逻辑回归

逻辑回归

# sigmoid 函数
def sigmoid(z):
    return 1 / (1 + np.exp(-z))
# 绘图
nums = np.arange(-10, 10, step=1) #creates a vector containing 20 equally spaced values from -10 to 10
fig, ax = plt.subplots(figsize=(12,4))
ax.plot(nums, sigmoid(nums), 'r')

def model(X, theta):
    return sigmoid(np.dot(X, theta.T))

# 损失函数，将对数似然函数去负号，求平均损失
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))

# 计算梯度
def gradient(X, y, theta):
    grad = np.zeros(theta.shape)
    error = (model(X, theta)- y).ravel()
    for j in range(len(theta.ravel())): #for each parmeter
        term = np.multiply(error, X[:,j])
        grad[0, j] = np.sum(term) / len(X)
    
    return grad