Created
December 11, 2023 21:06
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FINALMENTEEEEEEEEEEEEEEEEEE!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
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features = np.array([X**i for i in range(1, 11)]).T | |
best_rss_set = [] | |
best_features_idx = [] | |
best_cp = np.inf | |
best_model_features = [] | |
# rever | |
full_model = LinearRegression().fit(features, Y) | |
sigma_hat_squared = mean_squared_error(Y, full_model.predict(features)) | |
features_idx = [i for i in range(features.shape[1])] | |
while features_idx: | |
best_rss = None | |
best_idx = None | |
for feature_idx in features_idx: | |
features_set = features[:, best_features_idx + [feature_idx]] | |
model = LinearRegression().fit(features_set,Y) | |
y_pred = model.predict(features_set) | |
Rss = np.sum((Y - y_pred)**2) | |
if best_rss is None or Rss < best_rss: | |
best_rss = Rss | |
best_idx = feature_idx | |
best_rss_set.append(best_rss) | |
best_features_idx.append(best_idx) | |
features_idx.remove(best_idx) | |
p = len(best_features_idx) + 1 | |
# rever como é o cálculo do c_p statistics que o livro pede | |
c_p = (best_rss / sigma_hat_squared) - (n - 2 * p) | |
if c_p < best_cp: | |
best_cp = c_p | |
best_model_features = list(best_features_idx) | |
final_model = LinearRegression().fit(features[:, best_features_idx], Y) | |
coefficients = final_model.coef_ | |
print(f'O c_p statistics de {best_features_idx} é {c_p}') | |
print(f'\nO modelo selecionado de acordo com o c_p statistics é:{best_model_features}, e os coeficientes são: {coefficients}') |
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