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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": 41, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"{'divide': 'ignore', 'invalid': 'ignore', 'over': 'ignore', 'under': 'ignore'}" | |
] | |
}, | |
"execution_count": 41, | |
"metadata": {}, | |
"output_type": "execute_result" | |
} | |
], | |
"source": [ | |
"# https://gist.github.com/yusugomori/4462221\n", | |
"\n", | |
"#!/usr/bin/env python\n", | |
"# -*- coding: utf-8 -*-\n", | |
"\n", | |
"'''\n", | |
" Logistic Regression\n", | |
" \n", | |
" References :\n", | |
" - Jason Rennie: Logistic Regression,\n", | |
" http://qwone.com/~jason/writing/lr.pdf\n", | |
" \n", | |
" - DeepLearningTutorials\n", | |
" https://github.com/lisa-lab/DeepLearningTutorials\n", | |
"'''\n", | |
"\n", | |
"import sys\n", | |
"import numpy\n", | |
"numpy.seterr(all='ignore')" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 42, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [ | |
"def sigmoid(x):\n", | |
" return 1. / (1 + numpy.exp(-x))\n", | |
"\n", | |
"def softmax(x):\n", | |
" e = numpy.exp(x - numpy.max(x)) # prevent overflow\n", | |
" if e.ndim == 1:\n", | |
" return e / numpy.sum(e, axis=0)\n", | |
" else: \n", | |
" return e / numpy.array([numpy.sum(e, axis=1)]).T # ndim = 2" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 43, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [ | |
"class LogisticRegression(object):\n", | |
" def __init__(self, input, label, n_in, n_out):\n", | |
" self.x = input\n", | |
" self.y = label\n", | |
" self.W = numpy.zeros((n_in, n_out)) # initialize W 0\n", | |
" self.b = numpy.zeros(n_out) # initialize bias 0\n", | |
"\n", | |
" # self.params = [self.W, self.b]\n", | |
"\n", | |
" def train(self, lr, input=None):\n", | |
" if input is not None:\n", | |
" self.x = input\n", | |
"\n", | |
" # p_y_given_x = sigmoid(numpy.dot(self.x, self.W) + self.b)\n", | |
" p_y_given_x = softmax(numpy.dot(self.x, self.W) + self.b)\n", | |
" d_y = self.y - p_y_given_x\n", | |
" \n", | |
" self.W += numpy.dot(self.x.T, d_y)\n", | |
" self.b += numpy.mean(d_y, axis=0)\n", | |
" \n", | |
" # cost = self.negative_log_likelihood()\n", | |
" # return cost\n", | |
"\n", | |
" def negative_log_likelihood(self):\n", | |
" # sigmoid_activation = sigmoid(numpy.dot(self.x, self.W) + self.b)\n", | |
" sigmoid_activation = softmax(numpy.dot(self.x, self.W) + self.b)\n", | |
"\n", | |
" cross_entropy = - numpy.mean(\n", | |
" numpy.sum(self.y * numpy.log(sigmoid_activation) +\n", | |
" (1 - self.y) * numpy.log(1 - sigmoid_activation),\n", | |
" axis=1))\n", | |
"\n", | |
" return cross_entropy\n", | |
"\n", | |
"\n", | |
" def predict(self, x):\n", | |
" # return sigmoid(numpy.dot(x, self.W) + self.b)\n", | |
" return softmax(numpy.dot(x, self.W) + self.b)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 48, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [ | |
"def test_lr(learning_rate=0.01, n_epochs=200):\n", | |
" # training data\n", | |
" x = numpy.array([[1,1,1,0,0,0],\n", | |
" [1,0,1,0,0,0],\n", | |
" [1,1,1,0,0,0],\n", | |
" [0,0,1,1,1,0],\n", | |
" [0,0,1,1,0,0],\n", | |
" [0,0,1,1,1,0],\n", | |
" [0,0,0,0,0,1],\n", | |
" [0,0,0,0,1,1],\n", | |
" [0,0,0,1,1,1]])\n", | |
" y = numpy.array([[1, 0, 0],\n", | |
" [1, 0, 0],\n", | |
" [1, 0, 0],\n", | |
" [0, 1, 0],\n", | |
" [0, 1, 0],\n", | |
" [0, 1, 0],\n", | |
" [0, 0, 1],\n", | |
" [0, 0, 1],\n", | |
" [0, 0, 1]])\n", | |
"\n", | |
"\n", | |
" # construct LogisticRegression\n", | |
" classifier = LogisticRegression(input=x, label=y, n_in=6, n_out=3)\n", | |
"\n", | |
" # train\n", | |
" for epoch in xrange(n_epochs):\n", | |
" classifier.train(lr=learning_rate)\n", | |
" cost = classifier.negative_log_likelihood()\n", | |
" print >> sys.stderr, 'Training epoch %d, cost is ' % epoch, cost\n", | |
" learning_rate *= 0.95\n", | |
"\n", | |
"\n", | |
