机器学习（非线性回归）

1.概率：
1.1定义：概率：对一件事情发生的可能性的衡量

1.2范围：0<=P<=1

1.3计算方法：
1.3.1根据各人之置信
1.3.2根据历史数据
1.3.3根据模拟数据

1.4条件概率
P(A|B) = P(A&&B)/P(B)

2.逻辑回归

2.1基本模型
测试数据为X（x0,x1,x2,……xn）
要学习的参数为Θ（θ1,θ2,θ3……θn）

Z = θ0*x0+θ1*x1+θ2*x2+…..+θn*xn
向量表示：
Z = Θ转置*X

在处理二值数据时，使用Sigmoid函数使曲线平滑化

设置目标函数cost，学习参数θ使得目标函数最小

2.2解法：梯度下降
更新法则：
θ = θ - α(loss加和)(X的转置)

α为学习率，同时对所有的θ进行更新，重复更新直到收敛

代码实现：

# -*- coding:utf-8 -*-

import numpy as np
import random

#定义梯度下降算法函数，传入参数为自变量x，因变量y，学习率alpha，样本数m，训练次数numIteration
def gradientDescent(x,y,theta,alpha,m,numIterations):
    xTrans = x.transpose()  #将自变量转换为转置矩阵
    for i in range(0,numIterations):
        hypothesis = np.dot(x,theta)  #定义h(函数)
        loss = hypothesis - y  #定义估计值与实际值之间的误差
        cost = np.sum(loss**2)/(2*m)   #定义目标函数，使得目标函数最小
        print("Iteration %d | cost:%f"%(i,cost))   #输出均方误差

        gradient = np.dot(xTrans,loss)/m   #dot()函数为点乘函数，利用梯度下降计算每一步的更新量
        theta = theta - alpha*gradient    #更新theta，使得每一步更新theta之后的估计值与实际值之间累加和的平方和即目标函数变小
    return theta


#创建x,y数据，产生实例数据，数据类型为numpyArray类型，多元函数
def genData(numPoints,bias,variance):  #numPoints为实例数量，bias为生成y时所加的偏值，variance为方差
    x = np.zeros(shape=(numPoints,2))  #定义x为numPoints*2的矩阵，初始值都是0
    y = np.zeros(shape=numPoints)  #定义y为numPoints*1的矩阵，初始值为0


    #对x进行赋值，两个x,二元函数
    for i in range(0,numPoints):
        x[i][0] = 1  #初始化矩阵x的第一列为1
        x[i][1] = i  #初始化矩阵x的第二列为2


        #根据自变量x设置y值，x+偏向值+随机值，保证y值的不同
        y[i] = (i + bias) + random.uniform(0,1)*variance  #在自变量x的基础的基础上增加一些随机因素产生y值
    return x,y

x,y = genData(100, 25, 10)
print("x:")
print(x)
print("y:")
print(y)
m,n = np.shape(x)  #获取矩阵x的行、列数
n_y = np.shape(y)  #获取矩阵y的行数

print("x shape:",str(m)," ",str(n))   #树池
print("y length:",str(n_y))

numIterations = 100000
alpha = 0.0005
theta = np.ones(n)  #theta的 个数与矩阵x的列数把持已知，即有几元自变量，其自变量的系数就为几个
theta = gradientDescent(x, y, theta, alpha, m, numIterations)

print(theta)    

部分运行结果：

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[ 29.60963368   1.01268588]

从运行结果可以看到目标函数cost的值随着theta参数的更新而逐渐减小，说明theta参数的更新是有效的。