文章目录
- 感知器的种类
- sigmoid（logistics）函数
- [代价/损失函数（cost function）------对数损失函数（log loss function）](#代价/损失函数（cost function）——对数损失函数（log loss function）)
- [梯度下降算法（gradient descent algorithm）](#梯度下降算法（gradient descent algorithm）)
- [正则化逻辑回归（regularization logistics regression）](#正则化逻辑回归（regularization logistics regression）)
- 代码实现
- 运行结果
感知器的种类
- 离散感知器：输出的预测值仅为 0 或 1
- 连续感知器（逻辑分类器）：输出的预测值可以是 0 到 1 的任何数字，标签为 0 的点输出接近于 0 的数，标签为 1 的点输出接近于 1 的数
- 逻辑回归算法（logistics regression algorithm）：用于训练逻辑分类器的算法
sigmoid（logistics）函数
- sigmoid 函数：
g ( z ) = 1 1 + e − z , z ∈ ( − ∞ , + ∞ ) , 0 < g ( z ) < 1 w h e n z ∈ ( − ∞ , 0 ) , 0 < g ( z ) < 0.5 w h e n z ∈ [ 0 , + ∞ ) , 0.5 ≤ g ( z ) < 1 \begin{aligned} & g(z) = \frac{1}{1 + e^{-z}},\ z \in (-\infty, +\infty),\ 0 < g(z) < 1 \\ & when \ z \in (-\infty, 0), \ 0 < g(z) < 0.5 \\ & when \ z \in [0, +\infty), \ 0.5 \leq g(z) < 1 \end{aligned} g(z)=1+e−z1, z∈(−∞,+∞), 0<g(z)<1when z∈(−∞,0), 0<g(z)<0.5when z∈[0,+∞), 0.5≤g(z)<1
- 决策边界（decision boundary）：
线性决策边界： z = w ⃗ ⋅ x ⃗ + b 非线性决策边界（例如）： z = x 1 2 + x 2 2 − 1 线性决策边界：z = \vec{w} \cdot \vec{x} + b \\ 非线性决策边界（例如）：z = x_1^2 + x_2^2 - 1 线性决策边界：z=w ⋅x +b非线性决策边界（例如）：z=x12+x22−1
- sigmoid 函数与线性决策边界函数的结合：
g ( z ) = 1 1 + e − z f w ⃗ , b ( x ⃗ ) = 1 1 + e − ( w ⃗ ⋅ x ⃗ + b ) \begin{aligned} & g(z) = \frac{1}{1 + e^{-z}} \\ & f_{\vec{w}, b}(\vec{x}) = \frac{1}{1 + e^{-(\vec{w} \cdot \vec{x} + b)}} \end{aligned} g(z)=1+e−z1fw ,b(x )=1+e−(w ⋅x +b)1
- 决策原理（ y ^ \hat{y} y^ 为预测值）：
概率： { a 1 = f w ⃗ , b ( x ⃗ ) = P ( y ^ = 1 ∣ x ⃗ ) a 2 = 1 − a 1 = P ( y ^ = 0 ∣ x ⃗ ) 概率： \begin{cases} a_1 = f_{\vec{w}, b}(\vec{x}) &= P(\hat{y} = 1 | \vec{x}) \\ a_2 = 1 - a_1 &= P(\hat{y} = 0 | \vec{x}) \end{cases} 概率：{a1=fw ,b(x )a2=1−a1=P(y^=1∣x )=P(y^=0∣x )
代价/损失函数（cost function）------对数损失函数（log loss function）
- 一个训练样本： x ⃗ ( i ) = ( x 1 ( i ) , x 2 ( i ) , . . . , x n ( i ) ) \vec{x}^{(i)} = (x_1^{(i)}, x_2^{(i)}, ..., x_n^{(i)}) x (i)=(x1(i),x2(i),...,xn(i)) 和 y ( i ) y^{(i)} y(i)
- 训练样本总数 = m m m
- 对数损失函数（log loss function）：
L ( f w ⃗ , b ( x ⃗ ( i ) ) , y ( i ) ) = { − ln [ f w ⃗ , b ( x ⃗ ( i ) ) ] , y ( i ) = 1 − ln [ 1 − f w ⃗ , b ( x ⃗ ( i ) ) ] , y ( i ) = 0 = − y ( i ) ln [ f w ⃗ , b ( x ⃗ ( i ) ) ] − [ 1 − y ( i ) ] ln [ 1 − f w ⃗ , b ( x ⃗ ( i ) ) ] = − y ( i ) ln a 1 ( i ) − [ 1 − y ( i ) ] ln a 2 ( i ) \begin{aligned} L(f_{\vec{w}, b}(\vec{x}^{(i)}), y^{(i)}) &= \begin{cases} -\ln [f_{\vec{w}, b}(\vec{x}^{(i)})], \ y^{(i)} = 1 \\ -\ln [1 - f_{\vec{w}, b}(\vec{x}^{(i)})], \ y^{(i)} = 0 \\ \end{cases} \\ & = -y^{(i)} \ln [f_{\vec{w}, b}(\vec{x}^{(i)})] - [1 - y^{(i)}] \ln [1 - f_{\vec{w}, b}(\vec{x}^{(i)})] \\ & = -y^{(i)} \ln a_1^{(i)} - [1 - y^{(i)}] \ln a_2^{(i)} \end{aligned} L(fw ,b(x (i)),y(i))={−ln[fw ,b(x (i))], y(i)=1−ln[1−fw ,b(x (i))], y(i)=0=−y(i)ln[fw ,b(x (i))]−[1−y(i)]ln[1−fw ,b(x (i))]=−y(i)lna1(i)−[1−y(i)]lna2(i)
