CS 5007 Assignment 1 Cross Validation solution

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1 Create Dataset
1. Using the below code, create Dataset-1.
1 import numpy as np
2 import random
3 # Define input array with angles from 0 deg to 360 deg converted to radians
4 x = np . array ([ i* np . pi /180 for i in range (0 ,360 ,4) ])
5 # Setting seed for reproducibility
6 np . random . seed (10)
7 # Adding random noise to sine wave
8 y = np . sin (x) + np . random . normal (0 ,0.15 , len (x))
2. Plot Dataset-1 to visualize the points scattered roughly as a sine wave.
3. Create Dataset-2 as follows:
(a) Sample x from Gaussian Mixture Model(GMM).
(b) Sample y from N(WT X, σ)(Normal/Gaussian distribution with mean (WT X) and variance σ).
(c) Plot for different values of K(x coming form K different Gaussians).
2 Implement Ridge Regression
1. For Dataset-1,
(a) Find 15 powers of input array x and treat the whole as new input.
(b) Fit the new input and output y using ridge regression with α = 0.001.
(c) Plot the graph showing input values and fitted curve.
2. Implement Ridge Regression for Dataset-2 and plot graph.
3 Implement Cross Validation
Perform the following tasks for both Dataset-1 and Dataset-2.
1. Find the optimum value of α using k-fold cross validation manually.
2. Find the optimum value of α using k-fold cross validation using RidgeCV (Ridge regression with built-in
cross-validation) which is an inbuilt function in sklearn.
3. Plot the graph showing input values and the curve with optimum alpha found using both methods.
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