{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "[Sebastian Raschka](http://sebastianraschka.com), 2016\n", "\n", "https://github.com/rasbt/python-machine-learning-book" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Note that the optional watermark extension is a small IPython notebook plugin that I developed to make the code reproducible. You can just skip the following line(s)." ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Sebastian Raschka \n", "last updated: 2016-06-05 \n", "\n", "CPython 3.5.1\n", "IPython 4.2.0\n", "\n", "matplotlib 1.5.1\n", "numpy 1.11.0\n", "scipy 0.17.0\n" ] } ], "source": [ "%load_ext watermark\n", "%watermark -a 'Sebastian Raschka' -u -d -v -p matplotlib,numpy,scipy" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "collapsed": true }, "outputs": [], "source": [ "# to install watermark just uncomment the following line:\n", "#%install_ext https://raw.githubusercontent.com/rasbt/watermark/master/watermark.py" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "collapsed": true }, "outputs": [], "source": [ "%matplotlib inline" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Bonus Material - Softmax Regression" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "*Softmax Regression* (synonyms: *Multinomial Logistic*, *Maximum Entropy Classifier*, or just *Multi-class Logistic Regression*) is a generalization of logistic regression that we can use for multi-class classification (under the assumption that the classes are mutually exclusive). In contrast, we use the (standard) *Logistic Regression* model in binary classification tasks." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Below is a schematic of a *Logistic Regression* model that we discussed in Chapter 3." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "![](./images/logistic_regression_schematic_2.png)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "In *Softmax Regression* (SMR), we replace the sigmoid logistic function by the so-called *softmax* function $\\phi_{softmax}(\\cdot)$.\n", "\n", "$$P(y=j \\mid z^{(i)}) = \\phi_{softmax}(z^{(i)}) = \\frac{e^{z^{(i)}}}{\\sum_{j=0}^{k} e^{z_{k}^{(i)}}},$$\n", "\n", "where we define the net input *z* as \n", "\n", "$$z = w_1x_1 + ... + w_mx_m + b= \\sum_{l=0}^{m} w_l x_l + b= \\mathbf{w}^T\\mathbf{x} + b.$$ \n", "\n", "(**w** is the weight vector, $\\mathbf{x}$ is the feature vector of 1 training sample, and $b$ is the bias unit.) \n", "Now, this softmax function computes the probability that this training sample $\\mathbf{x}^{(i)}$ belongs to class $j$ given the weight and net input $z^{(i)}$. So, we compute the probability $p(y = j \\mid \\mathbf{x^{(i)}; w}_j)$ for each class label in $j = 1, \\ldots, k.$. Note the normalization term in the denominator which causes these class probabilities to sum up to one." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "![](./images/softmax_schematic_1.png)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "To illustrate the concept of softmax, let us walk through a concrete example. Let's assume we have a training set consisting of 4 samples from 3 different classes (0, 1, and 2)\n", "\n", "- $x_0 \\rightarrow \\text{class }0$\n", "- $x_1 \\rightarrow \\text{class }1$\n", "- $x_2 \\rightarrow \\text{class }2$\n", "- $x_3 \\rightarrow \\text{class }2$" ] }, { "cell_type": "code", "execution_count": 4, "metadata": { "collapsed": true }, "outputs": [], "source": [ "import numpy as np\n", "y = np.array([0, 1, 2, 2])" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "First, we want to encode the class labels into a format that we can more easily work with; we apply one-hot encoding:" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "one-hot encoding:\n", " [[ 1. 0. 0.]\n", " [ 0. 1. 0.]\n", " [ 0. 0. 1.]\n", " [ 0. 0. 1.]]