{"id":1751,"date":"2023-07-25T03:30:46","date_gmt":"2023-07-25T03:30:46","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e8%9f%92%e8%9b%87%e4%b8%ad%e7%9a%84aic\/"},"modified":"2023-07-25T03:30:46","modified_gmt":"2023-07-25T03:30:46","slug":"%e8%9f%92%e8%9b%87%e4%b8%ad%e7%9a%84aic","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e8%9f%92%e8%9b%87%e4%b8%ad%e7%9a%84aic\/","title":{"rendered":"\u5982\u4f55\u7528python\u8ba1\u7b97\u56de\u5f52\u6a21\u578b\u7684aic"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u8d64\u6c60\u4fe1\u606f\u51c6\u5219 (AIC) \u662f\u4e00\u79cd\u7528\u4e8e\u6bd4\u8f83\u4e0d\u540c\u56de\u5f52\u6a21\u578b\u62df\u5408\u7a0b\u5ea6\u7684\u6307\u6807\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8ba1\u7b97\u65b9\u6cd5\u5982\u4e0b\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\">AIC = 2K \u2013 2 <em>ln<\/em> (L)<\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>K\uff1a<\/strong>\u6a21\u578b\u53c2\u6570\u7684\u6570\u91cf\u3002 K \u7684\u9ed8\u8ba4\u503c\u4e3a 2\uff0c\u56e0\u6b64\u53ea\u6709\u4e00\u4e2a\u9884\u6d4b\u53d8\u91cf\u7684\u6a21\u578b\u7684 K \u503c\u4e3a 2+1 = 3\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong><em>ln<\/em> (L)<\/strong> \uff1a\u6a21\u578b\u7684\u5bf9\u6570\u4f3c\u7136\u3002\u8fd9\u544a\u8bc9\u6211\u4eec\u5728\u7ed9\u5b9a\u6570\u636e\u7684\u60c5\u51b5\u4e0b\u6a21\u578b\u7684\u6982\u7387\u3002<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">AIC \u65e8\u5728\u627e\u5230\u89e3\u91ca\u6570\u636e\u53d8\u5316\u6700\u5927\u7684\u6a21\u578b\uff0c\u540c\u65f6\u60e9\u7f5a\u4f7f\u7528\u8fc7\u591a\u53c2\u6570\u7684\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u62df\u5408\u591a\u4e2a\u56de\u5f52\u6a21\u578b\u540e\uff0c\u60a8\u53ef\u4ee5\u6bd4\u8f83<\/span><span style=\"color: #000000;\">\u6bcf\u4e2a\u6a21\u578b\u7684 AIC \u503c\u3002 AIC \u6700\u4f4e\u7684\u6a21\u578b\u63d0\u4f9b\u6700\u4f73\u62df\u5408\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8981\u5728Python\u4e2d\u8ba1\u7b97\u591a\u5143\u56de\u5f52\u6a21\u578b\u7684AIC\uff0c\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528<strong>statsmodels.regression.linear_model.OLS()<\/strong>\u51fd\u6570\uff0c\u5b83\u6709\u4e00\u4e2a\u540d\u4e3a<strong>aic<\/strong>\u7684\u5c5e\u6027\uff0c\u53ef\u4ee5\u544a\u8bc9\u6211\u4eec\u7ed9\u5b9a\u6a21\u578b\u7684AIC\u503c\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u793a\u4f8b\u5c55\u793a\u4e86\u5982\u4f55\u4f7f\u7528\u6b64\u51fd\u6570\u5728 Python \u4e2d\u8ba1\u7b97\u548c\u89e3\u91ca\u5404\u79cd\u56de\u5f52\u6a21\u578b\u7684 AIC\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u793a\u4f8b\uff1a\u7528 Python \u8ba1\u7b97\u548c\u89e3\u91ca AIC<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u5047\u8bbe\u6211\u4eec\u60f3\u8981\u4f7f\u7528<strong>mtcars<\/strong>\u6570\u636e\u96c6\u4e2d\u7684\u53d8\u91cf\u6765\u62df\u5408\u4e24\u4e2a\u4e0d\u540c\u7684<a