ML之LiR&LassoR:利用boston房价数据集(PCA处理)采用线性回归和Lasso套索回归算法实现房价预测模型评估
【摘要】 ML之LiR&LassoR:利用boston房价数据集(PCA处理)采用线性回归和Lasso套索回归算法实现房价预测模型评估
目录
利用boston房价数据集(PCA处理)采用线性回归和Lasso套索回归算法实现房价预测模型评估
设计思路
输出结果
核心代码
利用boston房价数据集(PCA处理)采用线性回归和L...
ML之LiR&LassoR:利用boston房价数据集(PCA处理)采用线性回归和Lasso套索回归算法实现房价预测模型评估
目录
利用boston房价数据集(PCA处理)采用线性回归和Lasso套索回归算法实现房价预测模型评估
利用boston房价数据集(PCA处理)采用线性回归和Lasso套索回归算法实现房价预测模型评估
设计思路
更新……
输出结果
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Id MSSubClass MSZoning ... SaleType SaleCondition SalePrice
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0 1 60 RL ... WD Normal 208500
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1 2 20 RL ... WD Normal 181500
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2 3 60 RL ... WD Normal 223500
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3 4 70 RL ... WD Abnorml 140000
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4 5 60 RL ... WD Normal 250000
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[5 rows x 81 columns]
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numeric_columns 36 ['LotFrontage', 'LotArea', 'OverallQual', 'OverallCond', 'YearBuilt', 'YearRemodAdd', 'MasVnrArea', 'BsmtFinSF1', 'BsmtFinSF2', 'BsmtUnfSF', 'TotalBsmtSF', '1stFlrSF', '2ndFlrSF', 'LowQualFinSF', 'GrLivArea', 'BsmtFullBath', 'BsmtHalfBath', 'FullBath', 'HalfBath', 'BedroomAbvGr', 'KitchenAbvGr', 'TotRmsAbvGrd', 'Fireplaces', 'GarageYrBlt', 'GarageCars', 'GarageArea', 'WoodDeckSF', 'OpenPorchSF', 'EnclosedPorch', '3SsnPorch', 'ScreenPorch', 'PoolArea', 'MiscVal', 'MoSold', 'YrSold', 'SalePrice']
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(1460, 36)
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LotFrontage LotArea OverallQual ... MoSold YrSold SalePrice
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0 65.0 8450 7 ... 2 2008 208500
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1 80.0 9600 6 ... 5 2007 181500
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2 68.0 11250 7 ... 9 2008 223500
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3 60.0 9550 7 ... 2 2006 140000
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4 84.0 14260 8 ... 12 2008 250000
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依次统计每列缺失值元素个数:
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36 [259, 0, 0, 0, 0, 0, 8, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 81, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
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Missing_data_Per_dict_0: (33, 0.9167, {'LotArea': 0.0, 'OverallQual': 0.0, 'OverallCond': 0.0, 'YearBuilt': 0.0, 'YearRemodAdd': 0.0, 'BsmtFinSF1': 0.0, 'BsmtFinSF2': 0.0, 'BsmtUnfSF': 0.0, 'TotalBsmtSF': 0.0, '1stFlrSF': 0.0, '2ndFlrSF': 0.0, 'LowQualFinSF': 0.0, 'GrLivArea': 0.0, 'BsmtFullBath': 0.0, 'BsmtHalfBath': 0.0, 'FullBath': 0.0, 'HalfBath': 0.0, 'BedroomAbvGr': 0.0, 'KitchenAbvGr': 0.0, 'TotRmsAbvGrd': 0.0, 'Fireplaces': 0.0, 'GarageCars': 0.0, 'GarageArea': 0.0, 'WoodDeckSF': 0.0, 'OpenPorchSF': 0.0, 'EnclosedPorch': 0.0, '3SsnPorch': 0.0, 'ScreenPorch': 0.0, 'PoolArea': 0.0, 'MiscVal': 0.0, 'MoSold': 0.0, 'YrSold': 0.0, 'SalePrice': 0.0})
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Missing_data_Per_dict_Not0: (3, 0.0833, {'LotFrontage': 0.177397, 'MasVnrArea': 0.005479, 'GarageYrBlt': 0.055479})
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Missing_data_Per_dict_under01: (2, 0.0556, {'MasVnrArea': 0.005479, 'GarageYrBlt': 0.055479})
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依次计算每列缺失值元素占比: {'LotFrontage': 0.177397, 'MasVnrArea': 0.005479, 'GarageYrBlt': 0.055479}
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data_Missing_dict {'LotFrontage': 0.1773972602739726, 'LotArea': 0.0, 'OverallQual': 0.0, 'OverallCond': 0.0, 'YearBuilt': 0.0, 'YearRemodAdd': 0.0, 'MasVnrArea': 0.005479452054794521, 'BsmtFinSF1': 0.0, 'BsmtFinSF2': 0.0, 'BsmtUnfSF': 0.0, 'TotalBsmtSF': 0.0, '1stFlrSF': 0.0, '2ndFlrSF': 0.0, 'LowQualFinSF': 0.0, 'GrLivArea': 0.0, 'BsmtFullBath': 0.0, 'BsmtHalfBath': 0.0, 'FullBath': 0.0, 'HalfBath': 0.0, 'BedroomAbvGr': 0.0, 'KitchenAbvGr': 0.0, 'TotRmsAbvGrd': 0.0, 'Fireplaces': 0.0, 'GarageYrBlt': 0.05547945205479452, 'GarageCars': 0.0, 'GarageArea': 0.0, 'WoodDeckSF': 0.0, 'OpenPorchSF': 0.0, 'EnclosedPorch': 0.0, '3SsnPorch': 0.0, 'ScreenPorch': 0.0, 'PoolArea': 0.0, 'MiscVal': 0.0, 'MoSold': 0.0, 'YrSold': 0.0, 'SalePrice': 0.0}
