logistic回归算法时一个经验损失最小化算法。因此,可以对其进行正则化,轻描诉logistic回归算法的L1正则化与L2正则化算法的目标函数,并用梯度下降算法实现logistic回归算法的L1正则化与L2正则化。写出代码
时间: 2023-11-10 15:12:02 浏览: 85
Logistic回归算法
Logistic回归算法的目标函数是最小化交叉熵损失函数,可以加入L1正则化或L2正则化。
L1正则化的目标函数为:
$$
J(\boldsymbol{w}) = \frac{1}{m}\sum_{i=1}^{m}\left[ -y^{(i)}\log(\hat{y}^{(i)}) - (1-y^{(i)})\log(1-\hat{y}^{(i)})\right] + \alpha \sum_{j=1}^{n}|\boldsymbol{w_j}|
$$
L2正则化的目标函数为:
$$
J(\boldsymbol{w}) = \frac{1}{m}\sum_{i=1}^{m}\left[ -y^{(i)}\log(\hat{y}^{(i)}) - (1-y^{(i)})\log(1-\hat{y}^{(i)})\right] + \frac{\alpha}{2}\sum_{j=1}^{n}\boldsymbol{w_j}^2
$$
其中,$\alpha$ 是正则化系数,$\boldsymbol{w_j}$ 是权重向量的第 $j$ 个元素。
使用梯度下降算法实现:
L1正则化:
```python
def sigmoid(x):
return 1 / (1 + np.exp(-x))
def l1_logistic_regression(X, y, alpha=0.1, learning_rate=0.01, max_iter=1000):
m, n = X.shape
w = np.zeros((n, 1))
b = 0
for i in range(max_iter):
y_hat = sigmoid(np.dot(X, w) + b)
dw = (1 / m) * np.dot(X.T, (y_hat - y)) + (alpha / m) * np.sign(w)
db = (1 / m) * np.sum(y_hat - y)
w -= learning_rate * dw
b -= learning_rate * db
return w, b
```
L2正则化:
```python
def l2_logistic_regression(X, y, alpha=0.1, learning_rate=0.01, max_iter=1000):
m, n = X.shape
w = np.zeros((n, 1))
b = 0
for i in range(max_iter):
y_hat = sigmoid(np.dot(X, w) + b)
dw = (1 / m) * np.dot(X.T, (y_hat - y)) + (alpha / m) * w
db = (1 / m) * np.sum(y_hat - y)
w -= learning_rate * dw
b -= learning_rate * db
return w, b
```
其中,`X` 是数据矩阵,每行代表一个样本,每列代表一个特征,`y` 是标签向量,`alpha` 是正则化系数,`learning_rate` 是学习率,`max_iter` 是最大迭代次数。返回值是权重向量 `w` 和偏置项 `b`。
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