数据服从二项分布,利用NR算法预测逻辑回归的β值并写出scala代码
时间: 2024-05-12 08:20:35 浏览: 17
NR算法是一种数值优化方法,用于求解无约束优化问题。对于逻辑回归模型,我们可以使用NR算法来求解其参数β的估计值。具体地,我们需要先求出逻辑回归模型的对数似然函数的一阶和二阶导数,然后使用牛顿迭代法来求解β的值。
以下是使用Scala实现的逻辑回归模型的NR算法:
```scala
import org.apache.spark.ml.feature.{VectorAssembler, StringIndexer}
import org.apache.spark.ml.classification.LogisticRegression
import org.apache.spark.ml.linalg.DenseVector
import org.apache.spark.sql.DataFrame
def logisticRegressionNR(data: DataFrame, labelCol: String, featureCols: Array[String], maxIter: Int = 100, tol: Double = 1E-6): DenseVector = {
// Convert the label column to a numeric index
val labelIndexer = new StringIndexer().setInputCol(labelCol).setOutputCol("label").fit(data)
val indexedData = labelIndexer.transform(data)
// Assemble the feature columns into a vector column
val assembler = new VectorAssembler().setInputCols(featureCols).setOutputCol("features")
val assembledData = assembler.transform(indexedData)
// Initialize the beta vector to all zeros
var beta = DenseVector.zeros(featureCols.length + 1)
// Compute the gradient and Hessian of the log-likelihood function
def gradientAndHessian(beta: DenseVector): (DenseVector, DenseMatrix) = {
val X = assembledData.select("features").rdd.map(_.getAs[DenseVector](0))
val y = assembledData.select("label").rdd.map(_.getDouble(0))
val n = y.count()
val p = beta.size
val mu = X.map(x => 1.0 / (1.0 + math.exp(-beta.dot(x)))).cache()
val mu_y = mu.zip(y).map { case (m, y) => m - y }.persist()
val gradient = DenseVector.zeros[Double](p)
for (i <- 0 until p) {
gradient(i) = mu_y.zip(X.map(_(i))).map { case (my, x) => my * x }.sum()
}
gradient(0) = mu_y.sum()
val hessian = DenseMatrix.zeros[Double](p, p)
for (i <- 0 until p) {
for (j <- i until p) {
val hij = mu.zip(mu_y).zip(X.map(_(i))).zip(X.map(_(j))).map {
case (((m, my), xi), xj) => m * (1.0 - m) * xi * xj - my * m * xi * xj
}.sum()
hessian(i, j) = hij
hessian(j, i) = hij
}
}
(gradient, hessian)
}
// Perform the Newton-Raphson algorithm to find the beta vector
var iter = 0
var prevBeta = beta
var converged = false
while (iter < maxIter && !converged) {
val (grad, hess) = gradientAndHessian(beta)
val delta = hess \ grad
beta -= delta
if ((prevBeta - beta).norm(2) < tol) converged = true
prevBeta = beta.copy
iter += 1
}
beta
}
```
该函数接受一个DataFrame作为输入数据,一个字符串表示标签列的名称,一个包含特征列名称的字符串数组,以及一个最大迭代次数和一个收敛阈值(可选)。它首先将标签列转换为数字索引,并将特征列组装成一个向量列。然后它初始化β向量为全零,并计算对数似然函数的一阶和二阶导数。最后,它使用牛顿迭代法来更新β向量,直到收敛或达到最大迭代次数为止。
要使用该函数,只需将输入数据传递给它,并指定标签列和特征列的名称:
```scala
val data = spark.read.format("csv").load("data.csv").toDF("label", "x1", "x2", "x3")
val beta = logisticRegressionNR(data, "label", Array("x1", "x2", "x3"))
println(beta)
```
这将输出最终估计的β向量。请注意,该函数使用了Spark的ML库中的一些功能,如VectorAssembler和StringIndexer,以方便地将数据转换为适合逻辑回归模型的格式。