根据现有数据对分类边界线建立回归模型,以此进行分类。在练习中会介绍有关梯度上升算法和随机梯度上升算法,最后应用Logistic回归,预测病马的死亡率。参考练习[Exercise 3] Logistic Regression and Newton’s Method。
实验基础
Logistic回归梯度上升算法
#!/usr/bin/env python
# coding=utf-8
from numpy import *
#loadDataSet
def loadDataSet():
dataMat = []; labelMat = []
fr = open('testSet.txt')
for line in fr.readlines():
lineArr = line.strip().split()
dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])])
labelMat.append(int(lineArr[2]))
return dataMat,labelMat
#sigmod function
def sigmod(inX):
return 1.0/(1+ exp(-inX))
#梯度上升算法
def gradAscent(dataMatIn, classLabels):
dataMatrix = mat(dataMatIn)
labelMat = mat(classLabels).transpose()
m,n = shape(dataMatrix)
alpha = 0.001
maxCycles = 500
weights = ones((n,1))
for k in range(maxCycles):
h = sigmod(dataMatrix*weights)
error = (labelMat - h)
weights = weights + alpha*dataMatrix.transpose()*error
return weights
分析数据:画出决策边界
#画出决策边界
def plotBestFit(weights):
import matplotlib.pyplot as plt
dataMat,labelMat = loadDataSet()
dataArr = array(dataMat)
n = shape(dataArr)[0]
xcord1 = []; ycord1 = []
xcord2 = []; ycord2 = []
for i in range(n):
if int(labelMat[i])==1:
xcord1.append(dataArr[i,1]); ycord1.append(dataArr[i,2])
else:
xcord2.append(dataArr[i,1]); ycord2.append(dataArr[i,2])
fig = plt.figure()
ax = fig.add_subplot(111)
ax.scatter(xcord1, ycord1, s=30, c='red', marker='s')
ax.scatter(xcord2, ycord2, s=30, c='green')
x = arange(-3.0, 3.0, 0.1)
y = (-weights[0] - weights[1]*x)/weights[2]
ax.plot(x,y)
plt.xlabel('X1'); plt.ylabel('X2');
plt.show()
训练算法
#随机梯度上升算法
def stocGradAscent0(dataMatrix, classLabels):
m,n = shape(dataMatrix)
alpha = 0.01
weights = ones(n)
for i in range(m):
h = sigmod(sum(dataMatrix[i]*weights))
error = classLabels[i] - h
weights = weights + alpha*error*dataMatrix[i]
return weights
#改进随机梯度上升算法 1 alpha每次迭代都会调整 2. 随机选择样本
def stocGradAscent1( dataMatrix, classLabels, numIter = 150):
m,n = shape(dataMatrix)
weights = ones(n)
for j in range(numIter):
dataIndex = range(m)
for i in range(m):
alpha = 4/(1.0 + j + i) + 0.01
randIndex = int(random.uniform(0, len(dataIndex)))
h = sigmod(sum(dataMatrix[i]*weights))
error = classLabels[randIndex] - h
weights = weights + alpha*error*dataMatrix[randIndex]
del(dataIndex[randIndex])
return weights
def classifyVector(inX, weights):
prob = sigmod(sum(inX*weights))
if prob > 0.5:
return 1.0
else:
return 0.0
病马死亡率预测
def colicTest():
frTrain = open('horseColicTraining.txt')
frTest = open('horseColicTest.txt')
trainingSet = []; trainingLabels = []
for line in frTrain.readlines():
currline = line.strip().split('\t')
lineArr = []
for i in range(21):
lineArr.append(float(currline[i]))
trainingSet.append(lineArr)
trainingLabels.append(float(currline[21]))
trainWeights = stocGradAscent1(array(trainingSet), trainingLabels, 500)
errorCount = 0; numTestVec = 0.0
for line in frTest.readlines():
numTestVec += 1.0
currline = line.strip().split('\t')
lineArr = []
for i in range(21):
lineArr.append(float(currline[i]))
if int(classifyVector(array(lineArr), trainWeights)) != int(currline[21]):
errorCount += 1
errorRate = (float(errorCount)/numTestVec)
print "the error rate of this test is : %f"%errorRate
return errorRate
def multiTest():
numTests = 10; errorSum = 0.0
for k in range(numTests):
errorSum += colicTest()
print "after %d iterations the average error rate is: %f"%(numTests, errorSum/float(numTests))
小结
Logistic回归的目的是寻找一个非线性函数sigmod的最佳拟合参数。在优化算法中,最常用的就是梯度上升算法,而梯度上升算法又可以简化为随机梯度上升算法。
机器学习的一个重要问题是如何处理缺少数据。
一些可选的做法:
- 使用刊用特征的均值来填补缺失值
- 使用特殊值来填补,如-1
- 忽略有缺失的样本
- 使用相似样本的均值填补缺失值
- 使用另外的算法来预测缺失值