逻辑回归
1.什么是逻辑回归
对于算法而言,并不是越复杂越好,要根据实际的使用场景,来选择对应的算法
对于CNN,RNN而言,因为对数据的要求很高,需要非常大的数据量,对计算力的要求也很高
如果不进行预测的话,就是回归问题,如果进行预测了,可以看做分类问题
通过样本的特征,来拟合计算出一个事件发生的概率
通过一些方法的改进,可以使得逻辑回归作为多分类问题
#Sigmoid函数
import numpy as np
import matplotlib.pyplot as plt
##
def sigmod(t):
return 1./(1 + np.exp(-t))
##
x = np.linspace(-10, 10, 500)
y = sigmod(x)
plt.plot(x, y)
plt.show()
2.逻辑回归的损失函数
如果真实值为1,但是p的值越小,越表明预测出来的值越接近0,则越偏离真实值
找到一种函数符合我们这种数学模型
得到最终的损失函数结构
3.逻辑回归损失函数的梯度
4.实现逻辑回归算法
###实现逻辑回归
import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets
iris = datasets.load_iris()
#数据集内包含 3 类共 150 条记录,每类各 50 个数据,
#每条记录都有 4 项特征:花萼长度、花萼宽度、花瓣长度、花瓣宽度
#可以通过这4个特征预测鸢尾花卉属于
#(iris-setosa, iris-versicolour, iris-virginica)中的哪一品种。
##
X = iris.data
y = iris.target
##
X = X[y<2,:2]#取出y<2的那一行中的前两列数据
y = y[y<2]
##
plt.scatter(X[y==0, 0], X[y==0, 1], color = "red")
#表示y为0的时候,X的两个特征值分别作为x,y轴的数据坐标
plt.scatter(X[y==1, 0], X[y==1, 1], color = "blue")
plt.show()
目前测试分类问题,横纵轴均作为特征
# from palyML.model_selection import train_test_split
import numpy as np
def train_test_split(X, y, test_ratio=0.2, seed=None):
"""将数据 X 和 y 按照test_ratio分割成X_train, X_test, y_train, y_test"""
assert X.shape[0] == y.shape[0], \
"the size of X must be equal to the size of y"
assert 0.0 <= test_ratio <= 1.0, \
"test_ration must be valid"
if seed:
np.random.seed(seed)
shuffled_indexes = np.random.permutation(len(X))
test_size = int(len(X) * test_ratio)
test_indexes = shuffled_indexes[:test_size]
train_indexes = shuffled_indexes[test_size:]
X_train = X[train_indexes]
y_train = y[train_indexes]
X_test = X[test_indexes]
y_test = y[test_indexes]
return X_train, X_test, y_train, y_test
X_train, X_test, y_train, y_test = train_test_split(X, y, seed=666)
###########################################################################
import numpy as np
class LogisticRegression:
def __init__(self):
"""初始化Linear Regression模型"""
self.coef_ = None
self.intercept_ = None
self._theta = None
def _accuracy_score(slef, y_true, y_predict):
"""计算y_true和y_predict之间的准确率"""
assert len(y_true) == len(y_predict), \
"the size of y_true must be equal to the size of y_predict"
return np.sum(y_true == y_predict) / len(y_true)
def _sigmoid(self, t):
return 1. / (1. + np.exp(-t))
def fit(self, X_train, y_train, eta=0.01, n_iters=1e4):
#"""根据训练数据集X_train, y_train, 使用梯度下降法训练Logistic Regression模型"""
assert X_train.shape[0] == y_train.shape[0]
# "the size of X_train must be equal to the size of y_train"
def J(theta, X_b, y):
y_hat = self._sigmoid(X_b.dot(theta))
try:
return -1 * np.sum(y*np.log(y_hat) + (1-y)*np.log(1-y_hat)) / len(y)
except:
return float('inf')
def dJ(theta, X_b, y):
# res = np.empty(len(theta))
# res[0] = np.sum(X_b.dot(theta) - y)
# for i in range(1, len(theta)):
# res[i] = (X_b.dot(theta) - y).dot(X_b[:, i])
# return res * 2 / len(X_b)
return X_b.T.dot(self._sigmoid(X_b.dot(theta)) - y) / len(X_b)
def gradient_descent(X_b, y, initial_theta, eta, n_iters=1e4, epsilon=1e-8):
theta = initial_theta
cur_iter = 0
while cur_iter < n_iters:
gradient = dJ(theta, X_b, y)
last_theta = theta
theta = theta - eta * gradient
if (abs(J(theta, X_b, y) - J(last_theta, X_b, y)) < epsilon):
break
cur_iter += 1
return theta
X_b = np.hstack([np.ones((len(X_train), 1)), X_train])
initial_theta = np.zeros(X_b.shape[1])
self._theta = gradient_descent(X_b, y_train, initial_theta, eta, n_iters)
self.intercept_ = self._theta[0]
self.coef_ = self._theta[1:]
return self
def predict_proba(self, X_predict):
"""给定待预测数据集X_predict,返回表示X_predict的结果概率向量"""
assert self.intercept_ is not None and self.coef_ is not None, \
"must fit before predict!"
assert X_predict.shape[1] == len(self.coef_), \
"the feature number of X_predict must be equal to X_train"
X_b = np.hstack([np.ones((len(X_predict), 1)), X_predict])
return self._sigmoid(X_b.dot(self._theta))
def predict(self, X_predict):
"""给定待预测数据集X_predict,返回表示X_predict的结果向量"""
assert self.intercept_ is not None and self.coef_ is not None, \
"must fit before predict!"
assert X_predict.shape[1] == len(self.coef_), \
"the feature number of X_predict must be equal to X_train"
proba = self.predict_proba(X_predict)
return np.array(proba >= 0.5, dtype = 'int')
def score(self, X_test, y_test):
"""根据测试数据集 X_test 和 y_test 确定当前模型的准确度"""
y_predict = self.predict(X_test)
return self._accuracy_score(y_test, y_predict)
def __repr__(self):
return "LogisticRegression()"
log_reg = LogisticRegression()
log_reg.fit(X_train, y_train)
5.决策边界
def x2(x1):
return (-log_reg.intercept_-log_reg.coef_[0]*x1) / log_reg.coef_[1]
x1_plot = np.linspace(4,8,1000)
x2_plot = x2(x1_plot)
plt.scatter(X[y==0, 0], X[y==0, 1], color = "red")
plt.scatter(X[y==1, 0], X[y==1, 1], color = "blue")
plt.plot(x1_plot, x2_plot)
plt.show() #这里采用的是训练集的样本进行测试