\n" ] } ], "source": [ "y_enc = (np.arange(np.max(y) + 1) == y[:, None]).astype(float)\n", "print('one-hot encoding:\\n', y_enc)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "A sample that belongs to class 0 (the first row) has a 1 in the first cell, a sample that belongs to class 2 has a 1 in the second cell of its row, and so forth." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Next, let us define the feature matrix of our 4 training samples. Here, we assume that our dataset consists of 2 features; thus, we create a 4x2 dimensional matrix of our samples and features.\n", "Similarly, we create a 2x3 dimensional weight matrix (one row per feature and one column for each class)." ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Inputs X:\n", " [[ 0.1 0.5]\n", " [ 1.1 2.3]\n", " [-1.1 -2.3]\n", " [-1.5 -2.5]]\n", "\n", "Weights W:\n", " [[ 0.1 0.2 0.3]\n", " [ 0.1 0.2 0.3]]\n", "\n", "bias:\n", " [ 0.01 0.1 0.1 ]\n" ] } ], "source": [ "X = np.array([[0.1, 0.5],\n", " [1.1, 2.3],\n", " [-1.1, -2.3],\n", " [-1.5, -2.5]])\n", "\n", "W = np.array([[0.1, 0.2, 0.3],\n", " [0.1, 0.2, 0.3]])\n", "\n", "bias = np.array([0.01, 0.1, 0.1])\n", "\n", "print('Inputs X:\\n', X)\n", "print('\\nWeights W:\\n', W)\n", "print('\\nbias:\\n', bias)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "To compute the net input, we multiply the 4x2 matrix feature matrix `X` with the 2x3 (n_features x n_classes) weight matrix `W`, which yields a 4x3 output matrix (n_samples x n_classes) to which we then add the bias unit: \n", "\n", "$$\\mathbf{Z} = \\mathbf{X}\\mathbf{W} + \\mathbf{b}.$$" ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Inputs X:\n", " [[ 0.1 0.5]\n", " [ 1.1 2.3]\n", " [-1.1 -2.3]\n", " [-1.5 -2.5]]\n", "\n", "Weights W:\n", " [[ 0.1 0.2 0.3]\n", " [ 0.1 0.2 0.3]]\n", "\n", "bias:\n", " [ 0.01 0.1 0.1 ]\n" ] } ], "source": [ "X = np.array([[0.1, 0.5],\n", " [1.1, 2.3],\n", " [-1.1, -2.3],\n", " [-1.5, -2.5]])\n", "\n", "W = np.array([[0.1, 0.2, 0.3],\n", " [0.1, 0.2, 0.3]])\n", "\n", "bias = np.array([0.01, 0.1, 0.1])\n", "\n", "print('Inputs X:\\n', X)\n", "print('\\nWeights W:\\n', W)\n", "print('\\nbias:\\n', bias)" ] }, { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "net input:\n", " [[ 0.07 0.22 0.28]\n", " [ 0.35 0.78 1.12]\n", " [-0.33 -0.58 -0.92]\n", " [-0.39 -0.7 -1.1 ]]\n" ] } ], "source": [ "def net_input(X, W, b):\n", " return (X.dot(W) + b)\n", "\n", "net_in = net_input(X, W, bias)\n", "print('net input:\\n', net_in)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Now, it's time to compute the softmax activation that we discussed earlier:\n", "\n", "$$P(y=j \\mid z^{(i)}) = \\phi_{softmax}(z^{(i)}) = \\frac{e^{z^{(i)}}}{\\sum_{j=0}^{k} e^{z_{k}^{(i)}}}.$$" ] }, { "cell_type": "code", "execution_count": 9, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "softmax:\n", " [[ 0.29450637 0.34216758 0.36332605]\n", " [ 0.21290077 0.32728332 0.45981591]\n", " [ 0.42860913 0.33380113 0.23758974]\n", " [ 0.44941979 0.32962558 0.22095463]]\n" ] } ], "source": [ "def softmax(z):\n", " return (np.exp(z.T) / np.sum(np.exp(z), axis=1)).T\n", "\n", "smax = softmax(net_in)\n", "print('softmax:\\n', smax)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "As we can see, the values for each sample (row) nicely sum up to 1 now. E.g., we can say that the first sample \n", "`[ 0.29450637 0.34216758 0.36332605]` has a 29.45% probability to belong to class 0.