" # test\n", | |
" x = numpy.array([1, 1, 0, 0, 0, 0])\n", | |
" print >> sys.stderr, classifier.predict(x)\n", | |
" \n", | |
" x = numpy.array([0, 0.1, 0.8, 0.9, 0, 0])\n", | |
" print >> sys.stderr, classifier.predict(x)\n", | |
" \n", | |
" x = numpy.array([0, 0, 0, 0.4, 0.85, 1])\n", | |
" print >> sys.stderr, classifier.predict(x)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 49, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"name": "stderr", | |
"output_type": "stream", | |
"text": [ | |
"Training epoch 0, cost is 0.135533012285\n", | |
"Training epoch 1, cost is 0.0665156794653\n", | |
"Training epoch 2, cost is 0.0568679520828\n", | |
"Training epoch 3, cost is 0.0500187297872\n", | |
"Training epoch 4, cost is 0.0447724811729\n", | |
"Training epoch 5, cost is 0.040580788612\n", | |
"Training epoch 6, cost is 0.0371372816802\n", | |
"Training epoch 7, cost is 0.034250363384\n", | |
"Training epoch 8, cost is 0.0317914035782\n", | |
"Training epoch 9, cost is 0.0296697730648\n", | |
"Training epoch 10, cost is 0.0278193249187\n", | |
"Training epoch 11, cost is 0.0261904467019\n", | |
"Training epoch 12, cost is 0.0247450997888\n", | |
"Training epoch 13, cost is 0.0234535801145\n", | |
"Training epoch 14, cost is 0.0222923268322\n", | |
"Training epoch 15, cost is 0.0212423967869\n", | |
"Training epoch 16, cost is 0.020288376856\n", | |
"Training epoch 17, cost is 0.0194175925471\n", | |
"Training epoch 18, cost is 0.0186195219131\n", | |
"Training epoch 19, cost is 0.0178853547312\n", | |
"Training epoch 20, cost is 0.01720765633\n", | |
"Training epoch 21, cost is 0.0165801080217\n", | |
"Training epoch 22, cost is 0.0159973044213\n", | |
"Training epoch 23, cost is 0.0154545935567\n", | |
"Training epoch 24, cost is 0.014947949549\n", | |
"Training epoch 25, cost is 0.0144738703503\n", | |
"Training epoch 26, cost is 0.0140292949515\n", | |
"Training epoch 27, cost is 0.0136115358541\n", | |
"Training epoch 28, cost is 0.0132182236149\n", | |
"Training epoch 29, cost is 0.0128472610096\n", | |
"Training epoch 30, cost is 0.0124967849212\n", | |
"Training epoch 31, cost is 0.0121651344709\n", | |
"Training epoch 32, cost is 0.0118508242292\n", | |
"Training epoch 33, cost is 0.0115525215845\n", | |
"Training epoch 34, cost is 0.0112690275332\n", | |
"Training epoch 35, cost is 0.0109992603033\n", | |
"Training epoch 36, cost is 0.0107422413335\n", | |
"Training epoch 37, cost is 0.0104970832211\n", | |
"Training epoch 38, cost is 0.0102629793239\n", | |
"Training epoch 39, cost is 0.0100391947557\n", | |
"Training epoch 40, cost is 0.00982505856325\n", | |
"Training epoch 41, cost is 0.00961995690552\n", | |
"Training epoch 42, cost is 0.0094233270905\n", | |
"Training epoch 43, cost is 0.00923465234463\n", | |
"Training epoch 44, cost is 0.00905345721233\n", | |
"Training epoch 45, cost is 0.00887930349885\n", | |
"Training epoch 46, cost is 0.00871178668259\n", | |
"Training epoch 47, cost is 0.00855053273484\n", | |
"Training epoch 48, cost is 0.0083951952939\n", | |
"Training epoch 49, cost is 0.00824545314815\n", | |
"Training epoch 50, cost is 0.00810100798943\n", | |
"Training epoch 51, cost is 0.00796158240339\n", | |
"Training epoch 52, cost is 0.00782691806812\n", | |
"Training epoch 53, cost is 0.00769677413626\n", | |
"Training epoch 54, cost is 0.0075709257791\n", | |
"Training epoch 55, cost is 0.00744916287412\n", | |
"Training epoch 56, cost is 0.00733128881963\n", | |
"Training epoch 57, cost is 0.00721711946244\n", | |
"Training epoch 58, cost is 0.00710648212611\n", | |
"Training epoch 59, cost is 0.00699921472897\n", | |
"Training epoch 60, cost is 0.00689516498234\n", | |
"Training epoch 61, cost is 0.00679418966064\n", | |
"Training epoch 62, cost is 0.0066961539358\n", | |
"Training epoch 63, cost is 0.00660093076963\n", | |
"Training epoch 64, cost is 0.0065084003583\n", | |
