第 6 章 ソースコード一覧¶
書籍第 6 章「回帰」に掲載しているソースコードの一覧です。番号は書籍の「入力」番号と対応しています。上のバッジから、この章のコードをまとめた Google Colab ノートブックを開けます。
入力 6.1: 単回帰モデルの学習と予測¶
import numpy as np
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
# データの作成(勉強時間と試験の点数)
np.random.seed(42)
X = np.arange(1, 21).reshape(-1, 1).astype(float)
# 傾き3.5、切片30の直線にノイズを加えてyを作成
y = 3.5 * X.ravel() + 30 + np.random.randn(20) * 5
# データの分割
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.2, random_state=42
)
# モデルの学習
model = LinearRegression()
model.fit(X_train, y_train)
# パラメータの確認
print(f"傾き (a): {model.coef_[0]:.2f}")
print(f"切片 (b): {model.intercept_:.2f}")
print(f"回帰式: y = {model.coef_[0]:.2f}x + {model.intercept_:.2f}")
# テストデータでの予測
y_pred = model.predict(X_test)
for xi, yt, yp in zip(X_test.ravel(), y_test, y_pred):
print(f" 勉強時間 {xi:.0f}h → 実際: {yt:.1f}, 予測: {yp:.1f}")
入力 6.2: 散布図と回帰直線の可視化¶
import numpy as np
import matplotlib.pyplot as plt
# 可視化
plt.figure(figsize=(5.8, 3.6))
plt.scatter(X_train, y_train, color="blue", label="訓練データ")
plt.scatter(X_test, y_test, color="green", marker="s",
label="テストデータ")
# 回帰直線
X_line = np.linspace(0, 22, 100).reshape(-1, 1)
y_line = model.predict(X_line)
plt.plot(X_line, y_line, color="red", linewidth=2,
label="回帰直線")
plt.xlabel("勉強時間")
plt.ylabel("試験の点数")
plt.title("単回帰")
plt.legend()
plt.grid(True, alpha=0.3)
plt.show()
入力 6.3: 住宅価格データの作成¶
import pandas as pd
import numpy as np
# 住宅価格データの作成
np.random.seed(42)
n = 50
data = pd.DataFrame({
"面積": np.random.randint(40, 130, n),
"築年数": np.random.randint(0, 35, n),
"駅徒歩": np.random.randint(1, 25, n)
})
data["価格"] = (
35 * data["面積"]
- 30 * data["築年数"]
- 15 * data["駅徒歩"]
+ 500
+ np.random.randn(n) * 100
)
print(data.head())
print(f"\nデータ数: {len(data)}")
入力 6.4: 重回帰モデルの学習と係数の確認¶
import pandas as pd
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
# 特徴量と目的変数の分離
X = data[["面積", "築年数", "駅徒歩"]]
y = data["価格"]
# データの分割
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.2, random_state=42
)
# モデルの学習
model = LinearRegression()
model.fit(X_train, y_train)
# 係数の確認
coef_df = pd.DataFrame({
"特徴量": X.columns,
"係数": model.coef_
})
print(coef_df)
print(f"\n切片: {model.intercept_:.2f}")
print(f"訓練データ R^2: {model.score(X_train, y_train):.4f}")
print(f"テストデータ R^2: {model.score(X_test, y_test):.4f}")
入力 6.5: 実測値と予測値の散布図¶
import matplotlib.pyplot as plt
y_pred = model.predict(X_test)
plt.figure(figsize=(2.4, 2.4))
plt.scatter(y_test, y_pred, alpha=0.7)
plt.plot([y_test.min(), y_test.max()],
[y_test.min(), y_test.max()],
"r--", linewidth=2, label="y = x")
plt.xlabel("実際の価格")
plt.ylabel("予測価格")
plt.title("実際の値 vs 予測値")
plt.legend()
plt.grid(True, alpha=0.3)
plt.show()
入力 6.6: PolynomialFeaturesによる特徴量変換¶
import numpy as np
from sklearn.preprocessing import PolynomialFeatures
X = np.array([[2], [3], [4]])
# 2次の多項式特徴量を生成
poly = PolynomialFeatures(degree=2,
include_bias=False)
X_poly = poly.fit_transform(X)
print("元の特徴量:")
print(X)
print("\n多項式特徴量 (x, x^2):")
print(X_poly)
print(f"\n特徴量名: {poly.get_feature_names_out()}")
入力 6.7: 次数の異なる多項式回帰の比較¶
import numpy as np
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression
from sklearn.preprocessing import PolynomialFeatures
from sklearn.metrics import mean_squared_error
# 非線形データの生成
np.random.seed(42)
X = np.sort(np.random.rand(30, 1) * 2 * np.pi, axis=0)
y = np.sin(X).ravel() + np.random.randn(30) * 0.2
# 次数ごとにモデルを学習
degrees = [1, 3, 5, 15]
fig, axes = plt.subplots(2, 2, figsize=(5.8, 4.6))
X_plot = np.linspace(0, 2 * np.pi, 200).reshape(-1, 1)
for ax, degree in zip(axes.ravel(), degrees):
poly = PolynomialFeatures(degree=degree)
X_poly = poly.fit_transform(X)
X_plot_poly = poly.transform(X_plot)
model = LinearRegression()
model.fit(X_poly, y)
y_plot = model.predict(X_plot_poly)
rmse = np.sqrt(mean_squared_error(y, model.predict(X_poly)))
