机器学习第4章训练模型

参考:作者的Jupyter Notebook
Chapter 2 – End-to-end Machine Learning project

  1. 生成图片并保存
    from __future__ import division, print_function, unicode_literals
    import numpy as np
    import matplotlib as mpl
    import matplotlib.pyplot as plt
    import os
    np.random.seed(42)
    
    mpl.rc('axes', labelsize=14)
    mpl.rc('xtick', labelsize=12)
    mpl.rc('ytick', labelsize=12)
    
    # Where to save the figures
    PROJECT_ROOT_DIR = "images"
    CHAPTER_ID = "traininglinearmodels"
    
    def save_fig(fig_id, tight_layout=True):
        path = os.path.join(PROJECT_ROOT_DIR, CHAPTER_ID, fig_id + ".png")
        print("Saving figure", fig_id)
        if tight_layout:
            plt.tight_layout()
        plt.savefig(path, format='png', dpi=600)
    

线性回归

  1. 生成一些线性数据来测试这个公式(标准方程)

    import numpy as np
    X = 2 * np.random.rand(100, 1)
    y = 4 + 3 * X + np.random.randn(100, 1)
    
    plt.plot(X, y, "b.")
    plt.xlabel("$x_1$", fontsize=18)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.axis([0, 2, 0, 15])
    #save_fig("generated_data_plot")
    
    
  2. 使用NumPy的线性代数模块(np.linalg)中的inv()函数来对矩阵求逆,并用dot()方法计算矩阵的内积:

    X_b = np.c_[np.ones((100, 1)), X]  # add x0 = 1 to each instance
    theta_best = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(y)
    #print(theta_best)
    
  3. 可以用*做出预测:

    X_new = np.array([[0], [2]])
    X_new_b = np.c_[np.ones((2, 1)), X_new]  # add x0 = 1 to each instance
    y_predict = X_new_b.dot(theta_best)
    #print(y_predict)
    
    #绘制模型的预测结果
    plt.plot(X_new, y_predict, "r-")
    plt.plot(X, y, "b.")
    plt.axis([0, 2, 0, 15])
    plt.plot(X_new, y_predict, "r-", linewidth=2, label="Predictions")
    plt.plot(X, y, "b.")
    plt.xlabel("$x_1$", fontsize=18)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.legend(loc="upper left", fontsize=14)
    plt.axis([0, 2, 0, 15])
    #save_fig("linear_model_predictions")
    #plt.show()
    
  4. Scikit-Learn的等效代码如下所示

    from sklearn.linear_model import LinearRegression
    lin_reg = LinearRegression()
    lin_reg.fit(X, y)
    print(lin_reg.intercept_, lin_reg.coef_)
    print(lin_reg.predict(X_new))
    theta_best_svd, residuals, rank, s = np.linalg.lstsq(X_b, y, rcond=1e-6)
    print(theta_best_svd)
    print(np.linalg.pinv(X_b).dot(y))
    

梯度下降

梯度下降的中心思想就是迭代地调整参数从而使成本函数最小化。如果学习率太低,算法需要经过大量迭代才能收敛,这将耗费很长时间如果学习率太高,那你可能会越过山谷直接到达山的另一边,甚至有可能比之前的起点还要高。这会导致算法发散,值越来越大,最后无法找到好的解决方案

  1. 批量梯度下降:3个公式,这个算法的快速实现:

    eta = 0.1
    n_iterations = 1000
    m = 100
    theta = np.random.randn(2,1)
    
    for iteration in range(n_iterations):
        gradients = 2/m * X_b.T.dot(X_b.dot(theta) - y)
        theta = theta - eta * gradients
    #print(theta)
    #print(X_new_b.dot(theta))
    
  2. 分别使用三种不同的学习率时,梯度下降的前十步:

    theta_path_bgd = []
    def plot_gradient_descent(theta, eta, theta_path=None):
        m = len(X_b)
        plt.plot(X, y, "b.")
        n_iterations = 1000
        for iteration in range(n_iterations):
            if iteration < 10:
                y_predict = X_new_b.dot(theta)
                style = "b-" if iteration > 0 else "r--"
                plt.plot(X_new, y_predict, style)
            gradients = 2/m * X_b.T.dot(X_b.dot(theta) - y)
            theta = theta - eta * gradients
            if theta_path is not None:
                theta_path.append(theta)
        plt.xlabel("$x_1$", fontsize=18)
        plt.axis([0, 2, 0, 15])
        plt.title(r"$\eta = {}$".format(eta), fontsize=16)
    
    np.random.seed(42)
    theta = np.random.randn(2,1)  # random initialization
    plt.figure(figsize=(10,4))
    plt.subplot(131); plot_gradient_descent(theta, eta=0.02)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.subplot(132); plot_gradient_descent(theta, eta=0.1, theta_path=theta_path_bgd)
    plt.subplot(133); plot_gradient_descent(theta, eta=0.5)
    #save_fig("gradient_descent_plot")
    #plt.show()
    