- 代价函数（cost function）：
J ( w ⃗ , b ) = 1 m ∑ i = 1 m L ( f w ⃗ , b ( x ⃗ ( i ) ) , y ( i ) ) = − 1 m ∑ i = 1 m ( y ( i ) ln [ f w ⃗ , b ( x ⃗ ( i ) ) ] + [ 1 − y ( i ) ] ln [ 1 − f w ⃗ , b ( x ⃗ ( i ) ) ] ) = − 1 m ∑ i = 1 m ( y ( i ) ln a 1 ( i ) + [ 1 − y ( i ) ] ln a 2 ( i ) ) \begin{aligned} J(\vec{w}, b) &= \frac{1}{m} \sum_{i=1}^{m} L(f_{\vec{w}, b}(\vec{x}^{(i)}), y^{(i)}) \\ &= -\frac{1}{m} \sum_{i=1}^{m} \bigg(y^{(i)} \ln [f_{\vec{w}, b}(\vec{x}^{(i)})] + [1 - y^{(i)}] \ln [1 - f_{\vec{w}, b}(\vec{x}^{(i)})] \bigg) \\ &= -\frac{1}{m} \sum_{i=1}^{m} \bigg(y^{(i)} \ln a_1^{(i)} + [1 - y^{(i)}] \ln a_2^{(i)} \bigg) \end{aligned} J(w ,b)=m1i=1∑mL(fw ,b(x (i)),y(i))=−m1i=1∑m(y(i)ln[fw ,b(x (i))]+[1−y(i)]ln[1−fw ,b(x (i))])=−m1i=1∑m(y(i)lna1(i)+[1−y(i)]lna2(i))
梯度下降算法（gradient descent algorithm）
- α \alpha α：学习率（learning rate），用于控制梯度下降时的步长，以抵达损失函数的最小值处。
- 逻辑回归的梯度下降算法：
r e p e a t { t m p _ w 1 = w 1 − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] x 1 ( i ) t m p _ w 2 = w 2 − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] x 2 ( i ) . . . t m p _ w n = w n − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] x n ( i ) t m p _ b = b − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] s i m u l t a n e o u s u p d a t e e v e r y p a r a m e t e r s } u n t i l c o n v e r g e \begin{aligned} repeat \{ \\ & tmp\w_1 = w_1 - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] x_1^{(i)} \\ & tmp\w_2 = w_2 - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] x_2^{(i)} \\ & ... \\ & tmp\w_n = w_n - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] x_n^{(i)} \\ & tmp\b = b - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] \\ & simultaneous \ update \ every \ parameters \\ \} until \ & converge \end{aligned} repeat{}until tmp_w1=w1−αm1i=1∑m[fw ,b(x (i))−y(i)]x1(i)tmp_w2=w2−αm1i=1∑m[fw ,b(x (i))−y(i)]x2(i)...tmp_wn=wn−αm1i=1∑m[fw ,b(x (i))−y(i)]xn(i)tmp_b=b−αm1i=1∑m[fw ,b(x (i))−y(i)]simultaneous update every parametersconverge
正则化逻辑回归（regularization logistics regression）
- 正则化的作用：解决过拟合（overfitting）问题（也可通过增加训练样本数据解决）。
- 损失/代价函数（仅需正则化 w w w，无需正则化 b b b）：
J ( w ⃗ , b ) = − 1 m ∑ i = 1 m ( y ( i ) ln [ f w ⃗ , b ( x ⃗ ( i ) ) ] + [ 1 − y ( i ) ] ln [ 1 − f w ⃗ , b ( x ⃗ ( i ) ) ] ) + λ 2 m ∑ j = 1 n w j 2 \begin{aligned} J(\vec{w}, b) &= -\frac{1}{m} \sum_{i=1}^{m} \bigg(y^{(i)} \ln [f_{\vec{w}, b}(\vec{x}^{(i)})] + [1 - y^{(i)}] \ln [1 - f_{\vec{w}, b}(\vec{x}^{(i)})] \bigg) + \frac{\lambda}{2m} \sum^{n}_{j=1} w_j^2 \end{aligned} J(w ,b)=−m1i=1∑m(y(i)ln[fw ,b(x (i))]+[1−y(i)]ln[1−fw ,b(x (i))])+2mλj=1∑nwj2
其中，第二项为正则化项（regularization term），使 w j w_j wj 变小。初始设置的 λ \lambda λ 越大，最终得到的 w j w_j wj 越小。
- 梯度下降算法：
