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发表于 2023-8-24 14:02:47
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下面是一个使用Python实现偏最小二乘法(Partial Least Squares, PLS)的示例代码:
- import numpy as np
- def pls_regression(X, Y, n_components):
- n_samples = X.shape[0]
- n_features = X.shape[1]
- n_targets = Y.shape[1]
- # 初始化结果矩阵
- W = np.zeros((n_features, n_components))
- T = np.zeros((n_samples, n_components))
- P = np.zeros((n_features, n_components))
- Q = np.zeros((n_targets, n_components))
- B = np.zeros((n_features, n_targets))
- # 中心化X和Y
- Xc = X - np.mean(X, axis=0)
- Yc = Y - np.mean(Y, axis=0)
- for i in range(n_components):
- # 计算回归系数W
- w = np.dot(Xc.T, Yc) / np.linalg.norm(np.dot(Xc.T, Yc))
- t = np.dot(Xc, w)
- p = np.dot(Xc.T, t) / np.dot(t.T, t)
- q = np.dot(Yc.T, t) / np.dot(t.T, t)
- # 更新X和Y
- Xc = Xc - np.dot(t, p.T)
- Yc = Yc - np.dot(t, q.T)
- # 保存结果
- W[:, i] = w.flatten()
- T[:, i] = t.flatten()
- P[:, i] = p.flatten()
- Q[:, i] = q.flatten()
- # 计算回归系数B
- B = np.dot(np.dot(P, np.linalg.inv(np.dot(P.T, P))), Q.T)
- return W, T, P, Q, B
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使用示例:
- # 构造示例数据
- X = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
- Y = np.array([[10, 11], [12, 13], [14, 15]])
- # 执行偏最小二乘法
- n_components = 2
- W, T, P, Q, B = pls_regression(X, Y, n_components)
- # 输出结果
- print("W:")
- print(W)
- print("T:")
- print(T)
- print("P:")
- print(P)
- print("Q:")
- print(Q)
- print("B:")
- print(B)
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请注意,上述代码是一个简化的PLS实现,可能与某些具体问题的PLS实现有所不同。您可以根据自己的需求进行修改和扩展。
如果问题已经解决,请设置最佳答案 |
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