`sklearn.linear_model`.LinearRegression¶

class sklearn.linear_model.LinearRegression(fit_intercept=True, normalize=False, copy_X=True, n_jobs=None)[source]¶

Ordinary least squares Linear Regression.

Parameters

fit_interceptboolean, optional, default True: whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).
normalizeboolean, optional, default False: This parameter is ignored when fit_intercept is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use sklearn.preprocessing.StandardScaler before calling fit on an estimator with normalize=False.
copy_Xboolean, optional, default True: If True, X will be copied; else, it may be overwritten.
n_jobsint or None, optional (default=None): The number of jobs to use for the computation. This will only provide speedup for n_targets > 1 and sufficient large problems. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

Attributes

coef_array, shape (n_features, ) or (n_targets, n_features): Estimated coefficients for the linear regression problem. If multiple targets are passed during the fit (y 2D), this is a 2D array of shape (n_targets, n_features), while if only one target is passed, this is a 1D array of length n_features.
rank_int: Rank of matrix X. Only available when X is dense.
singular_array, shape (min(X, y),): Singular values of X. Only available when X is dense.
intercept_float | array, shape = (n_targets,): Independent term in the linear model. Set to 0.0 if fit_intercept = False.

Notes

From the implementation point of view, this is just plain Ordinary Least Squares (scipy.linalg.lstsq) wrapped as a predictor object.

Examples

>>> import numpy as np
>>> from sklearn.linear_model import LinearRegression
>>> X = np.array([[1, 1], [1, 2], [2, 2], [2, 3]])
>>> # y = 1 * x_0 + 2 * x_1 + 3
>>> y = np.dot(X, np.array([1, 2])) + 3
>>> reg = LinearRegression().fit(X, y)
>>> reg.score(X, y)
1.0
>>> reg.coef_
array([1., 2.])
>>> reg.intercept_
3.0000...
>>> reg.predict(np.array([[3, 5]]))
array([16.])

Methods

`fit`(self, X, y[, sample_weight])	Fit linear model.
`get_params`(self[, deep])	Get parameters for this estimator.
`predict`(self, X)	Predict using the linear model
`score`(self, X, y[, sample_weight])	Returns the coefficient of determination R^2 of the prediction.
`set_params`(self, \\params)	Set the parameters of this estimator.

__init__(self, fit_intercept=True, normalize=False, copy_X=True, n_jobs=None)[source]¶: Initialize self. See help(type(self)) for accurate signature.

fit(self, X, y, sample_weight=None)[source]¶

Fit linear model.

Parameters

Xarray-like or sparse matrix, shape (n_samples, n_features): Training data
yarray_like, shape (n_samples, n_targets): Target values. Will be cast to X’s dtype if necessary
sample_weightnumpy array of shape [n_samples]: Individual weights for each sample

New in version 0.17: parameter sample_weight support to LinearRegression.

Returns

selfreturns an instance of self.

get_params(self, deep=True)[source]¶

Get parameters for this estimator.

Parameters

deepboolean, optional: If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

paramsmapping of string to any: Parameter names mapped to their values.

predict(self, X)[source]¶

Predict using the linear model

Parameters

Xarray_like or sparse matrix, shape (n_samples, n_features): Samples.

Returns

Carray, shape (n_samples,): Returns predicted values.

score(self, X, y, sample_weight=None)[source]¶

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the residual sum of squares ((y_true - y_pred) ** 2).sum() and v is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.

Parameters

Xarray-like, shape = (n_samples, n_features): Test samples. For some estimators this may be a precomputed kernel matrix instead, shape = (n_samples, n_samples_fitted], where n_samples_fitted is the number of samples used in the fitting for the estimator.
yarray-like, shape = (n_samples) or (n_samples, n_outputs): True values for X.
sample_weightarray-like, shape = [n_samples], optional: Sample weights.

Returns

scorefloat: R^2 of self.predict(X) wrt. y.

Notes

The R2 score used when calling score on a regressor will use multioutput='uniform_average' from version 0.23 to keep consistent with r2_score. This will influence the score method of all the multioutput regressors (except for MultiOutputRegressor). To specify the default value manually and avoid the warning, please either call r2_score directly or make a custom scorer with make_scorer (the built-in scorer 'r2' uses multioutput='uniform_average').

set_params(self, **params)[source]¶

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns

self

sklearn.linear_model.LinearRegression¶

`sklearn.linear_model`.LinearRegression¶