写成其python代码
时间: 2023-10-17 19:32:14 浏览: 126
python 代码
以下是将ObjFun写成其局部近似函数ApproxFun的Python代码:
```python
import numpy as np
def ObjFun(x, y, beta):
"""
Logistic regression loss function
:param beta: model parameter vector
:param x: feature matrix
:param y: label vector
:return: loss value
"""
n = x.shape[0]
p = x.shape[1]
sigmoid = 1 / (1 + np.exp(-np.dot(x, beta)))
pred = np.clip(sigmoid, 1e-15, 1 - 1e-15)
ObjVal = -np.sum(y * np.log(pred) + (1 - y) * np.log(1 - pred)) / n
return ObjVal
def ApproxFun(XStar, x, ObjVal, GradVect, HessMat):
"""
The Approximation function value at local optimizer XStar
:param XStar: The local optimizer
:param x: feature matrix
:param ObjVal: The original objective function value at CurrX
:param GradVect: The gradient vector of original objective function at CurrX
:param HessMat: The Hessian matrix of original objective function at CurrX
:return: The approximation function value at XStar
"""
DiffX = np.array(XStar - x)
ApproxVal = 0.5 * DiffX.T @ HessMat @ DiffX + GradVect.T @ DiffX + ObjVal
return ApproxVal
```
其中,ObjFun是逻辑回归的损失函数,用于计算当前beta对应的模型在训练集上的损失值;ApproxFun是ObjFun的局部近似函数,用于某些优化算法中计算当前局部最优点的近似值。
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