- 引言
- 逻辑回归算法原理
- 逻辑回归损失函数
- python实现逻辑回归
- 决策边界
- python实现多项式逻辑回归
- sklearn中的逻辑回归
- 逻辑回归中的正则化
- sklearn实现逻辑回归
逻辑回归（Logistic Regression）是一种分类学习算法，其本质是将样本的特征和样本发生的概率联系起来，由于发生的概率是一个数值，因此称为回归算法。主要解决2分类问题，例如：一个垃圾邮件过滤系统，x是邮件的特征，预测的y值就是邮件的类别（是垃圾邮件还是正常邮件）。
逻辑回归算法原理逻辑回归算法步骤如下
- 计算样本发生的概率值，即 p ^ = f ( x ) \hat p=f(x) p^=f(x)
- 根据样本发生的概率分类 y ^ = { 1 ， p ^ ≥ 0.5 0 ， p ^ ≤ 0.5 \hat y= \begin{cases} 1 \ ， \ \hat p\geq 0.5\ 0 \ ， \ \hat p\leq 0.5\ \end{cases} y^={1 ， p^≥0.50 ， p^≤0.5
逻辑回归算法既可以看作回归算法，也可以看作分类算法，只执行第一步时就是回归算法，但是逻辑回归算法通常作为回归算法用，主要解决2分类问题。在线性回归算法中，样本预测值
y
^
=
f
(
x
)
=
θ
T
⋅
x
b
\hat y=f(x)= \theta ^{T} \cdot x_b
y^=f(x)=θT⋅xb
其值域为(
−
∞
,
+
∞
-\infty , + \infty
−∞,+∞)，而概率的值域为[0,1],因此需要对
f
(
x
)
f(x)
f(x)函数进行处理，使之值域处于[0,1]
即
p
^
=
σ
(
θ
T
⋅
x
b
)
\hat p=\sigma( \theta ^{T} \cdot x_b )
p^=σ(θT⋅xb)，一般
σ
(
t
)
=
1
1
+
e
−
t
\sigma(t) = \frac{1}{1+e^{-t}}
σ(t)=1+e−t1
σ ( t ) \sigma(t) σ(t)值域为（0,1），当t>0时，p>0.5；当t<0时，p<0.5
逻辑回归损失函数模型预测值
y
^
\hat y
y^ 如下
y
^
=
{
1
，
p
^
≥
0.5
0
，
p
^
≤
0.5
\hat y= \begin{cases} 1 \ ， \ \hat p\geq 0.5\ 0 \ ， \ \hat p\leq 0.5\ \end{cases}
y^={1 ， p^≥0.50 ， p^≤0.5
由此可以看出当实际值y=1时，p越小，损失越大；当y=0时，p越大，损失越大，即
c
o
s
t
=
{
y
=
1
时
，
p
越
小
，
损
失
越
大
y
=
0
时
，
p
越
大
，
损
失
越
大
cost= \begin{cases} y=1时，p越小，损失越大 \ y=0时，p越大，损失越大\end{cases}
cost={y=1时，p越小，损失越大y=0时，p越大，损失越大
下面函数刚好满足条件
c
o
s
t
=
{
−
l
o
g
(
p
^
)
，
i
f
y
=
1
−
l
o
g
(
1
−
p
^
)
，
i
f
y
=
0
cost= \begin{cases} -log(\hat p) \ ，\ \ \ \ \ \ \ if \ \ y=1\ -log(1-\hat p) \ ，if \ \ y=0\ \end{cases}
cost={−log(p^) ， if y=1−log(1−p^) ，if y=0
画出cost函数图像可以看出，当样本实际值为1时，预测概率值x为0，
−
log
(
x
)
-\log(x)
−log(x)趋于正无穷，即损失趋于正无穷，当x=1即符合实际值，损失为0；当样本实际值为0时，预测值概率值x为1，
−
log
(
1
−
x
)
-\log(1-x)
−log(1−x)趋于正无穷，即损失趋于正无穷，当x=0即符合实际值，损失为0。
损失函数可以合为1个，即
最终得到损失函数
J
(
θ
)
=
−
1
m
∑
i
=
1
m
y
(
i
)
+
log
(
p
^
(
i
)
)
+
(
1
−
y
(
i
)
)
log
(
1
−
p
^
(
i
)
)
J(\theta)=-\frac {1}{m} \sum_{i=1}^{m}{y^{(i)}+\log(\hat p^{(i)})+(1-y^{(i)})\log(1-\hat p^{(i)})}
J(θ)=−m1i=1∑my(i)+log(p^(i))+(1−y(i))log(1−p^(i))
p ^ ( i ) = σ ( X b ( i ) θ ) = 1 1 + e − X b ( i ) θ \hat p^{(i)}=\sigma(X_b^{(i)}\theta)=\frac{1}{1+e^{-X_b^{(i)}\theta}} p^(i)=σ(Xb(i)θ)=1+e−Xb(i)θ1
最后可以通过梯度下降法，求出使损失函数最小的
θ
\theta
θ，求得的损失函数梯度如下
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
class LogisticRegression:
def __init__(self):
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_trian, n):
