逻辑回归模型案例
我们将建立一个逻辑回归模型来预测一个学生是否被大学录取。假设你是一个大学系的管理员,你想根据两次考试的结果来决定每个申请人的录取机会。你有以前的申请人的历史数据,你可以用它作为逻辑回归的训练集。对于每一个培训例子,你有两个考试的申请人的分数和录取决定。为了做到这一点,我们将建立一个分类模型,根据考试成绩估计入学概率。
# 数据分析三大件
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
%matplotlib inline
# 读入数据
import os
path = 'data' + os.sep + 'LogiReg_data.txt'
pdData = pd.read_csv(path,header=None,names=['Exam 1', 'Exam 2', 'Admitted'])
pdData.head()
# 观察数据维度,第一维表示样本的个数,第二维表示当前每一个样本有三列值
pdData.shape
(100, 3)
# 画图观察第三列是什么样的
# 指定正列负列
positive = pdData[pdData["Admitted"] == 1]
negative = pdData[pdData["Admitted"] == 0]
# 指定画图域
fig,ax = plt.subplots(figsize=(10,5))
# 散点图;c定义的是颜色
ax.scatter(positive["Exam 1"], positive["Exam 2"], s=30, c="b", marker="o", label="Admitted")
ax.scatter(negative["Exam 1"], negative["Exam 2"], s=30, c="r", marker="x", label="Not Admitted")
ax.legend()
ax.set_xlabel("Exam 1 Score")
ax.set_ylabel("Exam 2 Score")
The logistic regression
目标:建立分类器(求解出三个参数 $\theta_0 \theta_1 \theta_2 $)
设定阈值,根据阈值判断录取结果
要完成的模块
sigmoid : 映射到概率的函数
model : 返回预测结果值
cost : 根据参数计算损失
gradient : 计算每个参数的梯度方向
descent : 进行参数更新
accuracy: 计算精度
sigmoid 函数
g ( z ) = 1 1 + e − z g(z) = \frac{1}{1+e^{-z}} g(z)=1+e−z1
def sigmoid(z):
return 1 / (1+np.exp(-z))
# 画图展示sigmoid 函数
nums = np.arange(-10, 10, step=1)
fig,ax = plt.subplots(figsize=(12,4))
ax.plot(nums, sigmoid(nums),"r")
Sigmoid
- g : R → [ 0 , 1 ] g:\mathbb{R} \to [0,1] g:R→[0,1]
- g ( 0 ) = 0.5 g(0)=0.5 g(0)=0.5
- g ( − ∞ ) = 0 g(- \infty)=0 g(−∞)=0
- g ( + ∞ ) = 1 g(+ \infty)=1 g(+∞)=1
# np.dot矩阵乘法
def model(X, theta):
return sigmoid(np.dot(X,theta.T))
( θ 0 θ 1 θ 2 ) × ( 1 x 1 x 2 ) = θ 0 + θ 1 x 1 + θ 2 x 2 \begin{array}{ccc} \begin{pmatrix}\theta_{0} & \theta_{1} & \theta_{2}\end{pmatrix} & \times & \begin{pmatrix}1\\ x_{1}\\ x_{2} \end{pmatrix}\end{array}=\theta_{0}+\theta_{1}x_{1}+\theta_{2}x_{2} (θ0θ1θ2)×⎝⎛1x1x2⎠⎞=θ0+θ1x1+θ2x2
# 向数据中增加一列
pdData.insert(0,"Ones",1)
# 转换数据
orig_data = pdData.as_matrix()
cols = orig_data.shape[1]
X = orig_data[:,0:cols-1]
y = orig_data[:,cols-1:cols]
# 创建参数的位置,构造3个$theta$参数
theta = np.zeros([1,3])
# 确认上面的构造是否准确
X[:5]
array([[ 1. , 34.62365962, 78.02469282],
[ 1. , 30.28671077, 43.89499752],
[ 1. , 35.84740877, 72.90219803],
[ 1. , 60.18259939, 86.3085521 ],
[ 1. , 79.03273605, 75.34437644]])
y[:5]
array([[0.],
[0.],
[0.],
[1.],
[1.]])
theta
array([[0., 0., 0.]])
