梯度下降求解逻辑回归（代码）

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
%matplotlib inline

import os
path = 'data' + os.sep + 'LogiReg_data.txt'
pdData = pd.read_csv(path, header=None, names=['Exam 1', 'Exam 2', 'Admitted'])
pdData.head()#前两列为特征，第三列为录取与否

pdData.shape#100个数据，每个样本有三列特征值

positive = pdData[pdData['Admitted'] == 1]#正例，返回行子集
negative = pdData[pdData['Admitted'] == 0]#负例（进行指定）

fig,ax = plt.subplots(figsize=(10,15))#figsize为画图域，长15，宽10
ax.scatter(positive['Exam 1'], positive['Exam 2'], s=30, c='b', marker='o', label='Admitted')#正例和负例，标签与颜色
ax.scatter(negative['Exam 1'], negative['Exam 2'], s=30, c='r', marker='x', label='Not Admitted')
ax.legend()
ax.set_xlabel('Exam 1 Score')
ax.set_ylabel('Exam 2 Score')

def sigmoid(z):#定义sigmod函数
    return 1 / (1 + np.exp(-z))#np.exp(-z)为e的-z次幂（转数值运算为矩阵运算）

nums = np.arange(-10, 10, step=1) #creates a vector containing 20 equally spaced values from -10 to 10
fig, ax = plt.subplots(figsize=(12,4))
ax.plot(nums, sigmoid(nums), 'r')

def model(X, theta):#输入X数域，theta为参数（model为预测函数）
    
    return sigmoid(np.dot(X, theta.T))#np.dot为矩阵乘法，X与theta相乘，结果传入sigmod函数中


pdData.insert(0, 'Ones', 1) # 新加一列，列名为Ones，值全为1


# set X (training data) and y (target variable)
orig_data = pdData.as_matrix() # convert the Pandas representation of the data to an array useful for further computations
cols = orig_data.shape[1]
X = orig_data[:,0:cols-1]
y = orig_data[:,cols-1:cols]

# convert to numpy arrays and initalize the parameter array theta
#X = np.matrix(X.values)
#y = np.matrix(data.iloc[:,3:4].values) #np.array(y.values)
theta = np.zeros([1, 3])#构造1行三列的theta参数，占位

X[:5]
y[:5]
theta
X.shape, y.shape, theta.shape


def cost(X, y, theta):#定义损失函数，X为数据，y为标签，theta为参数
    left = np.multiply(-y, np.log(model(X, theta)))
    right = np.multiply(1 - y, np.log(1 - model(X, theta)))
    return np.sum(left - right) / (len(X))

cost(X, y, theta)

def gradient(X, y, theta):
    grad = np.zeros(theta.shape)#定义梯度，与theta一一对应
    error = (model(X, theta)- y).ravel()
    for j in range(len(theta.ravel())): #for each parmeter
        term = np.multiply(error, X[:,j])#取第j列样本
        grad[0, j] = np.sum(term) / len(X)
    
    return grad

STOP_ITER = 0
STOP_COST = 1
STOP_GRAD = 2

def stopCriterion(type, value, threshold):
    #设定三种不同的停止策略
    if type == STOP_ITER:        return value > threshold  #指定次数
    elif type == STOP_COST:      return abs(value[-1]-value[-2]) < threshold #指定阈值
    elif type == STOP_GRAD:      return np.linalg.norm(value) < threshold  #指定阈值

import numpy.random
#洗牌
def shuffleData(data):
    np.random.shuffle(data)
    cols = data.shape[1]
    X = data[:, 0:cols-1]
    y = data[:, cols-1:]
    return X, y

import time#观察时间对结果的影响

def descent(data, theta, batchSize, stopType, thresh, alpha):#数据，参数，梯度下降样式，策略，阈值，学习率
    #梯度下降求解
    
    init_time = time.time()
    i = 0 # 迭代次数
    k = 0 # batch
    X, y = shuffleData(data)
    grad = np.zeros(theta.shape) # 计算的梯度
    costs = [cost(X, y, theta)] # 损失值

