Add additional example for Lec3
This commit is contained in:
parent
10ebe528bb
commit
7368833434
@ -11,7 +11,7 @@
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 2,
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"metadata": {
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"metadata": {
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"colab": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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"base_uri": "https://localhost:8080/"
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@ -65,7 +65,7 @@
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},
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": 20,
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"execution_count": 3,
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"metadata": {
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"metadata": {
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"colab": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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"base_uri": "https://localhost:8080/",
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@ -273,7 +273,7 @@
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"cardio 0.000000 1.000000 1.000000 "
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"cardio 0.000000 1.000000 1.000000 "
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]
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]
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},
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},
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"execution_count": 20,
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"execution_count": 3,
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"metadata": {},
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"metadata": {},
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"output_type": "execute_result"
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"output_type": "execute_result"
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}
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}
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@ -293,7 +293,7 @@
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},
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": 21,
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"execution_count": 4,
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"metadata": {
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"metadata": {
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"id": "1BXW8--WKI3b"
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"id": "1BXW8--WKI3b"
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},
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@ -319,7 +319,7 @@
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},
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": 22,
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"execution_count": 5,
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"metadata": {
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"metadata": {
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"colab": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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"base_uri": "https://localhost:8080/"
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@ -348,7 +348,7 @@
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" <td>Dependent Variable:</td> <td>cardio</td> <td>Pseudo R-squared:</td> <td>0.194</td> \n",
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" <td>Dependent Variable:</td> <td>cardio</td> <td>Pseudo R-squared:</td> <td>0.194</td> \n",
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"</tr>\n",
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"</tr>\n",
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"<tr>\n",
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"<tr>\n",
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" <td>Date:</td> <td>2025-04-24 09:36</td> <td>AIC:</td> <td>66539.7930</td>\n",
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" <td>Date:</td> <td>2025-04-24 12:35</td> <td>AIC:</td> <td>66539.7930</td>\n",
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"</tr>\n",
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"</tr>\n",
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"<tr>\n",
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"<tr>\n",
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" <td>No. Observations:</td> <td>59500</td> <td>BIC:</td> <td>66647.7178</td>\n",
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" <td>No. Observations:</td> <td>59500</td> <td>BIC:</td> <td>66647.7178</td>\n",
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@ -417,7 +417,7 @@
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"\\hline\n",
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"\\hline\n",
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"Model: & Logit & Method: & MLE \\\\\n",
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"Model: & Logit & Method: & MLE \\\\\n",
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"Dependent Variable: & cardio & Pseudo R-squared: & 0.194 \\\\\n",
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"Dependent Variable: & cardio & Pseudo R-squared: & 0.194 \\\\\n",
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"Date: & 2025-04-24 09:36 & AIC: & 66539.7930 \\\\\n",
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"Date: & 2025-04-24 12:35 & AIC: & 66539.7930 \\\\\n",
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"No. Observations: & 59500 & BIC: & 66647.7178 \\\\\n",
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"No. Observations: & 59500 & BIC: & 66647.7178 \\\\\n",
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"Df Model: & 11 & Log-Likelihood: & -33258. \\\\\n",
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"Df Model: & 11 & Log-Likelihood: & -33258. \\\\\n",
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"Df Residuals: & 59488 & LL-Null: & -41242. \\\\\n",
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"Df Residuals: & 59488 & LL-Null: & -41242. \\\\\n",
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@ -457,7 +457,7 @@
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"=================================================================\n",
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"=================================================================\n",
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"Model: Logit Method: MLE \n",
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"Model: Logit Method: MLE \n",
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"Dependent Variable: cardio Pseudo R-squared: 0.194 \n",
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"Dependent Variable: cardio Pseudo R-squared: 0.194 \n",
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"Date: 2025-04-24 09:36 AIC: 66539.7930\n",
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"Date: 2025-04-24 12:35 AIC: 66539.7930\n",
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"No. Observations: 59500 BIC: 66647.7178\n",
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"No. Observations: 59500 BIC: 66647.7178\n",
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"Df Model: 11 Log-Likelihood: -33258. \n",
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"Df Model: 11 Log-Likelihood: -33258. \n",
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"Df Residuals: 59488 LL-Null: -41242. \n",
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"Df Residuals: 59488 LL-Null: -41242. \n",
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@ -483,7 +483,7 @@
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"\"\"\""
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"\"\"\""
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]
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]
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},
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},
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"execution_count": 22,
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"execution_count": 5,
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"metadata": {},
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"metadata": {},
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"output_type": "execute_result"
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"output_type": "execute_result"
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}
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}
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@ -507,7 +507,7 @@
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},
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{
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{
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": 23,
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"execution_count": 6,
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"metadata": {
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"metadata": {
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"colab": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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"base_uri": "https://localhost:8080/"
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@ -534,7 +534,7 @@
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"dtype: float64"
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"dtype: float64"
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]
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]
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},
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},
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"execution_count": 23,
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"execution_count": 6,
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"metadata": {},
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"metadata": {},
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"output_type": "execute_result"
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"output_type": "execute_result"
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}
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}
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@ -545,6 +545,87 @@
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"np.exp(log_result.params).sort_values(ascending=False)"
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"np.exp(log_result.params).sort_values(ascending=False)"
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]
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"#### Вычисление среднего квадратичного отклонения значений признаков"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"age 6.758844\n",
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"gender 0.476715\n",
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"height 7.821231\n",
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"weight 13.472656\n",
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"ap_hi 16.366878\n",
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"ap_lo 9.071287\n",
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"cholesterol 0.682134\n",
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"gluc 0.571848\n",
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"smoke 0.284051\n",
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"alco 0.225918\n",
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"active 0.397418\n",
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"dtype: float64"
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]
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},
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"execution_count": 7,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"np.std(X_train, 0)"
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]
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"#### Вычисление значимости признаков относительно текущей модели\n",
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"\n",
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"Признак const был добавлен искусственно и должен быть исключен из рассмотрения\n",
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"\n",
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"Признак gender имеет небольшую статистическую значимость (P>|z| = 0.6515, много больше 5 %) и поэтому исключается из рассмотрения"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 14,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"ap_hi 0.839295\n",
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"age 0.348905\n",
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"cholesterol 0.337191\n",
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"ap_lo 0.189439\n",
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"weight 0.171091\n",
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"active 0.087144\n",
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"gluc 0.070209\n",
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"smoke 0.047513\n",
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"alco 0.043046\n",
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"height 0.034657\n",
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"dtype: float64"
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]
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},
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"execution_count": 14,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"coefs = log_result.params.drop(labels=[\"const\",\"gender\"])\n",
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"stdv = np.std(X_train, 0).drop(labels=\"gender\")\n",
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"abs(coefs * stdv).sort_values(ascending=False)"
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]
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},
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{
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{
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"cell_type": "markdown",
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"cell_type": "markdown",
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"metadata": {
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"metadata": {
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@ -691,7 +772,7 @@
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},
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{
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": 40,
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"execution_count": null,
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"metadata": {
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"metadata": {
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"colab": {
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"colab": {
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"base_uri": "https://localhost:8080/",
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"base_uri": "https://localhost:8080/",
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@ -929,7 +1010,7 @@
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},
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{
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"cell_type": "code",
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"cell_type": "code",
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"execution_count": 46,
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"execution_count": null,
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"metadata": {},
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"metadata": {},
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"outputs": [
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"outputs": [
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{
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{
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