\n", "\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Now, in order to turn these probabilities back into class labels, we could simply take the argmax-index position of each row:\n", "\n", "[[ 0.29450637 0.34216758 **0.36332605**] -> 2 \n", "[ 0.21290077 0.32728332 **0.45981591**] -> 2 \n", "[ **0.42860913** 0.33380113 0.23758974] -> 0 \n", "[ **0.44941979** 0.32962558 0.22095463]] -> 0 " ] }, { "cell_type": "code", "execution_count": 10, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "predicted class labels: [2 2 0 0]\n" ] } ], "source": [ "def to_classlabel(z):\n", " return z.argmax(axis=1)\n", "\n", "print('predicted class labels: ', to_classlabel(smax))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "As we can see, our predictions are terribly wrong, since the correct class labels are `[0, 1, 2, 2]`. Now, in order to train our logistic model (e.g., via an optimization algorithm such as gradient descent), we need to define a cost function $J(\\cdot)$ that we want to minimize:\n", "\n", "$$J(\\mathbf{W}; \\mathbf{b}) = \\frac{1}{n} \\sum_{i=1}^{n} H(T_i, O_i),$$\n", "\n", "which is the average of all cross-entropies over our $n$ training samples. The cross-entropy function is defined as\n", "\n", "$$H(T_i, O_i) = -\\sum_m T_i \\cdot log(O_i).$$\n", "\n", "Here the $T$ stands for \"target\" (i.e., the *true* class labels) and the $O$ stands for output -- the computed *probability* via softmax; **not** the predicted class label." ] }, { "cell_type": "code", "execution_count": 11, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Cross Entropy: [ 1.22245465 1.11692907 1.43720989 1.50979788]\n" ] } ], "source": [ "def cross_entropy(output, y_target):\n", " return - np.sum(np.log(output) * (y_target), axis=1)\n", "\n", "xent = cross_entropy(smax, y_enc)\n", "print('Cross Entropy:', xent)" ] }, { "cell_type": "code", "execution_count": 12, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Cost: 1.32159787159\n" ] } ], "source": [ "def cost(output, y_target):\n", " return np.mean(cross_entropy(output, y_target))\n", "\n", "J_cost = cost(smax, y_enc)\n", "print('Cost: ', J_cost)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "In order to learn our softmax model -- determining the weight coefficients -- via gradient descent, we then need to compute the derivative \n", "\n", "$$\\nabla \\mathbf{w}_j \\, J(\\mathbf{W}; \\mathbf{b}).$$\n", "\n", "I don't want to walk through the tedious details here, but this cost derivative turns out to be simply:\n", "\n", "$$\\nabla \\mathbf{w}_j \\, J(\\mathbf{W}; \\mathbf{b}) = \\frac{1}{n} \\sum^{n}_{i=0} \\big[\\mathbf{x}^{(i)}\\ \\big(O_i - T_i \\big) \\big]$$\n", "\n", "We can then use the cost derivate to update the weights in opposite direction of the cost gradient with learning rate $\\eta$:\n", "\n", "$$\\mathbf{w}_j := \\mathbf{w}_j - \\eta \\nabla \\mathbf{w}_j \\, J(\\mathbf{W}; \\mathbf{b})$$ \n", "\n", "for each class $$j \\in \\{0, 1, ..., k\\}$$\n", "\n", "(note that $\\mathbf{w}_j$ is the weight vector for the class $y=j$), and we update the bias units\n", "\n", "\n", "$$\\mathbf{b}_j := \\mathbf{b}_j - \\eta \\bigg[ \\frac{1}{n} \\sum^{n}_{i=0} \\big(O_i - T_i \\big) \\bigg].$$ \n", " \n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "As a penalty against complexity, an approach to reduce the variance of our model and decrease the degree of overfitting by adding additional bias, we can further add a regularization term such as the L2 term with the regularization parameter $\\lambda$:\n", " \n", "L2: $\\frac{\\lambda}{2} ||\\mathbf{w}||_{2}^{2}$, \n", "\n", "where \n", "\n", "$$||\\mathbf{w}||_{2}^{2} = \\sum^{m}_{l=0} \\sum^{k}_{j=0} w_{i, j}$$\n", "\n", "so that our cost function becomes\n", "\n", "$$J(\\mathbf{W}; \\mathbf{b}) = \\frac{1}{n} \\sum_{i=1}^{n} H(T_i, O_i) + \\frac{\\lambda}{2} ||\\mathbf{w}||_{2}^{2}$$\n", "\n", "and we define the \"regularized\" weight update as\n", "\n", "$$\\mathbf{w}_j := \\mathbf{w}_j - \\eta \\big[\\nabla \\mathbf{w}_j \\, J(\\mathbf{W}) + \\lambda \\mathbf{w}_j \\big].$$\n", "\n", "(Please note that we don't regularize the bias term.)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# SoftmaxRegression Code" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Bringing the concepts together, we could come up with an implementation as follows:" ] }, { "cell_type": "code", "execution_count": 13, "metadata": {}, "outputs": [], "source": [ "# Sebastian Raschka 2016\n", "# Implementation of the mulitnomial logistic regression algorithm for\n", "# classification.