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#!/usr/bin/env python
"""
========================
Polynomial interpolation
========================
This example demonstrates how to approximate a function with a polynomial of
degree n_degree by using ridge regression. Concretely, from n_samples 1d
points, it suffices to build the Vandermonde matrix, which is n_samples x
n_degree+1 and has the following form:
[[1, x_1, x_1 ** 2, x_1 ** 3, ...],
[1, x_2, x_2 ** 2, x_2 ** 3, ...],
...]
Intuitively, this matrix can be interpreted as a matrix of pseudo features (the
points raised to some power). The matrix is akin to (but different from) the
matrix induced by a polynomial kernel.
This example shows that you can do non-linear regression with a linear model,
by manually adding non-linear features. Kernel methods extend this idea and can
induce very high (even infinite) dimensional feature spaces.
"""
print __doc__
# Author: Mathieu Blondel
# License: BSD Style.
import numpy as np
import pylab as pl
from sklearn.linear_model import Ridge
def f(x):
""" function to approximate by polynomial interpolation"""
return x * np.sin(x)
# generate points used to plot
x_plot = np.linspace(0, 10, 100)
# generate points and keep a subset of them
x = np.linspace(0, 10, 100)
rng = np.random.RandomState(0)
rng.shuffle(x)
x = np.sort(x[:20])
y = f(x)
pl.plot(x_plot, f(x_plot), label="ground truth")
pl.scatter(x, y, label="training points")
for degree in [3, 4, 5]:
ridge = Ridge()
ridge.fit(np.vander(x, degree + 1), y)
pl.plot(x_plot, ridge.predict(np.vander(x_plot, degree + 1)),
label="degree %d" % degree)
pl.legend(loc='lower left')
pl.show()
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