逻辑回归与梯度下降
(来自于视频学习)
目标:建立分类器(求解出三个参数O1,O2,O3)
设定阈值,根据阈值判断结果
要完成的模块
1、sigmoid:映射到函数的概率
2、model:返回预测结果值
3、cost:根据参数计算损失函数
4、gradient:计算每个参数的梯度方向
5、descent:进行参数更新
6、accuracy:计算精度
代码实现:
1、必备模块
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
2、读取数据:
path = 'data'+os.sep+'LogiReg_data.txt'
pdData = pd.read_csv(path, header = None, names = ['Exam 1', 'Exam 2','Admitted'])
#print(pdData.head())
#print(pdData.shape)
#指定正负
positive = pdData[pdData['Admitted']==1]
negative = pdData[pdData['Admitted']==0]
#画图
fig, ax = plt.subplots(figsize=(10,5)) #指定画图域的大小
ax.scatter(positive['Exam 1'], positive['Exam 2'], s=30, c='b', marker='o', label='Admitted')
ax.scatter(negative['Exam 1'], negative['Exam 2'], s=30, c='r', marker='x', label='Not Admitted')
ax.legend()
ax.set_xlabel('Exam 1 Score')
ax.set_ylabel('Exam 2 Score')
#plt.show()
3、构造数据
pdData.insert(0,'ones',1) #插入一列1
#设置X为训练数据,Y为目标值
orig_data = pdData.as_matrix()
cols = orig_data.shape[1]
X = orig_data[:,0:cols-1]
Y = orig_data[:,cols-1:cols]
theta = np.zeros([1,3])
print(theta)
print(X[:5])
print(X.shape, Y.shape, theta.shape)
4、定义sigmoid 模块
def sigmoid(z):
return 1/(1+np.exp(-z))
#simoid函数画图展示
# nums = np.arange(-10,10,step = 1)
# fig, ax = plt.subplots(figsize=(12,4))
# ax.plot(nums, sigmoid(nums),'r')
# plt.show()
5、定义模型
def model(X, theta):
return sigmoid(np.dot(X,theta.T)) #np.dot矩阵的乘法,X与参数矩阵相乘
6、定义损失函数
def cost(X, Y, theta):
left = np.multiply(-Y, np.log(model(X, theta)))
right = np.multiply(1-Y,np.log(model(X, theta)))
return np.sum(left-right)/len(X)
#print(cost(X, Y, theta))
7、定义梯度
def gradient(X,Y,theta):
grad = np.zeros(theta.shape)
error = (model(X,theta)-Y).ravel()
for j in range(len(theta.ravel())):#d对所有O求偏导
term = np.multiply(error, X[:,j])
grad[0, j] = np.sum(term)/len(X)
return grad
8、梯度下降停止策略
STOP_ITER = 0 #迭代次数
STOP_COST = 1 #损失函数
STOP_GRAD = 2 #梯度
def stopCriterion(type, value, threshold):
# 设定三种不同的停止策略
if type == STOP_ITER:
return value > threshold
elif type == STOP_COST:
return abs(value[-1] - value[-2]) < threshold
elif type == STOP_GRAD:
return np.linalg.norm(value) < threshold
9、数据随机打乱
import numpy.random
#洗牌
def shuffleData(data):
np.random.shuffle(data)
cols = data.shape[1]
X = data[:, 0:cols-1]
y = data[:, cols-1:]
return X, y
10、梯度下降求解
import time
def descent(data, theta, batchSize, stopType, thresh, alpha):
# 梯度下降求解
init_time = time.time()
i = 0 # 迭代次数
k = 0 # batch
X, y = shuffleData(data)
grad = np.zeros(theta.shape) # 计算的梯度
costs = [cost(X, y, theta)] # 损失值
while True:
grad = gradient(X[k:k + batchSize], y[k:k + batchSize], theta)
k += batchSize # 取batch数量个数据
if k >= n:
k = 0
X, y = shuffleData(data) # 重新洗牌
theta = theta - alpha * grad # 参数更新
costs.append(cost(X, y, theta)) # 计算新的损失
i += 1
if stopType == STOP_ITER:
value = i
elif stopType == STOP_COST:
value = costs
elif stopType == STOP_GRAD:
value = grad
if stopCriterion(stopType, value, thresh): break
return theta, i - 1, costs, grad, time.time() - init_time
11、定义功能性函数
def runExpe(data, theta, batchSize, stopType, thresh, alpha):
#import pdb; pdb.set_trace();
theta, iter, costs, grad, dur = descent(data, theta, batchSize, stopType, thresh, alpha)
name = "Original" if (data[:,1]>2).sum() > 1 else "Scaled"
name += " data - learning rate: {} - ".format(alpha)
if batchSize==n: strDescType = "Gradient"
elif batchSize==1: strDescType = "Stochastic"
else: strDescType = "Mini-batch ({})".format(batchSize)
name += strDescType + " descent - Stop: "
if stopType == STOP_ITER: strStop = "{} iterations".format(thresh)
elif stopType == STOP_COST: strStop = "costs change < {}".format(thresh)
else: strStop = "gradient norm < {}".format(thresh)
name += strStop
print ("***{}\nTheta: {} - Iter: {} - Last cost: {:03.2f} - Duration: {:03.2f}s".format(
name, theta, iter, costs[-1], dur))
fig, ax = plt.subplots(figsize=(12,4))
ax.plot(np.arange(len(costs)), costs, 'r')
ax.set_xlabel('Iterations')
ax.set_ylabel('Cost')
ax.set_title(name.upper() + ' - Error vs. Iteration')
plt.show()
return theta
12、求精度
#选择的梯度下降方法是基于所有样本的
n=100
runExpe(orig_data, theta, n, STOP_ITER, thresh=5000, alpha=0.000001)
#将数据值转变为类别值
#设定阈值
def predict(X, theta):
return [1 if x >= 0.5 else 0 for x in model(X, theta)]
scaled_X,y = shuffleData(orig_data)
predictions = predict(scaled_X, theta)
correct = [1 if ((a == 1 and b == 1) or (a == 0 and b == 0)) else 0 for (a, b) in zip(predictions, y)]
accuracy = (sum(map(int, correct)) % len(correct))
print ('accuracy = {0}%'.format(accuracy))
accuracy = 60%
提高精度的策略:
增加迭代次数,
降低学习率,
数据预处理,
选用不同的梯度下降策略,
等