\n", "\n", "# Author: Sebastian Raschka \n", "#\n", "# License: BSD 3 clause\n", "\n", "import numpy as np\n", "from time import time\n", "#from .._base import _BaseClassifier\n", "#from .._base import _BaseMultiClass\n", "\n", "\n", "class SoftmaxRegression(object):\n", "\n", " \"\"\"Softmax regression classifier.\n", "\n", " Parameters\n", " ------------\n", " eta : float (default: 0.01)\n", " Learning rate (between 0.0 and 1.0)\n", " epochs : int (default: 50)\n", " Passes over the training dataset.\n", " Prior to each epoch, the dataset is shuffled\n", " if `minibatches > 1` to prevent cycles in stochastic gradient descent.\n", " l2 : float\n", " Regularization parameter for L2 regularization.\n", " No regularization if l2=0.0.\n", " minibatches : int (default: 1)\n", " The number of minibatches for gradient-based optimization.\n", " If 1: Gradient Descent learning\n", " If len(y): Stochastic Gradient Descent (SGD) online learning\n", " If 1 < minibatches < len(y): SGD Minibatch learning\n", " n_classes : int (default: None)\n", " A positive integer to declare the number of class labels\n", " if not all class labels are present in a partial training set.\n", " Gets the number of class labels automatically if None.\n", " random_seed : int (default: None)\n", " Set random state for shuffling and initializing the weights.\n", "\n", " Attributes\n", " -----------\n", " w_ : 2d-array, shape={n_features, 1}\n", " Model weights after fitting.\n", " b_ : 1d-array, shape={1,}\n", " Bias unit after fitting.\n", " cost_ : list\n", " List of floats, the average cross_entropy for each epoch.\n", "\n", " \"\"\"\n", " def __init__(self, eta=0.01, epochs=50,\n", " l2=0.0,\n", " minibatches=1,\n", " n_classes=None,\n", " random_seed=None):\n", "\n", " self.eta = eta\n", " self.epochs = epochs\n", " self.l2 = l2\n", " self.minibatches = minibatches\n", " self.n_classes = n_classes\n", " self.random_seed = random_seed\n", "\n", " def _fit(self, X, y, init_params=True):\n", " if init_params:\n", " if self.n_classes is None:\n", " self.n_classes = np.max(y) + 1\n", " self._n_features = X.shape[1]\n", "\n", " self.b_, self.w_ = self._init_params(\n", " weights_shape=(self._n_features, self.n_classes),\n", " bias_shape=(self.n_classes,),\n", " random_seed=self.random_seed)\n", " self.cost_ = []\n", "\n", " y_enc = self._one_hot(y=y, n_labels=self.n_classes, dtype=np.float)\n", "\n", " for i in range(self.epochs):\n", " for idx in self._yield_minibatches_idx(\n", " n_batches=self.minibatches,\n", " data_ary=y,\n", " shuffle=True):\n", " # givens:\n", " # w_ -> n_feat x n_classes\n", " # b_ -> n_classes\n", "\n", " # net_input, softmax and diff -> n_samples x n_classes:\n", " net = self._net_input(X[idx], self.w_, self.b_)\n", " softm = self._softmax(net)\n", " diff = softm - y_enc[idx]\n", " mse = np.mean(diff, axis=0)\n", "\n", " # gradient -> n_features x n_classes\n", " grad = np.dot(X[idx].T, diff)\n", " \n", " # update in opp. direction of the cost gradient\n", " self.w_ -= (self.eta * grad +\n", " self.eta * self.l2 * self.w_)\n", " self.b_ -= (self.eta * np.sum(diff, axis=0))\n", "\n", " # compute cost of the whole epoch\n", " net = self._net_input(X, self.w_, self.b_)\n", " softm = self._softmax(net)\n", " cross_ent = self._cross_entropy(output=softm, y_target=y_enc)\n", " cost = self._cost(cross_ent)\n", " self.cost_.append(cost)\n", " return self\n", "\n", " def fit(self, X, y, init_params=True):\n", " \"\"\"Learn model from training data.\n", "\n", " Parameters\n", " ----------\n", " X : {array-like, sparse matrix}, shape = [n_samples, n_features]\n", " Training vectors, where n_samples is the number of samples and\n", " n_features is the number of features.\n", " y : array-like, shape = [n_samples]\n", " Target values.