#!/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: >>> float(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 float((-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()