实现logistic回归的代码
时间: 2023-10-11 12:06:44 浏览: 81
机器学习经典算法-logistic回归代码详解
以下是一个简单的Python实现Logistic回归的代码示例:
```python
import numpy as np
class LogisticRegression:
def __init__(self, lr=0.01, num_iter=100000, fit_intercept=True, verbose=False):
self.lr = lr
self.num_iter = num_iter
self.fit_intercept = fit_intercept
self.verbose = verbose
def __add_intercept(self, X):
intercept = np.ones((X.shape[0], 1))
return np.concatenate((intercept, X), axis=1)
def __sigmoid(self, z):
return 1 / (1 + np.exp(-z))
def __loss(self, h, y):
return (-y * np.log(h) - (1 - y) * np.log(1 - h)).mean()
def fit(self, X, y):
if self.fit_intercept:
X = self.__add_intercept(X)
self.theta = np.zeros(X.shape[1])
for i in range(self.num_iter):
z = np.dot(X, self.theta)
h = self.__sigmoid(z)
gradient = np.dot(X.T, (h - y)) / y.size
self.theta -= self.lr * gradient
if self.verbose and i % 10000 == 0:
z = np.dot(X, self.theta)
h = self.__sigmoid(z)
print(f'loss: {self.__loss(h, y)} \t')
def predict_prob(self, X):
if self.fit_intercept:
X = self.__add_intercept(X)
return self.__sigmoid(np.dot(X, self.theta))
def predict(self, X, threshold):
return self.predict_prob(X) >= threshold
```
其中,`__add_intercept()`方法用于在特征矩阵中添加截距项,`__sigmoid()`方法用于计算sigmoid函数,`__loss()`方法用于计算损失函数,`fit()`方法用于训练模型,`predict_prob()`方法用于预测概率,`predict()`方法用于预测标签。在训练过程中,可以通过设置`verbose=True`来输出每一次迭代的损失函数值。
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