\n", " init_params : bool (default: True)\n", " Re-initializes model parametersprior to fitting.\n", " Set False to continue training with weights from\n", " a previous model fitting.\n", "\n", " Returns\n", " -------\n", " self : object\n", "\n", " \"\"\"\n", " if self.random_seed is not None:\n", " np.random.seed(self.random_seed)\n", " self._fit(X=X, y=y, init_params=init_params)\n", " self._is_fitted = True\n", " return self\n", " \n", " def _predict(self, X):\n", " probas = self.predict_proba(X)\n", " return self._to_classlabels(probas)\n", " \n", " def predict(self, X):\n", " \"\"\"Predict targets from X.\n", "\n", " Parameters\n", " ----------\n", " X : {array-like, sparse matrix}, shape = [n_samples, n_features]\n", " Training vectors, where n_samples is the number of samples and\n", " n_features is the number of features.\n", "\n", " Returns\n", " ----------\n", " target_values : array-like, shape = [n_samples]\n", " Predicted target values.\n", "\n", " \"\"\"\n", " if not self._is_fitted:\n", " raise AttributeError('Model is not fitted, yet.')\n", " return self._predict(X)\n", "\n", " def predict_proba(self, X):\n", " \"\"\"Predict class probabilities of X from the net input.\n", "\n", " Parameters\n", " ----------\n", " X : {array-like, sparse matrix}, shape = [n_samples, n_features]\n", " Training vectors, where n_samples is the number of samples and\n", " n_features is the number of features.\n", "\n", " Returns\n", " ----------\n", " Class probabilties : array-like, shape= [n_samples, n_classes]\n", "\n", " \"\"\"\n", " net = self._net_input(X, self.w_, self.b_)\n", " softm = self._softmax(net)\n", " return softm\n", "\n", " def _net_input(self, X, W, b):\n", " return (X.dot(W) + b)\n", "\n", " def _softmax(self, z):\n", " return (np.exp(z.T) / np.sum(np.exp(z), axis=1)).T\n", "\n", " def _cross_entropy(self, output, y_target):\n", " return - np.sum(np.log(output) * (y_target), axis=1)\n", "\n", " def _cost(self, cross_entropy):\n", " L2_term = self.l2 * np.sum(self.w_ ** 2)\n", " cross_entropy = cross_entropy + L2_term\n", " return 0.5 * np.mean(cross_entropy)\n", "\n", " def _to_classlabels(self, z):\n", " return z.argmax(axis=1)\n", " \n", " def _init_params(self, weights_shape, bias_shape=(1,), dtype='float64',\n", " scale=0.01, random_seed=None):\n", " \"\"\"Initialize weight coefficients.\"\"\"\n", " if random_seed:\n", " np.random.seed(random_seed)\n", " w = np.random.normal(loc=0.0, scale=scale, size=weights_shape)\n", " b = np.zeros(shape=bias_shape)\n", " return b.astype(dtype), w.astype(dtype)\n", " \n", " def _one_hot(self, y, n_labels, dtype):\n", " \"\"\"Returns a matrix where each sample in y is represented\n", " as a row, and each column represents the class label in\n", " the one-hot encoding scheme.\n", "\n", " Example:\n", "\n", " y = np.array([0, 1, 2, 3, 4, 2])\n", " mc = _BaseMultiClass()\n", " mc._one_hot(y=y, n_labels=5, dtype='float')\n", "\n", " np.array([[1., 0., 0., 0., 0.],\n", " [0., 1., 0., 0., 0.],\n", " [0., 0., 1., 0., 0.],\n", " [0., 0., 0., 1., 0.],\n", " [0., 0., 0., 0., 1.],\n", " [0., 0., 1., 0., 0.]])\n", "\n", " \"\"\"\n", " mat = np.zeros((len(y), n_labels))\n", " for i, val in enumerate(y):\n", " mat[i, val] = 1\n", " return mat.astype(dtype) \n", " \n", " def _yield_minibatches_idx(self, n_batches, data_ary, shuffle=True):\n", " indices = np.arange(data_ary.shape[0])\n", "\n", " if shuffle:\n", " indices = np.random.permutation(indices)\n", " if n_batches > 1:\n", " remainder = data_ary.shape[0] % n_batches\n", "\n", " if remainder:\n", " minis = np.array_split(indices[:-remainder], n_batches)\n", " minis[-1] = np.concatenate((minis[-1],\n", " indices[-remainder:]),\n", " axis=0)\n", " else:\n", " minis = np.array_split(indices, n_batches)\n", "\n", " else:\n", " minis = (indices,)\n", "\n", " for idx_batch in minis:\n", " yield idx_batch\n", " \n", " def _shuffle_arrays(self, arrays):\n", " \"\"\"Shuffle arrays in unison.