逻辑回归代码python_逻辑回归原理分析与python实现

前言

逻辑回归是统计学习中的经典分类算法，如：可用于二分类

逻辑回归有以下几个特点：

优点：计算代价不高，易于理解和实现

缺点：容易欠拟合，分类精度可能不高

适用数据类型：数值型和标称型数据

二项逻辑回归模型的数学推导

设{x, y}是输入样本，y = 1表示正类，y = 0表示负类。那么y = 1的概率和y = 0的概率可以表示为：

image

w是权值，b称为偏置

模型参数估计

逻辑回归常用的方法是极大似然估计，从而得到回归模型。

2.PNG

这样问题就变成了对对数似然函数为目标函数的最优化问题，常用的方法是梯度下降法以及拟牛顿法，本章采用梯度上升法和随机梯度上升法来求该模型的最优化问题。

3.PNG

但是这样我们无法直接求出L(w)的最大值对应的w，那么就可以采用梯度上升法求解这个问题。

4.PNG

沿着梯度的方向，每次移动一个布长，直到达到最大值。

公式exp(x) / (1 + exp(x))python代码的实现：

def sigmod(inx):

return exp(inx) / (1 + exp(inx))

梯度上升法代码的实现：

#梯度上升法

def grad_ascent(data_matin, class_label):

data_matrix = mat(data_matin) #将data_matin转为100 * 3矩阵

label_matrix = mat(class_label).transpose() #将class_label转为100 * 1的矩阵

m,n = shape(data_matrix) #m = 100, n = 100

alpha = 0.001

max_cycles = 500

weights = ones((n, 1)) #生成100 * 1权值的单位矩阵

for k in range(max_cycles):

h = sigmod(data_matrix * weights)

error = (label_matrix - h)

weights = weights + alpha * data_matrix.transpose() * error

return weights

随机梯度上升法代码的实现

#随机梯度上升法

def stoc_grad_ascent0(data_matrix, class_label):

m,n = shape(data_matrix)

alpha = 0.01

weights = ones(n) #创建权值一维数组

#print(weights)

for i in range(m):

h = sigmod(sum(data_matrix[i] * weights))

error = class_label[i] - h

temp = []

for k in data_matrix[i]:

temp.append(alpha * error * k)

#print(temp)

weights = weights + temp

return weights

改进型随机梯度上升法代码的实现：

#改进型随机梯度上升法

def stoc_grad_ascent1(data_matrix, class_label, num_iter = 150):

m,n = shape(data_matrix)

weights = ones(n)

data_index = range(m)

for j in range(num_iter):

for i in range(m):

alpha = 4 / (1 + j + i) + 0.01

rand_index = int(random.uniform(0, len(data_index)))

h = sigmod(sum(data_matrix[rand_index] * weights))

error = class_label[rand_index] - h

temp = []

for k in data_matrix[rand_index]:

temp.append(alpha * error * k)

weights = weights + temp

#del(data_index[rand_index])

return weights

完整python实现代码如下：

from numpy import *

import matplotlib.pyplot as plt

import random

def load_data_set():

data_mat = []

label_mat = []

fr = open("test_set.txt")

for lines in fr.readlines(): #读取每一行数据

line_arr = lines.strip().split() #将每一行分隔数据作为一个列表

data_mat.append([1.0, float(line_arr[0]), float(line_arr[1])]) #x0 = 1 x1 = line_arr[0] x2 = line_arr[1]

label_mat.append(int(line_arr[2])) #标签

return data_mat, label_mat #返回训练数据和标签

def sigmod(inx):

return exp(inx) / (1 + exp(inx))

#梯度上升法

def grad_ascent(data_matin, class_label):

data_matrix = mat(data_matin) #将data_matin转为100 * 3矩阵

label_matrix = mat(class_label).transpose() #将class_label转为100 * 1的矩阵

m,n = shape(data_matrix) #m = 100, n = 100

alpha = 0.001

max_cycles = 500

weights = ones((n, 1)) #生成100 * 1权值的单位矩阵

for k in range(max_cycles):

h = sigmod(data_matrix * weights)

error = (label_matrix - h)

weights = weights + alpha * data_matrix.transpose() * error

return weights

#随机梯度上升法

def stoc_grad_ascent0(data_matrix, class_label):

m,n = shape(data_matrix)

alpha = 0.01

weights = ones(n) #创建权值一维数组

#print(weights)

for i in range(m):

h = sigmod(sum(data_matrix[i] * weights))

error = class_label[i] - h

temp = []

for k in data_matrix[i]:

temp.append(alpha * error * k)

#print(temp)

weights = weights + temp

return weights

#改进型随机梯度上升法

def stoc_grad_ascent1(data_matrix, class_label, num_iter = 150):

m,n = shape(data_matrix)

weights = ones(n)

data_index = range(m)

for j in range(num_iter):

for i in range(m):

alpha = 4 / (1 + j + i) + 0.01

rand_index = int(random.uniform(0, len(data_index)))

h = sigmod(sum(data_matrix[rand_index] * weights))

error = class_label[rand_index] - h

temp = []

for k in data_matrix[rand_index]:

temp.append(alpha * error * k)

weights = weights + temp

#del(data_index[rand_index])

return weights

def plot_best_fit(wei):

#weights = wei.getA()

weights = wei

data_mat, label_mat = load_data_set() #读取原始数据

data_arr = array(data_mat)

n = shape(data_arr)[0]

xcord1 = []

xcord2 = []

ycord1 = []

ycord2 = []

for i in range(n):

if int(label_mat[i]) == 1:

xcord1.append(data_arr[i, 1])

ycord1.append(data_arr[i, 2])

else:

xcord2.append(data_arr[i, 1])

ycord2.append(data_arr[i, 2])

fig = plt.figure()

ax = fig.add_subplot(1, 1, 1)

ax.scatter(xcord1, ycord1, s = 30, c = "red", marker = "s")

ax.scatter(xcord2, ycord2, s = 30, c = "green")

x = arange(-5.0, 5.0, 0.1)

y = (-weights[0] - weights[1] * x) / weights[2]

ax.plot(x, y)

plt.xlabel("X1")

plt.ylabel("X2")

plt.show()

def main():

data_mat, label_mat = load_data_set()

#weights = grad_ascent(data_mat, label_mat)

weights = stoc_grad_ascent0(data_mat, label_mat)

#weights = stoc_grad_ascent1(data_mat, label_mat)

print(weights)

plot_best_fit(weights)

main()

有几点需要注意：在画图函数中，若算法选择梯度上升法则将weights = wei注释，取消weights = wei.getA()的注释。若算法选择随机梯度上升法和改进型随机梯度上升法，则将weights = wei.getA()注释，取消weights = wei的注释。

输入数据：

-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

实验结果如下所示：

梯度上升法：

5.PNG

随机梯度上升法：

6.PNG

改进型随机梯度上升法：

7.PNG

由实验结果可知，改进型随机梯度上升法和梯度上升法的效果差不多，随机梯度上升法的效果则差一些。