#-*-coding:utf-8-*-
from numpy import *
# 5.1 logistic回归梯度上升优化算法
# 便利函数loadDataSet(),打开文本文件并逐行读取。每行前两值分别是X1和X2,第三个值是数据对应的类别标签。
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))
# gradAscent()函数有两个参数,第一个是dataMathIn,是一个2维NumPy数组(每列代表每个不同的特征,每行则代表每个训练样本。)
# 我们使用的是100ge样本的简单数据集,加上第0维特征,是一个100*3的矩阵
def gradAscent(dataMatIn, classLabels):
# 获得输入数据,并转换为NumPy矩阵数据类型
dataMatrix = mat(dataMatIn)
# 第二个参数是类别标签,它是一个1*00的行向量。为了便于矩阵运算,转置为列向量,再将其赋值给labelMat
labelMat = mat(classLabels).transpose()
# 得到矩阵大小
m,n = shape(dataMatrix)
# 设置梯度上升算法所需的参数
alpha = 0.001 #向目标移动的步长
maxCycles = 500 #迭代次数
weights = ones((n,1))
for k in range(maxCycles):
h = sigmoid(dataMatrix*weights) # h是一个列向量,元素个数等于样本个数
error = (labelMat - h)
weights = weights+alpha*dataMatrix.transpose()*error # 矩阵相乘
return weights
# 5.2 画出数据集和Logistic回归最佳拟合直线的函数
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] #最佳拟合直线
ax.plot(x,y)
plt.xlabel('X1'); plt.ylabel('X2');
plt.show()
# 5.3 随机梯度上升算法
# stocGradAscent0()的变量h和误差error都是向量,而不是数值
def stocGradAscent0(dataMatrix, classLabels):
m,n = shape(dataMatrix)
alpha = 0.01
weights = ones(n)
for i in range(m):
h = sigmoid(sum(dataMatrix[i]*weights))
error = classLabels[i] - h
weights = weights+alpha*error*dataMatrix[i]
return weights
# 5.4 改进的随机梯度上升算法
def stocGradAscent1(dataMatrix, classLabels, numIter=150):
m,n = shape(dataMatrix)
weights = ones(n)
for j in range(numIter):
dataIndex = range(m)
for i in range(m):
# alpha每次迭代时需要调整。虽然alpha会随着迭代次数不断减小,但永远不会减小到0.(存在一个常数项)
alpha = 4/(1.0+j+i)+0.01 # j是迭代次数,i是样本点的下标
# 随机选取更新
randIndex = int(random.uniform(0,len(dataIndex)))
h = sigmoid(sum(dataMatrix[randIndex]*weights))
error = classLabels[randIndex] - h
weights = weights+alpha*error*dataMatrix[randIndex]
del(dataIndex[randIndex])
return weights
# 5.5 Logistic回归分类函数
# classifyVector()函数以回归系数和特征向量作为输入来计算对应的sigmoid值。如果sigmoid值大于0.5,函数返回1,否则返回0
def classifyVector(inX, weights):
prob = sigmoid(sum(inX*weights))
if prob>0.5: return 1.0
else: return 0.0
# colicTest()函数,用于打开测试集和村练级,并对数据进行格式化处理道德函数。
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]))
# 数据导入后便可使用stocGradAscent1()函数来计算回归系数向量。可自由设置迭代的次数,例如在训练集上使用500次迭代,结果表明比默认150要好。
trainWeights = stocGradAscent1(array(trainingSet), trainingLabels, 500)
errorCount = 0; numTestVec = 0.0
# 导入测试集并计算分类错误率
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
# 最后一个函数是miltiTest()函数,其功能是调用函数coliTest()10次并求结果的平均值。
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))
MLiA笔记_Logistic回归
最新推荐文章于 2018-08-03 19:18:50 发布