from __future__ import print_function, division import numpy as np import math from mlfromscratch.utils import make_diagonal, Plot from mlfromscratch.deep_learning.activation_functions import Sigmoid class LogisticRegression(): """ Logistic Regression classifier. Parameters: ----------- learning_rate: float The step length that will be taken when following the negative gradient during training. gradient_descent: boolean True or false depending if gradient descent should be used when training. If false then we use batch optimization by least squares. """ def __init__(self, learning_rate=.1, gradient_descent=True): self.param = None self.learning_rate = learning_rate self.gradient_descent = gradient_descent self.sigmoid = Sigmoid() def _initialize_parameters(self, X): n_features = np.shape(X)[1] # Initialize parameters between [-1/sqrt(N), 1/sqrt(N)] limit = 1 / math.sqrt(n_features) self.param = np.random.uniform(-limit, limit, (n_features,)) def fit(self, X, y, n_iterations=4000): self._initialize_parameters(X) # Tune parameters for n iterations for i in range(n_iterations): # Make a new prediction y_pred = self.sigmoid(X.dot(self.param)) if self.gradient_descent: # Move against the gradient of the loss function with # respect to the parameters to minimize the loss self.param -= self.learning_rate * -(y - y_pred).dot(X) else: # Make a diagonal matrix of the sigmoid gradient column vector diag_gradient = make_diagonal(self.sigmoid.gradient(X.dot(self.param))) # Batch opt: self.param = np.linalg.pinv(X.T.dot(diag_gradient).dot(X)).dot(X.T).dot(diag_gradient.dot(X).dot(self.param) + y - y_pred) def predict(self, X): y_pred = np.round(self.sigmoid(X.dot(self.param))).astype(int) return y_pred