运行环境python3.7.4 64-bit
'''
Created on Oct 27, 2010
Logistic Regression Working Module
@author: Peter
'''
from numpy import *
import random
def loadDataSet():
dataMat = [];labelMat = [] #创建数据列表和标签列表(0或1)
fr = open('testSet.txt')
for line in fr.readlines(): #逐行读取
lineArr = line.strip().split() #每行数据去回车,空格等,放入列表。
dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])]) #x0默认为1,并添加x1,x2
labelMat.append(int(lineArr[2])) #添加标签
return dataMat,labelMat
def sigmoid(inX):
return 1.0/(1+exp(-inX))
#weight=weight+alpha*X(转置)*(labelMat-sigmoid(dataMatrix*weight))
def gradAscent(dataMatIn, classLabels): #梯度上升算法
dataMatrix = mat(dataMatIn) #转换为Numpy矩阵
labelMat = mat(classLabels).transpose() #convert to NumPy matrix
m,n = shape(dataMatrix) #读取矩阵的行和列的大小,m为行数,n为列数
alpha = 0.001 #步长设为0.001
maxCycles = 500 #迭代次数
weights = ones((n,1)) #建立一个n行1列,元素初始都为1的矩阵
for k in range(maxCycles): #heavy on matrix operations
h = sigmoid(dataMatrix*weights) #梯度上升矢量化公式,h是理论值
error = (labelMat - h) #labelMat为0或1
weights = weights + alpha * dataMatrix.transpose()* error #matrix mult
return weights
def plotBestFit(weights):
import matplotlib.pyplot as plt
dataMat,labelMat=loadDataSet() #加载数据集
dataArr = array(dataMat) #转换成numpy的array数组
n = shape(dataArr)[0] #数据个数
xcord1 = []; ycord1 = [] #正样本
xcord2 = []; ycord2 = [] #负样本
for i in range(n):
if int(labelMat[i])== 1: #1为正样本,0为负样本
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) #添加subplot
ax.scatter(xcord1, ycord1, s=30, c='red', marker='s') #绘制正样本
ax.scatter(xcord2, ycord2, s=30, c='green') #绘制负样本
x = arange(-3.0, 3.0, 0.1)
#假设Sigmoid函数的输入记为z,那么z=w0x0 + w1x1 + w2x2,即可将数据分割开。
# 其中,x0为全是1的向量,x1为数据集的第一列数据,x2为数据集的第二列数据。
# 另z=0,则0=w0 + w1x1 + w2x2。横坐标为x1,纵坐标为x2。
#则x2=(-w0-w1*x1)/w2
y = (-weights[0]-weights[1]*x)/weights[2]
ax.plot(x, y)
plt.xlabel('X1'); plt.ylabel('X2');
plt.show()
def stocGradAscent0(dataMatrix, classLabels):
dataMatrix=array(dataMatrix)
m,n = shape(dataMatrix)
alpha = 0.01
weights = ones(n) #initialize to all ones
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):
dataMatrix=array(dataMatrix)
m,n = shape(dataMatrix)
weights = ones(n) #initialize to all ones
for j in range(numIter):
dataIndex = range(m)
for i in range(m):
alpha = 4/(1.0+j+i)+0.0001 #alpha随着迭代次数增加而减小,但是始终大于0 ,j是迭代次数,i是样本点下标
randIndex = int(random.uniform(0,len(dataIndex))) #随机选取样本
h = sigmoid(sum(dataMatrix[randIndex]*weights))
error = classLabels[randIndex] - h
weights = weights + alpha * error * dataMatrix[randIndex]
del (list(dataIndex)[randIndex]) #删除已使用样本
return weights
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')#打开训练集和测试集
trainingSet = []; trainingLabels = [] # trainingSet 中存储训练数据集的特征,trainingLabels 存储训练数据集的样本对应的分类标签
for line in frTrain.readlines():
currLine = line.strip().split('\t')
lineArr =[]
for i in range(21):
lineArr.append(float(currLine[i]))
#存入训练样本特征
trainingSet.append(lineArr)
#存入训练样本标签
trainingLabels.append(float(currLine[21]))
#使用改进后的随机梯度下降算法得到回归系数
trainWeights = stocGradAscent1(array(trainingSet), trainingLabels, 1000)
#统计测试集预测错误样本数量和样本总数
errorCount = 0; numTestVec = 0.0
for line in frTest.readlines():
numTestVec += 1.0 #循环一次,样本数加1
currLine = line.strip().split('\t')
lineArr =[]
for i in range(21):
lineArr.append(float(currLine[i]))
# 利用分类预测函数对该样本进行预测,并与样本标签进行比较
if int(classifyVector(array(lineArr), trainWeights))!= int(currLine[21]):
#如果预测错误,错误数加1
errorCount += 1
#计算错误率
errorRate = (float(errorCount)/numTestVec)
print ("the error rate of this test is: %f" % errorRate)
return errorRate
#调用colicTest()10次,并求一个错误率平均值。
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)))
if __name__ == '__main__':
colicTest()