\"\"\"\n", " r = np.random.permutation(len(arrays[0]))\n", " return [ary[r] for ary in arrays]" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Example 1 - Gradient Descent" ] }, { "cell_type": "code", "execution_count": 14, "metadata": {}, "outputs": [ { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "from mlxtend.data import iris_data\n", "from mlxtend.plotting import plot_decision_regions\n", "import matplotlib.pyplot as plt\n", "\n", "# Loading Data\n", "\n", "X, y = iris_data()\n", "X = X[:, [0, 3]] # sepal length and petal width\n", "\n", "# standardize\n", "X[:,0] = (X[:,0] - X[:,0].mean()) / X[:,0].std()\n", "X[:,1] = (X[:,1] - X[:,1].mean()) / X[:,1].std()\n", "\n", "lr = SoftmaxRegression(eta=0.01, epochs=10, minibatches=1, random_seed=0)\n", "lr.fit(X, y)\n", "\n", "plot_decision_regions(X, y, clf=lr)\n", "plt.title('Softmax Regression - Gradient Descent')\n", "plt.show()\n", "\n", "plt.plot(range(len(lr.cost_)), lr.cost_)\n", "plt.xlabel('Iterations')\n", "plt.ylabel('Cost')\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Continue training for another 800 epochs by calling the `fit` method with `init_params=False`." ] }, { "cell_type": "code", "execution_count": 15, "metadata": {}, "outputs": [ { "data": { "image/png": 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vBwcemJ3yTi6PfjGh4C15bd265WzatBZ4hH375gMNbNq0hnXrljNq1IQObau6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\nwDQzOzy3tQrEfXj7lC+agKu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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "lr.epochs = 800\n", "\n", "lr.fit(X, y, init_params=False)\n", "\n", "plot_decision_regions(X, y, clf=lr)\n", "plt.title('Softmax Regression - Stochastic Gradient Descent')\n", "plt.show()\n", "\n", "plt.plot(range(len(lr.cost_)), lr.cost_)\n", "plt.xlabel('Iterations')\n", "plt.ylabel('Cost')\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "collapsed": true }, "source": [ "### Predicting Class Labels" ] }, { "cell_type": "code", "execution_count": 16, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Last 3 Class Labels: [2 2 2]\n" ] } ], "source": [ "y_pred = lr.predict(X)\n", "print('Last 3 Class Labels: %s' % y_pred[-3:])" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Predicting Class Probabilities" ] }, { "cell_type": "code", "execution_count": 17, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Last 3 Class Labels:\n", " [[ 1.22579350e-09 1.22074818e-02 9.87792517e-01]\n", " [ 1.84962350e-12 3.99742930e-04 9.99600257e-01]\n", " [ 3.10919973e-07 1.37047172e-01 8.62952517e-01]]\n" ] } ], "source": [ "y_pred = lr.predict_proba(X)\n", "print('Last 3 Class Labels:\\n %s' % y_pred[-3:])" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Example 2 - Stochastic Gradient Descent" ] }, { "cell_type": "code", "execution_count": 18, "metadata": {}, "outputs": [ { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "from mlxtend.data import iris_data\n", "from mlxtend.plotting import plot_decision_regions\n", "from mlxtend.classifier import SoftmaxRegression\n", "import matplotlib.pyplot as plt\n", "\n", "# Loading Data\n", "\n", "X, y = iris_data()\n", "X = X[:, [0, 3]] # sepal length and petal width\n", "\n", "# standardize\n", "X[:,0] = (X[:,0] - X[:,0].mean()) / X[:,0].std()\n", "X[:,1] = (X[:,1] - X[:,1].mean()) / X[:,1].std()\n", "\n", "lr = SoftmaxRegression(eta=0.05, epochs=200, minibatches=len(y), random_seed=0)\n", "lr.fit(X, y)\n", "\n", "plot_decision_regions(X, y, clf=lr)\n", "plt.title('Softmax Regression - Stochastic Gradient Descent')\n", "plt.show()\n", "\n", "plt.plot(range(len(lr.cost_)), lr.cost_)\n", "plt.xlabel('Iterations')\n", "plt.ylabel('Cost')\n", "plt.show()" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.0" } }, "nbformat": 4, "nbformat_minor": 1 }