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after dropna (1121, 36)
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<class 'numpy.ndarray'>
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LotFrontage LotArea OverallQual ... MiscVal MoSold YrSold
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0 -0.233570 -0.205885 0.570704 ... -0.141407 -1.615345 0.153084
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1 0.384834 -0.064358 -0.153825 ... -0.141407 -0.498715 -0.596291
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2 -0.109889 0.138702 0.570704 ... -0.141407 0.990125 0.153084
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3 -0.439705 -0.070512 0.570704 ... -0.141407 -1.615345 -1.345665
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4 0.549742 0.509132 1.295234 ... -0.141407 2.106755 0.153084
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... ... ... ... ... ... ... ...
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1116 -0.357251 -0.271480 -0.153825 ... -0.141407 0.617915 -0.596291
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1117 0.590968 0.375605 -0.153825 ... -0.141407 -1.615345 1.651832
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1118 -0.192343 -0.133030 0.570704 ... 14.947388 -0.498715 1.651832
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1119 -0.109889 -0.049960 -0.878355 ... -0.141407 -0.870925 1.651832
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1120 0.178699 -0.022885 -0.878355 ... -0.141407 -0.126505 0.153084
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[1121 rows x 35 columns]
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前10个主成分解释了数据中63.80%的变化
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经过PCA后,进行第一层主成分分析-------------------------------------
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[(0.16970682313415306, 'LotFrontage'), (0.1211669980146095, 'LotArea'), (0.3008665261375608, 'OverallQual'), (-0.1017783758120348, 'OverallCond'), (0.23754113423286216, 'YearBuilt'), (0.21067267847804322, 'YearRemodAdd'), (0.19125461510335365, 'MasVnrArea'), (0.14136511574315347, 'BsmtFinSF1'), (-0.013552848692716916, 'BsmtFinSF2'), (0.11439764110410199, 'BsmtUnfSF'), (0.259354275741638, 'TotalBsmtSF'), (0.2591780447881022, '1stFlrSF'), (0.11504305093601253, '2ndFlrSF'), (0.004231304806602964, 'LowQualFinSF'), (0.2877802164879641, 'GrLivArea'), (0.08317879411803167, 'BsmtFullBath'), (-0.02114280846249704, 'BsmtHalfBath'), (0.25499633884283257, 'FullBath'), (0.11080279874459822, 'HalfBath'), (0.1017767099777179, 'BedroomAbvGr'), (-0.01012145139988125, 'KitchenAbvGr'), (0.23572236584667458, 'TotRmsAbvGrd'), (0.17611466785004926, 'Fireplaces'), (0.23726651555979883, 'GarageYrBlt'), (0.2831568046802727, 'GarageCars'), (0.279827792756442, 'GarageArea'), (0.13036585867815073, 'WoodDeckSF'), (0.16664693092097654, 'OpenPorchSF'), (-0.08602539908222213, 'EnclosedPorch'), (0.010532579475601184, '3SsnPorch'), (0.02556170369869493, 'ScreenPorch'), (0.06246570190310543, 'PoolArea'), (-0.015493399959318557, 'MiscVal'), (0.028399126033275164, 'MoSold'), (-0.011129722622237775, 'YrSold')]
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[(0.3008665261375608, 'OverallQual'), (0.2877802164879641, 'GrLivArea'), (0.2831568046802727, 'GarageCars'), (0.279827792756442, 'GarageArea'), (0.259354275741638, 'TotalBsmtSF'), (0.2591780447881022, '1stFlrSF'), (0.25499633884283257, 'FullBath'), (0.23754113423286216, 'YearBuilt'), (0.23726651555979883, 'GarageYrBlt'), (0.23572236584667458, 'TotRmsAbvGrd'), (0.21067267847804322, 'YearRemodAdd'), (0.19125461510335365, 'MasVnrArea'), (0.17611466785004926, 'Fireplaces'), (0.16970682313415306, 'LotFrontage'), (0.16664693092097654, 'OpenPorchSF'), (0.14136511574315347, 