1. 使用梯度下降和随机梯度下降 有测试函数
from numpy import *
import matplotlib.pyplot as plt
#加载数据集 其中dataMat中存储的是数据样本,而labelMat存储的类别标签
def loadDataSet():
dataMat=[];labelMat=[]
fr=open('testSet.txt')
for line in fr.readlines():
lineArr=line.strip().split()
dataMat.append([1.0,float(lineArr[0]),float(lineArr[1])])
labelMat.append(int(lineArr[2]))
return dataMat,labelMat
#定义sigma函数
def sigmoid(inX):
return 1.0/(1+exp(-inX))
#梯度上升算法
def gradAscent(dataMatIn,classLabels):
dataMatrix=mat(dataMatIn)#初始数据集
labelMat=mat(classLabels).transpose()#定义类别标签
m,n=shape(dataMatrix)#数据集的大小 m行n列
alpha=0.001#学习速率
maxCycles=500#迭代次数
weights=ones((n,1))# 初始参数向量全是1
#w=w+a*sum((yi-hat(xi))*xi)
for k in range(maxCycles):#迭代maxCycles次
#h为hat(xi)
h=sigmoid(dataMatrix*weights)
error=(labelMat-h)#
#更新w参数 向量公式
weights=weights+alpha*dataMatrix.transpose()*error
return weights
#画出数据集和决策边界
def plotBestFit(weights):
#weights=wei.getA()
#加载数据集
dataMat,labelMat=loadDataSet()
dataArr=array(dataMat)
#数据的个数
m=shape(dataArr)[0]
xcord1=[]
ycord1=[]
xcord2=[]
ycord2=[]
for i in range(m):
if int(labelMat[i])==1:
xcord1.append(dataArr[i,1])
ycord1.append(dataArr[i,2])
else:
xcord2.append(dataArr[i,1])
ycord2.append(dataArr[i,2])
fig=plt.figure()
ax=fig.add_subplot(111)
ax.scatter(xcord1,ycord1,s=30,c='red',marker='s')
ax.scatter(xcord2,ycord2,s=30,c='green')
x=arange(-3.0,3.0,0.1)#生成从-3到+3的点 每隔0.1生成一个点
#print x
y=(-weights[0]-weights[1]*x)/weights[2]
ax.plot(x,y)
plt.xlabel('X1')
plt.ylabel('X2')
plt.show()
#随机梯度下降算法 又叫增量梯度下降算法
#dataMatrix为原始数据集,classLable为标签
def stocGradAscend0(dataMatrix,classLabels):
m,n=shape(dataMatrix)
alpha=0.01#学习速率
weights=ones(n)#回归系数
for i in range(m):
#预测值 随机梯度下降的系数更新规则: w=w+a*(yi-hat(xi))*xi
h=sigmoid(sum(dataMatrix[i]*weights))
error=classLabels[i]-h
weights=weights+alpha*error*dataMatrix[i]
return weights
def stocGradAscend1(dataMatrix,classLabels,numIter=150):
m,n=shape(dataMatrix)
weights=ones(n)
#迭代numIter次
for j in range(numIter):
dataIndex=range(m)
for i in range(m):
alpha=4/(1.0+j+i)+0.0001#学习速率 一直在下降 每次迭代都下降
#随机选择样本
randIndex=int(random.uniform(0,len(dataIndex)))
h=sigmoid(sum(dataMatrix[randIndex]*weights))
error=classLabels[randIndex]-h
weights=weights+alpha*error*dataMatrix[randIndex]
#选择过后记得要删除该样本的序号 免得再次选取
del(dataIndex[randIndex])
return weights
#分类函数 intX 测试样本 weights 回归系数
def classifyVec(intX,weights):
prob=sigmoid(sum(inX*weights))
if prob>0.5:
return 1.0
else:
return 0.0
#dataArr,labelMat=loadDataSet()
#w=gradAscent(dataArr,labelMat)
#plotBestFit(w)
#datArr,labelMat=loadDataSet()
#weights=stocGradAscend0(array(datArr),labelMat)
#plotBestFit(weights)
datArr,labelMat=loadDataSet()
weights=stocGradAscend1(array(datArr),labelMat)
print datArr[1]
print labelMat[1]
inX=[1,2,1000]
i=classifyVec(inX,weights)
if i==1.0:
print "分类为1"
else:
print "分类为0"
plotBestFit(weights)