我正在尝试进行多变量线性回归。但我发现 sklearn.linear_model 的工作非常奇怪。这是我的代码:
import numpy as np
from sklearn import linear_model
b = np.array([3,5,7]).transpose() ## the right answer I am expecting
x = np.array([[1,6,9], ## 1*3 + 6*5 + 7*9 = 96
[2,7,7], ## 2*3 + 7*5 + 7*7 = 90
[3,4,5]]) ## 3*3 + 4*5 + 5*7 = 64
y = np.array([96,90,64]).transpose()
clf = linear_model.LinearRegression()
clf.fit([[1,6,9],
[2,7,7],
[3,4,5]], [96,90,64])
print clf.coef_ ## <== it gives me [-2.2 5 4.4] NOT [3, 5, 7]
print np.dot(x, clf.coef_) ## <== it gives me [ 67.4 61.4 35.4]