LogisticRegression

import numpy as np
from dev.metrics import accuracy_score

class LogisticRegression:

def __init__(self):
"""初始化Linear Regression模型"""
self.coef_ = None
self.intercept_ = None
self._theta = None

def _sigmoid(self,t):
return 1. / ( 1 + np.exp(-t))


def fit(self, X_train, y_train, eta=0.01, n_iters=1e4):
"""根据训练数据集X_train, y_train, 使用梯度下降法训练Linear Regression模型"""
assert X_train.shape[0] == y_train.shape[0],
"the size of X_train must be equal to the size of y_train"

def J(theta, X_b, y):

y_hat =self._sigmoid(X_b.dot(theta))
try:
return - np.sum(y*np.log(y_hat) + (1-y) * np.log(1 - y_hat)) / len(y)
# return np.sum((y - X_b.dot(theta)) ** 2) / len(y)
except:
return float('inf')

def dJ(theta, X_b, y):
# res = np.empty(len(theta))
# res[0] = np.sum(X_b.dot(theta) - y)
# for i in range(1, len(theta)):
# res[i] = (X_b.dot(theta) - y).dot(X_b[:, i])
# return res * 2 / len(X_b)
# return X_b.T.dot(X_b.dot(theta) - y) * 2. / len(X_b)

return X_b.T.dot(self._sigmoid(X_b.dot(theta)) - y) / len(X_b)

def gradient_descent(X_b, y, initial_theta, eta, n_iters=1e4, epsilon=1e-8):

theta = initial_theta
cur_iter = 0

while cur_iter < n_iters:
gradient = dJ(theta, X_b, y)
last_theta = theta
theta = theta - eta * gradient
if (abs(J(theta, X_b, y) - J(last_theta, X_b, y)) < epsilon):
break

cur_iter += 1

return theta

X_b = np.hstack([np.ones((len(X_train), 1)), X_train])
initial_theta = np.zeros(X_b.shape[1])
self._theta = gradient_descent(X_b, y_train, initial_theta, eta, n_iters)

self.intercept_ = self._theta[0]
self.coef_ = self._theta[1:]

return self


def predict_proba(self, X_predict):
"""给定待预测数据集X_predict,返回表示X_predict的结果向量"""
assert self.intercept_ is not None and self.coef_ is not None,
"must fit before predict!"
assert X_predict.shape[1] == len(self.coef_),
"the feature number of X_predict must be equal to X_train"

X_b = np.hstack([np.ones((len(X_predict), 1)), X_predict])
return self._sigmoid(X_b.dot(self._theta))

def predict(self, X_predict):
"""给定待预测数据集X_predict,返回表示X_predict的结果向量"""
assert self.intercept_ is not None and self.coef_ is not None,
"must fit before predict!"
assert X_predict.shape[1] == len(self.coef_),
"the feature number of X_predict must be equal to X_train"



proba = self.predict_proba(X_predict)
return np.array(proba >= 0.5,dtype=int)

def score(self, X_test, y_test):
"""根据测试数据集 X_test 和 y_test 确定当前模型的准确度"""

y_predict = self.predict(X_test)
return accuracy_score(y_test, y_predict)

def __repr__(self):
return "LinearRegression()"
原文地址:https://www.cnblogs.com/heguoxiu/p/10135594.html