def J(theta, x_b, y):
y_hat = self._sigmoid(x_b.dot(theta))
return -np.sum(y * np.log(y_hat) + (1 - y) * np.log(1 - y_hat)) / len(y)
def dJ(theta, x_b, y):
return x_b.T.dot(self._sigmoid(x_b.dot(theta)) - y) / len(y)
def gradient_descent(x_b, y, initial_theta, alpha=0.01, n_iters=1e4, epsilon=1e-8):
theta = initial_theta
iter = 0
while iter < n_iters:
gradient = dJ(theta, x_b, y)
last_theta = theta
theta = theta - alpha * gradient
if abs(J(last_theta, x_b, y) - J(theta, x_b, y)) < epsilon:
break
iter += 1
return last_theta
x_b = np.hstack([np.ones((len(x_train), 1)), x_train])
initail_theta = np.zeros(x_b.shape[1])
self._theta = gradient_descent(x_b, y_trian, initail_theta, n_iters=n)
self.intercept_ = self._theta[0]
self.coef_ = self._theta[1:]
def predict_prob(self, x_test):
x_b = np.hstack([np.ones((len(x_test), 1)), x_test])
return self._sigmoid(x_b.dot(self._theta))
def predict(self, x_test):
prob = self.predict_prob(x_test)
return np.array(prob >= 0.5,dtype='int')
def score(self, x_test, y_test):
return np.sum(y_test == self.predict(x_test)) / len(y_test)
# 鸢尾花数据集测试手写逻辑回归算法
iris = load_iris()
x = iris.data
y = iris.target
# 由于逻辑回归只能处理2分类问题，截取分类为0,1，保留x2个特征方便可视化
X = x[y < 2, :2]
Y = y[y < 2]
plt.scatter(X[Y == 0, 0], X[Y == 0, 1])
plt.scatter(X[Y == 1, 0], X[Y == 1, 1], color='r')
plt.show()
x_train, x_test, y_train, y_test = train_test_split(X, Y)
logistic = LogisticRegression()
logistic.fit(x_train, y_train, n=1e6)
y_predict = logistic.predict(x_test)
score = logistic.score(x_test, y_test)
print(score)
print(y_predict)
print(y_test)
输出
1.0
[0 1 1 1 0 0 0 0 0 1 1 0 1 1 1 0 0 1 1 0 1 0 1 1 1]
[0 1 1 1 0 0 0 0 0 1 1 0 1 1 1 0 0 1 1 0 1 0 1 1 1]
决策边界就是能够把样本正确分类的一条边界
p
^
=
σ
(
X
b
⋅
θ
)
=
1
1
+
e
−
X
b
⋅
θ
\hat p=\sigma(X_b \cdot \theta)=\frac{1}{1+e^{-X_b \cdot \theta}}
p^=σ(Xb⋅θ)=1+e−Xb⋅θ1
y
^
=
{
1
，
p
^
≥
0.5
0
，
p
^
≤
0.5
\hat y= \begin{cases} 1 \ ， \ \hat p\geq 0.5\ 0 \ ， \ \hat p\leq 0.5\ \end{cases}
y^={1 ， p^≥0.50 ， p^≤0.5
当
p
^
=
0.5
\hat p=0.5
p^=0.5时，=>
X
b
⋅
θ
=
0
X_b \cdot \theta=0
Xb⋅θ=0， 即为决策边界
(1) 当样本空间只有2个特征情况，即
θ 0 + x 1 θ 1 + x 2 θ 2 = 0 \theta_0+x_1 \theta_1+x_2 \theta_2=0 θ0+x1θ1+x2θ2=0
x
2
=
−
θ
0
−
x
1
θ
1
θ
2
x_2=\frac{-\theta_0-x_1 \theta_1}{\theta_2}
x2=θ2−θ0−x1θ1
绘制
x
1
,
x
2
x_1,x_2
x1,x2关系直线图
x_1 = np.linspace(4, 7, 100)
x_2 = (-logistic.intercept_ - x_1 * logistic.coef_[0]) / logistic.coef_[1]
