我开始学习机器学习，并且正在尝试实现线性回归的向后消元法。这里是我的代码：

import statsmodels.api as sm
x = sm.add_constant(x)
x_opt = x[:,[0,1,2,3,4,5]]
regressor_OLS = sm.OLS(endog=y,exog=x_opt)

这里是错误信息：

Traceback (most recent call last):  File "<input>", line 1, in <module>  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\regression\linear_model.py", line 859, in __init__    hasconst=hasconst, **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\regression\linear_model.py", line 702, in __init__    weights=weights, hasconst=hasconst, **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\regression\linear_model.py", line 190, in __init__    super(RegressionModel, self).__init__(endog, exog, **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\model.py", line 236, in __init__    super(LikelihoodModel, self).__init__(endog, exog, **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\model.py", line 77, in __init__    **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\model.py", line 100, in _handle_data    data = handle_data(endog, exog, missing, hasconst, **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\data.py", line 672, in handle_data    **kwargs)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\data.py", line 87, in __init__    self._handle_constant(hasconst)  File "C:\Users\ewasy\AppData\Local\Programs\Python\Python37\lib\site-packages\statsmodels\base\data.py", line 132, in _handle_constant    if not np.isfinite(exog_max).all():TypeError: ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''

这是变量 x 的两行数据：

array([[1.0, 0.0, 1.0, 2.016411493158463, 0.560752914530775,2.153943088571744],       [1.0, 0.0, 0.0, 1.9558603364325031, 1.0828065830760816,1.9236003956421444]], dtype=object)

这是变量 y 的两行数据：

array([[2.01120333],[1.99942997]])

回答：

问题在于你的代码中x的类型是dtype=object而不是dtype=float，也就是说x不是数值变量，因此不能作为回归器使用。一旦x被转换为float类型，你的代码就能正常运行了。