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"# Logistic Regression\n",
"\n",
"## Introduction\n",
"\n",
"In example, we will build a logistic regression model to\n",
"predict whether a student gets admitted into a university.\n",
"\n",
"Suppose that you are the administrator of a university department and\n",
"you want to determine each applicant’s chance of admission based on their\n",
"results on two exams. You have historical data from previous applicants\n",
"that you can use as a training set for logistic regression. For each training\n",
"example, you have the applicant’s scores on two exams and the admissions\n",
"decision. Your task is to build a classification model that estimates an applicant’s\n",
"probability of admission based the scores from those two exams.\n",
"\n",
"## Visualizing the data\n",
"\n",
"Before starting to implement any learning algorithm, it is always good to\n",
"visualize the data if possible.\n",
"\n",
"The file 'data/ex2data1.txt' contains the dataset for our Logistic regression problem.\n",
"\n",
"Here we will load the data and display it on a 2-dimensional plot, where the axes are the two exam scores, and the positive and\n",
"negative examples are shown with different markers."
]
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"metadata": {},
"outputs": [],
"source": [
"# initial imports\n",
"import numpy as np\n",
"from matplotlib import pyplot as plt\n",
"%matplotlib notebook\n",
"import seaborn as sns\n",
"\n",
"# setting graph properties\n",
"plt.rcParams['figure.dpi'] = 300 # setting figure dpi for better quality graphs\n",
"plt.rcParams['figure.figsize'] = [10,8]\n",
"sns.set(context=\"notebook\", style=\"white\") # graph styling using seaborn\n",
"%config InlineBackend.figure_format = 'svg'"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"# imports from my models designed for these examples\n",
"from models.data_preprocessing import add_bias_unit, map_feature, feature_normalize\n",
"from models.logistic_regression import cost_function, predict, gradient_descent, gradient_function, sigmoid\n",
"from models.plotter import plot_decision_boundary"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Loading data ...\n"
]
}
],
"source": [
"print('Loading data ...')\n",
"data = np.loadtxt('data/ex2data1.txt', delimiter=',')\n",
"X = data[:, :-1] # (100, 2)\n",
"y = data[:, -1, np.newaxis] # (100, 1)"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"name": "stdout",
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"text": [
"Plotting data with + indicating (y = 1) examples and o indicating (y = 0) examples.\n"
]
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"source": [
"print('Plotting data with + indicating (y = 1) examples and o indicating (y = 0) examples.')\n",
"\"\"\"\n",
"Example plotting for multiple markers\n",
"x = np.array([1,2,3,4,5,6])\n",
"y = np.array([1,3,4,5,6,7])\n",
"m = np.array(['o','+','+','o','x','+'])\n",
"\n",
"unique_markers = set(m) # or yo can use: np.unique(m)\n",
"\n",
"for um in unique_markers:\n",
" mask = m == um \n",
" # mask is now an array of booleans that van be used for indexing \n",
" plt.scatter(x[mask], y[mask], marker=um)\n",
"\"\"\"\n",
"fig, ax = plt.subplots()\n",
"y_slim = y.ravel()\n",
"# plotting y=1 values\n",
"ax.scatter(x=X[y_slim == 1, 0], y=X[y_slim == 1, 1], marker='+', c='black', s=50, label='Admitted')\n",
"# plotting y=0 values\n",
"# X[y_slim == 0, 0] is logical indexing with rows with y=0 only\n",
"ax.scatter(x=X[y_slim == 0, 0], y=X[y_slim == 0, 1], marker='o', c='xkcd:light yellow', s=25, label='Not Admitted', edgecolor='k')\n",
"\n",
"# labels\n",
"ax.set_xlabel('Exam 1 score')\n",
"ax.set_ylabel('Exam 2 score')\n",
"\n",
"# Specified in plot order\n",
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"## Implementation\n",
"\n",
"### Sigmoid function\n",
"\n",
"The logistic regression hypothesis is defined as:\n",
"\n",
"$$\n",
"h_{\\theta}\\left( x \\right) = g\\left( \\theta^{T}x \\right)\n",
"$$\n",
"\n",
"where function g is the sigmoid function. The sigmoid function is defined as:\n",
"\n",
"$$\n",
"g\\left( z \\right) = \\frac{1}{1+\\epsilon^{-z}}\n",
"$$\n",
"\n",
"We have implemented the above function in \"sigmoid()\" function so it can be called by the rest of your program. Lets try testing a few\n",
"values by calling sigmoid(x) below.\n",
"\n",
"For large positive values of x, the sigmoid should be close to 1, while for large negative values, the sigmoid should be close to 0. Evaluating sigmoid(0) should give you exactly 0.5. Our code should also work with vectors and matrices. For a matrix, our function should perform the sigmoid function on every element."