  3. 下面这段代码使用了一个简单的学习计划实现随机梯度下降:

    theta_path_sgd = []
    m = len(X_b)
    np.random.seed(42)
    
    n_epochs = 50
    t0, t1 = 5, 50  # learning schedule hyperparameters
    
    def learning_schedule(t):
        return t0 / (t + t1)
    
    theta = np.random.randn(2,1)  # random initialization
    
    for epoch in range(n_epochs):
        for i in range(m):
            if epoch == 0 and i < 20:                    # not shown in the book
                y_predict = X_new_b.dot(theta)           # not shown
                style = "b-" if i > 0 else "r--"         # not shown
                plt.plot(X_new, y_predict, style)        # not shown
            random_index = np.random.randint(m)
            xi = X_b[random_index:random_index+1]
            yi = y[random_index:random_index+1]
            gradients = 2 * xi.T.dot(xi.dot(theta) - yi)
            eta = learning_schedule(epoch * m + i)
            theta = theta - eta * gradients
            theta_path_sgd.append(theta)                 # not shown
    
    plt.plot(X, y, "b.")                                 # not shown
    plt.xlabel("$x_1$", fontsize=18)                     # not shown
    plt.ylabel("$y$", rotation=0, fontsize=18)           # not shown
    plt.axis([0, 2, 0, 15])                              # not shown
    #save_fig("sgd_plot")                                 # not shown
    #plt.show()
    
    from sklearn.linear_model import SGDRegressor
    sgd_reg = SGDRegressor(n_iter=50, penalty=None, eta0=0.1)
    sgd_reg.fit(X, y.ravel())
    print(sgd_reg.intercept_, sgd_reg.coef_)
    
  4. 小批量梯度下降

    theta_path_bgd = []
    theta_path_sgd = []
    theta_path_mgd = []
    m = 100
    n_iterations = 50
    minibatch_size = 20
    
    np.random.seed(42)
    theta = np.random.randn(2,1)  # random initialization
    
    t0, t1 = 200, 1000
    def learning_schedule(t):
        return t0 / (t + t1)
    
    t = 0
    for epoch in range(n_iterations):
        shuffled_indices = np.random.permutation(m)
        X_b_shuffled = X_b[shuffled_indices]
        y_shuffled = y[shuffled_indices]
        for i in range(0, m, minibatch_size):
            t += 1
            xi = X_b_shuffled[i:i+minibatch_size]
            yi = y_shuffled[i:i+minibatch_size]
            gradients = 2/minibatch_size * xi.T.dot(xi.dot(theta) - yi)
            eta = learning_schedule(t)
            theta = theta - eta * gradients
            theta_path_mgd.append(theta)
    
    theta_path_bgd = np.array(theta_path_bgd)
    theta_path_sgd = np.array(theta_path_sgd)
    theta_path_mgd = np.array(theta_path_mgd)
    
    plt.figure(figsize=(7,4))
    plt.plot(theta_path_sgd[:, 0], theta_path_sgd[:, 1], "r-s", linewidth=1, label="Stochastic")
    plt.plot(theta_path_mgd[:, 0], theta_path_mgd[:, 1], "g-+", linewidth=2, label="Mini-batch")
    plt.plot(theta_path_bgd[:, 0], theta_path_bgd[:, 1], "b-o", linewidth=3, label="Batch")
    plt.legend(loc="upper left", fontsize=16)
    plt.xlabel(r"$\theta_0$", fontsize=20)
    plt.ylabel(r"$\theta_1$   ", fontsize=20, rotation=0)
    plt.axis([2.5, 4.5, 2.3, 3.9])
    save_fig("gradient_descent_paths_plot")
    plt.show()
    

