import numpy as np
from sklearn.metrics import r2_score
class LogisticRegression :
def __init__ (self ):
"""初始化Linear Regression模型"""
self.coef_ = None
self.interception_ = 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))
except :
return float('inf' )
def dJ (theta, X_b, y ):
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
i_iter = 0
while i_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
i_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)
self.interception_ = 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.interception_ 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 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.interception_ 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 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, y_test确定当前模型的准确度"""
y_predict = self.predict(X_test)
return r2_score(y_test, y_predict)
def __repr__ (self ):
return "LogisticRegression()"
import numpy as np
import matplotlib.pyplot as plt
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='red' )
plt.scatter(X[y==1 ,0 ],X[y==1 ,1 ], color='blue' )
plt.show()
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=666 )
log_reg = LogisticRegression()
log_reg.fit(X_train, y_train)
log_reg.score(X_test, y_test)
log_reg.predict_proba(X_test)
y_test
log_reg.predict(X_test)