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岭回归模型 : glmnet

转载 作者:行者123 更新时间:2023-11-30 09:37:12 24 4
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在我的训练数据集上使用最小二乘法拟合线性回归模型效果很好。

library(Matrix)
library(tm)
library(glmnet)
library(e1071)
library(SparseM)
library(ggplot2)

trainingData <- read.csv("train.csv", stringsAsFactors=FALSE,sep=",", header = FALSE)
testingData <- read.csv("test.csv",sep=",", stringsAsFactors=FALSE, header = FALSE)

lm.fit = lm(as.factor(V42)~ ., data = trainingData)
linearMPrediction = predict(lm.fit,newdata = testingData, se.fit = TRUE)
mean((linearMPrediction$fit - testingData[,20:41])^2)
linearMPrediction$residual.scale

但是,当我尝试在我的训练数据集上拟合岭回归模型时,

x = model.matrix(as.factor(V42)~., data = trainingData) 
y = as.factor(trainingData$V42)
ridge = glmnet(x, y, family = "multinomial", alpha = 1, lambda.min.ratio = 1e-2)

对于多项式二项式分布,我都遇到以下错误。

Error in lognet(x, is.sparse, ix, jx, y, weights, offset, alpha, nobs,  : 
one multinomial or binomial class has 1 or 0 observations; not allowed

我错过了什么吗?任何评论将不胜感激。顺便说一句,这是我的数据的一部分。

> trainingData$V42[1:50]
[1] "normal" "normal" "neptune" "normal" "normal" "neptune" "neptune" "neptune" "neptune" "neptune" "neptune"
[12] "neptune" "normal" "warezclient" "neptune" "neptune" "normal" "ipsweep" "normal" "normal" "neptune" "neptune"
[23] "normal" "normal" "neptune" "normal" "neptune" "normal" "normal" "normal" "ipsweep" "neptune" "normal"
[34] "portsweep" "normal" "normal" "normal" "neptune" "normal" "neptune" "neptune" "neptune" "normal" "normal"
[45] "normal" "neptune" "teardrop" "normal" "warezclient" "neptune"

> x
(Intercept) V1 V2tcp V2udp V3bgp V3courier V3csnet_ns V3ctf V3daytime V3discard V3domain V3domain_u V3echo V3eco_i V3ecr_i V3efs V3exec V3finger V3ftp
1 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
3 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
4 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
6 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
7 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
8 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
9 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10 1 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

> y[1:50]
[1] normal normal neptune normal normal neptune neptune neptune neptune neptune neptune neptune normal
[14] warezclient neptune neptune normal ipsweep normal normal neptune neptune normal normal neptune normal
[27] neptune normal normal normal ipsweep neptune normal portsweep normal normal normal neptune normal
[40] neptune neptune neptune normal normal normal neptune teardrop normal warezclient neptune
22 Levels: back buffer_overflow ftp_write guess_passwd imap ipsweep land loadmodule multihop neptune nmap normal phf pod portsweep rootkit satan smurf spy ... warezmaster

> table(y)
y
back buffer_overflow ftp_write guess_passwd imap ipsweep land loadmodule multihop neptune
196 6 1 10 5 710 1 1 2 8282
nmap normal phf pod portsweep rootkit satan smurf spy teardrop
301 13449 2 38 587 4 691 529 1 188
warezclient warezmaster
181 7

最佳答案

您对某些类有单一观察(例如 ftp_write 只有 1 个观察),这是不允许的(并在错误中明确说明)。

关于岭回归模型 : glmnet,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/35974124/

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