一、Logistic回归模型
线性回归y=ax+b中的y值并无限制,即值域[-∞, +∞];而对于逻辑回归,输入值可以连续,但输出值为离散值。
逻辑回归也被称为广义的线性回归,但它不是回归算法而是分类算法
常用的逻辑回归函数sigmoid函数如下:
二、代价函数
三、梯度下降法求回归模型的系数
class LGR_GD():
def __init__(self):
self.w = None
self.n_iters = None
#sigmoid函数
def sigmoid(self, X):
z = X.dot(self.w.T)
return 1/(1 + np.exp(-z))
def fit(self,X,y,alpha=0.03,loss = 1e-10): # 设定步长为0.002,判断是否收敛的条件为1e-10
y = y.reshape(-1,1) #重塑y值的维度以便矩阵运算
[m,d] = np.shape(X) #自变量的维度
self.w = np.zeros((1,d)) #将参数的初始值定为0
tol = 1e5
self.n_iters = 0
#============================= show me your code =======================
while tol > loss: #设置收敛条件
tmp = self.sigmoid(X)- y
tol = np.abs(np.sum(tmp))
self.w = self.w - 1/m * alpha * np.dot(tmp.T, X)
self.n_iters += 1 #更新迭代次数
self.n_iters += 1 #更新迭代次数
#============================= show me your code =======================
def predict(self, X):
# 用已经拟合的参数值预测新自变量
y_pred = X.dot(self.w)
return y_pred
if __name__ == "__main__":
lr_gd = LGR_GD()
lr_gd.fit(Xs,ys)
ax = plt.axes()
df_X.query('label == 0').plot.scatter(x=0, y=1, ax=ax, color='blue')
df_X.query('label == 1').plot.scatter(x=0, y=1, ax=ax, color='red')
_xs = np.array([np.min(Xs[:,1]), np.max(Xs[:,1])])
_ys = (lr_gd.w[0][0] + lr_gd.w[0][1] * _xs) / (- lr_gd.w[0][2])
plt.plot(_xs, _ys, lw=1)
四 牛顿法
class LGR_NT():
def __init__(self):
self.w = None
self.n_iters = None
def sigmoid(self, X):
z = X.dot(self.w.T)
return 1/(1 + np.exp(-z))
def fit(self,X,y,loss = 1e-10): # 判断是否收敛的条件为1e-10
y = y.reshape(-1,1) #重塑y值的维度以便矩阵运算
[m,d] = np.shape(X) #自变量的维度
self.w = np.zeros((1,d)) #将参数的初始值定为0
tol = 1e5
n_iters =0
Hessian = np.zeros((d,d))
loss_f = 0
#============================= show me your code =======================
while tol > loss:
A = 1/(1 + np.exp(-X.dot(self.w.T)))
grad = np.dot((A-y).T, X)/m
for i in range(d):
for j in range(d):
Hessian[i][j] = np.mean(A*(1 - A)*X[:,i]*X[:,j])
self.w = self.w - (np.linalg.inv(Hessian).dot(grad.T)).T
loss_next = -(np.dot(np.log(A).T, y)+np.dot(np.log(1 - A).T, (1-y)))/m
tol = np.abs(loss_next - loss_f) #abs函数用于返回数值的绝对值
loss_f = loss_next
n_iters += 1
#============================= show me your code =======================
self.n_iters = n_iters
def predict(self, X):
# 用已经拟合的参数值预测新自变量
y_pred = X.dot(self.w)
return y_pred
if __name__ == "__main__":
lgr_nt = LGR_NT()
lgr_nt.fit(Xs,ys)