plt.plot(x_1, x_2)
plt.show()
（2）不规则决策边界绘制
把整个区域看成无数个点，用得出的模型去预测这些点，不同分类用不同颜色区分
def plot_decision_boundary(model, axis):
# x/y轴矩阵，如x:0-2,y:0-1,得到x=[[0, 1, 2],[0, 1, 2]],y=[[0, 0, 0],[1, 1, 1]]
x, y = np.meshgrid(
np.linspace(axis[0], axis[1], int((axis[1] - axis[0]) * 100)).reshape(-1, 1),
np.linspace(axis[2], axis[3], int((axis[3] - axis[2]) * 100)).reshape(-1, 1)
)
# 矩阵拼接，如x:0-2,y:0-1,得到[[0. 0.], [1. 0.], [2. 0.], [0. 1.], [1. 1.], [2. 1.]]
x_new = np.c_[x.reshape(-1), y.reshape(-1)]
y_predict = model.predict(x_new)
zz = y_predict.reshape(x.shape)
custom_cmap = ListedColormap(['#EF9A9A', '#EFF59D', '#90CAF9'])
plt.contourf(x, y, zz, linewidth=5, cmap=custom_cmap)
import numpy as np
import matplotlib.pyplot as plt
from sklearn.pipeline import Pipeline
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import PolynomialFeatures
from sklearn.preprocessing import StandardScaler
class LogisticRegression:
def __init__(self):
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_trian, n=1e4):
def J(theta, x_b, y):
y_hat = self._sigmoid(x_b.dot(theta))
return -np.sum(y * np.log(y_hat) + (1. - y) * np.log(1. - y_hat)) / len(y)
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, alpha=0.01, n_iters=1e4, epsilon=1e-8):
theta = initial_theta
iter = 0
while iter < n_iters:
gradient = dJ(theta, x_b, y)
last_theta = theta
theta = theta - alpha * gradient
if abs(J(last_theta, x_b, y) - J(theta, x_b, y)) < epsilon:
break
iter += 1
return last_theta
x_b = np.hstack([np.ones((len(x_train), 1)), x_train])
initail_theta = np.zeros(x_b.shape[1])
self._theta = gradient_descent(x_b, y_trian, initail_theta, n_iters=n)
self.intercept_ = self._theta[0]
self.coef_ = self._theta[1:]
def predict_prob(self, x_test):
x_b = np.hstack([np.ones((len(x_test), 1)), x_test])
return self._sigmoid(x_b.dot(self._theta))
def predict(self, x_test):
prob = self.predict_prob(x_test)
return np.array(prob >= 0.5, dtype='int')
def score(self, x_test, y_test):
return np.sum(y_test == self.predict(x_test)) / len(y_test)
def plot_decision_boundary(model, axis):
# x/y轴矩阵，如x:0-2,y:0-1,得到x=[[0, 1, 2],[0, 1, 2]],y=[[0, 0, 0],[1, 1, 1]]
x, y = np.meshgrid(
np.linspace(axis[0], axis[1], int((axis[1] - axis[0]) * 100)).reshape(-1, 1),
np.linspace(axis[2], axis[3], int((axis[3] - axis[2]) * 100)).reshape(-1, 1)
)