多项式回归

  1. 基于简单的二次方程(注:二次方程的形式为y=ax2+bx+c)制造一些非线性数据(添加随机噪声)

    import numpy as np
    import numpy.random as rnd
    np.random.seed(42)
    
    m = 100
    X = 6 * np.random.rand(m, 1) - 3
    y = 0.5 * X**2 + X + 2 + np.random.randn(m, 1)
    
    plt.plot(X, y, "b.")
    plt.xlabel("$x_1$", fontsize=18)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.axis([-3, 3, 0, 10])
    save_fig("quadratic_data_plot")
    plt.show()
    
  2. 使用Scikit-Learn的PolynomialFeatures类来对训练数据进行转换

    from sklearn.preprocessing import PolynomialFeatures
    poly_features = PolynomialFeatures(degree=2, include_bias=False)
    X_poly = poly_features.fit_transform(X)
    #print(X[0])
    #print(X_poly[0])
    
  3. 对这个扩展后的训练集匹配一个LinearRegression模型

    from sklearn.linear_model import LinearRegression
    lin_reg = LinearRegression()
    lin_reg.fit(X_poly, y)
    #print(lin_reg.intercept_, lin_reg.coef_)
    
    X_new=np.linspace(-3, 3, 100).reshape(100, 1)
    X_new_poly = poly_features.transform(X_new)
    y_new = lin_reg.predict(X_new_poly)
    plt.plot(X, y, "b.")
    plt.plot(X_new, y_new, "r-", linewidth=2, label="Predictions")
    plt.xlabel("$x_1$", fontsize=18)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.legend(loc="upper left", fontsize=14)
    plt.axis([-3, 3, 0, 10])
    #save_fig("quadratic_predictions_plot(多项式回归模型预测)")
    #plt.show()
    

学习曲线

  1. 高阶多项式回归

    from sklearn.preprocessing import StandardScaler
    from sklearn.pipeline import Pipeline
    
    for style, width, degree in (("g-", 1, 300), ("b--", 2, 2), ("r-+", 2, 1)):
        polybig_features = PolynomialFeatures(degree=degree, include_bias=False)
        std_scaler = StandardScaler()
        lin_reg = LinearRegression()
        polynomial_regression = Pipeline([
                ("poly_features", polybig_features),
                ("std_scaler", std_scaler),
                ("lin_reg", lin_reg),
            ])
        polynomial_regression.fit(X, y)
        y_newbig = polynomial_regression.predict(X_new)
        plt.plot(X_new, y_newbig, style, label=str(degree), linewidth=width)
    
    plt.plot(X, y, "b.", linewidth=3)
    plt.legend(loc="upper left")
    plt.xlabel("$x_1$", fontsize=18)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.axis([-3, 3, 0, 10])
    #save_fig("high_degree_polynomials_plot(高阶多项式回归)")
    #plt.show()
    
  2. 纯线性回归模型学习曲线

    from sklearn.metrics import mean_squared_error
    from sklearn.model_selection import train_test_split
    
    def plot_learning_curves(model, X, y):
        X_train, X_val, y_train, y_val = train_test_split(X, y, test_size=0.2, random_state=10)
        train_errors, val_errors = [], []
        for m in range(1, len(X_train)):
            model.fit(X_train[:m], y_train[:m])
            y_train_predict = model.predict(X_train[:m])
            y_val_predict = model.predict(X_val)
            train_errors.append(mean_squared_error(y_train[:m], y_train_predict))
            val_errors.append(mean_squared_error(y_val, y_val_predict))
    
        plt.plot(np.sqrt(train_errors), "r-+", linewidth=2, label="train")
        plt.plot(np.sqrt(val_errors), "b-", linewidth=3, label="val")
        plt.legend(loc="upper right", fontsize=14)   # not shown in the book
        plt.xlabel("Training set size", fontsize=14) # not shown
        plt.ylabel("RMSE", fontsize=14)              # not shown
    '''
    '''
    lin_reg = LinearRegression()
    plot_learning_curves(lin_reg, X, y)
    plt.axis([0, 80, 0, 3])                         # not shown in the book
    #save_fig("underfitting_learning_curves_plot(学习曲线)")   # not shown
    #plt.show()                                      # not shown
    
  3. 多项式回归模型的学习曲线 10阶

    polynomial_regression = Pipeline([
            ("poly_features", PolynomialFeatures(degree=10, include_bias=False)),
            ("lin_reg", LinearRegression()),
        ])
    
    plot_learning_curves(polynomial_regression, X, y)
    plt.axis([0, 80, 0, 3])           # not shown
    save_fig("learning_curves_plot(多项式回归模型的学习曲线)")  # not shown
    plt.show()
    