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"metadata": {},
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"text": [
"Sigmoid(99) = 1.000000\n",
"Sigmoid(0) = 0.500000\n",
"Sigmoid(-99) = 0.000000\n"
]
}
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"source": [
"print(\"Sigmoid(99) = {:.6f}\".format(sigmoid(99)))\n",
"print(\"Sigmoid(0) = {:.6f}\".format(sigmoid(0)))\n",
"print(\"Sigmoid(-99) = {:.6f}\".format(sigmoid(-99)))\n"
]
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"### Cost Function and Gradient\n",
"\n",
"The cost function for logistic regression is:\n",
"\n",
"$$\n",
"J(\\theta) = \\frac{1}{m}\\sum_{i=1}^{m}\\left[ -y^{(i)} \\log\\left( h_{\\theta} \\left( x^{(i)} \\right) \\right) - \\left( 1 - y^{(i)} \\right) \\log \\left( 1 - h_{\\theta} \\left( x^{(i)} \\right) \\right) \\right]\n",
"$$\n",
"\n",
"and the gradient of cost is a vector of the sma elength as $\\theta$ where $j^{th}$ element (for j = 0,1,...,n) is defined as follows:\n",
"\n",
"$$\n",
"\\frac{\\delta J(\\theta)}{\\delta \\theta_{j}} = \\frac{1}{m} \\sum_{i=1}^{m} \\left( h_{\\theta} \\left( x^{(i)} \\right) - y^{(i)} \\right)x_{j}^{(i)}\n",
"$$\n",
"\n",
"Note that while this gradient looks identical to the linear regression gradient, the formula is actually different because linear and logistic regression have different definitions of hθ(x)."
]
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"cell_type": "code",
"execution_count": 6,
"metadata": {},
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"name": "stdout",
"output_type": "stream",
"text": [
"Cost at initial theta (zeros): [[0.69314718]]\n",
"Expected cost (approx): 0.693\n",
"Gradient at initial theta (zeros): \n",
"[ -0.1 -12.00921659 -11.26284221]\n",
"Expected gradients (approx):[ -0.1000 -12.0092 -11.2628]\n"
]
}
],
"source": [
"# initial sizes\n",
"m, n = X.shape\n",
"\n",
"# adding bias unit\n",
"X = add_bias_unit(X)\n",
"\n",
"# Initialize fitting parameters\n",
"initial_theta = np.zeros([n + 1, 1])\n",
"\n",
"# Compute and display initial cost and gradient\n",
"cost = cost_function(initial_theta, X, y, regularized=False)\n",
"grad = gradient_function(initial_theta, X, y, regularized=False)\n",
"print('Cost at initial theta (zeros): {}'.format(cost))\n",
"print('Expected cost (approx): 0.693')\n",
"print('Gradient at initial theta (zeros): ')\n",
"print(grad)\n",
"print('Expected gradients (approx):[ -0.1000 -12.0092 -11.2628]')"
]
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"source": [
"## Learning parameters using scipy.minimize\n",
"\n",
"In earlier examples, we found the optimal parameters of a linear regression model by implementing gradent descent. I also wrote a cost function and calculated its gradient, then took a gradient descent step accordingly.\n",
"\n",
"This time, instead of taking gradient descent steps, we will use an function called minimize from scipy.optimize module.\n",
"\n",
"The scipy's minimize() function provides a common interface to unconstrained and constrained minimization algorithms for multivariate scalar functions in scipy.optimize.\n",
"\n",
"For logistic regression, we need to optimize the cost function J(θ) with parameters θ. Concretely, we are going to use minimize to find the best parameters θ for the logistic regression cost function, given a fixed dataset (of X and y values).\n",
"You will pass to minimize() the following inputs:\n",
"- Our predefined cost_function which returns cost while taking X and theta as arguments.\n",
"- A gradient_function which returns the derivatives of the $\\theta$ values passed to it.\n",
"- The initial values of the parameters we are trying to optimize.\n",
"- A function that, when given the training set and a particular θ, computes the logistic regression cost and gradient with respect to θ for the dataset (X, y)\n",
"- A callbak function which is called after each iteration and the $\\theta$ value obtained after each iteration is passed to it, we are using this callback function to store theta values for each iteration.\n",
"\n",
"The minimize() function returns a OptimizeResult object which contains final theta values, function end status, final cost etc.\n",
"more info about the minimize function can be refered to the documentation <a href=\"https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html\">here</a>."