href=\"https:\/\/statorials.org\/cn\/\u591a\u5143\u7ebf\u6027\u56de\u5f52-1\/\" target=\"_blank\" rel=\"noopener\">\u591a\u5143\u7ebf\u6027\u56de\u5f52\u6a21\u578b<\/a>\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u9996\u5148\uff0c\u6211\u4eec\u5c06\u52a0\u8f7d\u6b64\u6570\u636e\u96c6\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">from<\/span> sklearn. <span style=\"color: #3366ff;\">linear_model<\/span> <span style=\"color: #008000;\">import<\/span> LinearRegression\n<span style=\"color: #008000;\">import<\/span> statsmodels. <span style=\"color: #3366ff;\">api<\/span> <span style=\"color: #008000;\">as<\/span> sm\n<span style=\"color: #008000;\">import<\/span> pandas <span style=\"color: #008000;\">as<\/span> pd\n\n<span style=\"color: #008080;\">#define URL where dataset is located\n<\/span>url = \"https:\/\/raw.githubusercontent.com\/Statorials\/Python-Guides\/main\/mtcars.csv\"\n\n<span style=\"color: #008080;\">#read in data\n<\/span>data = pd. <span style=\"color: #3366ff;\">read_csv<\/span> (url)\n\n<span style=\"color: #008080;\">#view head of data\n<\/span>data. <span style=\"color: #3366ff;\">head<\/span> ()\n\n        model mpg cyl disp hp drat wt qsec vs am gear carb\n0 Mazda RX4 21.0 6 160.0 110 3.90 2.620 16.46 0 1 4 4\n1 Mazda RX4 Wag 21.0 6 160.0 110 3.90 2.875 17.02 0 1 4 4\n2 Datsun 710 22.8 4 108.0 93 3.85 2.320 18.61 1 1 4 1\n3 Hornet 4 Drive 21.4 6 258.0 110 3.08 3.215 19.44 1 0 3 1\n4 Hornet Sportabout 18.7 8 360.0 175 3.15 3.440 17.02 0 0 3 2\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u662f\u6211\u4eec\u5c06\u5728\u6bcf\u4e2a\u6a21\u578b\u4e2d\u4f7f\u7528\u7684\u9884\u6d4b\u53d8\u91cf\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u6a21\u578b 1 \u4e2d\u7684\u9884\u6d4b\u53d8\u91cf\uff1adisp\u3001hp\u3001wt\u3001qsec<\/span><\/li>\n<li><span style=\"color: #000000;\">\u6a21\u578b 2 \u4e2d\u7684\u9884\u6d4b\u53d8\u91cf\uff1adisp\u3001qsec<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u4ee3\u7801\u663e\u793a\u4e86\u5982\u4f55\u62df\u5408\u7b2c\u4e00\u4e2a\u6a21\u578b\u5e76\u8ba1\u7b97 AIC\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #000000;\"><strong><span style=\"color: #008080;\">#define response variable\n<\/span>y = data['mpg']\n\n<span style=\"color: #008080;\">#define predictor variables\n<\/span>x = data[['disp', 'hp', 'wt', 'qsec']]\n\n<span style=\"color: #008080;\">#add constant to predictor variables\n<\/span>x = sm. <span style=\"color: #3366ff;\">add_constant<\/span> (x)\n\n<span style=\"color: #008080;\">#fit regression model\n<\/span>model = sm. <span style=\"color: #3366ff;\">OLS<\/span> (y,x). <span style=\"color: #3366ff;\">fit<\/span> ()\n\n<span style=\"color: #008080;\">#view AIC of model\n<\/span><span style=\"color: #993300;\">print<\/span> (model. <span style=\"color: #3366ff;\">aic<\/span> )\n\n157.06960941462438<\/strong><\/span><\/pre>\n<p><span style=\"color: #000000;\">\u8be5\u6a21\u578b\u7684 AIC \u7ed3\u679c\u4e3a<strong>157.07<\/strong> \u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u63a5\u4e0b\u6765\uff0c\u6211\u4eec\u5c06\u62df\u5408\u7b2c\u4e8c\u4e2a\u6a21\u578b\u5e76\u8ba1\u7b97 