A Python implementation of Jerome Friedman's Multivariate Adaptive Regression Splines.
Project description
py-earth2
This project is copied from py-earth, which has been archived since December 2023 and is licensed under BSD-3-Clause Copyright (c) 2013, Jason Rudy.
The original README can be found in README-original.md
A Python implementation of Jerome Friedman's Multivariate Adaptive Regression Splines algorithm, in the style of scikit-learn. The py-earth package implements Multivariate Adaptive Regression Splines using Cython and provides an interface that is compatible with scikit-learn's Estimator, Predictor, Transformer, and Model interfaces. For more information about Multivariate Adaptive Regression Splines, see the references below.
Usage
import numpy
from pyearth import Earth
from matplotlib import pyplot
#Create some fake data
numpy.random.seed(0)
m = 1000
n = 10
X = 80*numpy.random.uniform(size=(m,n)) - 40
y = numpy.abs(X[:,6] - 4.0) + 1*numpy.random.normal(size=m)
#Fit an Earth model
model = Earth()
model.fit(X,y)
#Print the model
print(model.trace())
print(model.summary())
#Plot the model
y_hat = model.predict(X)
pyplot.figure()
pyplot.plot(X[:,6],y,'r.')
pyplot.plot(X[:,6],y_hat,'b.')
pyplot.xlabel('x_6')
pyplot.ylabel('y')
pyplot.title('Simple Earth Example')
pyplot.show()
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