    
    while True:
        grad = gradient(X[k:k+batchSize], y[k:k+batchSize], theta)
        k += batchSize #取batch数量个数据
        if k >= n: 
            k = 0 
            X, y = shuffleData(data) #重新洗牌
        theta = theta - alpha*grad # 参数更新
        costs.append(cost(X, y, theta)) # 计算新的损失
        i += 1 

        if stopType == STOP_ITER:       value = i
        elif stopType == STOP_COST:     value = costs
        elif stopType == STOP_GRAD:     value = grad
        if stopCriterion(stopType, value, thresh): break
    
    return theta, i-1, costs, grad, time.time() - init_time

 def runExpe(data, theta, batchSize, stopType, thresh, alpha):#根据参数选择梯度下降方式和策略
    #import pdb; pdb.set_trace();
    theta, iter, costs, grad, dur = descent(data, theta, batchSize, stopType, thresh, alpha)
    name = "Original" if (data[:,1]>2).sum() > 1 else "Scaled"
    name += " data - learning rate: {} - ".format(alpha)
    if batchSize==n: strDescType = "Gradient"
    elif batchSize==1:  strDescType = "Stochastic"
    else: strDescType = "Mini-batch ({})".format(batchSize)
    name += strDescType + " descent - Stop: "
    if stopType == STOP_ITER: strStop = "{} iterations".format(thresh)
    elif stopType == STOP_COST: strStop = "costs change < {}".format(thresh)
    else: strStop = "gradient norm < {}".format(thresh)
    name += strStop
    print ("***{}\nTheta: {} - Iter: {} - Last cost: {:03.2f} - Duration: {:03.2f}s".format(
        name, theta, iter, costs[-1], dur))
    fig, ax = plt.subplots(figsize=(12,4))
    ax.plot(np.arange(len(costs)), costs, 'r')
    ax.set_xlabel('Iterations')
    ax.set_ylabel('Cost')
    ax.set_title(name.upper() + ' - Error vs. Iteration')
    return theta

#选择的梯度下降方法是基于所有样本的
n=100
runExpe(orig_data, theta, n, STOP_ITER, thresh=5000, alpha=0.000001)
runExpe(orig_data, theta, n, STOP_COST, thresh=0.000001, alpha=0.001)
runExpe(orig_data, theta, n, STOP_GRAD, thresh=0.05, alpha=0.001)
runExpe(orig_data, theta, 1, STOP_ITER, thresh=5000, alpha=0.001)
runExpe(orig_data, theta, 1, STOP_ITER, thresh=15000, alpha=0.000002)
runExpe(orig_data, theta, 16, STOP_ITER, thresh=15000, alpha=0.001)

from sklearn import preprocessing as pp

scaled_data = orig_data.copy()
scaled_data[:, 1:3] = pp.scale(orig_data[:, 1:3])

runExpe(scaled_data, theta, n, STOP_ITER, thresh=5000, alpha=0.001)
runExpe(scaled_data, theta, n, STOP_GRAD, thresh=0.02, alpha=0.001)
theta = runExpe(scaled_data, theta, 1, STOP_GRAD, thresh=0.002/5, alpha=0.001)
runExpe(scaled_data, theta, 16, STOP_GRAD, thresh=0.002*2, alpha=0.001)

#设定阈值
def predict(X, theta):
    return [1 if x >= 0.5 else 0 for x in model(X, theta)]

scaled_X = scaled_data[:, :3]
y = scaled_data[:, 3]
predictions = predict(scaled_X, theta)
correct = [1 if ((a == 1 and b == 1) or (a == 0 and b == 0)) else 0 for (a, b) in zip(predictions, y)]
accuracy = (sum(map(int, correct)) % len(correct))
print ('accuracy = {0}%'.format(accuracy))#进行逻辑回归，梯度下降，并对比