AIC\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #000000;\"><strong><span style=\"color: #008080;\">#define response variable\n<\/span>y = data['mpg']\n\n<span style=\"color: #008080;\">#define predictor variables\n<\/span>x = data[['disp', 'qsec']]\n\n<span style=\"color: #008080;\">#add constant to predictor variables\n<\/span>x = sm. <span style=\"color: #3366ff;\">add_constant<\/span> (x)\n\n<span style=\"color: #008080;\">#fit regression model\n<\/span>model = sm. <span style=\"color: #3366ff;\">OLS<\/span> (y,x). <span style=\"color: #3366ff;\">fit<\/span> ()\n\n<span style=\"color: #008080;\">#view AIC of model\n<\/span><span style=\"color: #993300;\">print<\/span> (model. <span style=\"color: #3366ff;\">aic<\/span> )\n\n169.84184864154588<\/strong><\/span><\/pre>\n<p><span style=\"color: #000000;\">\u8be5\u6a21\u578b\u7684 AIC \u7ed3\u679c\u4e3a<strong>169.84<\/strong> \u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7531\u4e8e\u7b2c\u4e00\u4e2a\u6a21\u578b\u7684 AIC \u503c\u8f83\u4f4e\uff0c\u56e0\u6b64\u5b83\u662f\u6700\u4f73\u62df\u5408\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u4e00\u65e6\u6211\u4eec\u786e\u5b9a\u8be5\u6a21\u578b\u662f\u6700\u4f73\u6a21\u578b\uff0c\u6211\u4eec\u5c31\u53ef\u4ee5\u7ee7\u7eed\u8fdb\u884c\u6a21\u578b\u62df\u5408\u5e76\u5206\u6790\u7ed3\u679c\uff08\u5305\u62ec R \u5e73\u65b9\u503c\u548c beta \u7cfb\u6570\uff09\uff0c\u4ee5\u786e\u5b9a\u9884\u6d4b\u53d8\u91cf\u96c6\u4e0e<a href=\"https:\/\/statorials.org\/cn\/\u53d8\u91cf\u89e3\u91ca\u6027\u53cd\u5e94\/\" target=\"_blank\" rel=\"noopener\">\u54cd\u5e94\u53d8\u91cf<\/a>\u4e4b\u95f4\u7684\u786e\u5207\u5173\u7cfb\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u5176\u4ed6\u8d44\u6e90<\/strong><\/span><\/h3>\n<p><a href=\"https:\/\/statorials.org\/cn\/\u7ebf\u6027\u56de\u5f52-python\/\" target=\"_blank\" rel=\"noopener\">Python \u7ebf\u6027\u56de\u5f52\u5b8c\u6574\u6307\u5357<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/python\u4e2d\u7684r\u5e73\u65b9\u8c03\u6574\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 Python \u4e2d\u8ba1\u7b97\u8c03\u6574\u540e\u7684 R \u5e73\u65b9<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u8d64\u6c60\u4fe1\u606f\u51c6\u5219 (AIC) \u662f\u4e00\u79cd\u7528\u4e8e\u6bd4\u8f83\u4e0d\u540c\u56de\u5f52\u6a21\u578b\u62df\u5408\u7a0b\u5ea6\u7684\u6307\u6807\u3002 \u8ba1\u7b97\u65b9\u6cd5\u5982\u4e0b\uff1a AIC = 2K \u2013 2 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1751","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u5982\u4f55\u7528Python\u8ba1\u7b97\u56de\u5f52\u6a21\u578b\u7684AIC<\/title>\n<meta name=\"description\" content=\"\u672c\u6559\u7a0b\u4ecb\u7ecd\u5982\u4f55\u5728 Python \u4e2d\u8ba1\u7b97\u56de\u5f52\u6a21\u578b\u7684 Akaike \u4fe1\u606f\u51c6\u5219 (AIC) \u503c\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, 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