Scala(非pyspark)将线性回归系数映射到特征名称(分类和连续)

Scala(非pyspark)将线性回归系数映射到特征名称(分类和连续),scala,apache-spark,encoding,regression,categorical-data,Scala,Apache Spark,Encoding,Regression,Categorical Data,我在scala中有一个数据帧,看起来像这样 df.show +---+-----+-------------------+--------+------------------+--------+------+------------+-------------+ | id|group| normalized_amount|query_id| y| y1|group1|groupIndexed| groupEncoded| +---+-----+---

我在scala中有一个数据帧,看起来像这样

df.show
+---+-----+-------------------+--------+------------------+--------+------+------------+-------------+
| id|group|  normalized_amount|query_id|                 y|      y1|group1|groupIndexed| groupEncoded|
+---+-----+-------------------+--------+------------------+--------+------+------------+-------------+
|  1|    B|   0.22874172014806|       1| 0.317739988492575|       0|     B|         1.0|(2,[1],[1.0])|
|  2|    A|  -1.42432215217563|       2| -1.32008967486074|       0|     C|         0.0|(2,[0],[1.0])|
|  3|    B|  -2.03644548423379|       3| -1.65740392834359|       0|     B|         1.0|(2,[1],[1.0])|
|  4|    B|  0.425753803902096|       4|-0.127591370989296|       0|     C|         0.0|(2,[0],[1.0])|
|  5|    A|  0.521050829955076|       5| 0.824285664580579|       1|     A|         2.0|    (2,[],[])|
|  6|    A|-0.0416682439998418|       6| 0.321350404322885|       1|     C|         0.0|(2,[0],[1.0])|
|  7|    A|   -1.2787327462978|       7| -0.88099379032367|       0|     A|         2.0|    (2,[],[])|
|  8|    A|  0.431780409975322|       8| 0.575249966796747|       1|     C|         0.0|(2,[0],[1.0])|
我正在对
group1
(3个类别的分类变量)和
标准化金额
(一个连续变量)进行
y
的线性回归,如下所示

var assembler = new VectorAssembler().setInputCols(Array("groupEncoded", "normalized_amount")).setOutputCol("features")
val dfFeatures = assembler.transform(df)
var lr = new LinearRegression()
var lrModel = lr.fit(dfFeatures)
var lrPrediction = lrModel.transform(dfFeatures)
lmModel.intercept
lrModel.coefficients //model coefficient estimates (not intercept)
lrModel.summary.coefficientStandardErrors //standard error of intercept and coefficients, not sure in which order

我可以访问系数和标准误差,如下所示

var assembler = new VectorAssembler().setInputCols(Array("groupEncoded", "normalized_amount")).setOutputCol("features")
val dfFeatures = assembler.transform(df)
var lr = new LinearRegression()
var lrModel = lr.fit(dfFeatures)
var lrPrediction = lrModel.transform(dfFeatures)
lmModel.intercept
lrModel.coefficients //model coefficient estimates (not intercept)
lrModel.summary.coefficientStandardErrors //standard error of intercept and coefficients, not sure in which order

我的问题是

  • 如何计算出哪个特征对应于哪个系数估计(对于分类值,我需要计算出每个类别的系数)?标准错误也一样吗
  • 如何选择要“省略”的类别作为参考类别
  • 如何执行无截距的线性回归

  • 我已经看到了类似问题的一些答案,但它们都在pyspark中,而不是scala中,我只使用scala作为转换后的df的数据帧,其中包括预测和LogisticRegressionModel,您可以访问VectorAssembler字段的属性。这段代码来自,我稍微将其修改为LogisticRegressionModel,而不是Pipeline。请注意,您可以选择是否需要截距估计:

    val lrToFit : LinearRegression = ???
    lrToFit.setFitIntercept(false)
    
    // With this dataframe as your transformed df that includes the prediction
    val df: DataFrame = ???
    val lr : LogisticRegressionModel = ???
    val schema = df.schema
    
    // Using the schema, the attributes of the Vector Assembler(features) can be extracted
    val features = AttributeGroup.fromStructField(schema(lr.getFeaturesCol)).attributes.get.map(_.name.get)
    val featureNames: Array[String] = if (lr.getFitIntercept) {
      Array("(Intercept)") ++ features
    } else {
      features
    }
    
    val coefficients = lr.coefficients.toArray
    val coeffs = if (lr.getFitIntercept) {
      coefficients ++ Array(lr.intercept)
    } else {
      coefficients
    }
    
    featureNames.zip(coeffs).foreach { case (feature, coeff) =>
      println(s"$feature\t$coeff")
    }
    

    如果加载预训练模型,则可以使用此方法,因为在这种情况下,您可能不知道VectorAssembler转换中特征的顺序。我认为您需要手动选择参考类别。

    我应该如何选择参考类别?