Mercurial > hg > tvii
view tvii/logistic_regression.py @ 85:d705f6384e8b
i hate namespace conflicts
author | Jeff Hammel <k0scist@gmail.com> |
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date | Sun, 17 Dec 2017 14:03:02 -0800 |
parents | 0908b6cd3217 |
children |
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""" z = w'x + b a = sigmoid(z) L(a,y) = -(y*log(a) + (1-y)*log(1-a)) [| | | ] X = [x1 x2 x3] [| | | ] [z1 z2 z3 .. zm] = w'*X + [b b b b ] = [w'*x1+b + w'*x2+b ...] """ import numpy as np import sklearn from .sigmoid import sigmoid def logistic_regression(X, Y): """"train a logisitic regression classifier""" clf = sklearn.linear_model.LogisticRegressionCV() clf.fit(X.T, Y.T) return clf def loss(a, y): # UNTESTED! # derivative = -(y/a) + (1-y)/(1-a) return -y*np.log(a) - (1-y)*np.log(1-a) def propagate(w, b, X, Y): """ Implement the cost function and its gradient for the propagation: Forward Propagation: - You get X - You compute $A = \sigma(w^T X + b) = (a^{(0)}, a^{(1)}, ..., a^{(m-1)}, a^{(m)})$ - You calculate the cost function: $J = -\frac{1}{m}\sum_{i=1}^{m}y^{(i)}\log(a^{(i)})+(1-y^{(i)})\log(1-a^{(i)})$ Here are the two formulas you will be using: $$ \frac{\partial J}{\partial w} = \frac{1}{m}X(A-Y)^T\tag{7}$$ $$ \frac{\partial J}{\partial b} = \frac{1}{m} \sum_{i=1}^m (a^{(i)}-y^{(i)})\tag{8}$$ Arguments: w -- weights, a numpy array of size (num_px * num_px * 3, 1) b -- bias, a scalar X -- data of size (num_px * num_px * 3, number of examples) Y -- true "label" vector (containing 0 if non-cat, 1 if cat) of size (1, number of examples) Return: cost -- negative log-likelihood cost for logistic regression dw -- gradient of the loss with respect to w, thus same shape as w db -- gradient of the loss with respect to b, thus same shape as b Tips: - Write your code step by step for the propagation. np.log(), np.dot() """ # FORWARD PROPAGATION (FROM X TO COST) cost = cost_function(w, b, X, Y) # compute cost # BACKWARD PROPAGATION (TO FIND GRADIENT) m = X.shape[1] A = sigmoid(np.dot(w.T, X) + b) # compute activation dw = (1./m)*np.dot(X, (A - Y).T) db = (1./m)*np.sum(A - Y) # sanity check assert(A.shape[1] == m) assert(dw.shape == w.shape), "dw.shape is {}; w.shape is {}".format(dw.shape, w.shape) assert(db.dtype == float) cost = np.squeeze(cost) assert(cost.shape == ()) # return gradients grads = {"dw": dw, "db": db} return grads, cost def cost_function(w, b, X, Y): """ Cost function for binary classification yhat = sigmoid(W.T*x + b) interpret yhat thhe probably that y=1 Loss function: y log(yhat) + (1 - y) log(1 - yhat) """ m = X.shape[1] A = sigmoid(np.dot(w.T, X) + b) cost = np.sum(Y*np.log(A) + (1 - Y)*np.log(1 - A)) return (-1./m)*cost def compute_costs(Yhat, Y): """ Computes the cross-entropy cost given: J = -(1/m)*sum_{i=0..m} (y(i)log(yhat(i)) + (1 - y(i))log(1 - yhat(i))) Yhat -- The sigmoid output of the network Y -- "true" label vector """ # compute the cross-entropy cost logprops = np.multiply(np.log(Yhat, Y)) + np.multiply(np.log(1-Yhat), (1-Y)) cost = - np.sum(logprobs)/m cost = np.squeeze(cost) # make sure cost is the dimension we expect assert (isinstance(cost, float)) return cost def optimize(w, b, X, Y, num_iterations, learning_rate, print_cost = False): """ This function optimizes w and b by running a gradient descent algorithm Arguments: w -- weights, a numpy array of size (num_px * num_px * 3, 1) b -- bias, a scalar X -- data of shape (num_px * num_px * 3, number of examples) Y -- true "label" vector (containing 0 if non-cat, 1 if cat), of shape (1, number of examples) num_iterations -- number of iterations of the optimization