'BsmtFinSF1'), (0.13036585867815073, 'WoodDeckSF'), (0.1211669980146095, 'LotArea'), (0.11504305093601253, '2ndFlrSF'), (0.11439764110410199, 'BsmtUnfSF'), (0.11080279874459822, 'HalfBath'), (0.1017767099777179, 'BedroomAbvGr'), (0.08317879411803167, 'BsmtFullBath'), (0.06246570190310543, 'PoolArea'), (0.028399126033275164, 'MoSold'), (0.02556170369869493, 'ScreenPorch'), (0.010532579475601184, '3SsnPorch'), (0.004231304806602964, 'LowQualFinSF'), (-0.01012145139988125, 'KitchenAbvGr'), (-0.011129722622237775, 'YrSold'), (-0.013552848692716916, 'BsmtFinSF2'), (-0.015493399959318557, 'MiscVal'), (-0.02114280846249704, 'BsmtHalfBath'), (-0.08602539908222213, 'EnclosedPorch'), (-0.1017783758120348, 'OverallCond')]
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经过PCA后,进行第二层主成分分析-------------------------------------
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[(0.037140668512444255, 'LotFrontage'), (0.005762269875424171, 'LotArea'), (-0.02265545744738413, 'OverallQual'), (0.06797580738610676, 'OverallCond'), (-0.22034458100877843, 'YearBuilt'), (-0.11769773674122082, 'YearRemodAdd'), (-0.02330741979867707, 'MasVnrArea'), (-0.26830830083400875, 'BsmtFinSF1'), (-0.06776753790369254, 'BsmtFinSF2'), (0.10349973537774373, 'BsmtUnfSF'), (-0.2014230745261159, 'TotalBsmtSF'), (-0.14501101153644946, '1stFlrSF'), (0.43960496790131565, '2ndFlrSF'), (0.11932040000909688, 'LowQualFinSF'), (0.2706724094458561, 'GrLivArea'), (-0.2741406761479087, 'BsmtFullBath'), (-0.001880261013674545, 'BsmtHalfBath'), (0.12608264523927462, 'FullBath'), (0.23358978781221817, 'HalfBath'), (0.3864399252645517, 'BedroomAbvGr'), (0.12179545892853964, 'KitchenAbvGr'), (0.3371810668951179, 'TotRmsAbvGrd'), (0.06581774146310777, 'Fireplaces'), (-0.1834261688794573, 'GarageYrBlt'), (-0.04640661259007604, 'GarageCars'), (-0.08613653500685643, 'GarageArea'), (-0.047991361825782064, 'WoodDeckSF'), (0.03130768246434415, 'OpenPorchSF'), (0.13376424222015906, 'EnclosedPorch'), (-0.02564456693744644, '3SsnPorch'), (0.04211790221668751, 'ScreenPorch'), (0.03032238859229474, 'PoolArea'), (0.04968459727862472, 'MiscVal'), (0.02754218343139985, 'MoSold'), (-0.04555808126996797, 'YrSold')]
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[(0.43960496790131565, '2ndFlrSF'), (0.3864399252645517, 'BedroomAbvGr'), (0.3371810668951179, 'TotRmsAbvGrd'), (0.2706724094458561, 'GrLivArea'), (0.23358978781221817, 'HalfBath'), (0.13376424222015906, 'EnclosedPorch'), (0.12608264523927462, 'FullBath'), (0.12179545892853964, 'KitchenAbvGr'), (0.11932040000909688, 'LowQualFinSF'), (0.10349973537774373, 'BsmtUnfSF'), (0.06797580738610676, 'OverallCond'), (0.06581774146310777, 'Fireplaces'), (0.04968459727862472, 'MiscVal'), (0.04211790221668751, 'ScreenPorch'), (0.037140668512444255, 'LotFrontage'), (0.03130768246434415, 'OpenPorchSF'), (0.03032238859229474, 'PoolArea'), (0.02754218343139985, 'MoSold'), (0.005762269875424171, 'LotArea'), (-0.001880261013674545, 'BsmtHalfBath'), (-0.02265545744738413, 'OverallQual'), (-0.02330741979867707, 'MasVnrArea'), (-0.02564456693744644, '3SsnPorch'), (-0.04555808126996797, 'YrSold'), (-0.04640661259007604, 'GarageCars'), (-0.047991361825782064, 'WoodDeckSF'), (-0.06776753790369254, 'BsmtFinSF2'), (-0.08613653500685643, 'GarageArea'), (-0.11769773674122082, 'YearRemodAdd'), (-0.14501101153644946, '1stFlrSF'), (-0.1834261688794573, 'GarageYrBlt'), (-0.2014230745261159, 'TotalBsmtSF'), (-0.22034458100877843, 'YearBuilt'), (-0.26830830083400875, 'BsmtFinSF1'), (-0.2741406761479087, 'BsmtFullBath')]
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不进行PCA的线性回归的MSE是1644140595.6636596
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前10个PCA主成分进行线性回归的MSE是1836601962.4751632
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[1e-10, 1e-09, 1e-08, 1e-07, 1e-06, 1e-05, 0.0001, 0.001, 0.01, 0.1]
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[1642818822.3530025, 1642818822.3529558, 1642818822.3524888, 1642818822.3471866, 1642818822.3005185, 1642818821.7415214, 1642818817.1179569, 1642818756.7038794, 1642818283.0732899, 1642813588.5752773]
