KNN Regression results in zero MSE on training set (sklearn)
1
Using sklearn and trying to evaluate a KNN regression function with the below code:
def cross_validate(X,y,n_neighbors, test_size=0.20):
training_mses =
test_mses =
n = X.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = np.arange(n)
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
X_test, y_test = X[test_indices], y[test_indices]
X_train,y_train = X[training_indices], y[training_indices]
knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, weights = "distance",
algorithm = 'brute')
model = knn.fit(X_train,y_train)
y_hat = model.predict( X_train)
training_mse = mse( y_train - y_hat)
model2 = knn.fit(X_test,y_test)
y_hat = model2.predict( X_test)
test_mse = mse( y_test - y_hat)
return training_mse, test_mse
I did something similar with linear regression. The difference I have found is that when I run it on KNN regression, the training_mse and test_mse are both 0. If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero. But I just don't believe that the fitted values for the training and test set are the same as the observed values. What am I doing wrong? The function I was trying to emulate is below and gives non-zero values for mse:
def cross_validate( formula, data, test_size=0.20):
training_mses =
test_mses =
n = data.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = deepcopy( data.index).values
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
test_set = data.ix[ test_indices]
training_set = data.ix[ training_indices]
y, X = patsy.dmatrices( formula, training_set, return_type="matrix")
model = linear.LinearRegression( fit_intercept=False).fit( X, y)
y_hat = model.predict( X)
training_mse = mse( y - y_hat)
y, X = patsy.dmatrices( formula, test_set, return_type="matrix")
y_hat = model.predict( X)
test_mse = mse( y - y_hat)
return training_mse, test_mse
python scikit-learn regression knn
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
add a comment |
1
Using sklearn and trying to evaluate a KNN regression function with the below code:
def cross_validate(X,y,n_neighbors, test_size=0.20):
training_mses =
test_mses =
n = X.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = np.arange(n)
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
X_test, y_test = X[test_indices], y[test_indices]
X_train,y_train = X[training_indices], y[training_indices]
knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, weights = "distance",
algorithm = 'brute')
model = knn.fit(X_train,y_train)
y_hat = model.predict( X_train)
training_mse = mse( y_train - y_hat)
model2 = knn.fit(X_test,y_test)
y_hat = model2.predict( X_test)
test_mse = mse( y_test - y_hat)
return training_mse, test_mse
I did something similar with linear regression. The difference I have found is that when I run it on KNN regression, the training_mse and test_mse are both 0. If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero. But I just don't believe that the fitted values for the training and test set are the same as the observed values. What am I doing wrong? The function I was trying to emulate is below and gives non-zero values for mse:
def cross_validate( formula, data, test_size=0.20):
training_mses =
test_mses =
n = data.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = deepcopy( data.index).values
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
test_set = data.ix[ test_indices]
training_set = data.ix[ training_indices]
y, X = patsy.dmatrices( formula, training_set, return_type="matrix")
model = linear.LinearRegression( fit_intercept=False).fit( X, y)
y_hat = model.predict( X)
training_mse = mse( y - y_hat)
y, X = patsy.dmatrices( formula, test_set, return_type="matrix")
y_hat = model.predict( X)
test_mse = mse( y - y_hat)
return training_mse, test_mse
python scikit-learn regression knn
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
2
"If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero". Here are you talking about KNN or LinearRegression? If KNN then it makes sense that for training data the MSE is 0 for obvious reasons but not for testing data
– Vivek Kumar
Nov 15 '18 at 9:19
1
Hey Vivek, thanks for the reply. I am talking about the KNN. Why does it make sense? I think there is something I don't understand about the differences between the two.
– Sean Mahoney
Nov 15 '18 at 11:10
2
When you doweights = "distance"in KNN, then during prediction time, the training samples will get 0 distance to the corresponding samples with which the KNN was trained (calledfit()) because thats the same data, and hence, exact same values will be returned. So MSE will be 0.
– Vivek Kumar
Nov 15 '18 at 11:12
Thanks Vivek. When I take away that term I do indeed get non-zero errors.
