梯度下降与逻辑回归

梯度下降：

代码：

http://blog.csdn.net/marvin521/article/details/9263483

公式：

http://blog.csdn.net/jj12345jj198999/article/details/8969393

# coding: utf-8

import numpy as np
import matplotlib.pyplot as plt

def loadDataSet():
    dataMat = []
    labelMat = []
    fp = open('testSet')
    for line in fp.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 + np.exp(-inX))

#普通梯度下降
def gradAscent(dataMatIn, classLabels):
    dataMat = np.mat(dataMatIn)
    labelMat = np.mat(classLabels).transpose()
    m, n = np.shape(dataMat)
    alpha = 0.001
    maxCycles = 500
    weights = np.ones((n, 1))
    for i in range(maxCycles):
        h = sigmoid(dataMat * weights)
        error = (labelMat - h)
        weights += alpha * dataMat.transpose() * error
    return weights

def plotBestFit(weights):
    dataMat, labelMat = loadDataSet()
    dataArr = np.array(dataMat)
    n = np.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 = np.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()

if __name__ == "__main__":
    dataMat, labelMat = loadDataSet()
    print(dataMat, labelMat)
    weights = gradAscent(dataMat, labelMat)
    plotBestFit(weights)

数据文件：

-0.017612	14.053064	0
-1.395634	4.662541	1
-0.752157	6.538620	0
-1.322371	7.152853	0
0.423363	11.054677	0
0.406704	7.067335	1
0.667394	12.741452	0
-2.460150	6.866805	1
0.569411	9.548755	0
-0.026632	10.427743	0
0.850433	6.920334	1
1.347183	13.175500	0
1.176813	3.167020	1
-1.781871	9.097953	0
-0.566606	5.749003	1
0.931635	1.589505	1
-0.024205	6.151823	1
-0.036453	2.690988	1
-0.196949	0.444165	1
1.014459	5.754399	1
1.985298	3.230619	1
-1.693453	-0.557540	1
-0.576525	11.778922	0
-0.346811	-1.678730	1
-2.124484	2.672471	1
1.217916	9.597015	0
-0.733928	9.098687	0
-3.642001	-1.618087	1
0.315985	3.523953	1
1.416614	9.619232	0
-0.386323	3.989286	1
0.556921	8.294984	1
1.224863	11.587360	0
-1.347803	-2.406051	1
1.196604	4.951851	1
0.275221	9.543647	0
0.470575	9.332488	0
-1.889567	9.542662	0
-1.527893	12.150579	0
-1.185247	11.309318	0
-0.445678	3.297303	1
1.042222	6.105155	1
-0.618787	10.320986	0
1.152083	0.548467	1
0.828534	2.676045	1
-1.237728	10.549033	0
-0.683565	-2.166125	1
0.229456	5.921938	1
-0.959885	11.555336	0
0.492911	10.993324	0
0.184992	8.721488	0
-0.355715	10.325976	0
-0.397822	8.058397	0
0.824839	13.730343	0
1.507278	5.027866	1
0.099671	6.835839	1
-0.344008	10.717485	0
1.785928	7.718645	1
-0.918801	11.560217	0
-0.364009	4.747300	1
-0.841722	4.119083	1
0.490426	1.960539	1
-0.007194	9.075792	0
0.356107	12.447863	0
0.342578	12.281162	0
-0.810823	-1.466018	1
2.530777	6.476801	1
1.296683	11.607559	0
0.475487	12.040035	0
-0.783277	11.009725	0
0.074798	11.023650	0
-1.337472	0.468339	1
-0.102781	13.763651	0
-0.147324	2.874846	1
0.518389	9.887035	0
1.015399	7.571882	0
-1.658086	-0.027255	1
1.319944	2.171228	1
2.056216	5.019981	1
-0.851633	4.375691	1
-1.510047	6.061992	0
-1.076637	-3.181888	1
1.821096	10.283990	0
3.010150	8.401766	1
-1.099458	1.688274	1
-0.834872	-1.733869	1
-0.846637	3.849075	1
1.400102	12.628781	0
1.752842	5.468166	1
0.078557	0.059736	1
0.089392	-0.715300	1
1.825662	12.693808	0
0.197445	9.744638	0
0.126117	0.922311	1
-0.679797	1.220530	1
0.677983	2.556666	1
0.761349	10.693862	0
-2.168791	0.143632	1
1.388610	9.341997	0
0.317029	14.739025	0