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[1e-10, 1e-09, 1e-08, 1e-07, 1e-06, 1e-05, 0.0001, 0.001, 0.01, 0.1]
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[1836601962.4751682, 1836601962.4752123, 1836601962.475657, 1836601962.480097, 1836601962.5245085, 1836601962.9652405, 1836601967.4063494, 1836602011.8174434, 1836602455.9288514, 1836606882.1034737]
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核心代码
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PCA
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class TruncatedSVD Found at: sklearn.decomposition._truncated_svd
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class TruncatedSVD(TransformerMixin, BaseEstimator):
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"""Dimensionality reduction using truncated SVD (aka LSA).
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This transformer performs linear dimensionality reduction by means of
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truncated singular value decomposition (SVD). Contrary to PCA, this
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estimator does not center the data before computing the singular value
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decomposition. This means it can work with sparse matrices
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efficiently.
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In particular, truncated SVD works on term count/tf-idf matrices as
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returned by the vectorizers in :mod:`sklearn.feature_extraction.text`. In
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that context, it is known as latent semantic analysis (LSA).
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This estimator supports two algorithms: a fast randomized SVD solver,
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and
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a "naive" algorithm that uses ARPACK as an eigensolver on `X * X.T` or
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`X.T * X`, whichever is more efficient.
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LinearRegression
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class LinearRegression Found at: sklearn.linear_model._base
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class LinearRegression(MultiOutputMixin, RegressorMixin, LinearModel):
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"""
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Ordinary least squares Linear Regression.
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LinearRegression fits a linear model with coefficients w = (w1, ..., wp)
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to minimize the residual sum of squares between the observed targets in
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the dataset, and the targets predicted by the linear approximation.
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Lasso
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class Lasso Found at: sklearn.linear_model._coordinate_descent
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class Lasso(ElasticNet):
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"""Linear Model trained with L1 prior as regularizer (aka the Lasso)
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The optimization objective for Lasso is::
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(1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1
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Technically the Lasso model is optimizing the same objective function as
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the Elastic Net with ``l1_ratio=1.0`` (no L2 penalty).
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Read more in the :ref:`User Guide <lasso>`.
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文章来源: yunyaniu.blog.csdn.net,作者:一个处女座的程序猿,版权归原作者所有,如需转载,请联系作者。
原文链接:yunyaniu.blog.csdn.net/article/details/110150258
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