逻辑斯蒂回归最优化python代码
时间: 2023-06-29 10:18:33 浏览: 93
ex2-logistic regression_逻辑回归_机器学习_逻辑回归python_python_
逻辑斯蒂回归的最优化可以使用梯度下降算法实现,以下是Python代码示例:
```python
import numpy as np
def sigmoid(z):
"""
sigmoid函数
"""
return 1 / (1 + np.exp(-z))
def cost(theta, X, y):
"""
逻辑斯蒂回归代价函数
"""
m = len(y)
h = sigmoid(np.dot(X, theta))
J = (-1 / m) * np.sum(y * np.log(h) + (1 - y) * np.log(1 - h))
return J
def gradient(theta, X, y):
"""
逻辑斯蒂回归梯度计算
"""
m = len(y)
h = sigmoid(np.dot(X, theta))
grad = (1 / m) * np.dot(X.T, (h - y))
return grad
def logistic_regression(X, y, alpha, num_iters):
"""
逻辑斯蒂回归训练函数
"""
m, n = X.shape
theta = np.zeros((n, 1))
J_history = []
for i in range(num_iters):
J = cost(theta, X, y)
grad = gradient(theta, X, y)
theta = theta - alpha * grad
J_history.append(J)
return theta, J_history
```
其中,sigmoid函数用于计算逻辑斯蒂回归模型的预测值,cost函数用于计算代价函数,gradient函数用于计算梯度,logistic_regression函数用于训练模型。其中,alpha为学习率,num_iters为迭代次数。
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