Logistic 回归

机器学习实战代码实现：

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
def sigmoid(inX):
    return 1.0/(1+exp(-inX))

def gradAscent(dataMatIn,classLabels):
    dataMatrix = mat(dataMatIn)
    labelMat = mat(classLabels).transpose()
    m,n = shape(dataMatrix)
    alpha = 0.001
    maxCycles = ones ((n,1))
    for k in range(maxCycles):
        h = sigmoid(dataMatrix*weight)
        error = (labelMat-h)
        weights =weights+alpha*dataMatrix.transpose()*error
    return weights

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()


def stocGradAscent0(dataMatrix,classLabels):
    m,n = shape(dataMatrix)
    alpha = 0.01
    weights = ones(n)
    for i in range(m):
        h = sigmoid(sum(dataMatrix[i]*weights))
        error = classLabels[i]-h
        weights = weights + alpha * error * dataMatrix[i]
    return weights

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 = sigmoid(sum(dataMatrix[randIndex]*weights))
            error = classLabels[randIndex] - h
            weights = weights +alpha*error*dataMatrix[randIndex]
            del(dataIndex[randIndex])
    return weights

马疝气病检测:

def classifyVector(inX, weights):
    prob = sigmoid(sum(inX*weights))
    if prob > 0.5:  return 1.0
    else:return 0.0

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 frTestVec +=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))