正则线性模型

  1. 岭回归(也叫作吉洪诺夫正则化)是线性回归的正则化版

    from sklearn.linear_model import Ridge
    
    np.random.seed(42)
    m = 20
    X = 3 * np.random.rand(m, 1)
    y = 1 + 0.5 * X + np.random.randn(m, 1) / 1.5
    X_new = np.linspace(0, 3, 100).reshape(100, 1)
    
    def plot_model(model_class, polynomial, alphas, **model_kargs):
        for alpha, style in zip(alphas, ("b-", "g--", "r:")):
            model = model_class(alpha, **model_kargs) if alpha > 0 else LinearRegression()
            if polynomial:
                model = Pipeline([
                        ("poly_features", PolynomialFeatures(degree=10, include_bias=False)),
                        ("std_scaler", StandardScaler()),
                        ("regul_reg", model),
                    ])
            model.fit(X, y)
            y_new_regul = model.predict(X_new)
            lw = 2 if alpha > 0 else 1
            plt.plot(X_new, y_new_regul, style, linewidth=lw, label=r"$\alpha = {}$".format(alpha))
        plt.plot(X, y, "b.", linewidth=3)
        plt.legend(loc="upper left", fontsize=15)
        plt.xlabel("$x_1$", fontsize=18)
        plt.axis([0, 3, 0, 4])
    
    plt.figure(figsize=(8,4))
    plt.subplot(121)
    plot_model(Ridge, polynomial=False, alphas=(0, 10, 100), random_state=42)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.subplot(122)
    plot_model(Ridge, polynomial=True, alphas=(0, 10**-5, 1), random_state=42)
    
    save_fig("ridge_regression_plot(岭回归)")
    plt.show()
    
  2. 使用Scikit-Learn执行闭式解的岭回归

    from sklearn.linear_model import Ridge
    ridge_reg = Ridge(alpha=1, solver="cholesky", random_state=42)
    ridge_reg.fit(X, y)
    ridge_reg.predict([[1.5]])
    
    ridge_reg = Ridge(alpha=1, solver="sag", random_state=42)
    ridge_reg.fit(X, y)
    ridge_reg.predict([[1.5]])
    
    #使用随机梯度下降
    from sklearn.linear_model import SGDRegressor
    sgd_reg = SGDRegressor(max_iter=50, tol=-np.infty, penalty="l2", random_state=42)
    sgd_reg.fit(X, y.ravel())
    sgd_reg.predict([[1.5]])
    
  3. 套索回归、Lasso回归.线性回归的另一种正则化,叫作最小绝对收缩和选择算子回归(Least Absolute Shrinkage and Selection Operator Regression,简称Lasso回归,或套索回归)。

    from sklearn.linear_model import Lasso
    
    plt.figure(figsize=(8,4))
    plt.subplot(121)
    plot_model(Lasso, polynomial=False, alphas=(0, 0.1, 1), random_state=42)
    plt.ylabel("$y$", rotation=0, fontsize=18)
    plt.subplot(122)
    plot_model(Lasso, polynomial=True, alphas=(0, 10**-7, 1), tol=1, random_state=42)
    #save_fig("lasso_regression_plot(套索回归Lasso回归)")
    #plt.show()
    
  4. 使用Scikit-Learn的Lasso类的小例子。

    from sklearn.linear_model import ElasticNet
    elastic_net = ElasticNet(alpha=0.1, l1_ratio=0.5, random_state=42)
    elastic_net.fit(X, y)
    #print(elastic_net.predict([[1.5]]))
    
  5. 弹性网络,使用Scikit-Learn的ElasticNet的小例子

    from sklearn.linear_model import ElasticNet
    elastic_net = ElasticNet(alpha=0.1, l1_ratio=0.5, random_state=42)
    elastic_net.fit(X, y)
    #print(elastic_net.predict([[1.5]]))
    
  6. 早期停止法

    from sklearn.linear_model import SGDRegressor
    np.random.seed(42)
    m = 100
    X = 6 * np.random.rand(m, 1) - 3
    y = 2 + X + 0.5 * X**2 + np.random.randn(m, 1)
    
    X_train, X_val, y_train, y_val = train_test_split(X[:50], y[:50].ravel(), test_size=0.5, random_state=10)
    
    poly_scaler = Pipeline([
            ("poly_features", PolynomialFeatures(degree=90, include_bias=False)),
            ("std_scaler", StandardScaler()),
        ])
    