– Sean Mahoney
Nov 15 '18 at 22:45
add a comment |
1
1
1
Using sklearn and trying to evaluate a KNN regression function with the below code:
def cross_validate(X,y,n_neighbors, test_size=0.20):
training_mses =
test_mses =
n = X.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = np.arange(n)
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
X_test, y_test = X[test_indices], y[test_indices]
X_train,y_train = X[training_indices], y[training_indices]
knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, weights = "distance",
algorithm = 'brute')
model = knn.fit(X_train,y_train)
y_hat = model.predict( X_train)
training_mse = mse( y_train - y_hat)
model2 = knn.fit(X_test,y_test)
y_hat = model2.predict( X_test)
test_mse = mse( y_test - y_hat)
return training_mse, test_mse
I did something similar with linear regression. The difference I have found is that when I run it on KNN regression, the training_mse and test_mse are both 0. If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero. But I just don't believe that the fitted values for the training and test set are the same as the observed values. What am I doing wrong? The function I was trying to emulate is below and gives non-zero values for mse:
def cross_validate( formula, data, test_size=0.20):
training_mses =
test_mses =
n = data.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = deepcopy( data.index).values
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
test_set = data.ix[ test_indices]
training_set = data.ix[ training_indices]
y, X = patsy.dmatrices( formula, training_set, return_type="matrix")
model = linear.LinearRegression( fit_intercept=False).fit( X, y)
y_hat = model.predict( X)
training_mse = mse( y - y_hat)
y, X = patsy.dmatrices( formula, test_set, return_type="matrix")
y_hat = model.predict( X)
test_mse = mse( y - y_hat)
return training_mse, test_mse
python scikit-learn regression knn
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
Using sklearn and trying to evaluate a KNN regression function with the below code:
def cross_validate(X,y,n_neighbors, test_size=0.20):
training_mses =
test_mses =
n = X.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = np.arange(n)
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
X_test, y_test = X[test_indices], y[test_indices]
X_train,y_train = X[training_indices], y[training_indices]
knn = neighbors.KNeighborsRegressor(n_neighbors=n_neighbors, weights = "distance",
algorithm = 'brute')
model = knn.fit(X_train,y_train)
y_hat = model.predict( X_train)
training_mse = mse( y_train - y_hat)
model2 = knn.fit(X_test,y_test)
y_hat = model2.predict( X_test)
test_mse = mse( y_test - y_hat)
return training_mse, test_mse
I did something similar with linear regression. The difference I have found is that when I run it on KNN regression, the training_mse and test_mse are both 0. If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero. But I just don't believe that the fitted values for the training and test set are the same as the observed values. What am I doing wrong? The function I was trying to emulate is below and gives non-zero values for mse:
def cross_validate( formula, data, test_size=0.20):
training_mses =
test_mses =
n = data.shape[ 0]
test_n = int( np.round( test_size * n, 0))
indices = deepcopy( data.index).values
random.shuffle( indices)
test_indices = indices[ 0:test_n]
training_indices = indices[test_n:]
test_set = data.ix[ test_indices]
training_set = data.ix[ training_indices]
y, X = patsy.dmatrices( formula, training_set, return_type="matrix")
model = linear.LinearRegression( fit_intercept=False).fit( X, y)
y_hat = model.predict( X)
training_mse = mse( y - y_hat)
y, X = patsy.dmatrices( formula, test_set, return_type="matrix")
y_hat = model.predict( X)
test_mse = mse( y - y_hat)
return training_mse, test_mse
python scikit-learn regression knn
python scikit-learn regression knn
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
edited Dec 31 '18 at 8:16
Rohan Nadagouda
265313
265313
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
asked Nov 15 '18 at 2:16
Sean MahoneySean Mahoney
235
235
2
"If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero". Here are you talking about KNN or LinearRegression? If KNN then it makes sense that for training data the MSE is 0 for obvious reasons but not for testing data
– Vivek Kumar
Nov 15 '18 at 9:19
1
Hey Vivek, thanks for the reply. I am talking about the KNN. Why does it make sense? I think there is something I don't understand about the differences between the two.
