p_splines.py 文件源码

def fit(self, values, targets, penalty=0.0):
        self._knots = _get_percentiles(values, num_percentiles=self.num_percentiles)
        self.basis_matrix = _get_basis_vector(values, self._knots)

        X = np.vstack((self.basis_matrix, np.sqrt(penalty) * self._penalty_matrix()))
        y = np.asarray(targets + np.zeros((self.num_percentiles + 2, 1)).flatten().tolist())

        self.spline = sm.OLS(y, X).fit()
        return self