# 矩阵拼接，如x:0-2,y:0-1,得到[[0. 0.], [1. 0.], [2. 0.], [0. 1.], [1. 1.], [2. 1.]]
x_new = np.c_[x.reshape(-1), y.reshape(-1)]
y_predict = model.predict(x_new)
zz = y_predict.reshape(x.shape)
custom_cmap = ListedColormap(['#EF9A9A', '#EFF59D', '#90CAF9'])
plt.contourf(x, y, zz, linewidth=5, cmap=custom_cmap)
# 测试数据集
x = np.random.normal(0, 1, size=(200, 2))
y = np.array(x[:, 0] ** 2 + x[:, 1] ** 2 < 1.5, dtype='int')
x_train, x_test, y_train, y_test = train_test_split(x, y)
pip = Pipeline([
('poly', PolynomialFeatures(degree=10)),
('std', StandardScaler()),
('logistic', LogisticRegression())
])
pip.fit(x_train, y_train)
score = pip.score(x_test, y_test)
print(score)
plt.scatter(x[y == 0, 0], x[y == 0, 1])
plt.scatter(x[y == 1, 0], x[y == 1, 1])
plt.show()
在多项式回归当中添加正则化模型后的损失函数为 J ( θ ) + α L J(\theta)+\alpha L J(θ)+αL，而在逻辑回归当中，模型正则化通常为 C ⋅ J ( θ ) + L 1 C\cdot J(\theta)+L_1 C⋅J(θ)+L1或者 C ⋅ J ( θ ) + L 2 C\cdot J(\theta)+L_2 C⋅J(θ)+L2，L1、L2对应2种正则项，如果C越大，优化损失函数时越应该集中火力，将损失函数减小到最小；C非常小时，此时L1和L2的正则项就显得更加重要。
sklearn实现逻辑回归from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
import numpy as np
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import PolynomialFeatures
from sklearn.preprocessing import StandardScaler
import matplotlib.pyplot as plt
from matplotlib.colors import ListedColormap
def plot_decision_boundary(model, axis):
# x/y轴矩阵，如x:0-2,y:0-1,得到x=[[0, 1, 2],[0, 1, 2]],y=[[0, 0, 0],[1, 1, 1]]
x, y = np.meshgrid(
np.linspace(axis[0], axis[1], int((axis[1] - axis[0]) * 100)).reshape(-1, 1),
np.linspace(axis[2], axis[3], int((axis[3] - axis[2]) * 100)).reshape(-1, 1)
)
# 矩阵拼接，如x:0-2,y:0-1,得到[[0. 0.], [1. 0.], [2. 0.], [0. 1.], [1. 1.], [2. 1.]]
x_new = np.c_[x.reshape(-1), y.reshape(-1)]
y_predict = model.predict(x_new)
zz = y_predict.reshape(x.shape)
custom_cmap = ListedColormap(['#EF9A9A', '#EFF59D', '#90CAF9'])
plt.contourf(x, y, zz, linewidth=5, cmap=custom_cmap)
# 测试数据集
x = np.random.normal(0, 1, size=(200, 2))
y = np.array(x[:, 0] ** 2 + x[:, 1] ** 2 < 1.5, dtype='int')
x_train, x_test, y_train, y_test = train_test_split(x, y)
pip = Pipeline([
('poly', PolynomialFeatures(degree=10)),
('std', StandardScaler()),
('logistic', LogisticRegression(C=1., penalty='l2'))
])
pip.fit(x_train, y_train)
score = pip.score(x_test, y_test)
print(score)
plot_decision_boundary(pip, axis=[-4, 4, -4, 4])
plt.scatter(x[y == 0, 0], x[y == 0, 1])
plt.scatter(x[y == 1, 0], x[y == 1, 1])
plt.show()
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