【机器学习】逻辑回归

logistic回归又称logistic回归分析，是一种广义的线性回归分析模型，常用于数据挖掘，疾病自动诊断，经济预测等领域。例如，探讨引发疾病的危险因素，并根据危险因素预测疾病发生的概率等。

sigmoid函数

通过sigmoid函数，可以将任何实数值转换为区间为【0，1】之间值相应的值就符合了概率对应的值域

import numpy as np
from matplotlib import pyplot as plt


# 定义sigmoid函数
def sigmoid(t):
    return 1 / (1 + np.exp(-t))


x = np.linspace(-10, 10, 1000)
y = sigmoid(x)

plt.plot(x, y)
plt.show()

逻辑回归损失函数：表征模型预测值与真实值的不一致程度。

损失函数为什么选择用交叉验证。原因是平方损失在训练的时候会出现一定的问题。当预测值与真实值之间的差距过大时，这时候参数的调整就需要变大，但是如果使用平方损失，训练的时候可能看到的情况是预测值和真实值之间的差距越大，参数调整的越小，训练的越慢。

from sklearn import datasets

iris=datasets.load_iris()
x=iris.data
y=iris.target

x=x[y<2,:2]
y=y[y<2]

plt.scatter(x[y==0,0],x[y==0,1],color='r')
plt.scatter(x[y==1,0],x[y==1,1],color='b')
plt.show()

训练集数据分割

train_data,test_data,train_label,test_label
= train_test_split(X,Y,random_state=666)

#定义sigmoid函数

def
sigmoid(t):

    return 1/(1+np.exp(-t))

#定义损失函数

def
J(theta,Xb,y):

    y_hat = sigmoid(Xb.dot(theta))

    return -np.sum(y * np.log(y_hat) + (1-y) *
np.log(1 - y_hat)) / len(y)

# 定义损失函数倒数

def
dj(theta,Xb,y):

    y_hat = sigmoid(Xb.dot(theta))

    return (Xb.T.dot(y_hat - y))/len(y)

#梯度下降法

def
gradient_descent(Xb,y,initial_theta,eta,epsilon= 1e-8):

    theta = initial_theta

    while True:

        gradient = dj(theta,Xb,y)

        last_theta = theta

        theta = theta - eta * gradient

        if(abs(J(theta,Xb,y) -
J(last_theta,Xb,y)) < epsilon):

            break

    return theta

Xb = np.hstack([np.ones((len(train_data),1)),train_data])

initial_theta
= np.zeros(Xb.shape[1])

eta
=0.001

res_theta
= gradient_descent(Xb,train_label,initial_theta,eta)

print(res_theta)

 

[-4.25636661 
5.94884505 -8.99992917]

 

#模型训练

X_test =
np.hstack([np.ones((len(test_data),1)),train_data])

predict_test
= sigmoid(X_test.dot(res_theta))

predict_test
= np.array(predict_test>=0.5,dtype='int')

print(predict_test)  

#模型评测

accuracy_score(test_label,predict_test)

多项式逻辑回归：

逻辑回归正则化

逻辑回归中的超参数：

   C用于控制在求解最优化值时，损失函数所占的权重

   Penalty

   选择正则化类型，L1，L2

使用逻辑回归解决多分类问题

   改造方案：OvR（one vs Rest）

                   OvO（one vs one）

import numpy as np

from sklearn.model_selection import
train_test_split

import matplotlib.pyplot as plt

np.random.seed(666)

x = np.random.normal(0,1,size=[200,2])

y = np.array(x[:,0]**2+x[:,1]**2<1.5,dtype='int')

plt.scatter(x[y==0,0],x[y==0,1],color ='r')

plt.scatter(x[y==1,0],x[y==1,1],color ='b')

plt.show()

# 数据集分割
train_data, test_data, train_label, test_label = train_test_split(x, y, random_state=10)


def sigmoid(t):
    return 1 / (1 + np.exp(-t))


# 定义损失函数
def J(theta, Xb, y):
    y_hat = sigmoid(Xb.dot(theta))
    return -np.sum(y * np.log(y_hat) + (1 - y) * np.log(1 - y_hat)) / len(y)


# 定义损失函数倒数
def dj(theta, Xb, y):
    y_hat = sigmoid(Xb.dot(theta))
    return (Xb.T.dot(y_hat - y)) / len(y)


# 梯度下降法
def gradient_descent(Xb, y, initial_theta, eta, epsilon=1e-8):
    theta = initial_theta
    while True:
        gradient = dj(theta, Xb, y)
        last_theta = theta
        theta = theta - eta * gradient
        if (abs(J(theta, Xb, y) - J(last_theta, Xb, y)) < epsilon):
            break
    return theta


def fit(train_data, train_label):
    Xb = np.hstack([np.ones((len(train_data), 1)), train_data])
    initial_theta = np.zeros(Xb.shape[1])
    eta = 0.001
    return gradient_descent(Xb, train_label, initial_theta, eta)


def predict(test_data, theta):
    Xb = np.hstack([np.ones((len(test_data), 1)), test_data])
    predict_test = sigmoid(Xb.dot(theta))
    predict_test = np.array(predict_test >= 0.5, dtype='int')
    return predict_test


theta = fit(train_data, train_label)
predict_test = predict(test_data, theta)

# 分类评测
accuracy_score(test_label, predict_test)


# 决策边界绘制
def plot_decision_boundary(axis):
    x0, x1 = np.meshgrid(
        np.linspace(axis[0], axis[1], int(axis[1] - axis[0]) * 100),
        np.linspace(axis[2], axis[3], int(axis[3] - axis[2]) * 100)
    )
    x_new = np.c_[x0.ravel(), x1.ravel()]
    predict_y = predict(x_new, theta)
    zz = predict_y.reshape(x0.shape)
    custom_cmap = ListedColormap(['#EF9A9A', '#FFF59D', '#90CAF9'])
    plt.contourf(x0, x1, zz, cmap=custom_cmap)


plot_decision_boundary(axis=[-4, 4, -4, 4])
plt.scatter(x[y == 0, 0], x[y == 0, 1], color='r')
plt.scatter(x[y == 1, 0], x[y == 1, 1], color='b')
plt.show()

# sklearn中的逻辑回归
poly_log_reg = Pipeline([('poly', PolynomialFeatures(degree=2)),
                         ('std_sacler', StandardScaler()),
                         ('lin_reg', LinearRegression())])
poly_log_reg.fit(train_data, train_label)
poly_log_reg.score(test_data, test_label)


def plot_decision_boundary2(model, axis):
    x0, x1 = np.meshgrid(
        np.linspace(axis[0], axis[1], int(axis[1] - axis[0]) * 100),
        np.linspace(axis[2], axis[3], int(axis[3] - axis[2]) * 100)
    )
    x_new = np.c_[x0.ravel(), x1.ravel()]
    predict_y = model.predict(x_new, theta)
    zz = predict_y.reshape(x0.shape)
    custom_cmap = ListedColormap(['#EF9A9A', '#FFF59D', '#90CADF9'])
    plt.contourf(x0, x1, zz, cmap=custom_cmap)


plot_decision_boundary2(poly_log_reg, axis=[-4, 4, -4, 4])
plt.scatter(x[y == 0, 0], x[y == 0, 1], color='r')
plt.scatter(x[y == 1, 0], x[y == 1, 1], color='b')
plt.show()

来源：CSDN

作者：BIG_BOSS_ZC

链接：https://blog.csdn.net/qq_42158942/article/details/104302213