X.shape,y.shape,theta.shape
((100, 3), (100, 1), (1, 3))
损失函数
将对数似然函数去负号
D ( h θ ( x ) , y ) = − y log ( h θ ( x ) ) − ( 1 − y ) log ( 1 − h θ ( x ) ) D(h_\theta(x), y) = -y\log(h_\theta(x)) - (1-y)\log(1-h_\theta(x)) D(hθ(x),y)=−ylog(hθ(x))−(1−y)log(1−hθ(x))
求平均损失
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J(\theta)=\frac{1}{n}\sum_{i=1}^{n} D(h_\theta(x_i), y_i)
J(θ)=n1i=1∑nD(hθ(xi),yi)
# 根据减号左边右边进行定义,(len(X))就是样本的数量n
def cost(X,y,theta):
left = np.multiply(-y,np.log(model(X,theta)))
right = np.multiply(1-y,np.log(1-model(X,theta)))
return np.sum((left-right) / (len(X)))
# 计算损失
cost(X,y,theta)
0.6931471805599457
计算梯度
∂ J ∂ θ j = − 1 m ∑ i = 1 n ( y i − h θ ( x i ) ) x i j \frac{\partial J}{\partial \theta_j}=-\frac{1}{m}\sum_{i=1}^n (y_i - h_\theta (x_i))x_{ij} ∂θj∂J=−m1i=1∑n(yi−hθ(xi))xij
def gradient(X,y,theta):
# 定义梯度,zeros是为了进行占位
grad = np.zeros(theta.shape)
# 定义yi,.ravel()拿出h-y的值
error = (model(X,theta)-y).ravel()
for j in range(len(theta.ravel())):
term = np.multiply(error,X[:,j])
# 求偏导
grad[0,j] = np.sum(term) / len(X)
return grad
Gradient descent
比较3种不同梯度下降方法
STOP_ITER = 0
STOP_COST = 1
STOP_GRAD = 2
def stopCriterion(type,value,threshold):
# 设定三种不同的停止策略
if type == STOP_ITER: return value > threshold
elif type == STOP_COST: return abs(value[-1]-value[-2]) < threshold
elif type == STOP_GRAD: return np.linalg.norm(value) < threshold
import numpy.random
# 洗牌,数据可能有规律,应该把数据打乱
def shuffleData(data):
np.random.shuffle(data)
cols = data.shape[1]
X = data[:,0:cols-1]
y = data[:,cols-1:]
return X,y
# 观察时间对结果的影响
import time
# batchSize为1就是随机梯度下降,为样本总数就是批量梯度下降,1~总数之间就是小批量梯度下降;thresh是策略对应阈值
def descent(data, theta, batchSize, stopType, thresh, alpha):
# 梯度下降求解
init_time = time.time()
i = 0 # 迭代次数
k = 0 # batch
X,y = shuffleData(data)
grad = np.zeros(theta.shape) # 计算的梯度
costs = [cost(X,y,theta)] # 损失值
while True:
grad = gradient(X[k:k+batchSize],y[k:k+batchSize],theta)
k += batchSize # 取batch数量个数据
if k >= n:
k = 0
X,y = shuffleData(data) # 重新洗牌
theta = theta - alpha*grad # 参数更新
costs.append(cost(X,y,theta)) # 计算新的损失
i += 1
if stopType == STOP_ITER: value = i
elif stopType == STOP_COST: value = costs
elif stopType == STOP_GRAD: value = grad
if stopCriterion(stopType,value,thresh): break
return theta, i-1, costs, grad, time.time() - init_time
# 功能函数
def runExpe(data, theta, batchSize, stopType, thresh, alpha):
# 先对值进行初始化
theta, iter, costs, grad, dur = descent(data, theta, batchSize, stopType, thresh, alpha)
