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()"

准备数据

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] # 逻辑回归只能解决二分类问题,因此只选取其中两种花的数据 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()

使用逻辑回归

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) # 输出:1.0 log_reg.predict_proba(X_test) # array([0.93292947, 0.98717455, 0.15541379, 0.01786837, 0.03909442, # 0.01972689, 0.05214631, 0.99683149, 0.98092348, 0.75469962, # 0.0473811 , 0.00362352, 0.27122595, 0.03909442, 0.84902103, # 0.80627393, 0.83574223, 0.33477608, 0.06921637, 0.21582553, # 0.0240109 , 0.1836441 , 0.98092348, 0.98947619, 0.08342411]) y_test # array([1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, # 1, 1, 0]) log_reg.predict(X_test) # array([1, 1, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, # 1, 1, 0])