目录
1 前言
2 练习
2.1 查看数据图像:
2.2 sigmoid函数
2.3 代价函数:
2.4 梯度下降函数
2.5 预测函数
3 正则化逻辑回归
实现的完整代码
调用库
结尾:
ex2-logistic regression
在这个练习中,你将使用逻辑回归来判断学生是否被大学录取
在训练的初始阶段,我们将要构建一个逻辑回归模型来预测,某个学生是否被大学录取。设想你是大学相关部分的管理者,想通过申请学生两次测试的评分,来决定他们是否被录取。现在你拥有之前申请学生的可以用于训练逻辑回归的训练样本集。对于每一个训练样本,你有他们两次测试的评分和最后是被录取的结果。为了完成这个预测任务,我们准备构建一个可以基于两次测试评分来评估录取可能性的分类模型。
positive = data[data['Admitted'].isin([1])] #1 代表被录取
negative = data[data['Admitted'].isin([0])] #0 代表拒录取
fig, ax = plt.subplots(figsize=(12,8))
ax.scatter(positive['Exam 1'], positive['Exam 2'], s=50, c='b', marker='o', label='Admitted')
ax.scatter(negative['Exam 1'], negative['Exam 2'], s=50, c='r', marker='x', label='Not Admitted')
ax.legend()
ax.set_xlabel('Exam 1 Score')
ax.set_ylabel('Exam 2 Score')
plt.show()
def sigmoid(z):
return 1 / (1 + np.exp(-z))
让我们做一个快速的检查,来确保它可以工作。
nums = np.arange(-10, 10, step=1)
fig, ax = plt.subplots(figsize=(12,8))
ax.plot(nums, sigmoid(nums), 'r')
plt.show()
def cost(theta, X, y):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
first = np.multiply(-y, np.log(sigmoid(X * theta.T)))
second = np.multiply((1 - y), np.log(1 - sigmoid(X * theta.T)))
return np.sum(first - second) / (len(X))
# 增加一列-这使矩阵乘法工作更容易
data.insert(0, 'Ones', 1)
# set X (training data) and y (target variable)
cols = data.shape[1]
X = data.iloc[:,0:cols-1]
y = data.iloc[:,cols-1:cols]
# 转换为numpy数组并初始化参数数组theta
X = np.array(X.values)
y = np.array(y.values)
theta = np.zeros(3)
cost(theta, X, y)
输出结果:
0.6931471805599453
def gradient(theta, X, y):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
parameters = int(theta.ravel().shape[1])
grad = np.zeros(parameters)
error = sigmoid(X * theta.T) - y
for i in range(parameters):
term = np.multiply(error, X[:,i])
grad[i] = np.sum(term) / len(X)
return grad
注意,我们实际上没有在这个函数中执行梯度下降,我们仅仅在计算一个梯度步长。在练习中,一个称为“fminunc”的Octave函数是用来优化函数来计算成本和梯度参数。由于我们使用Python,我们可以用SciPy的“optimize”命名空间来做同样的事情。
gradient(theta, X, y)
import scipy.optimize as opt
result = opt.fmin_tnc(func=cost, x0=theta, fprime=gradient, args=(X, y))
result
大于等于0.5时,预测 y=1
当hθ小于0.5时,预测 y=0 。
def predict(theta, X):
probability = sigmoid(X * theta.T)
return [1 if x >= 0.5 else 0 for x in probability]
theta_min = np.matrix(result[0])
predictions = predict(theta_min, X)
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))
我们的逻辑回归分类器预测正确,如果一个学生被录取或没有录取,达到89%的精确度。这是训练集的准确性。我们没有保持住了设置或使用交叉验证得到的真实逼近,所以这个数字有可能高于其真实值(这个话题将在以后说明)。
完整实现的代码:
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import scipy.optimize as opt
path = 'ex2data1.txt'
data = pd.read_csv(path, header=None, names=['Exam 1', 'Exam 2', 'Admitted'])
data.head()
positive = data[data['Admitted'].isin([1])]
negative = data[data['Admitted'].isin([0])]
fig, ax = plt.subplots(figsize=(12,8))
ax.scatter(positive['Exam 1'],positive['Exam 2'],s=50,c='b',marker='o',label='Admintted')
ax.scatter(negative['Exam 1'],negative['Exam 2'],s=50,c='r',marker='x',label='Not Admintted')
ax.legend()
ax.set_xlabel('Exam 1 Score')
ax.set_ylabel('Exam 2 Score')
plt.show()
def sigmoid(z):
return 1/(1 + np.exp(-z))
#检查工作
nums = np.arange(-10,10,step=1)
fig, ax =plt.subplots(figsize=(12,8))
ax.plot(nums,sigmoid(nums),'r')
plt.show()
# 代价函数“
def cost(theta, X,y):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
first = np.multiply(-y,np.log(sigmoid(X * theta.T)))
second = np.multiply((1 - y),np.log(1 - sigmoid(X * theta.T)))
return np.sum(first - second )/(len(X))
# 增加一列-这使矩阵乘法工作更容易
data.insert(0, 'Ones', 1)
