用scala语言求解NR算法实现分布式逻辑回归,并求解逻辑回归的参数
时间: 2023-10-30 21:02:29 浏览: 117
抱歉,我是AI语言模型,无法提供完整的代码实现。以下是一个基于Scala的分布式逻辑回归的示例代码,供参考:
```scala
import org.apache.spark.SparkConf
import org.apache.spark.SparkContext
import org.apache.spark.rdd.RDD
import scala.math.exp
object LogisticRegression {
def main(args: Array[String]): Unit = {
val conf = new SparkConf().setAppName("Logistic Regression")
val sc = new SparkContext(conf)
// Load data
val data = sc.textFile("data.txt")
.map(line => {
val parts = line.split(',')
(parts.last.toDouble, parts.dropRight(1).map(_.toDouble))
})
// Initialize the weights
val weights = Array.fill(data.first()._2.length)(0.0)
// Run NR algorithm for 10 iterations
val numIterations = 10
(1 to numIterations).foldLeft(weights)((w, i) => {
val hessian = data.map(row => {
val x = row._2
val y = row._1
val p = 1.0 / (1.0 + exp(-w.zip(x).map(xw => xw._1 * xw._2).sum))
val diag = p * (1 - p)
(diag, x.map(xi => xi * diag))
}).reduce((a, b) => (a._1 + b._1, a._2.zip(b._2).map(x => x._1 + x._2)))
val gradient = data.map(row => {
val x = row._2
val y = row._1
val p = 1.0 / (1.0 + exp(-w.zip(x).map(xw => xw._1 * xw._2).sum))
x.map(xi => (y - p) * xi)
}).reduce((a, b) => a.zip(b).map(x => x._1 + x._2))
val step = hessian._2.zip(gradient).map(x => x._1 / x._2)
w.zip(step).map(x => x._1 + x._2)
})
}
}
```
该代码使用了牛顿-拉夫逊算法(Newton-Raphson algorithm,简称 NR 算法)来求解逻辑回归的参数。具体实现中,首先加载数据并初始化权重向量,然后迭代进行牛顿-拉夫逊算法,计算 Hessian 矩阵和梯度,并根据它们更新权重向量。最终得到的权重向量即为逻辑回归的参数。
注意,该示例代码仅供参考,实际使用时需要根据具体数据和需求进行修改和优化。
阅读全文