    X_train_poly_scaled = poly_scaler.fit_transform(X_train)
    X_val_poly_scaled = poly_scaler.transform(X_val)
    
    sgd_reg = SGDRegressor(max_iter=1,
                        tol=-np.infty,
                        penalty=None,
                        eta0=0.0005,
                        warm_start=True,
                        learning_rate="constant",
                        random_state=42)
    
    n_epochs = 500
    train_errors, val_errors = [], []
    for epoch in range(n_epochs):
        sgd_reg.fit(X_train_poly_scaled, y_train)
        y_train_predict = sgd_reg.predict(X_train_poly_scaled)
        y_val_predict = sgd_reg.predict(X_val_poly_scaled)
        train_errors.append(mean_squared_error(y_train, y_train_predict))
        val_errors.append(mean_squared_error(y_val, y_val_predict))
    
    best_epoch = np.argmin(val_errors)
    best_val_rmse = np.sqrt(val_errors[best_epoch])
    
    plt.annotate('Best model',
                xy=(best_epoch, best_val_rmse),
                xytext=(best_epoch, best_val_rmse + 1),
                ha="center",
                arrowprops=dict(facecolor='black', shrink=0.05),
                fontsize=16,
                )
    
    best_val_rmse -= 0.03  # just to make the graph look better
    plt.plot([0, n_epochs], [best_val_rmse, best_val_rmse], "k:", linewidth=2)
    plt.plot(np.sqrt(val_errors), "b-", linewidth=3, label="Validation set")
    plt.plot(np.sqrt(train_errors), "r--", linewidth=2, label="Training set")
    plt.legend(loc="upper right", fontsize=14)
    plt.xlabel("Epoch", fontsize=14)
    plt.ylabel("RMSE", fontsize=14)
    save_fig("early_stopping_plot(早期停止法)")
    plt.show()
    
  7. Lasso回归与岭回归

    t1a, t1b, t2a, t2b = -1, 3, -1.5, 1.5
    
    # ignoring bias term
    t1s = np.linspace(t1a, t1b, 500)
    t2s = np.linspace(t2a, t2b, 500)
    t1, t2 = np.meshgrid(t1s, t2s)
    T = np.c_[t1.ravel(), t2.ravel()]
    Xr = np.array([[-1, 1], [-0.3, -1], [1, 0.1]])
    yr = 2 * Xr[:, :1] + 0.5 * Xr[:, 1:]
    
    J = (1/len(Xr) * np.sum((T.dot(Xr.T) - yr.T)**2, axis=1)).reshape(t1.shape)
    
    N1 = np.linalg.norm(T, ord=1, axis=1).reshape(t1.shape)
    N2 = np.linalg.norm(T, ord=2, axis=1).reshape(t1.shape)
    
    t_min_idx = np.unravel_index(np.argmin(J), J.shape)
    t1_min, t2_min = t1[t_min_idx], t2[t_min_idx]
    
    t_init = np.array([[0.25], [-1]])
    
    def bgd_path(theta, X, y, l1, l2, core = 1, eta = 0.1, n_iterations = 50):
        path = [theta]
        for iteration in range(n_iterations):
            gradients = core * 2/len(X) * X.T.dot(X.dot(theta) - y) + l1 * np.sign(theta) + 2 * l2 * theta
    
            theta = theta - eta * gradients
            path.append(theta)
        return np.array(path)
    
    plt.figure(figsize=(12, 8))
    for i, N, l1, l2, title in ((0, N1, 0.5, 0, "Lasso"), (1, N2, 0,  0.1, "Ridge")):
        JR = J + l1 * N1 + l2 * N2**2
        
        tr_min_idx = np.unravel_index(np.argmin(JR), JR.shape)
        t1r_min, t2r_min = t1[tr_min_idx], t2[tr_min_idx]
    
        levelsJ=(np.exp(np.linspace(0, 1, 20)) - 1) * (np.max(J) - np.min(J)) + np.min(J)
        levelsJR=(np.exp(np.linspace(0, 1, 20)) - 1) * (np.max(JR) - np.min(JR)) + np.min(JR)
        levelsN=np.linspace(0, np.max(N), 10)
        
