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Regression krigingΒΆ
An example of regression kriging
Out:
========================================
regression model: SVR
Finished learning regression model
Finished kriging residuals
Regression Score: -0.03405385545698292
RK score: 0.6706182225388981
========================================
regression model: RandomForestRegressor
Finished learning regression model
Finished kriging residuals
Regression Score: 0.7033047459432076
RK score: 0.7412602330513829
========================================
regression model: LinearRegression
Finished learning regression model
Finished kriging residuals
Regression Score: 0.5277968398381674
RK score: 0.6036605153133717
import sys
from sklearn.svm import SVR
from sklearn.ensemble import RandomForestRegressor
from sklearn.linear_model import LinearRegression
from sklearn.datasets import fetch_california_housing
from sklearn.model_selection import train_test_split
from pykrige.rk import RegressionKriging
svr_model = SVR(C=0.1, gamma="auto")
rf_model = RandomForestRegressor(n_estimators=100)
lr_model = LinearRegression(normalize=True, copy_X=True, fit_intercept=False)
models = [svr_model, rf_model, lr_model]
try:
housing = fetch_california_housing()
except PermissionError:
# this dataset can occasionally fail to download on Windows
sys.exit(0)
# take the first 5000 as Kriging is memory intensive
p = housing["data"][:5000, :-2]
x = housing["data"][:5000, -2:]
target = housing["target"][:5000]
p_train, p_test, x_train, x_test, target_train, target_test = train_test_split(
p, x, target, test_size=0.3, random_state=42
)
for m in models:
print("=" * 40)
print("regression model:", m.__class__.__name__)
m_rk = RegressionKriging(regression_model=m, n_closest_points=10)
m_rk.fit(p_train, x_train, target_train)
print("Regression Score: ", m_rk.regression_model.score(p_test, target_test))
print("RK score: ", m_rk.score(p_test, x_test, target_test))
Total running time of the script: ( 0 minutes 7.354 seconds)