-
Notifications
You must be signed in to change notification settings - Fork 5.1k
/
Copy pathLogRegres-gj.py
230 lines (212 loc) · 7.81 KB
/
LogRegres-gj.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
# -*- coding:UTF-8 -*-
from matplotlib.font_manager import FontProperties
import matplotlib.pyplot as plt
import numpy as np
import random
"""
函数说明:加载数据
Parameters:
无
Returns:
dataMat - 数据列表
labelMat - 标签列表
Author:
Jack Cui
Blog:
http://blog.csdn.net/c406495762
Zhihu:
https://www.zhihu.com/people/Jack--Cui/
Modify:
2017-08-28
"""
def loadDataSet():
dataMat = [] #创建数据列表
labelMat = [] #创建标签列表
fr = open('testSet.txt') #打开文件
for line in fr.readlines(): #逐行读取
lineArr = line.strip().split() #去回车，放入列表
dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])]) #添加数据
labelMat.append(int(lineArr[2])) #添加标签
fr.close() #关闭文件
return dataMat, labelMat #返回
"""
函数说明:sigmoid函数
Parameters:
inX - 数据
Returns:
sigmoid函数
Author:
Jack Cui
Blog:
http://blog.csdn.net/c406495762
Zhihu:
https://www.zhihu.com/people/Jack--Cui/
Modify:
2017-08-28
"""
def sigmoid(inX):
return 1.0 / (1 + np.exp(-inX))
"""
函数说明:梯度上升算法
Parameters:
dataMatIn - 数据集
classLabels - 数据标签
Returns:
weights.getA() - 求得的权重数组(最优参数)
weights_array - 每次更新的回归系数
Author:
Jack Cui
Blog:
http://blog.csdn.net/c406495762
Zhihu:
https://www.zhihu.com/people/Jack--Cui/
Modify:
2017-08-28
"""
def gradAscent(dataMatIn, classLabels):
dataMatrix = np.mat(dataMatIn) #转换成numpy的mat
labelMat = np.mat(classLabels).transpose() #转换成numpy的mat,并进行转置
m, n = np.shape(dataMatrix) #返回dataMatrix的大小。m为行数,n为列数。
alpha = 0.01 #移动步长,也就是学习速率,控制更新的幅度。
maxCycles = 500 #最大迭代次数
weights = np.ones((n,1))
weights_array = np.array([])
for k in range(maxCycles):
h = sigmoid(dataMatrix * weights) #梯度上升矢量化公式
error = labelMat - h
weights = weights + alpha * dataMatrix.transpose() * error
weights_array = np.append(weights_array,weights)
weights_array = weights_array.reshape(maxCycles,n)
return weights.getA(),weights_array #将矩阵转换为数组，并返回
"""
函数说明:改进的随机梯度上升算法
Parameters:
dataMatrix - 数据数组
classLabels - 数据标签
numIter - 迭代次数
Returns:
weights - 求得的回归系数数组(最优参数)
weights_array - 每次更新的回归系数
Author:
Jack Cui
Blog:
http://blog.csdn.net/c406495762
Zhihu:
https://www.zhihu.com/people/Jack--Cui/
Modify:
2017-08-31
"""
def stocGradAscent1(dataMatrix, classLabels, numIter=150):
m,n = np.shape(dataMatrix) #返回dataMatrix的大小。m为行数,n为列数。
weights = np.ones(n) #参数初始化
weights_array = np.array([]) #存储每次更新的回归系数
for j in range(numIter):
dataIndex = list(range(m))
for i in range(m):
alpha = 4/(1.0+j+i)+0.01 #降低alpha的大小，每次减小1/(j+i)。
randIndex = int(random.uniform(0,len(dataIndex))) #随机选取样本
h = sigmoid(sum(dataMatrix[dataIndex[randIndex]]*weights)) #选择随机选取的一个样本，计算h
error = classLabels[dataIndex[randIndex]] - h #计算误差
weights = weights + alpha * error * dataMatrix[dataIndex[randIndex]] #更新回归系数
weights_array = np.append(weights_array,weights,axis=0) #添加回归系数到数组中
del(dataIndex[randIndex]) #删除已经使用的样本
weights_array = weights_array.reshape(numIter*m,n) #改变维度
return weights,weights_array #返回
"""
函数说明:绘制数据集
Parameters:
weights - 权重参数数组
Returns:
无
Author:
Jack Cui
Blog:
http://blog.csdn.net/c406495762
Zhihu:
https://www.zhihu.com/people/Jack--Cui/
Modify:
2017-08-30
"""
def plotBestFit(weights):
dataMat, labelMat = loadDataSet() #加载数据集