        path_J = bgd_path(t_init, Xr, yr, l1=0, l2=0)
        path_JR = bgd_path(t_init, Xr, yr, l1, l2)
        path_N = bgd_path(t_init, Xr, yr, np.sign(l1)/3, np.sign(l2), core=0)
    
        plt.subplot(221 + i * 2)
        plt.grid(True)
        plt.axhline(y=0, color='k')
        plt.axvline(x=0, color='k')
        plt.contourf(t1, t2, J, levels=levelsJ, alpha=0.9)
        plt.contour(t1, t2, N, levels=levelsN)
        plt.plot(path_J[:, 0], path_J[:, 1], "w-o")
        plt.plot(path_N[:, 0], path_N[:, 1], "y-^")
        plt.plot(t1_min, t2_min, "rs")
        plt.title(r"$\ell_{}$ penalty".format(i + 1), fontsize=16)
        plt.axis([t1a, t1b, t2a, t2b])
        if i == 1:
            plt.xlabel(r"$\theta_1$", fontsize=20)
        plt.ylabel(r"$\theta_2$", fontsize=20, rotation=0)
    
        plt.subplot(222 + i * 2)
        plt.grid(True)
        plt.axhline(y=0, color='k')
        plt.axvline(x=0, color='k')
        plt.contourf(t1, t2, JR, levels=levelsJR, alpha=0.9)
        plt.plot(path_JR[:, 0], path_JR[:, 1], "w-o")
        plt.plot(t1r_min, t2r_min, "rs")
        plt.title(title, fontsize=16)
        plt.axis([t1a, t1b, t2a, t2b])
        if i == 1:
            plt.xlabel(r"$\theta_1$", fontsize=20)
    
    save_fig("lasso_vs_ridge_plot")
    plt.show()
    
  8. 逻辑回归

    #逻辑函数
    t = np.linspace(-10, 10, 100)
    sig = 1 / (1 + np.exp(-t))
    plt.figure(figsize=(9, 3))
    plt.plot([-10, 10], [0, 0], "k-")
    plt.plot([-10, 10], [0.5, 0.5], "k:")
    plt.plot([-10, 10], [1, 1], "k:")
    plt.plot([0, 0], [-1.1, 1.1], "k-")
    plt.plot(t, sig, "b-", linewidth=2, label=r"$\sigma(t) = \frac{1}{1 + e^{-t}}$")
    plt.xlabel("t")
    plt.legend(loc="upper left", fontsize=20)
    plt.axis([-10, 10, -0.1, 1.1])
    save_fig("logistic_function_plot")
    plt.show()
    
  9. 决策边界

    #创建一个分类器来检测Virginica鸢尾花。
    from sklearn import datasets
    iris = datasets.load_iris()
    list(iris.keys())
    #print(list(iris.keys()))
    #print(iris.DESCR)
    
    X = iris["data"][:, 3:]  # petal width
    y = (iris["target"] == 2).astype(np.int)  # 1 if Iris-Virginica, else 0
    
  10. 训练逻辑回归模型

    from sklearn.linear_model import LogisticRegression
    log_reg = LogisticRegression(solver="liblinear", random_state=42)
    log_reg.fit(X, y)
    
    #精简版
    X_new = np.linspace(0, 3, 1000).reshape(-1, 1)
    y_proba = log_reg.predict_proba(X_new)
    
    plt.plot(X_new, y_proba[:, 1], "g-", linewidth=2, label="Iris-Virginica")
    plt.plot(X_new, y_proba[:, 0], "b--", linewidth=2, label="Not Iris-Virginica")
    plt.show()
    
    #完整版
    X_new = np.linspace(0, 3, 1000).reshape(-1, 1)
    y_proba = log_reg.predict_proba(X_new)
    decision_boundary = X_new[y_proba[:, 1] >= 0.5][0]
    
    plt.figure(figsize=(8, 3))
    plt.plot(X[y==0], y[y==0], "bs")
    plt.plot(X[y==1], y[y==1], "g^")
    plt.plot([decision_boundary, decision_boundary], [-1, 2], "k:", linewidth=2)
    plt.plot(X_new, y_proba[:, 1], "g-", linewidth=2, label="Iris-Virginica")
    plt.plot(X_new, y_proba[:, 0], "b--", linewidth=2, label="Not Iris-Virginica")
    plt.text(decision_boundary+0.02, 0.15, "Decision  boundary", fontsize=14, color="k", ha="center")
    plt.arrow(decision_boundary, 0.08, -0.3, 0, head_width=0.05, head_length=0.1, fc='b', ec='b')
    plt.arrow(decision_boundary, 0.92, 0.3, 0, head_width=0.05, head_length=0.1, fc='g', ec='g')
    plt.xlabel("Petal width (cm)", fontsize=14)
    plt.ylabel("Probability", fontsize=14)
    plt.legend(loc="center left", fontsize=14)
    plt.axis([0, 3, -0.02, 1.02])
    #save_fig("logistic_regression_plot(估算概率和决策边界)")
    #plt.show()
    print(decision_boundary)
    print(log_reg.predict([[1.7], [1.5]]))
    
