机器学习实战：逻辑回归(1)

• ​​​​批量梯度上升：用所有样本进行更新
• 随机梯度上升：每次用一个样本进行更新

from matplotlib.font_manager import FontProperties
import matplotlib.pyplot as plt
import numpy as np
import random

"""
函数说明:加载数据
Parameters:
    无
Returns:
    dataMat - 数据列表
    labelMat - 标签列表
"""
def loadData():
    dataMat = []
    lableMat = []
    fr = open('testSet.txt','r')
    for line in fr.readlines():
        linearray = line.strip().split()
        dataMat.append([1.0,float(linearray[0]),float(linearray[1])])
        lableMat.append(int(linearray[2]))
    fr.close()
    return dataMat,lableMat


"""
函数说明:sigmoid函数
Parameters:
    inX - 数据
Returns:
    sigmoid函数
"""
def sigmoid(inX):
    return 1.0/(1+np.exp(-inX))


"""
函数说明：梯度上升算法
Parameters:
    dataMatIn - 数据集
    classLabels - 数据标签
Returns:
    weights.getA() - 求得的权重数组(最优参数)
"""
def gradAscent(dataMatIn, classLabels):
    dataMatrix = np.mat(dataMatIn)                                        #转换成numpy的mat
    labelMat = np.mat(classLabels).transpose()                            #转换成numpy的mat,并进行转置
    m, n = np.shape(dataMatrix)                                            #返回dataMatrix的大小。m为行数,n为列数。
    alpha = 0.01                                                        #移动步长,也就是学习速率,控制更新的幅度。
    maxCycles = 500                                                        #最大迭代次数
    weights = np.ones((n,1))
    weights_array = np.array([])
    for k in range(maxCycles):
        h = sigmoid(dataMatrix * weights)                                #梯度上升矢量化公式
        error = labelMat - h
        weights = weights + alpha * dataMatrix.transpose() * error
        weights_array = np.append(weights_array,weights)
    weights_array = weights_array.reshape(maxCycles,n)
    return weights.getA(),weights_array


"""
函数说明：改进的随机梯度上升算法
Parameters:
    dataMatrix - 数据数组
    classLabels - 数据标签
    numIter - 迭代次数
Returns:
    weights - 球的的回归系数数组(最优参数)
"""
def stocGradAscent1(dataMatrix,classLabels,numIter=150):
    m,n = np.shape(dataMatrix)
    weights = np.ones(n)
    weights_array = np.array([])
    for j in range(numIter):
        dataIndex = list(range(m))
        for i in range(m):
            alpha = 4/(1.0+j+i)+0.01
            randIndex = int(random.uniform(0,len(dataIndex)))
            h = sigmoid(sum(dataMatrix[dataIndex[randIndex]]*weights))
            error = classLabels[dataIndex[randIndex]] - h
            weights = weights + alpha*error*dataMatrix[dataIndex[randIndex]]
            weights_array = np.append(weights_array,weights,axis=0)
            del(dataIndex[randIndex])
    weights_array = weights_array.reshape(numIter*m,n)
    return weights,weights_array


"""
函数说明:绘制数据集与决策边界
Parameters:
    无
Returns:
    无
"""
def plotBestFit(weights1,weights2):
    dataArr = np.array(dataMat)                                            #转换成numpy的array数组
    n = np.shape(dataMat)[0]                                            #数据个数
    xcord1 = []; ycord1 = []                                            #正样本
    xcord2 = []; ycord2 = []                                            #负样本
    for i in range(n):                                                    #根据数据集标签进行分类
        if int(labelMat[i]) == 1:
            xcord1.append(dataArr[i,1]); ycord1.append(dataArr[i,2])    #1为正样本
        else:
            xcord2.append(dataArr[i,1]); ycord2.append(dataArr[i,2])    #0为负样本
    fig1 = plt.figure()
    ax = fig1.add_subplot(111)                                            #添加subplot
    s1=ax.scatter(xcord1, ycord1, s = 20, c = 'red', marker = 's',alpha=.5)#绘制正样本
    s2=ax.scatter(xcord2, ycord2, s = 20, c = 'green',alpha=.5)            #绘制负样本
    ax.legend(handles=[s1,s2],labels=['1','0'])
    x = np.arange(-3.5, 3.5, 0.1)
    y1 = (-weights1[0] - weights1[1] * x) / weights1[2]
    y2 = (-weights2[0] - weights2[1] * x) / weights2[2]

    ax.plot(x, y1)
    ax.plot(x,y2)
    plt.title('BestFit')                                                #绘制title
    plt.xlabel('X1'); plt.ylabel('X2')                                    #绘制label
    plt.show()


