用sklearn在股票价格数据 做线性回归, 但数据normalization后,出来MSE的结果全部为0。别人说是模型出错了, 但奈何自己是python新手,请求各位帮忙指出其中原因,感谢感谢!!!!
数据是这样子的:
这是不加normalization的,
from sklearn.linear_model import LinearRegression
from sklearn import cross_validation
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import Normalizer
LinearRegression=LinearRegression()
scores = cross_validation.cross_val_score(LinearRegression, X_stock1_train, y_stock1_train, scoring='neg_mean_squared_error', cv=10)
print (-scores)
print ('Average score for Linear Regression:', np.mean(scores))
结果看起来还算正常:
[ 0.03666889 0.05985924 0.05718805 0.04757506 0.05605501 0.05602068
0.04308263 0.05089644 0.0489978 0.0384472 ]
Average score for Linear Regression: -0.0494790998005
##分割线##
normalization处理过的:
from sklearn.linear_model import LinearRegression
from sklearn import cross_validation
transformer=Normalizer().fit(X_stock1_train, y_stock1_train)
X_stock1_train=transformer.transform(X_stock1_train)
y_stock1_train=transformer.transform(y_stock1_train)
LinearRegression=LinearRegression()
scores = cross_validation.cross_val_score(LinearRegression, X_stock1_train, y_stock1_train, scoring='neg_mean_squared_error', cv=10)
print (-scores)
print ('Average score for Linear Regression:', np.mean(scores))
结果:
[ 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.]
Average score for Linear Regression: 0.0
别人说是模型出错了, 但奈何自己是python新手,请求各位帮忙指出其中原因,感谢感谢!!!