  11. Softmax回归 多元逻辑回归

    from sklearn.linear_model import LogisticRegression
    
    X = iris["data"][:, (2, 3)]  # petal length, petal width
    y = (iris["target"] == 2).astype(np.int)
    
    log_reg = LogisticRegression(solver="liblinear", C=10**10, random_state=42)
    log_reg.fit(X, y)
    
    x0, x1 = np.meshgrid(
            np.linspace(2.9, 7, 500).reshape(-1, 1),
            np.linspace(0.8, 2.7, 200).reshape(-1, 1),
        )
    X_new = np.c_[x0.ravel(), x1.ravel()]
    
    y_proba = log_reg.predict_proba(X_new)
    
    plt.figure(figsize=(10, 4))
    plt.plot(X[y==0, 0], X[y==0, 1], "bs")
    plt.plot(X[y==1, 0], X[y==1, 1], "g^")
    
    zz = y_proba[:, 1].reshape(x0.shape)
    contour = plt.contour(x0, x1, zz, cmap=plt.cm.brg)
    
    
    left_right = np.array([2.9, 7])
    boundary = -(log_reg.coef_[0][0] * left_right + log_reg.intercept_[0]) / log_reg.coef_[0][1]
    
    plt.clabel(contour, inline=1, fontsize=12)
    plt.plot(left_right, boundary, "k--", linewidth=3)
    plt.text(3.5, 1.5, "Not Iris-Virginica", fontsize=14, color="b", ha="center")
    plt.text(6.5, 2.3, "Iris-Virginica", fontsize=14, color="g", ha="center")
    plt.xlabel("Petal length", fontsize=14)
    plt.ylabel("Petal width", fontsize=14)
    plt.axis([2.9, 7, 0.8, 2.7])
    save_fig("logistic_regression_contour_plot")
    plt.show()
    
    X = iris["data"][:, (2, 3)]  # petal length, petal width
    y = iris["target"]
    
    softmax_reg = LogisticRegression(multi_class="multinomial",solver="lbfgs", C=10, random_state=42)
    softmax_reg.fit(X, y)
    
    x0, x1 = np.meshgrid(
            np.linspace(0, 8, 500).reshape(-1, 1),
            np.linspace(0, 3.5, 200).reshape(-1, 1),
        )
    X_new = np.c_[x0.ravel(), x1.ravel()]
    
    y_proba = softmax_reg.predict_proba(X_new)
    y_predict = softmax_reg.predict(X_new)
    
    zz1 = y_proba[:, 1].reshape(x0.shape)
    zz = y_predict.reshape(x0.shape)
    
    plt.figure(figsize=(10, 4))
    plt.plot(X[y==2, 0], X[y==2, 1], "g^", label="Iris-Virginica")
    plt.plot(X[y==1, 0], X[y==1, 1], "bs", label="Iris-Versicolor")
    plt.plot(X[y==0, 0], X[y==0, 1], "yo", label="Iris-Setosa")
    
    from matplotlib.colors import ListedColormap
    custom_cmap = ListedColormap(['#fafab0','#9898ff','#a0faa0'])
    
    plt.contourf(x0, x1, zz, cmap=custom_cmap)
    contour = plt.contour(x0, x1, zz1, cmap=plt.cm.brg)
    plt.clabel(contour, inline=1, fontsize=12)
    plt.xlabel("Petal length", fontsize=14)
    plt.ylabel("Petal width", fontsize=14)
    plt.legend(loc="center left", fontsize=14)
    plt.axis([0, 7, 0, 3.5])
    save_fig("softmax_regression_contour_plot")
    plt.show()
    
    print(softmax_reg.predict([[5, 2]]))
    print(softmax_reg.predict_proba([[5, 2]]))
    
posted @ 2020-03-27 16:59  吻雪  阅读(244)  评论(0编辑  收藏  举报