Regression kriging

An example of regression kriging

Out:

========================================
regression model: SVR
Finished learning regression model
Finished kriging residuals
Regression Score:  -0.03405385545698292
RK score:  0.6619557666501965
========================================
regression model: RandomForestRegressor
Finished learning regression model
Finished kriging residuals
Regression Score:  0.7013253787207397
RK score:  0.7430329507636267
========================================
regression model: LinearRegression
Finished learning regression model
Finished kriging residuals
Regression Score:  0.5277968398381674
RK score:  0.6049089336167248

import sys

from sklearn.svm import SVR
from sklearn.ensemble import RandomForestRegressor
from sklearn.linear_model import LinearRegression
from sklearn.datasets import fetch_california_housing

from pykrige.rk import RegressionKriging
from pykrige.compat import train_test_split

svr_model = SVR(C=0.1, gamma="auto")
rf_model = RandomForestRegressor(n_estimators=100)
lr_model = LinearRegression(normalize=True, copy_X=True, fit_intercept=False)

models = [svr_model, rf_model, lr_model]

try:
    housing = fetch_california_housing()
except PermissionError:
    # this dataset can occasionally fail to download on Windows
    sys.exit(0)

# take the first 5000 as Kriging is memory intensive
p = housing["data"][:5000, :-2]
x = housing["data"][:5000, -2:]
target = housing["target"][:5000]

p_train, p_test, x_train, x_test, target_train, target_test = train_test_split(
    p, x, target, test_size=0.3, random_state=42
)

for m in models:
    print("=" * 40)
    print("regression model:", m.__class__.__name__)
    m_rk = RegressionKriging(regression_model=m, n_closest_points=10)
    m_rk.fit(p_train, x_train, target_train)
    print("Regression Score: ", m_rk.regression_model.score(p_test, target_test))
    print("RK score: ", m_rk.score(p_test, x_test, target_test))

# ====================================OUTPUT==================================

# ========================================
#  regression model: <class 'sklearn.svm.classes.SVR'>
# Finished learning regression model
# Finished kriging residuals
# Regression Score:  -0.034053855457
# RK score:  0.66195576665
# ========================================
#  regression model: <class 'sklearn.ensemble.forest.RandomForestRegressor'>
# Finished learning regression model
# Finished kriging residuals
# Regression Score:  0.699771164651
# RK score:  0.737574040386
# ========================================
#  regression model: <class 'sklearn.linear_model.base.LinearRegression'>
# Finished learning regression model
# Finished kriging residuals
# Regression Score:  0.527796839838
# RK score:  0.604908933617