– Sean Mahoney
Nov 15 '18 at 11:10
2
When you doweights = "distance"in KNN, then during prediction time, the training samples will get 0 distance to the corresponding samples with which the KNN was trained (calledfit()) because thats the same data, and hence, exact same values will be returned. So MSE will be 0.
– Vivek Kumar
Nov 15 '18 at 11:12
Thanks Vivek. When I take away that term I do indeed get non-zero errors.
– Sean Mahoney
Nov 15 '18 at 22:45
add a comment |
2
"If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero". Here are you talking about KNN or LinearRegression? If KNN then it makes sense that for training data the MSE is 0 for obvious reasons but not for testing data
– Vivek Kumar
Nov 15 '18 at 9:19
1
Hey Vivek, thanks for the reply. I am talking about the KNN. Why does it make sense? I think there is something I don't understand about the differences between the two.
– Sean Mahoney
Nov 15 '18 at 11:10
2
When you doweights = "distance"in KNN, then during prediction time, the training samples will get 0 distance to the corresponding samples with which the KNN was trained (calledfit()) because thats the same data, and hence, exact same values will be returned. So MSE will be 0.
– Vivek Kumar
Nov 15 '18 at 11:12
Thanks Vivek. When I take away that term I do indeed get non-zero errors.
– Sean Mahoney
Nov 15 '18 at 22:45
2
2
"If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero". Here are you talking about KNN or LinearRegression? If KNN then it makes sense that for training data the MSE is 0 for obvious reasons but not for testing data– Vivek Kumar
Nov 15 '18 at 9:19
"If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero". Here are you talking about KNN or LinearRegression? If KNN then it makes sense that for training data the MSE is 0 for obvious reasons but not for testing data– Vivek Kumar
Nov 15 '18 at 9:19
1
1
Hey Vivek, thanks for the reply. I am talking about the KNN. Why does it make sense? I think there is something I don't understand about the differences between the two.
– Sean Mahoney
Nov 15 '18 at 11:10
Hey Vivek, thanks for the reply. I am talking about the KNN. Why does it make sense? I think there is something I don't understand about the differences between the two.
– Sean Mahoney
Nov 15 '18 at 11:10
2
2
When you do
weights = "distance" in KNN, then during prediction time, the training samples will get 0 distance to the corresponding samples with which the KNN was trained (called fit()) because thats the same data, and hence, exact same values will be returned. So MSE will be 0.– Vivek Kumar
Nov 15 '18 at 11:12
When you do
weights = "distance" in KNN, then during prediction time, the training samples will get 0 distance to the corresponding samples with which the KNN was trained (called fit()) because thats the same data, and hence, exact same values will be returned. So MSE will be 0.– Vivek Kumar
Nov 15 '18 at 11:12
Thanks Vivek. When I take away that term I do indeed get non-zero errors.
– Sean Mahoney
Nov 15 '18 at 22:45
Thanks Vivek. When I take away that term I do indeed get non-zero errors.
– Sean Mahoney
Nov 15 '18 at 22:45
add a comment |
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2
"If I use the test data on the model fitted with the training set, it gives me an mse value that is non-zero". Here are you talking about KNN or LinearRegression? If KNN then it makes sense that for training data the MSE is 0 for obvious reasons but not for testing data– Vivek Kumar
Nov 15 '18 at 9:19
1
Hey Vivek, thanks for the reply. I am talking about the KNN. Why does it make sense? I think there is something I don't understand about the differences between the two.
– Sean Mahoney
Nov 15 '18 at 11:10
2
When you do
weights = "distance"in KNN, then during prediction time, the training samples will get 0 distance to the corresponding samples with which the KNN was trained (calledfit()) because thats the same data, and hence, exact same values will be returned. So MSE will be 0.– Vivek Kumar
Nov 15 '18 at 11:12
Thanks Vivek. When I take away that term I do indeed get non-zero errors.
– Sean Mahoney
Nov 15 '18 at 22:45