"Training epoch 65, cost is 0.00641844962365\n", | |
"Training epoch 66, cost is 0.00633097174697\n", | |
"Training epoch 67, cost is 0.00624586574107\n", | |
"Training epoch 68, cost is 0.00616303605699\n", | |
"Training epoch 69, cost is 0.00608239222218\n", | |
"Training epoch 70, cost is 0.00600384850723\n", | |
"Training epoch 71, cost is 0.00592732361856\n", | |
"Training epoch 72, cost is 0.00585274041468\n", | |
"Training epoch 73, cost is 0.00578002564403\n", | |
"Training epoch 74, cost is 0.00570910970244\n", | |
"Training epoch 75, cost is 0.00563992640855\n", | |
"Training epoch 76, cost is 0.00557241279558\n", | |
"Training epoch 77, cost is 0.00550650891826\n", | |
"Training epoch 78, cost is 0.00544215767338\n", | |
"Training epoch 79, cost is 0.00537930463313\n", | |
"Training epoch 80, cost is 0.00531789788995\n", | |
"Training epoch 81, cost is 0.00525788791209\n", | |
"Training epoch 82, cost is 0.00519922740903\n", | |
"Training epoch 83, cost is 0.00514187120596\n", | |
"Training epoch 84, cost is 0.00508577612652\n", | |
"Training epoch 85, cost is 0.00503090088341\n", | |
"Training epoch 86, cost is 0.004977205976\n", | |
"Training epoch 87, cost is 0.00492465359457\n", | |
"Training epoch 88, cost is 0.00487320753065\n", | |
"Training epoch 89, cost is 0.00482283309306\n", | |
"Training epoch 90, cost is 0.00477349702908\n", | |
"Training epoch 91, cost is 0.00472516745059\n", | |
"Training epoch 92, cost is 0.00467781376465\n", | |
"Training epoch 93, cost is 0.00463140660836\n", | |
"Training epoch 94, cost is 0.00458591778748\n", | |
"Training epoch 95, cost is 0.00454132021887\n", | |
"Training epoch 96, cost is 0.00449758787615\n", | |
"Training epoch 97, cost is 0.0044546957386\n", | |
"Training epoch 98, cost is 0.00441261974299\n", | |
"Training epoch 99, cost is 0.00437133673815\n", | |
"Training epoch 100, cost is 0.00433082444209\n", | |
"Training epoch 101, cost is 0.00429106140152\n", | |
"Training epoch 102, cost is 0.00425202695366\n", | |
"Training epoch 103, cost is 0.0042137011901\n", | |
"Training epoch 104, cost is 0.00417606492261\n", | |
"Training epoch 105, cost is 0.00413909965087\n", | |
"Training epoch 106, cost is 0.00410278753183\n", | |
"Training epoch 107, cost is 0.00406711135076\n", | |
"Training epoch 108, cost is 0.0040320544938\n", | |
"Training epoch 109, cost is 0.00399760092191\n", | |
"Training epoch 110, cost is 0.00396373514622\n", | |
"Training epoch 111, cost is 0.00393044220462\n", | |
"Training epoch 112, cost is 0.00389770763946\n", | |
"Training epoch 113, cost is 0.00386551747651\n", | |
"Training epoch 114, cost is 0.00383385820486\n", | |
"Training epoch 115, cost is 0.00380271675787\n", | |
"Training epoch 116, cost is 0.003772080495\n", | |
"Training epoch 117, cost is 0.00374193718461\n", | |
"Training epoch 118, cost is 0.00371227498749\n", | |
"Training epoch 119, cost is 0.00368308244125\n", | |
"Training epoch 120, cost is 0.00365434844542\n", | |
"Training epoch 121, cost is 0.00362606224729\n", | |
"Training epoch 122, cost is 0.0035982134283\n", | |
"Training epoch 123, cost is 0.00357079189125\n", | |
"Training epoch 124, cost is 0.0035437878479\n", | |
"Training epoch 125, cost is 0.00351719180728\n", | |
"Training epoch 126, cost is 0.00349099456445\n", | |
"Training epoch 127, cost is 0.0034651871898\n", | |
"Training epoch 128, cost is 0.00343976101883\n", | |
"Training epoch 129, cost is 0.00341470764234\n", | |
"Training epoch 130, cost is 0.00339001889713\n", | |
"Training epoch 131, cost is 0.00336568685701\n", | |
"Training epoch 132, cost is 0.0033417038243\n", | |
"Training epoch 133, cost is 0.00331806232159\n", | |
"Training epoch 134, cost is 0.00329475508395\n", | |
"Training epoch 135, cost is 0.00327177505142\n", | |
"Training epoch 136, cost is 0.00324911536179\n", | |
"Training epoch 137, cost is 0.00322676934377\n", | |
"Training epoch 138, cost is 0.00320473051033\n", | |
