机器学习实战之logistic回归
test5.py
#-*- coding:utf-8 import sys sys.path.append("logRegres.py") from numpy import * import logRegres dataArr, labelMat = logRegres.loadDataSet() logRegres.gradAscent(dataArr, labelMat) # weights = logRegres.gradAscent(dataArr, labelMat) # logRegres.plotBestFit(weights.getA()) # weights = logRegres.stocGradAscent0(array(dataArr), labelMat) # logRegres.plotBestFit(weights) weights = logRegres.stocGradAscent1(array(dataArr), labelMat) logRegres.plotBestFit(weights) logRegres.multiTest() print("over")
logRegres.py
''' Created on Oct 27, 2010 Logistic Regression Working Module @author: Peter ''' from numpy import * def loadDataSet(): dataMat = []; labelMat = [] fr = open('testSet.txt') for line in fr.readlines(): lineArr = line.strip().split() dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])]) labelMat.append(int(lineArr[2])) return dataMat,labelMat def sigmoid(inX): return 1.0/(1+exp(-inX)) def gradAscent(dataMatIn, classLabels): dataMatrix = mat(dataMatIn) #convert to NumPy matrix labelMat = mat(classLabels).transpose() #convert to NumPy matrix m,n = shape(dataMatrix) alpha = 0.001 maxCycles = 500 weights = ones((n,1)) for k in range(maxCycles): #heavy on matrix operations h = sigmoid(dataMatrix*weights) #matrix mult error = (labelMat - h) #vector subtraction weights = weights + alpha * dataMatrix.transpose()* error #matrix mult return weights def plotBestFit(weights): import matplotlib.pyplot as plt dataMat,labelMat=loadDataSet() dataArr = array(dataMat) n = shape(dataArr)[0] xcord1 = []; ycord1 = [] xcord2 = []; ycord2 = [] for i in range(n): if int(labelMat[i])== 1: 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) ax.scatter(xcord1, ycord1, s=30, c='red', marker='s') ax.scatter(xcord2, ycord2, s=30, c='green') x = arange(-3.0, 3.0, 0.1) y = (-weights[0]-weights[1]*x)/weights[2] ax.plot(x, y) plt.xlabel('X1'); plt.ylabel('X2'); plt.show() def stocGradAscent0(dataMatrix, classLabels): m,n = shape(dataMatrix) alpha = 0.01 weights = ones(n) #initialize to all ones for i in range(m): inx = sum(dataMatrix[i]*weights) h = sigmoid(inx) # h = sigmoid(sum(dataMatrix[i]*weights)) error = classLabels[i] - h weights = weights + alpha * error * dataMatrix[i] return weights def stocGradAscent1(dataMatrix, classLabels, numIter=150): m,n = shape(dataMatrix) weights = ones(n) #initialize to all ones for j in list(range(numIter)): dataIndex = list(range(m)) for i in list(range(m)): alpha = 4/(1.0+j+i)+0.0001 #apha decreases with iteration, does not randIndex = int(random.uniform(0,len(dataIndex)))#go to 0 because of the constant h = sigmoid(sum(dataMatrix[randIndex]*weights)) error = classLabels[randIndex] - h weights = weights + alpha * error * dataMatrix[randIndex] del(dataIndex[randIndex]) 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') trainingSet = []; trainingLabels = [] for line in frTrain.readlines(): currLine = line.strip().split('\t') lineArr =[] for i in range(21): lineArr.append(float(currLine[i])) trainingSet.append(lineArr) trainingLabels.append(float(currLine[21])) trainWeights = stocGradAscent1(array(trainingSet), trainingLabels, 1000) errorCount = 0; numTestVec = 0.0 for line in frTest.readlines(): numTestVec += 1.0 currLine = line.strip().split('\t') lineArr =[] for i in range(21): lineArr.append(float(currLine[i])) if int(classifyVector(array(lineArr), trainWeights))!= int(currLine[21]): errorCount += 1 errorRate = (float(errorCount)/numTestVec) print("the error rate of this test is: %f" % errorRate) return errorRate 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)))