java回歸中的殘差平方和的均值

2019-11-11 06:57:42

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以下，是我在寫一個算法時中的一小部分，程序給了一個簡單的算例。

計(jì)算殘差平方和的均值。以下是殘差平方和公式。這里寫圖片描述

package sampling.method;import java.util.HashMap;import java.util.Map;import org.apache.commons.math3.linear.Array2DRowRealMatrix;import org.apache.commons.math3.linear.RealMatrix;public class Test { public static void main(String[] args) { Map<Integer,RealMatrix > ymatrix=new HashMap<Integer,RealMatrix >(); double[][] y1={{1,2,3,4}}; RealMatrix y1matrix = new Array2DRowRealMatrix(y1); double[][] y2={{2,3,3,5,7}}; RealMatrix y2matrix = new Array2DRowRealMatrix(y2); //這里的1和2分別表示類別 ymatrix.put(1, y1matrix); ymatrix.put(2, y2matrix); // Map<Integer,RealMatrix > xMatrixList=new HashMap<Integer,RealMatrix >(); double[][] x1={{1,2},{3,4},{2,4},{2,4}}; double[][] x2={{1,2},{3,4},{0,0},{5,4},{2,6}}; RealMatrix x1mat = new Array2DRowRealMatrix(x1); RealMatrix x2mat = new Array2DRowRealMatrix(x2); xMatrixList.put(1, x1mat); xMatrixList.put(2, x2mat); // Map<Integer,RealMatrix > wMatrixList=new HashMap<Integer,RealMatrix >(); double[][] w1={{1,2}}; double[][] w2={{2,3}}; RealMatrix w1mat = new Array2DRowRealMatrix(w1); RealMatrix w2mat = new Array2DRowRealMatrix(w2); wMatrixList.put(1, w1mat); wMatrixList.put(2, w2mat); double sum=0.0; int dimension=0; for( int itemnumber : ymatrix.keySet() ){ RealMatrix yscore=ymatrix.get(itemnumber) ; dimension+=yscore.getColumnDimension(); RealMatrix wxscore=wMatrixList.get(itemnumber).multiply(xMatrixList.get(itemnumber).transpose()) ; RealMatrix ysbuwxscore =yscore.add(wxscore.scalarMultiply(-1.0)); System.out.PRintln(yscore.add(wxscore.scalarMultiply(-1.0))); System.out.println(ysbuwxscore.multiply(ysbuwxscore.transpose())); sum+=sumarray(ysbuwxscore.multiply(ysbuwxscore.transpose())); } System.out.println("殘差平方和均值為："+sum/dimension); } private static double sumarray(RealMatrix a){ double[][] arr=a.getData(); double sum = 0.0; for (int i = 0; i < arr.length; i++) { for (int j = 0; j < arr[i].length; j++) { sum += arr[i][j]; } } return sum; }}

這里寫圖片描述