"Training epoch 139, cost is 0.00318299255243\n", | |
"Training epoch 140, cost is 0.00316154933291\n", | |
"Training epoch 141, cost is 0.00314039488067\n", | |
"Training epoch 142, cost is 0.00311952338513\n", | |
"Training epoch 143, cost is 0.0030989291908\n", | |
"Training epoch 144, cost is 0.00307860679219\n", | |
"Training epoch 145, cost is 0.00305855082882\n", | |
"Training epoch 146, cost is 0.00303875608051\n", | |
"Training epoch 147, cost is 0.00301921746279\n", | |
"Training epoch 148, cost is 0.00299993002251\n", | |
"Training epoch 149, cost is 0.00298088893364\n", | |
"Training epoch 150, cost is 0.0029620894932\n", | |
"Training epoch 151, cost is 0.00294352711738\n", | |
"Training epoch 152, cost is 0.00292519733774\n", | |
"Training epoch 153, cost is 0.00290709579766\n", | |
"Training epoch 154, cost is 0.00288921824879\n", | |
"Training epoch 155, cost is 0.00287156054777\n", | |
"Training epoch 156, cost is 0.00285411865297\n", | |
"Training epoch 157, cost is 0.00283688862138\n", | |
"Training epoch 158, cost is 0.00281986660562\n", | |
"Training epoch 159, cost is 0.00280304885106\n", | |
"Training epoch 160, cost is 0.00278643169305\n", | |
"Training epoch 161, cost is 0.0027700115542\n", | |
"Training epoch 162, cost is 0.00275378494186\n", | |
"Training epoch 163, cost is 0.00273774844554\n", | |
"Training epoch 164, cost is 0.00272189873458\n", | |
"Training epoch 165, cost is 0.00270623255577\n", | |
"Training epoch 166, cost is 0.00269074673115\n", | |
"Training epoch 167, cost is 0.00267543815582\n", | |
"Training epoch 168, cost is 0.00266030379587\n", | |
"Training epoch 169, cost is 0.00264534068632\n", | |
"Training epoch 170, cost is 0.00263054592924\n", | |
"Training epoch 171, cost is 0.00261591669178\n", | |
"Training epoch 172, cost is 0.00260145020441\n", | |
"Training epoch 173, cost is 0.00258714375917\n", | |
"Training epoch 174, cost is 0.0025729947079\n", | |
"Training epoch 175, cost is 0.00255900046065\n", | |
"Training epoch 176, cost is 0.00254515848408\n", | |
"Training epoch 177, cost is 0.0025314662999\n", | |
"Training epoch 178, cost is 0.00251792148341\n", | |
"Training epoch 179, cost is 0.00250452166204\n", | |
"Training epoch 180, cost is 0.00249126451394\n", | |
"Training epoch 181, cost is 0.00247814776667\n", | |
"Training epoch 182, cost is 0.00246516919585\n", | |
"Training epoch 183, cost is 0.00245232662394\n", | |
"Training epoch 184, cost is 0.00243961791895\n", | |
"Training epoch 185, cost is 0.00242704099332\n", | |
"Training epoch 186, cost is 0.00241459380272\n", | |
"Training epoch 187, cost is 0.00240227434497\n", | |
"Training epoch 188, cost is 0.00239008065892\n", | |
"Training epoch 189, cost is 0.00237801082343\n", | |
"Training epoch 190, cost is 0.00236606295637\n", | |
"Training epoch 191, cost is 0.00235423521358\n", | |
"Training epoch 192, cost is 0.00234252578797\n", | |
"Training epoch 193, cost is 0.00233093290857\n", | |
"Training epoch 194, cost is 0.0023194548396\n", | |
"Training epoch 195, cost is 0.00230808987968\n", | |
"Training epoch 196, cost is 0.0022968363609\n", | |
"Training epoch 197, cost is 0.00228569264804\n", | |
"Training epoch 198, cost is 0.00227465713776\n", | |
"Training epoch 199, cost is 0.00226372825784\n", | |
"[ 9.99058274e-01 8.68662900e-05 8.54859850e-04]\n", | |
"[ 0.00436986 0.99442857 0.00120157]\n", | |
"[ 2.38821403e-05 3.78696876e-04 9.99597421e-01]\n" | |
] | |
} | |
], | |
"source": [ | |
"if __name__ == \"__main__\":\n", | |
" test_lr()" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python 2", | |
"language": "python", | |
"name": "python2" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 2 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython2", | |
"version": "2.7.6" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 1 | |
} |
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