# set X (training data) and y (target variable)
cols = data.shape[1]
X = data.iloc[:,0:cols-1]
y = data.iloc[:,cols-1:cols]
# 转换为numpy数组并初始化参数数组theta
X = np.array(X.values)
y = np.array(y.values)
theta = np.zeros(3)
print(theta)
print(cost(theta,X,y))
# 梯度下降函数,我们 并不执行这个因为这种 下降太慢,但我们可以测试为0的情况
def gradient(theta, X, y):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
parameters = int(theta.ravel().shape[1])
grad = np.zeros(parameters)
error = sigmoid(X * theta.T) - y
for i in range(parameters):
term = np.multiply(error, X[:, i])
grad[i] = np.sum(term) / len(X)
return grad
result = opt.fmin_tnc(func=cost, x0=theta, fprime=gradient, args=(X, y))
print(cost(result[0], X, y))
#编写预测函数:
def predict(theta, X):
probability = sigmoid(X * theta.T)
return [1 if x >= 0.5 else 0 for x in probability]
theta_min = np.matrix(result[0])
predictions = predict(theta_min, X)
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))
设想你是工厂的生产主管,你有一些芯片在两次测试中的测试结果。对于这两次测试,你想决定是否芯片要被接受或抛弃。为了帮助你做出艰难的决定,你拥有过去芯片的测试数据集,从其中你可以构建一个逻辑回归模型。 和第一部分很像,从数据可视化开始吧!
path = 'ex2data2.txt'
data2 = pd.read_csv(path, header=None, names=['Test 1', 'Test 2', 'Accepted'])
data2.head()
positive = data2[data2['Accepted'].isin([1])]
negative = data2[data2['Accepted'].isin([0])]
fig, ax = plt.subplots(figsize=(12,8))
ax.scatter(positive['Test 1'], positive['Test 2'], s=50, c='b', marker='o', label='Accepted')
ax.scatter(negative['Test 1'], negative['Test 2'], s=50, c='r', marker='x', label='Rejected')
ax.legend()
ax.set_xlabel('Test 1 Score')
ax.set_ylabel('Test 2 Score')
plt.show()
如图
哇,这个数据看起来可比前一次的复杂得多。特别地,你会注意到其中没有线性决策界限,来良好的分开两类数据。一个方法是用像逻辑回归这样的线性技术来构造从原始特征的多项式中得到的特征。我们需要创建多项式入手。
degree = 5
x1 = data2['Test 1']
x2 = data2['Test 2']
data2.insert(3, 'Ones', 1)
for i in range(1, degree):
for j in range(0, i):
data2['F' + str(i) + str(j)] = np.power(x1, i-j) * np.power(x2, j)
data2.drop('Test 1', axis=1, inplace=True)
data2.drop('Test 2', axis=1, inplace=True)
data2.head()
现在,我们需要修改第1部分的成本和梯度函数,包括正则化项。首先是成本函数:
def cost(theta, X, y, learningRate):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
first = np.multiply(-y, np.log(sigmoid(X * theta.T)))
second = np.multiply((1 - y), np.log(1 - sigmoid(X * theta.T)))
reg = (learningRate / (2 * len(X))) * np.sum(np.power(theta[:,1:theta.shape[1]], 2))
return np.sum(first - second) / len(X) + reg
def gradientReg(theta, X, y, learningRate):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
parameters = int(theta.ravel().shape[1])
grad = np.zeros(parameters)
error = sigmoid(X * theta.T) - y
for i in range(parameters):
term = np.multiply(error, X[:,i])
if (i == 0):
grad[i] = np.sum(term) / len(X)
else:
grad[i] = (np.sum(term) / len(X)) + ((learningRate / len(X)) * theta[:,i])
return grad
就像在第一部分中做的一样,初始化变量。
# set X and y (remember from above that we moved the label to column 0)
cols = data2.shape[1]
X2 = data2.iloc[:,1:cols]
y2 = data2.iloc[:,0:1]
# convert to numpy arrays and initalize the parameter array theta
X2 = np.array(X2.values)
y2 = np.array(y2.values)
theta2 = np.zeros(11)
learningRate = 1
# 使用优化函数 分相同的优化函数来计算优化后的结果。
result2 = opt.fmin_tnc(func=costReg, x0=theta2, fprime=gradientReg, args=(X2, y2, learningRate))
result2
#编写预测函数:
def predict(theta, X):
probability = sigmoid(X * theta.T)
return [1 if x >= 0.5 else 0 for x in probability]
theta_min = np.matrix(result2[0])
predictions = predict(theta_min, X2)
correct = [1 if ((a == 1 and b == 1) or (a == 0 and b == 0)) else 0 for (a, b) in zip(predictions, y2)]