dataArr = np.array(dataMat) #转换成numpy的array数组
n = np.shape(dataMat)[0] #数据个数
xcord1 = []; ycord1 = [] #正样本
xcord2 = []; ycord2 = [] #负样本
for i in range(n): #根据数据集标签进行分类
if int(labelMat[i]) == 1:
xcord1.append(dataArr[i,1]); ycord1.append(dataArr[i,2]) #1为正样本
else:
xcord2.append(dataArr[i,1]); ycord2.append(dataArr[i,2]) #0为负样本
fig = plt.figure()
ax = fig.add_subplot(111) #添加subplot
ax.scatter(xcord1, ycord1, s = 20, c = 'red', marker = 's',alpha=.5)#绘制正样本
ax.scatter(xcord2, ycord2, s = 20, c = 'green',alpha=.5) #绘制负样本
x = np.arange(-3.0, 3.0, 0.1)
y = (-weights[0] - weights[1] * x) / weights[2]
ax.plot(x, y)
plt.title('BestFit') #绘制title
plt.xlabel('X1'); plt.ylabel('X2') #绘制label
plt.show()
"""
函数说明:绘制回归系数与迭代次数的关系
Parameters:
weights_array1 - 回归系数数组1
weights_array2 - 回归系数数组2
Returns:
无
Author:
Jack Cui
Blog:
http://blog.csdn.net/c406495762
Zhihu:
https://www.zhihu.com/people/Jack--Cui/
Modify:
2017-08-30
"""
def plotWeights(weights_array1,weights_array2):
#设置汉字格式
font = FontProperties(fname=r"c:\windows\fonts\simsun.ttc", size=14)
#将fig画布分隔成1行1列,不共享x轴和y轴,fig画布的大小为(13,8)
#当nrow=3,nclos=2时,代表fig画布被分为六个区域,axs[0][0]表示第一行第一列
fig, axs = plt.subplots(nrows=3, ncols=2,sharex=False, sharey=False, figsize=(20,10))
x1 = np.arange(0, len(weights_array1), 1)
#绘制w0与迭代次数的关系
axs[0][0].plot(x1,weights_array1[:,0])
axs0_title_text = axs[0][0].set_title(u'改进的随机梯度上升算法：回归系数与迭代次数关系',FontProperties=font)
axs0_ylabel_text = axs[0][0].set_ylabel(u'W0',FontProperties=font)
plt.setp(axs0_title_text, size=20, weight='bold', color='black')
plt.setp(axs0_ylabel_text, size=20, weight='bold', color='black')
#绘制w1与迭代次数的关系
axs[1][0].plot(x1,weights_array1[:,1])
axs1_ylabel_text = axs[1][0].set_ylabel(u'W1',FontProperties=font)
plt.setp(axs1_ylabel_text, size=20, weight='bold', color='black')
#绘制w2与迭代次数的关系
axs[2][0].plot(x1,weights_array1[:,2])
axs2_xlabel_text = axs[2][0].set_xlabel(u'迭代次数',FontProperties=font)
axs2_ylabel_text = axs[2][0].set_ylabel(u'W1',FontProperties=font)
plt.setp(axs2_xlabel_text, size=20, weight='bold', color='black')
plt.setp(axs2_ylabel_text, size=20, weight='bold', color='black')
x2 = np.arange(0, len(weights_array2), 1)
#绘制w0与迭代次数的关系
axs[0][1].plot(x2,weights_array2[:,0])
axs0_title_text = axs[0][1].set_title(u'梯度上升算法：回归系数与迭代次数关系',FontProperties=font)
axs0_ylabel_text = axs[0][1].set_ylabel(u'W0',FontProperties=font)
plt.setp(axs0_title_text, size=20, weight='bold', color='black')
plt.setp(axs0_ylabel_text, size=20, weight='bold', color='black')
#绘制w1与迭代次数的关系
axs[1][1].plot(x2,weights_array2[:,1])
axs1_ylabel_text = axs[1][1].set_ylabel(u'W1',FontProperties=font)
plt.setp(axs1_ylabel_text, size=20, weight='bold', color='black')
#绘制w2与迭代次数的关系
axs[2][1].plot(x2,weights_array2[:,2])
axs2_xlabel_text = axs[2][1].set_xlabel(u'迭代次数',FontProperties=font)
axs2_ylabel_text = axs[2][1].set_ylabel(u'W1',FontProperties=font)
plt.setp(axs2_xlabel_text, size=20, weight='bold', color='black')
plt.setp(axs2_ylabel_text, size=20, weight='bold', color='black')
plt.show()
if __name__ == '__main__':
dataMat, labelMat = loadDataSet()
weights1,weights_array1 = stocGradAscent1(np.array(dataMat), labelMat)
weights2,weights_array2 = gradAscent(dataMat, labelMat)
plotWeights(weights_array1, weights_array2)