机器学习——Logistic回归
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前言
(1)Sigmoid函数和Logisitic回归分类器
(2)最优化理论初步
(3)梯度下降最优化算法
(4)数据中缺失项处理
利用Logistic回归进行分类的主要思想是:根据现有数据对分类边界线建立回归公式,以此进行分类。
这里的“回归”一词源于最佳拟合,表示要找到最佳拟合参数集。
训练分类器时的做法就是寻找最佳拟合参数,使用的是最优算法。
Logistic回归的一般过程
(1)收集数据:采用任意方法收集数据。
(2)准备数据:由于需要进行距离计算,因此要求数据类型为数值型。另外,结构化数据格式则最佳。
(3)分析数据:采用任意方法对数据进行分析;
(4)训练算法:大部分时间将用于训练,训练的目的是为了找到最佳的分类回归系数;
(5)测试算法:一旦训练步骤完成,分类将会很快。
(6)使用算法:首先,我们需要输入一些数据,并将其转换成对应的结构haul数值;
接着,基于训练好的回归系数就可以对这些数值进行简单的回归计算,判定它们属于哪个类别;在这之后,我们就可以在输出的类别上做一些其他方面的工作。
基于Logistic回归和Sigmoid函数的分类
任何大于0.5的数据被分入1类,小于0.5的数据被分入0类,Logistic回归也可以被看成一种概率估计。
(随着x的增大,对应的Sigmoid值将逼近于1;随着x的减小,Sigmoid值将逼近于0)
# -*- coding: utf-8 -*-__author__ = 'Mouse'from math import expfrom numpy import *def loadDataSet(): dataMat = []; labelMat = [] fr = open('testSet.txt') for line in fr.readlines(): lineArr = line.strip().split() #为了方便计算将X0的值设为1.0 dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])]) labelMat.append(int(lineArr[2])) # 类别标签 print dataMat return dataMat, labelMatdef sigmoid(inX): return 1.0/(1+exp(-inX))def gradAscent(dataMatIn, classLabels): dataMatrix = mat(dataMatIn) #convert to NumPy matrix labelMat = mat(classLabels).transpose() #convert to NumPy matrix m, n = shape(dataMatrix) alpha = 0.001 # 向目标移动的步长 maxCycles = 500 #迭代的次数 weights = ones((n, 1)) for k in range(maxCycles): #heavy on matrix operations h = sigmoid(dataMatrix*weights) #计算假设函数h error = (labelMat - h) #类标签和假设函数误差 weights = weights + alpha * dataMatrix.transpose()* error #对weight进行迭代更新 return weightsdef plotBestFit(wei): import matplotlib.pyplot as plt weights = wei.getA() 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) #x的范围 # 设定直线w0x0+w1x1+w2x2=0 y = (-weights[0]-weights[1]*x)/weights[2] ax.plot(x, y) plt.xlabel('X1');plt.ylabel('X2'); plt.show()if __name__ == '__main__': dataArr, labelMat = loadDataSet() weights = gradAscent(dataArr, labelMat) plotBestFit(weights)
对梯度上升的算法进行改进
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 weightsdef 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使用Logistic回归估计病马的死亡率
(1)收集数据:给定数据文件
(2)准备数据:用Python解析文本并填充缺失值
(3)分析数据:可视化并观察数据
(4)训练算法:使用优化算法,找到最佳的系数。
(5)测试算法:为了量化回归的效果,需要观察错误率。根据错误率决定是否回退到训练阶段,通过改变迭代的次数和步长等参数来得到更好的回归系数。
准备数据:处理数据中的缺失值
方法一、使用可用特征的均值来填补缺失值
方法二、使用特殊值李填充缺失值,如-1
方法三、忽略有缺失值的样本
方法四、使用相似样本的均值添补缺失值
方法五、使用另外的机器学习算法预测缺失值
# -*- coding: utf-8 -*-__author__ = 'Mouse'from math import expfrom numpy import *def loadDataSet(): dataMat = []; labelMat = [] fr = open('testSet.txt') for line in fr.readlines(): lineArr = line.strip().split() #为了方便计算将X0的值设为1.0 dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])]) labelMat.append(int(lineArr[2])) # 类别标签 print dataMat return dataMat, labelMatdef sigmoid(inX): return 1.0/(1+exp(-inX))def gradAscent(dataMatIn, classLabels): dataMatrix = mat(dataMatIn) #convert to NumPy matrix labelMat = mat(classLabels).transpose() #convert to NumPy matrix m, n = shape(dataMatrix) alpha = 0.001 # 向目标移动的步长 maxCycles = 500 #迭代的次数 weights = ones((n, 1)) for k in range(maxCycles): #heavy on matrix operations h = sigmoid(dataMatrix*weights) #计算假设函数h error = (labelMat - h) #类标签和假设函数误差 weights = weights + alpha * dataMatrix.transpose()* error #对weight进行迭代更新 return weightsdef 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 weightsdef plotBestFit(wei): import matplotlib.pyplot as plt weights = wei.getA() 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) #x的范围 # 设定直线w0x0+w1x1+w2x2=0 y = (-weights[0]-weights[1]*x)/weights[2] ax.plot(x, y) plt.xlabel('X1');plt.ylabel('X2'); plt.show()def plotBestFit2(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()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 weightsdef classifyVector(inX, weights): prob = sigmoid(sum(inX*weights)) if prob > 0.5: return 1.0 else: return 0.0def colicTest(): frTrain = open('horseColicTraining.txt') frTest = open('horseColicTest.txt') trainingSet = []; trainingLabels = [] for line in frTrain.readlines(): currLine = line.strip().split('\t') lineArr =[] for i in range(21): lineArr.append(float(currLine[i])) trainingSet.append(lineArr) trainingLabels.append(float(currLine[21])) trainWeights = stocGradAscent1(array(trainingSet), trainingLabels, 1000) errorCount = 0; numTestVec = 0.0 for line in frTest.readlines(): numTestVec += 1.0 currLine = line.strip().split('\t') lineArr =[] for i in range(21): lineArr.append(float(currLine[i])) if int(classifyVector(array(lineArr), trainWeights))!= int(currLine[21]): errorCount += 1 errorRate = (float(errorCount)/numTestVec) print "the error rate of this test is: %f" % errorRate return errorRatedef multiTest(): numTests = 10; errorSum=0.0 for k in range(numTests): errorSum += colicTest() print "after %d iterations the average error rate is: %f" % (numTests, errorSum/float(numTests))if __name__ == '__main__': # dataArr, labelMat = loadDataSet() # #weights = gradAscent(dataArr, labelMat) # weights2 = stocGradAscent0(array(dataArr), labelMat) # plotBestFit2(weights2) multiTest()测试结果:
the error rate of this test is: 0.402985the error rate of this test is: 0.417910the error rate of this test is: 0.417910the error rate of this test is: 0.373134the error rate of this test is: 0.238806the error rate of this test is: 0.373134the error rate of this test is: 0.373134the error rate of this test is: 0.388060the error rate of this test is: 0.432836the error rate of this test is: 0.313433after 10 iterations the average error rate is: 0.373134
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