ax.scatter(X, y, color="blue", alpha=0.6, s=20)
ax.plot(X_plot, y_plot, color="red", linewidth=2)
ax.set_title(f"次数 {degree} (RMSE={rmse:.4f})")
ax.set_ylim(-2, 2)
plt.tight_layout()
plt.show()
入力 6.8: 線形回帰とリッジ回帰の比較¶
import numpy as np
from sklearn.linear_model import Ridge, LinearRegression
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import PolynomialFeatures, StandardScaler
from sklearn.metrics import mean_squared_error
# 非線形データの生成
np.random.seed(42)
X = np.sort(np.random.rand(30, 1) * 10, axis=0)
y = np.sin(X).ravel() + np.random.randn(30) * 0.3
# 高次の多項式特徴量を生成(過学習しやすい状況を作る)
poly = PolynomialFeatures(degree=10, include_bias=False)
X_poly = poly.fit_transform(X)
# データの分割
X_train, X_test, y_train, y_test = train_test_split(
X_poly, y, test_size=0.3, random_state=42
)
# 訓練データを基準に特徴量を標準化
scaler = StandardScaler()
X_train = scaler.fit_transform(X_train)
X_test = scaler.transform(X_test)
# 通常の線形回帰
lr = LinearRegression()
lr.fit(X_train, y_train)
print("【通常の線形回帰】")
print(f"訓練 RMSE: "
f"{np.sqrt(mean_squared_error(y_train, lr.predict(X_train))):.4f}")
print(f"テスト RMSE: "
f"{np.sqrt(mean_squared_error(y_test, lr.predict(X_test))):.4f}")
# リッジ回帰
ridge = Ridge(alpha=1.0)
ridge.fit(X_train, y_train)
print("\n【リッジ回帰 (alpha=1.0)】")
print(f"訓練 RMSE: "
f"{np.sqrt(mean_squared_error(y_train, ridge.predict(X_train))):.4f}")
print(f"テスト RMSE: "
f"{np.sqrt(mean_squared_error(y_test, ridge.predict(X_test))):.4f}")
入力 6.9: ラッソ回帰の学習と係数の確認¶
import numpy as np
from sklearn.linear_model import Lasso
from sklearn.metrics import mean_squared_error
# ラッソ回帰
lasso = Lasso(alpha=0.1, max_iter=100000)
lasso.fit(X_train, y_train)
print("【ラッソ回帰 (alpha=0.1)】")
print(f"訓練 RMSE: "
f"{np.sqrt(mean_squared_error(y_train, lasso.predict(X_train))):.4f}")
print(f"テスト RMSE: "
f"{np.sqrt(mean_squared_error(y_test, lasso.predict(X_test))):.4f}")
# 係数の確認(0になった係数の数)
n_zero = np.sum(lasso.coef_ == 0)
print(f"\n全係数の数: {len(lasso.coef_)}")
print(f"0になった係数の数: {n_zero}")
print(f"0でない係数の数: {len(lasso.coef_) - n_zero}")
入力 6.10: 回帰の評価指標の計算¶
import numpy as np
import pandas as pd
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error
from sklearn.metrics import mean_absolute_error, r2_score
# データの準備
np.random.seed(42)
n = 80
data = pd.DataFrame({
"面積": np.random.randint(40, 130, n),
"築年数": np.random.randint(0, 35, n),
"駅徒歩": np.random.randint(1, 25, n)
})
data["価格"] = (
35 * data["面積"] - 30 * data["築年数"]
- 15 * data["駅徒歩"] + 500
+ np.random.randn(n) * 150
)
X = data[["面積", "築年数", "駅徒歩"]]
y = data["価格"]
# データの分割と学習
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.2, random_state=42
)
model = LinearRegression()
model.fit(X_train, y_train)
y_pred = model.predict(X_test)
# 評価指標の計算
mse = mean_squared_error(y_test, y_pred)
rmse = np.sqrt(mse)
mae = mean_absolute_error(y_test, y_pred)
r2 = r2_score(y_test, y_pred)
print("【回帰モデルの評価結果】")
print(f"MSE : {mse:>12.2f} (万円^2)")
print(f"RMSE : {rmse:>12.2f} (万円)")
print(f"MAE : {mae:>12.2f} (万円)")
print(f"R^2 : {r2:>12.4f}")
入力 6.11: 複数モデルの評価指標による比較¶
import numpy as np
import pandas as pd
from sklearn.linear_model import LinearRegression, Ridge, Lasso
from sklearn.metrics import mean_squared_error
from sklearn.metrics import mean_absolute_error, r2_score
# 複数のモデルを比較
models = {
"LinearRegression": LinearRegression(),
"Ridge (alpha=1.0)": Ridge(alpha=1.0),
"Ridge (alpha=10.0)": Ridge(alpha=10.0),
"Lasso (alpha=1.0)": Lasso(alpha=1.0),
"Lasso (alpha=10.0)": Lasso(alpha=10.0),
}
results = []
for name, m in models.items():
m.fit(X_train, y_train)
y_p = m.predict(X_test)
results.append({
"モデル": name,
"RMSE": np.sqrt(mean_squared_error(y_test, y_p)),
"MAE": mean_absolute_error(y_test, y_p),
"R^2": r2_score(y_test, y_p)
})
result_df = pd.DataFrame(results)
print(result_df.to_string(index=False))