ch10-scikit-linear_reg-RANSAC.py

import pandas as pd
import matplotlib.pyplot as plt

def lin_regplot(X, y, model):
    plt.scatter(X, y, c='blue')
    plt.plot(X, model.predict(X), color='red')
    return None

df = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases/housing/housing.data', header=None, sep='\s+')
df.columns = ['CRIM', 'ZN', 'INDUS', 'CHAS',
              'NOX', 'RM', 'AGE', 'DIS', 'RAD',
              'TAX', 'PTRATIO', 'B', 'LSTAT', 'MEDV']

X = df[['RM']].values
y = df['MEDV'].values
from sklearn.preprocessing import StandardScaler
sc_x = StandardScaler()
sc_y = StandardScaler()
X_std = sc_x.fit_transform(X)
y_std = sc_y.fit_transform(y)

from sklearn.linear_model import LinearRegression
from sklearn.linear_model import RANSACRegressor
import numpy as np

ransac = RANSACRegressor(LinearRegression(),
            max_trials=100,
            min_samples=50,
            residual_metric=lambda x: np.sum(np.abs(x), axis=1),
            residual_threshold=5.0,
            random_state=0)

ransac.fit(X, y)

inlier_mask = ransac.inlier_mask_
outlier_mask = np.logical_not(inlier_mask)
line_X = np.arange(3, 10, 1)
line_y_ransac = ransac.predict(line_X[:, np.newaxis])

plt.scatter(X[inlier_mask], y[inlier_mask], c='blue', marker='o', label='Inliers')
plt.scatter(X[outlier_mask], y[outlier_mask], c='lightgreen', marker='s', label='Outliers')
plt.plot(line_X, line_y_ransac, color='red')
plt.xlabel('Average number of rooms [RM]')
plt.ylabel('Price in $1000\'s [MEDV]')
plt.legend(loc='upper left')
plt.show()

print('Slope: %.3f' % ransac.estimator_.coef_[0])
print('Intercept: %.3f' % ransac.estimator_.intercept_)





from sklearn.cross_validation import train_test_split
X = df.iloc[:, :-1].values
y = df['MEDV'].values
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=0)
slr = LinearRegression()
slr.fit(X_train, y_train)
y_train_pred = slr.predict(X_train)
y_test_pred = slr.predict(X_test)

plt.scatter(y_train_pred, y_train_pred - y_train, c='blue', marker='o', label='Training data')
plt.scatter(y_test_pred,  y_test_pred - y_test, c='lightgreen', marker='s', label='Test data')
plt.xlabel('Predicted values')
plt.ylabel('Residuals')
plt.legend(loc='upper left')
plt.hlines(y=0, xmin=-10, xmax=50, lw=2, color='red')
plt.xlim([-10, 50])
plt.show()

from sklearn.metrics import mean_squared_error
print('MSE train: %.3f, test: %.3f' % (
        mean_squared_error(y_train, y_train_pred),
        mean_squared_error(y_test, y_test_pred)))

from sklearn.metrics import r2_score
print('R^2 train: %.3f, test: %.3f' %
       (r2_score(y_train, y_train_pred),
       r2_score(y_test, y_test_pred)))