5.4:动手实现线性回归

线性回归python实现代码如下：

#encoding=utf8
import numpy as np

def lr(train_feature,train_label,test_feature):
    '''
    input:
        train_feature(ndarray):训练样本特征
        train_label(ndarray):训练样本标签
        test_feature(ndarray):测试样本特征
    output:
        predict(ndarray):测试样本预测标签
    '''
    #将x0=1加入训练数据
    train_x = np.hstack([np.ones((len(train_feature),1)),train_feature])
    #使用正规方程解求得参数
    theta =np.linalg.inv(train_x.T.dot(train_x)).dot(train_x.T).dot(train_label)
    #将x0=1加入测试数据
    test_x = np.hstack([np.ones((len(test_feature),1)),test_feature])
    #求得测试集预测标签    
    predict = test_x.dot(theta)
    return predict