最近熟练使用Python/scipy curve_fit进行线性回归。但是,对于高阶多项式,我的数据有时会过拟合。
如何添加正则化以减少过度拟合?
请您参考如下方法:
我想知道是否lasso penalization适合你:
# the high order items can be integrated into X (such as x1^2,x1*x2), and change it into a linear regression problem again
lasso.fit(X, y)
# the selection range of lambda can be determined by yourself.
LassoCV(lambda=array([ 2, 1,9, ..., 0.2 , 0.1]),
copy_X=True, cv=None, eps=0.001, fit_intercept=True, max_iter=1000,
n_alphas=100, normalize=False, precompute=’auto’, tol=0.0001,
verbose=False)
应该在交叉验证期间选择最佳 lambda。
