
#coding=utf-8
from numpy import *
def loadDataSet(fileName):
numFeat=len(open(fileName).readline().split('\t'))-1
dataMat=[];labelMat=[]
fr=open(fileName)
for line in fr.readlines():
lineArr=[]
currentLine=line.strip().split('\t')
for i in range(numFeat):
lineArr.append(float(currentLine[i]))
dataMat.append(lineArr)
labelMat.append(float(currentLine[-1]))
return dataMat,labelMat
def standRegres(xArr,yArr):
xMat=mat(xArr);yMat=mat(yArr).T
xTx=xMat.T*xMat
if linalg.det(xTx)==0.0:
print "This matrix is singular,cannot do inverse"
return
ws=xTx.I*(xMat.T*yMat)
return ws
def lwlr(testPoint,xArr,yArr,k=1.0):
xMat=mat(xArr);yMat=mat(yArr).T
m=shape(xMat)[0]
weights=mat(eye((m)))
for j in range(m):
diffMat=testPoint-xMat[j,:]
weights[j,j]=exp(diffMat*diffMat.T/(-2.0*k**2))
xTx=xMat.T*(weights*xMat)
if linalg.det(xTx)==0:
print "this matrix is singular,cannot do inverse"
return
ws=xTx.I*(xMat.T*(weights*yMat))
return testPoint*ws
def lwlrTest(testArr,xArr,yArr,k=1.0):
m=shape(testArr)[0]
yHat=zeros(m)
for i in range(m):
yHat[i]=lwlr(testArr[i],xArr,yArr,k)
return yHat
xArr,yArr=loadDataSet('ex0.txt')
# ws=standRegres(xArr,yArr)
# print ws
# xMat=mat(xArr)
# yMat=mat(yArr)
# yHat=xMat*ws
# import matplotlib.pyplot as plt
# fig=plt.figure()
# ax=fig.add_subplot(111)
# ax.scatter(xMat[:,1].flatten().A[0],yMat.T[:,0].flatten().A[0])
# xCopy=xMat.copy()
# xCopy.sort(0)
# yHat=xCopy*ws
# ax.plot(xCopy[:,1],yHat)
# plt.title("the best line")
# plt.show()
yHat=lwlrTest(xArr,xArr,yArr,0.01)
xMat=mat(xArr)
srtInd=xMat[:,1].argsort(0)
xSort=xMat[srtInd][:,0,:]
import matplotlib.pyplot as plt
fig=plt.figure()
ax=fig.add_subplot(111)
ax.plot(xSort[:,1],yHat[srtInd])
ax.scatter(xMat[:,1].flatten().A[0],mat(yArr).T.flatten().A[0],s=2,c='red')
plt.show()