44
55# Ridge Regression function
66# reference : https://en.wikipedia.org/wiki/Ridge_regression
7- def ridge_cost_function (X : np .ndarray , y : np .ndarray , theta : np .ndarray , alpha : float ) -> float :
7+ def ridge_cost_function (x : np .ndarray , y : np .ndarray , theta : np .ndarray , alpha : float ) -> float :
88 """
99 Compute the Ridge regression cost function with L2 regularization.
1010
11- J(θ) = (1/2m) * Σ (y_i - hθ(x))^2 + (α /2) * Σ θ_j^2 (for j=1 to n)
11+ J(θ) = (1/2m) * Σ (y_i - hθ(x))^2 + (a /2) * Σ θ_j^2 (for j=1 to n)
1212
1313 Where:
1414 - J(θ) is the cost function we aim to minimize
1515 - m is the number of training examples
1616 - hθ(x) = X * θ (prediction)
1717 - y_i is the actual target value for example i
18- - α is the regularization parameter
18+ - a is the regularization parameter
1919
2020 @param X: The feature matrix (m x n)
2121 @param y: The target vector (m,)
@@ -26,10 +26,11 @@ def ridge_cost_function(X: np.ndarray, y: np.ndarray, theta: np.ndarray, alpha:
2626 """
2727 m = len (y )
2828 predictions = np .dot (X , theta )
29- cost = (1 / (2 * m )) * np .sum ((predictions - y ) ** 2 ) + (alpha / 2 ) * np .sum (theta [1 :] ** 2 )
29+ cost = (1 / (2 * m )) * np .sum ((predictions - y ) ** 2 )
30+ cost += (alpha / 2 ) * np .sum (theta [1 :] ** 2 )
3031 return cost
3132
32- def ridge_gradient_descent (X : np .ndarray , y : np .ndarray , theta : np .ndarray , alpha : float , learning_rate : float , max_iterations : int ) -> np .ndarray :
33+ def ridge_gradient_descent (x : np .ndarray , y : np .ndarray , theta : np .ndarray , alpha : float , learning_rate : float , max_iterations : int ) -> np .ndarray :
3334 """
3435 Perform gradient descent to minimize the cost function and fit the Ridge regression model.
3536
@@ -63,6 +64,7 @@ def ridge_gradient_descent(X: np.ndarray, y: np.ndarray, theta: np.ndarray, alph
6364
6465if __name__ == "__main__" :
6566 import doctest
67+ doctest .testmod ()
6668
6769 # Load California Housing dataset
6870 california_housing = datasets .fetch_california_housing ()
@@ -97,4 +99,5 @@ def predict(X, theta):
9799 plt .ylabel ("Predicted values" )
98100 plt .title ("Ridge Regression: Actual vs Predicted Values" )
99101 plt .legend ()
102+ #plots on a graph
100103 plt .show ()
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