logistic回归算法学习笔记-从疝气症预测病马死亡率

#coding=utf-8
from numpy import *
#数据集的获取
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;

#sigmoid函数
def sigmoid(inX):
    return (1.0/(1+exp(-inX)))
#梯度上升算法
# def gradAscent(dataMatIn,classLabels):
#     dataMatrix=mat(dataMatIn)
#     labelMat=mat(classLabels).transpose()#行向量转换为列向量
#     m,n=shape(dataMatrix)
#     alpha=0.001
#     maxCycles=500
#     weights=ones((n,1))
#     for k in range(maxCycles):
#         h=sigmoid(dataMatrix*weights)
#         error=(labelMat-h)
#         weights=weights+alpha*dataMatrix.transpose()*error
#     return weights
# dataArr,labelMat=loadDataSet()
# print gradAscent(dataArr,labelMat)

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()


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

# plotBestFit(stocGradAscent0(array(dataArr),labelMat))

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
# dataArr,labelMat=loadDataSet()
# plotBestFit(stocGradAscent1(array(dataArr),labelMat,500))
#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
#测试集与训练集
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,1000)
    errorCount=0;numTestVec=0.0
    for line in frTest.readlines():
        numTestVec += 1.0
        lineArr=[]
        currLine=line.strip().split('\t')
        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))

multiTest()

the error rate of this test is :0.447761
the error rate of this test is :0.328358
the error rate of this test is :0.253731
the error rate of this test is :0.313433
the error rate of this test is :0.388060
the error rate of this test is :0.402985
the error rate of this test is :0.447761
the error rate of this test is :0.388060
the error rate of this test is :0.343284
the error rate of this test is :0.328358
after 10 iterations the average error rate is:0.364179