机器学习-Logistic回归之随机梯度上升

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。