Source code for nzpyida.analytics.predictive.linear_regression

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
#-----------------------------------------------------------------------------
# Copyright (c) 2023, IBM Corp.
# All rights reserved.
#
# Distributed under the terms of the BSD Simplified License.
#
# The full license is in the LICENSE file, distributed with this software.
#-----------------------------------------------------------------------------
"""
Linear regression is a simple but very useful and commonly applied approach
to the regression task, even though it only performs direct modeling of
linear relationships. It is the thing that limits its applicability, a linear
model representation, that makes it fast, efficient, and easy to use (compared
to more refined regression algorithms).
"""
from typing import List
from nzpyida.frame import IdaDataFrame
from nzpyida.base import IdaDataBase
from nzpyida.analytics.predictive.regression import Regression
from nzpyida.analytics.utils import q


[docs] class LinearRegression(Regression): """ Linear regression predictive model. """ def __init__(self, idadb: IdaDataBase, model_name: str): """ Creates the regressor class. Parameters ---------- idada : IdaDataBase database connector model_name : str model name - if it exists in the database, it will be used, otherwise it must be trained using fit() function before prediction or scoring is called. """ super().__init__(idadb, model_name) self.fit_proc = 'LINEAR_REGRESSION' self.predict_proc = 'PREDICT_LINEAR_REGRESSION'
[docs] def fit(self, in_df: IdaDataFrame, target_column: str, id_column: str=None, in_columns: List[str]=None, nominal_colums: str=None, col_def_type: str=None, col_def_role: str=None, col_properties_table: str=None, use_svd_solver: bool=False, intercept: bool=True, calculate_diagnostics: bool=False): """ Creates a linear regression model based on provided data and store it in a database. Parameters ---------- in_df : IdaDataFrame the input data frame target_column : str the input table column representing the prediction target, definition of multitargets can be processed by 'incolumn' parameter and column properties. id_column : str, optional the input table column identifying a unique instance id - if skipped, the input data frame indexer must be set and will be used as an instance id nominal_colums : str, optional the input table nominal columns, if any, separated by a semi-colon (;). Parameter 'nominalCols' is deprecated please use 'incolumn' intead. in_columns : List[str], optional the list of input table columns with special properties. Each column is followed by one or several of the following properties: its type: ':nom' (for nominal), ':cont' (for continuous). Per default, all numerical types are con-tinuous, other types are nominal. its role: ':id', ':target', ':input', ':ignore'. (Remark: ':objweight' is unsupported, i.e. ':objweight' same as ':ignore'). (Remark: ':colweight(<wgt>)' is unsupported, i.e. ':colweight(<wgt>)' same as ':colweight(1)' same as ':input'). If the parameter is undefined, all columns of the input table have default properties. col_def_type : str, optional default type of the input table columns. Allowed values are 'nom' and 'cont'. If the parameter is undefined, all numeric columns are considered continuous, other columns nominal. col_def_role : str, optional default role of the input table columns. Allowed values are 'input' and 'ignore'. If the parameter is undefined, all columns are considered 'input' columns. col_properties_table : str, optional the input table where column properties for the input table columns are stored. The format of this table is the output format of stored procedure nza..COLUMN_PROPERTIES(). If the parameter is undefined, the input table column properties will be detected automatically. (Remark: colPropertiesTable with "COLROLE" column with value 'objweight' is unsupported, i.e. same as 'ignore') (Remark: colPropertiesTable with "COLWEIGHT" column with value '<wgt>' is unsup-ported, i.e. same as '1') use_svd_solver : bool, optional a flag indicating whether Singular Value Decomposition and matrix multiplication should be used for solving the matrix equation intercept : bool, optional flag indicating whether the model is built with or without an intercept value. The default has changed to true. calculate_diagnostics : bool, optional a flag indicating whether diagnostics information should be displayed """ params = { 'id': q(id_column), 'target': q(target_column), 'nominalCols': q(nominal_colums), 'incolumn': q(in_columns), 'coldeftype': col_def_type, 'coldefrole': col_def_role, 'colpropertiestable': col_properties_table, 'useSVDSolver': use_svd_solver, 'intercept': intercept, 'calculateDiagnostics': calculate_diagnostics } self._fit(in_df=in_df, params=params)