"""
函数说明：绘制回归系数与迭代次数的关系
Parameters:
    weights_array1 - 回归系数组1
    weights_array2 - 回归系数组2
Returns:
    无
"""


def plotWeights(weights_array1, weights_array2):
    # 设置汉字格式
    font = FontProperties(fname=r"c:\windows\fonts\simsun.ttc", size=14)
    # 将fig画布分隔成1行1列,不共享x轴和y轴,fig画布的大小为(13,8)
    # 当nrow=3,nclos=2时,代表fig画布被分为六个区域,axs[0][0]表示第一行第一列
    fig, axs = plt.subplots(nrows=3, ncols=2, sharex=False, sharey=False, figsize=(20, 10))
    x1 = np.arange(0, len(weights_array1), 1)
    # 绘制w0与迭代次数的关系
    axs[0][0].plot(x1, weights_array1[:, 0])
    axs0_title_text = axs[0][0].set_title(u'改进的随机梯度上升算法：回归系数与迭代次数关系', FontProperties=font)
    axs0_ylabel_text = axs[0][0].set_ylabel(u'W0', FontProperties=font)
    plt.setp(axs0_title_text,weight='bold', color='black')
    plt.setp(axs0_ylabel_text,weight='bold', color='black')
    # 绘制w1与迭代次数的关系
    axs[1][0].plot(x1, weights_array1[:, 1])
    axs1_ylabel_text = axs[1][0].set_ylabel(u'W1', FontProperties=font)
    plt.setp(axs1_ylabel_text, weight='bold', color='black')
    # 绘制w2与迭代次数的关系
    axs[2][0].plot(x1, weights_array1[:, 2])
    axs2_xlabel_text = axs[2][0].set_xlabel(u'迭代次数', FontProperties=font)
    axs2_ylabel_text = axs[2][0].set_ylabel(u'W2', FontProperties=font)
    plt.setp(axs2_xlabel_text, weight='bold', color='black')
    plt.setp(axs2_ylabel_text, weight='bold', color='black')

    x2 = np.arange(0, len(weights_array2), 1)
    # 绘制w0与迭代次数的关系
    axs[0][1].plot(x2, weights_array2[:, 0])
    axs0_title_text = axs[0][1].set_title(u'梯度上升算法：回归系数与迭代次数关系', FontProperties=font)
    axs0_ylabel_text = axs[0][1].set_ylabel(u'W0', FontProperties=font)
    plt.setp(axs0_title_text, weight='bold', color='black')
    plt.setp(axs0_ylabel_text, weight='bold', color='black')
    # 绘制w1与迭代次数的关系
    axs[1][1].plot(x2, weights_array2[:, 1])
    axs1_ylabel_text = axs[1][1].set_ylabel(u'W1', FontProperties=font)
    plt.setp(axs1_ylabel_text, weight='bold', color='black')
    # 绘制w2与迭代次数的关系
    axs[2][1].plot(x2, weights_array2[:, 2])
    axs2_xlabel_text = axs[2][1].set_xlabel(u'迭代次数', FontProperties=font)
    axs2_ylabel_text = axs[2][1].set_ylabel(u'W1', FontProperties=font)
    plt.setp(axs2_xlabel_text, weight='bold', color='black')
    plt.setp(axs2_ylabel_text, weight='bold', color='black')

    plt.show()

if __name__ == '__main__':
    dataMat, labelMat = loadData()
    weights2,weights_array2 = gradAscent(dataMat, labelMat)
    weights1,weights_array1 = stocGradAscent1(np.array(dataMat),labelMat)
    plotBestFit(weights1,weights2)
    plotWeights(weights_array1, weights_array2)

数据集及源代码下载

提取码：zxvw