RidgeRegression.py 文件源码

def trainRidgeRegression(self,labels,vectors,verbose=False):   
        self.training_size = len(labels)

        c = len(labels)
        r = len(vectors[0])

        self.c = c
        self.r = r
        y = array(labels,'d')

        X = zeros((r,c),'d')
        for i in range(len(vectors)):
            X[:,i] = vectors[i]

        self.X = X

        kernel_matrix = zeros((c,c),'d')
        for i in range(c):
            kernel_matrix[:,i] = self.kernel(X,X[:,i:i+1])

        self.w = w = dot(y,inv(kernel_matrix + self.lam*eye(c)))