Python/machine_learning/logistic_regression.py

#!/usr/bin/python

# Logistic Regression from scratch

# In[62]:

# In[63]:

# importing all the required libraries

"""
Implementing logistic regression for classification problem
Helpful resources:
Coursera ML course
https://medium.com/@martinpella/logistic-regression-from-scratch-in-python-124c5636b8ac
"""
import numpy as np
from matplotlib import pyplot as plt
from sklearn import datasets

# get_ipython().run_line_magic('matplotlib', 'inline')


# In[67]:

# sigmoid function or logistic function is used as a hypothesis function in
# classification problems


def sigmoid_function(z: float | np.ndarray) -> float | np.ndarray:
    """
    Also known as Logistic Function.

                1
    f(x) =   -------
              1 + e⁻ˣ

    The sigmoid function approaches a value of 1 as its input 'x' becomes
    increasing positive. Opposite for negative values.

    Reference: https://en.wikipedia.org/wiki/Sigmoid_function

    @param z:  input to the function
    @returns: returns value in the range 0 to 1

    Examples:
    >>> sigmoid_function(4)
    0.9820137900379085
    >>> sigmoid_function(np.array([-3, 3]))
    array([0.04742587, 0.95257413])
    >>> sigmoid_function(np.array([-3, 3, 1]))
    array([0.04742587, 0.95257413, 0.73105858])
    >>> sigmoid_function(np.array([-0.01, -2, -1.9]))
    array([0.49750002, 0.11920292, 0.13010847])
    >>> sigmoid_function(np.array([-1.3, 5.3, 12]))
    array([0.21416502, 0.9950332 , 0.99999386])
    >>> sigmoid_function(np.array([0.01, 0.02, 4.1]))
    array([0.50249998, 0.50499983, 0.9836975 ])
    >>> sigmoid_function(np.array([0.8]))
    array([0.68997448])
    """
    return 1 / (1 + np.exp(-z))


def cost_function(h: np.ndarray, y: np.ndarray) -> float:
    """
    Cost function quantifies the error between predicted and expected values.
    The cost function used in Logistic Regression is called Log Loss
    or Cross Entropy Function.

    J(θ) = (1/m) * Σ [ -y * log(hθ(x)) - (1 - y) * log(1 - hθ(x)) ]

    Where:
       - J(θ) is the cost that we want to minimize during training
       - m is the number of training examples
       - Σ represents the summation over all training examples
       - y is the actual binary label (0 or 1) for a given example
       - hθ(x) is the predicted probability that x belongs to the positive class

    @param h: the output of sigmoid function. It is the estimated probability
    that the input example 'x' belongs to the positive class

    @param y: the actual binary label associated with input example 'x'

    Examples:
    >>> estimations = sigmoid_function(np.array([0.3, -4.3, 8.1]))
    >>> cost_function(h=estimations,y=np.array([1, 0, 1]))
    0.18937868932131605
    >>> estimations = sigmoid_function(np.array([4, 3, 1]))
    >>> cost_function(h=estimations,y=np.array([1, 0, 0]))
    1.459999655669926
    >>> estimations = sigmoid_function(np.array([4, -3, -1]))
    >>> cost_function(h=estimations,y=np.array([1,0,0]))
    0.1266663223365915
    >>> estimations = sigmoid_function(0)
    >>> cost_function(h=estimations,y=np.array([1]))
    0.6931471805599453

    References:
       - https://en.wikipedia.org/wiki/Logistic_regression
    """
    return (-y * np.log(h) - (1 - y) * np.log(1 - h)).mean()


def log_likelihood(x, y, weights):
    scores = np.dot(x, weights)
    return np.sum(y * scores - np.log(1 + np.exp(scores)))


# here alpha is the learning rate, X is the feature matrix,y is the target matrix
def logistic_reg(alpha, x, y, max_iterations=70000):
    theta = np.zeros(x.shape[1])

    for iterations in range(max_iterations):
        z = np.dot(x, theta)
        h = sigmoid_function(z)
        gradient = np.dot(x.T, h - y) / y.size
        theta = theta - alpha * gradient  # updating the weights
        z = np.dot(x, theta)
        h = sigmoid_function(z)
        j = cost_function(h, y)
        if iterations % 100 == 0:
            print(f"loss: {j} \t")  # printing the loss after every 100 iterations
    return theta


# In[68]:

if __name__ == "__main__":
    import doctest

    doctest.testmod()

    iris = datasets.load_iris()
    x = iris.data[:, :2]
    y = (iris.target != 0) * 1

    alpha = 0.1
    theta = logistic_reg(alpha, x, y, max_iterations=70000)
    print("theta: ", theta)  # printing the theta i.e our weights vector

    def predict_prob(x):
        return sigmoid_function(
            np.dot(x, theta)
        )  # predicting the value of probability from the logistic regression algorithm

    plt.figure(figsize=(10, 6))
    plt.scatter(x[y == 0][:, 0], x[y == 0][:, 1], color="b", label="0")
    plt.scatter(x[y == 1][:, 0], x[y == 1][:, 1], color="r", label="1")
    (x1_min, x1_max) = (x[:, 0].min(), x[:, 0].max())
    (x2_min, x2_max) = (x[:, 1].min(), x[:, 1].max())
    (xx1, xx2) = np.meshgrid(np.linspace(x1_min, x1_max), np.linspace(x2_min, x2_max))
    grid = np.c_[xx1.ravel(), xx2.ravel()]
    probs = predict_prob(grid).reshape(xx1.shape)
    plt.contour(xx1, xx2, probs, [0.5], linewidths=1, colors="black")

    plt.legend()
    plt.show()