logistic回归梯度上升优化算法

 # Author Qian Chenglong

 from numpy import *
from numpy.ma import arange 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 #sigmoid归一化函数
#输入:z=w1x1+w2x2+w3x3......
#s输出:归一化结果
def sigmoid(inX):
return 1.0 / (1 + exp(-inX)) '''
logistic回归梯度上升优化算法
param dataMatIn: 处理后的数据集
param classLabels: 分类标签
return: 权重值
'''
def gradAscent(dataMatIn, classLabels):
dataMatrix = mat(dataMatIn) # convert to NumPy matrix(矩阵)
labelMat = mat(classLabels).transpose() # convert to NumPy matrix
m, n = shape(dataMatrix) #m行 n列
alpha = 0.001 #步长
maxCycles = 500
weights = ones((n, 1)) #系数,权重
for k in range(maxCycles): # heavy on matrix operations
h = sigmoid(dataMatrix * weights) # matrix mult
error = (labelMat - h) # vector subtraction
weights = weights + alpha * dataMatrix.transpose() * error # transpose()矩阵转置
return weights '''
画出数据集和logisitic回归最佳拟合直线的函数
param weights:
return:
最后的分割方程是y=(-w0-w1*x)/w2
'''
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]
ax.plot(x, y)
plt.xlabel('X1')
plt.ylabel('X2')
plt.show() '''随机梯度上升
param dataMatIn: 处理后的数据集
param classLabels: 分类标签
return: 权重值'''
def stocGradAscent0(dataMatrix, classLabels):
m, n = shape(dataMatrix)
alpha = 0.01
weights = ones(n) # initialize to all ones
for i in range(m):
h = sigmoid(sum(dataMatrix[i] * weights))
error = classLabels[i] - h
weights = weights + alpha * error * dataMatrix[i]
return weights '''改进的随机梯度上升
param dataMatIn: 处理后的数据集
param classLabels: 分类标签
return: 权重值'''
def stocGradAscent1(dataMatrix, classLabels, numIter=150):
m, n = shape(dataMatrix)
weights = ones(n) # initialize to all ones
for j in range(numIter):
dataIndex = range(m)
for i in range(m):
alpha = 4 / (1.0 + j + i) + 0.0001 # apha decreases with iteration, does not
randIndex = int(random.uniform(0, len(dataIndex))) # go to 0 because of the constant
h = sigmoid(sum(dataMatrix[randIndex] * weights))
error = classLabels[randIndex] - h
weights = weights + alpha * error * dataMatrix[randIndex]
del (dataIndex[randIndex])
return weights
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