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"text": [
"Cost at theta found by Gradient descent: 0.2034977015895344\n",
"Expected cost (approx): 0.203\n",
"theta: [-25.16135699 0.2062319 0.2014718 ]\n",
"Expected theta (approx): [-25.161 0.206 0.201]\n"
]
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"text": [
"/home/mayank/PycharmProjects/machine_learning_implementations_with_numpy/models/logistic_regression.py:70: RuntimeWarning: divide by zero encountered in log\n",
" J = (-(y.T @ np.log(h)) - ((1-y.T) @ np.log(1-h)))/m\n",
"/home/mayank/PycharmProjects/machine_learning_implementations_with_numpy/models/logistic_regression.py:70: RuntimeWarning: invalid value encountered in matmul\n",
" J = (-(y.T @ np.log(h)) - ((1-y.T) @ np.log(1-h)))/m\n"
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"# =========== Performing gradient descent================\n",
"X_norm, mu, sigma = feature_normalize(X[:, 1:])\n",
"X_norm = add_bias_unit(X_norm)\n",
"\n",
"from scipy.optimize import minimize\n",
"\n",
"theta_history = [] # list to store the thetas after each iteration\n",
"\n",
"# defining callback function\n",
"def log_theta(intermediate_theta, *args):\n",
" theta_history.append(intermediate_theta) # append method does inplace insertion\n",
"\n",
"initial_theta = np.zeros(n+1)\n",
"op_result = minimize(fun=cost_function, x0=initial_theta, jac=gradient_function, args=(X, y, 0.01, False), method='cg', callback=log_theta)\n",
"\n",
"print('Cost at theta found by Gradient descent: {}'.format(op_result.fun))\n",
"print('Expected cost (approx): 0.203')\n",
"print('theta: {}'.format(op_result.x))\n",
"print('Expected theta (approx): [-25.161 0.206 0.201]')\n",
"\n",
"# converting theta_history(list) into J_history(cost history array)\n",
"J_history = (np.array(theta_history[::-1]) @ op_result.x)\n",
"\n",
"# plot J_history vs iteration\n",
"fig1, ax1 = plt.subplots()\n",
"ax1.plot(range(J_history.size), J_history)\n",
"ax1.set_xlabel('Iterations')\n",
"ax1.set_ylabel('Cost')\n",
"\n",
"theta = op_result.x[:,np.newaxis] # (n, 1)\n",
"\n",
"# plotting decision boundry to visualize the result\n",
"plot_decision_boundary(theta, X, y, sigmoid, 0.1)"
]
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"source": [
"## Evaluating logistic regression\n",
"After learning the parameters, you can use the model to predict whether a particular student will be admitted. For a student with an Exam 1 score of 45 and an Exam 2 score of 85, you should expect to see an admission probability of 0.776.\n",
"\n",
"Another way to evaluate the quality of the parameters we have found\n",
"is to see how well the learned model predicts on our training set. In this method a predict function is defined which will produce “1” or “0” predictions given a dataset and a learned parameter\n",
"vector θ."
]
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"name": "stdout",
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"text": [
"For a student with scores 45 and 85, we predict an admission probability of 0.776291\n",
"Expected value: 0.775 +/- 0.002\n",
"Train Accuracy: 89.0\n",
"Expected accuracy (approx): 89.0\n",
"\n"
]
}
],
"source": [
"prob = sigmoid(np.array([1, 45, 85]) @ theta)\n",
"print('For a student with scores 45 and 85, we predict an admission probability of {:.6f}'.format(prob[0]))\n",
"print('Expected value: 0.775 +/- 0.002')\n",
"\n",
"# Compute accuracy on our training set\n",
"p = predict(X,theta)\n",
"\n",
"print('Train Accuracy: {}'.format(np.mean(p == y) * 100))\n",
"print('Expected accuracy (approx): 89.0\\n')"
]
}
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