledResidualVariance, rSquared, fStatistic, monomials) = (
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_calculateStatistics(
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y,
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x,
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xPoly,
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predictions,
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model,
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polyFeatures
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))
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return RegressionResult(
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paramsAndTStats,
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np.vstack((params, tStats)).T,
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residualVariance,
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scaledResidualVariance,
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rSquared,
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@ -175,6 +142,13 @@ def squaredPolynom(data):
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monomials
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)
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def linearPolynom(data):
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return _regressionAnalysis(data, 1)
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def squaredPolynom(data):
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return _regressionAnalysis(data, 2)
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def prediction(inputData, result: RegressionResult):
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inputs = inputData[:, 1:]
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@ -28,7 +28,7 @@ class RegressionResultModel(ROTableModel):
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self._monomials = result.monomials
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def getHorizontalHeader(self):
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return ['Коэффициент регрессии', 'Коэффициент значимости']
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return ['Коэффициент регрессии', 'Коэффициент значимости', 'Весовые коэффициенты']
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def getVerticalHeader(self):
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return self._monomials
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