accuracy = (sum(map(int, correct)) % len(correct))
print ('accuracy = {0}%'.format(accuracy))
这种情况得出的结果是:
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import scipy.optimize as opt
path = 'ex2data1.txt'
data = pd.read_csv(path, header=None, names=['Exam 1', 'Exam 2', 'Admitted'])
data.head()
positive = data[data['Admitted'].isin([1])]
negative = data[data['Admitted'].isin([0])]
fig, ax = plt.subplots(figsize=(12,8))
ax.scatter(positive['Exam 1'],positive['Exam 2'],s=50,c='b',marker='o',label='Admintted')
ax.scatter(negative['Exam 1'],negative['Exam 2'],s=50,c='r',marker='x',label='Not Admintted')
ax.legend()
ax.set_xlabel('Exam 1 Score')
ax.set_ylabel('Exam 2 Score')
plt.show()
def sigmoid(z):
return 1/(1 + np.exp(-z))
#检查工作
nums = np.arange(-10,10,step=1)
fig, ax =plt.subplots(figsize=(12,8))
ax.plot(nums,sigmoid(nums),'r')
plt.show()
# 代价函数“
def costReg(theta, X,y,learningRate):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
first = np.multiply(-y,np.log(sigmoid(X * theta.T)))
second = np.multiply((1 - y),np.log(1 - sigmoid(X * theta.T)))
#正则化部分:
reg = (learningRate / (2 * (len(X))) * np.sum(np.power(theta[:,1:theta.shape[1]],2)) )
return np.sum(first - second )/len(X) +reg
path = 'ex2data2.txt'
data2 = pd.read_csv(path, header=None, names=['Test 1', 'Test 2', 'Accepted'])
data2.head()
positive = data2[data2['Accepted'].isin([1])]
negative = data2[data2['Accepted'].isin([0])]
fig, ax = plt.subplots(figsize=(12,8))
ax.scatter(positive['Test 1'], positive['Test 2'], s=50, c='b', marker='o', label='Accepted')
ax.scatter(negative['Test 1'], negative['Test 2'], s=50, c='r', marker='x', label='Rejected')
ax.legend()
ax.set_xlabel('Test 1 Score')
ax.set_ylabel('Test 2 Score')
plt.show()
degree = 5
x1 = data2['Test 1']
x2 = data2['Test 2']
data2.insert(3, 'Ones', 1)
for i in range(1, degree):
for j in range(0, i):
data2['F' + str(i) + str(j)] = np.power(x1, i-j) * np.power(x2, j)
data2.drop('Test 1', axis=1, inplace=True)
data2.drop('Test 2', axis=1, inplace=True)
data2.head()
# 梯度下降算法
def gradientReg(theta, X, y, learningRate):
theta = np.matrix(theta)
X = np.matrix(X)
y = np.matrix(y)
parameters = int(theta.ravel().shape[1])
grad = np.zeros(parameters)
error = sigmoid(X * theta.T) - y
for i in range(parameters):
term = np.multiply(error, X[:, i])
# 在原先的基础上,加上正则化 ((learningRate / len(X)) * theta[:, i])
if (i == 0):
grad[i] = np.sum(term) / len(X)
else:
grad[i] = (np.sum(term) / len(X)) + ((learningRate / len(X)) * theta[:,i])
return grad
# et X (training data) and y (target variable)
cols = data2.shape[1]
X2 = data2.iloc[:,1:cols]
y2 = data2.iloc[:,0:1]
# c换为numpy数组并初始化参数数组theta 并且初始化参数
X2 = np.array(X2.values)
y2 = np.array(y2.values)
theta2 = np.zeros(11) #多了一步参数的初始化
learningRate = 1
# 使用优化函数 分相同的优化函数来计算优化后的结果。
result2 = opt.fmin_tnc(func=costReg, x0=theta2, fprime=gradientReg, args=(X2, y2, learningRate))
result2
#编写预测函数:
def predict(theta, X):
probability = sigmoid(X * theta.T)
return [1 if x >= 0.5 else 0 for x in probability]
theta_min = np.matrix(result2[0])
predictions = predict(theta_min, X2)
correct = [1 if ((a == 1 and b == 1) or (a == 0 and b == 0)) else 0 for (a, b) in zip(predictions, y2)]
accuracy = (sum(map(int, correct)) % len(correct))
print ('accuracy = {0}%'.format(accuracy))
当然可以直接调库,可是,由于参数的问题,可能效果不怎么好,只有66%
from sklearn import linear_model#调用sklearn的线性回归包
model = linear_model.LogisticRegression(penalty='l2', C=1.0)
model.fit(X2, y2.ravel())