# 在图上显示对应的名字
name = "Original" if (data[:,1]>2).sum() > 1 else "Scaled"
name += " data - learning rate: {} - ".format(alpha)
if batchSize==n: strDescType = "Gradient"
elif batchSize==1: strDescType = "Stochastic"
else: strDescType = "Mini-batch ({})".format(batchSize)
name += strDescType + " descent - Stop: "
if stopType == STOP_ITER: strStop = "{} iterations".format(thresh)
elif stopType == STOP_COST: strStop = "costs change < {}".format(thresh)
else: strStop = "gradient norm < {}".format(thresh)
name += strStop
# 画图展示
print ("***{}\nTheta: {} - Iter: {} - Last cost: {:03.2f} - Duration: {:03.2f}s".format(
name, theta, iter, costs[-1], dur))
fig, ax = plt.subplots(figsize=(12,4))
ax.plot(np.arange(len(costs)), costs, 'r')
ax.set_xlabel('Iterations')
ax.set_ylabel('Cost')
ax.set_title(name.upper() + ' - Error vs. Iteration')
return theta
不同的停止策略
设定迭代次数
#选择的梯度下降方法是基于所有样本的
n=100
runExpe(orig_data, theta, n, STOP_ITER, thresh=5000, alpha=0.000001)
根据损失值停止
设定阈值 1E-6, 差不多需要110 000次迭代
runExpe(orig_data, theta, n, STOP_COST, thresh=0.000001, alpha=0.001)
根据梯度变化停止
设定阈值 0.05,差不多需要40 000次迭代
runExpe(orig_data, theta, n, STOP_GRAD, thresh=0.05, alpha=0.001)
对比不同的梯度下降方法
Stochastic descent
runExpe(orig_data, theta, 1, STOP_ITER, thresh=5000, alpha=0.001)
有点爆炸。。。很不稳定,再来试试把学习率调小一些
runExpe(orig_data, theta, 1, STOP_ITER, thresh=15000, alpha=0.000002)
速度快,但稳定性差,需要很小的学习率
Mini-batch descent
runExpe(orig_data, theta, 16, STOP_ITER, thresh=15000, alpha=0.001)
浮动仍然比较大,我们来尝试下对数据进行标准化 将数据按其属性(按列进行)减去其均值,然后除以其方差。最后得到的结果是,对每个属性/每列来说所有数据都聚集在0附近,方差值为1
from sklearn import preprocessing as pp
scaled_data = orig_data.copy()
scaled_data[:, 1:3] = pp.scale(orig_data[:, 1:3])
runExpe(scaled_data, theta, n, STOP_ITER, thresh=5000, alpha=0.001)
它好多了!原始数据,只能达到达到0.61,而我们得到了0.38个在这里! 所以对数据做预处理是非常重要的
runExpe(scaled_data, theta, n, STOP_GRAD, thresh=0.02, alpha=0.001)
更多的迭代次数会使得损失下降的更多!
theta = runExpe(scaled_data, theta, 1, STOP_GRAD, thresh=0.002/5, alpha=0.001)
随机梯度下降更快,但是我们需要迭代的次数也需要更多,所以还是用batch的比较合适!!!
runExpe(scaled_data, theta, 16, STOP_GRAD, thresh=0.002*2, alpha=0.001)
计算精度
#设定阈值
def predict(X, theta):
return [1 if x >= 0.5 else 0 for x in model(X, theta)]
scaled_X = scaled_data[:, :3]
y = scaled_data[:, 3]
predictions = predict(scaled_X, theta)
correct = [1 if ((a == 1 and b == 1) or (a == 0 and b == 0)) else 0 for (a, b) in zip(predictions, y)]
accuracy = (sum(map(int, correct)) % len(correct))
print ('accuracy = {0}%'.format(accuracy))
accuracy = 89%