学习笔记2-Logisti回归

Logistic回归的一般过程

（1）收集数据：采用任意方法收集数据

（2）准备数据：由于需要进行距离计算，因此要求数据类型为数值型。另外，结构化数据格式则最佳

（3）分析数据：采用任意方法对数据进行分析

（4）训练算法：大部分时间将用于训练，训练的目的是为了找到最佳的分类回归系数。

（5）测试算法：一旦训练步骤完成，分类将会很快

（6）使用算法：首先，我们需要输入一些数据，并将其转换成对应的结构化数值；接着，基于训练好的回归系数 就可以对这些数值进行简单的回归计算，判断他们属于哪个类别，在这之后，我们就可以在输出的类别上做一些其他分析工作

标称型：标称型目标变量的结果只在有限目标集中取值，如真与假(标称型目标变量主要用于分类）

数值型：数值型目标变量则可以从无限的数值集合中取值，如0.100，42.001等

(数值型目标变量主要用于回归分析)

每个回归系数初始化为1

重复R次：

      计算整个数据集的梯度

      使用alpha * gradient更新回归系数的向量

返回回归系数

程序清单5-1 Logistic回归梯度上升优化算法

from numpy import *
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
        

dataMat,labelMat=loadDataSet()
#print(dataMat)
#print(labelMat)

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

def gradAscent(dataMatIn,classLabels):
    dataMatrix = mat(dataMatIn)   #转换为numpy内置的矩阵格式
    labelMat = mat(classLabels).transpose()   #transpose()是转置的作用
    m,n = shape(dataMatrix)    #(100,3)#返回矩阵行跟列数100，3
    print(dataMatrix)
    print(labelMat)
    alpha = 0.001
    maxCycles = 500
    weights = ones((n,1))#[1,1,1]T这个权重可能随便给一个初始值
    print(weights)
    for k in range(maxCycles):
        #sigmoid函数的分类结果
        h = sigmoid(dataMatrix * weights)
        print('hhhhhhhhh')
        print(h)
        error = (labelMat - h)
        #真实与预测的误差
       # print('eeeeeeeee')
       # print(error)
        weights = weights + alpha * dataMatrix.transpose()*error
        #用误差乘以数据矩阵的转置表示梯度，此包含一个数学推导
        #print('wwwwwwwwww')
        #print(weights)
    return weights 
    
dataArr,labelMat = loadDataSet()
weights=gradAscent(dataArr,labelMat)

程序清单5-2 画出数据集合Logistic回归最佳拟合直线的函数

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(-3.0,3.0,1)
    y = (-weights[0]-weights[1]*x)/weights[2]
    ax.plot(x,y)
    plt.xlabel('X1');plt.ylabel('X2')
    plt.show()
    
plotBestFit(weights.getA())

所有回归系数初始化为1

对数据集中每个样本

      计算该样本的梯度

      使用alpha * gradient更新回归系数的向量

返回回归系数值

程序清单5-3 随机梯度上升算法

def stocGradAscent0(dataMatrix,classLabels):
    m,n = shape(dataMatrix)
    alpha = 0.1
    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
    
dataArr,labelMat = loadDataSet()
weights=stocGradAscent0(array(dataArr),labelMat)
plotBestFit(weights)

程序清单5-4 改进的随机梯度上升算法

def stocGradAscent1(dataMatrix,classLabels,numIter=150):
    m,n = shape(dataMatrix)    
    weights = ones(n)
    for j in range(numIter):
        dataIndex = range(m)
        #print(dataIndex)
        for i in range(m):
            alpha = 4/(0.1+j+i)+0.01 
            #学习率每次迭代时不断变化减小,alpha会随着迭代次数不断减少，但不会减小到0。
            #随机选取样本的方法可以减少周期的波动。
            randIndex = int(random.uniform(0,len(dataIndex)))
            #uniform(x,y) 方法将随机生成下一个实数，它在[x,y]范围内。
            h = sigmoid(sum(dataMatrix[randIndex]*weights))
            error = classLabels[randIndex]-h
            weights = weights + alpha * error * dataMatrix[randIndex]
            #del(dataIndex[randIndex])
            del(list(dataIndex)[randIndex])
    return weights
    
dataArr,labelMat = loadDataSet()
weights=stocGradAscent1(array(dataArr),labelMat)
plotBestFit(weights)

从疝气病症预测病马的死亡率

程序清单5-5 Logistic回归分类函数

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 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 itertaions the average error rate is : %f" % (numTests,errorSum/float(numTests)))

multiTest()

E:\Anaconda3\lib\site-packages\ipykernel_launcher.py:2: RuntimeWarning: overflow encountered in exp
  


the error rate of this test is:0.343284
the error rate of this test is:0.328358
the error rate of this test is:0.358209
the error rate of this test is:0.373134
the error rate of this test is:0.447761
the error rate of this test is:0.253731
the error rate of this test is:0.268657
the error rate of this test is:0.253731