loop learning_rate -- learning rate of the gradient descent update rule print_cost -- True to print the loss every 100 steps Returns: params -- dictionary containing the weights w and bias b grads -- dictionary containing the gradients of the weights and bias with respect to the cost function costs -- list of all the costs computed during the optimization, this will be used to plot the learning curve. Tips: You basically need to write down two steps and iterate through them: 1) Calculate the cost and the gradient for the current parameters. Use propagate(). 2) Update the parameters using gradient descent rule for w and b. """ costs = [] for i in range(num_iterations): # Cost and gradient calculation grads, cost = propagate(w, b, X, Y) # Retrieve derivatives from grads dw = grads["dw"] db = grads["db"] # gradient descent w = w - learning_rate*dw b = b - learning_rate*db # Record the costs if i % 100 == 0: costs.append(cost) # Print the cost every 100 training examples if print_cost and not (i % 100): print ("Cost after iteration %i: %f" %(i, cost)) # package data for return params = {"w": w, "b": b} grads = {"dw": dw, "db": db} return params, grads, costs def predict(w, b, X): ''' Predict whether the label is 0 or 1 using learned logistic regression parameters (w, b) Arguments: w -- weights, a numpy array of size (num_px * num_px * 3, 1) b -- bias, a scalar X -- data of size (num_px * num_px * 3, number of examples) Returns: Y_prediction -- a numpy array (vector) containing all predictions (0/1) for the examples in X ''' m = X.shape[1] Y_prediction = np.zeros((1,m)) w = w.reshape(X.shape[0], 1) # Compute vector "A" predicting the probabilities A = sigmoid(np.dot(w.T, X) + b) for i in range(A.shape[1]): # Convert probabilities A[0,i] to actual predictions p[0,i] Y_prediction[0][i] = 0 if A[0][i] <= 0.5 else 1 assert(Y_prediction.shape == (1, m)) return Y_prediction def model(X_train, Y_train, X_test, Y_test, num_iterations = 2000, learning_rate = 0.5, print_cost = False): """ Builds the logistic regression model by calling the function you've implemented previously Arguments: X_train -- training set represented by a numpy array of shape (num_px * num_px * 3, m_train) Y_train -- training labels represented by a numpy array (vector) of shape (1, m_train) X_test -- test set represented by a numpy array of shape (num_px * num_px * 3, m_test) Y_test -- test labels represented by a numpy array (vector) of shape (1, m_test) num_iterations -- hyperparameter representing the number of iterations to optimize the parameters learning_rate -- hyperparameter representing the learning rate used in the update rule of optimize() print_cost -- Set to true to print the cost every 100 iterations Returns: d -- dictionary containing information about the model. """ # initialize parameters with zeros w = np.zeros((X_train.shape[0], 1)) b = 0 # Gradient descent parameters, grads, costs = optimize(w, b, X_train, Y_train, num_iterations, learning_rate, print_cost=print_cost) # Retrieve parameters w and b from dictionary "parameters" w = parameters["w"] b = parameters["b"] # Predict test/train set examples Y_prediction_test = predict(w, b, X_test) Y_prediction_train = predict(w, b, X_train) # Print train/test Errors print("train accuracy: {} %".format(100 - np.mean(np.abs(Y_prediction_train - Y_train)) * 100)) print("test accuracy: {} %".format(100 - np.mean(np.abs(Y_prediction_test - Y_test)) * 100)) d = {"costs": costs, "Y_prediction_test": Y_prediction_test, "Y_prediction_train" : Y_prediction_train, "w" : w, "b" : b, "learning_rate" : learning_rate, "num_iterations": num_iterations} return d