运行环境:ubuntu16.10+matlab2016a
数据集:
特征1 特征2 标签
-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
基于MATLAB的代码:
%%机器学习-logistic回归-随机梯度上升
%%machine learning-logistic regression-stochastic gradient ascent
clear;
testSet = importdata('testSet.txt');
[m,n] = size(testSet);
data = zeros(m,n);
data(:,1) = ones(m,1);
data(:,2:end) = testSet(:,1:end-1);
labels = testSet(:,end);
maxCycles = 10; %最大迭代次数
weights = ones(1,n); %回归系数
for i = 1:maxCycles
for j = 1:m
alpha = 4.0 / (1.0+i+j) + 0.01; %步长是可变的
randIndex = fix(1+(m-1)*rand);
h = 1.0./(1 + exp(-data(randIndex,:) * weights'));
error = labels(randIndex) - h;
weights = weights + alpha * error *data(randIndex,:);
end
end
class1_vectors = testSet(testSet(:,3)==1,[1,2]);
class0_vectors = testSet(testSet(:,3)==0,[1,2]);
plot(class0_vectors(:,1),class0_vectors(:,2),'*',class1_vectors(:,1),class1_vectors(:,2),'o');
ylim([-10,20]);
x = -3.0:0.01:3.0;
y = (-weights(1) - weights(2) * x) / weights(3);
hold on;
plot(x,y,'r','linewidth',2);
实验结果:
深蓝色雪花代表标签为“0”的一类,空心圆圈代表标签为“1”的一类,红色直线为拟合直线。
这里仅仅进行了10次迭代,与我的另一个实验“机器学习-logistic回归之梯度上升法”中迭代500次相比,需要较少的迭代次数就能达到比较理想的结果。