r e p e a t { t m p _ w 1 = w 1 − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] x 1 ( i ) + λ m w 1 t m p _ w 2 = w 2 − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] x 2 ( i ) + λ m w 2 . . . t m p _ w n = w n − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] x n ( i ) + λ m w n t m p _ b = b − α 1 m ∑ i = 1 m [ f w ⃗ , b ( x ⃗ ( i ) ) − y ( i ) ] s i m u l t a n e o u s u p d a t e e v e r y p a r a m e t e r s } u n t i l c o n v e r g e \begin{aligned} repeat \{ \\ & tmp\w_1 = w_1 - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] x_1^{(i)} + \frac{\lambda}{m} w_1 \\ & tmp\w_2 = w_2 - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] x_2^{(i)} + \frac{\lambda}{m} w_2 \\ & ... \\ & tmp\w_n = w_n - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] x_n^{(i)} + \frac{\lambda}{m} w_n \\ & tmp\b = b - \alpha \frac{1}{m} \sum^{m}{i=1} [f_{\vec{w},b}(\vec{x}^{(i)}) - y^{(i)}] \\ & simultaneous \ update \ every \ parameters \\ \} until \ & converge \end{aligned} repeat{}until tmp_w1=w1−αm1i=1∑m[fw ,b(x (i))−y(i)]x1(i)+mλw1tmp_w2=w2−αm1i=1∑m[fw ,b(x (i))−y(i)]x2(i)+mλw2...tmp_wn=wn−αm1i=1∑m[fw ,b(x (i))−y(i)]xn(i)+mλwntmp_b=b−αm1i=1∑m[fw ,b(x (i))−y(i)]simultaneous update every parametersconverge
代码实现
python
import numpy as np
import matplotlib.pyplot as plt
# sigmoid 函数 f = 1/(1+e^(-x))
def sigmoid(x):
return np.exp(x) / (1 + np.exp(x))
# 计算分数 z = w*x+b
def score(x, w, b):
return np.dot(w, x) + b
# 预测值 f_pred = sigmoid(z)
def prediction(x, w, b):
return sigmoid(score(x, w, b))
# 对数损失函数 f = -y*ln(a)-(1-y)*ln(1-a)
# 训练样本: (vec{X[i]}, y[i])
def log_loss(X_i, y_i, w, b):
pred = prediction(X_i, w, b)
return - y_i * np.log(pred) - (1-y_i) * np.log(1-pred)
# 计算损失函数 J(w, b)
# 训练样本: (vec{X[i]}, y[i])
def cost_function(X, y, w, b):
cost_sum = 0
m = X.shape[0]
for i in range(m):
cost_sum += log_loss(X[i], y[i], w, b)
return cost_sum / m
# 计算梯度值 dJ/dw, dJ/db
def compute_gradient(X, y, w, b):
m = X.shape[0] # 训练集的数据样本数（矩阵行数）
n = X.shape[1] # 每个数据样本的维度（矩阵列数，即特征个数）
dj_dw = np.zeros((n,))
dj_db = 0.0
for i in range(m): # 每个数据样本
pred = prediction(X[i], w, b)
for j in range(n): # 每个数据样本的维度
dj_dw[j] += (pred - y[i]) * X[i, j]
dj_db += (pred - y[i])
dj_dw = dj_dw / m
dj_db = dj_db / m
return dj_dw, dj_db
# 梯度下降算法，以得到决策边界（decision boundary）方程
def logistic_function(X, y, w, b, learning_rate=0.01, epochs=1000):
J_history = []
for epoch in range(epochs):
dj_dw, dj_db = compute_gradient(X, y, w, b)
# w 和 b 需同步更新
w = w - learning_rate * dj_dw
b = b - learning_rate * dj_db
J_history.append(cost_function(X, y, w, b)) # 记录每次迭代产生的误差值
return w, b, J_history
# 绘制线性方程的图像
def draw_line(w, b, xmin, xmax, title):
x = np.linspace(xmin, xmax)
y = w * x + b
plt.xlabel("feature-0", size=15)
plt.ylabel("feature-1", size=15)
plt.title(title, size=20)
plt.plot(x, y)
# 绘制散点图
def draw_scatter(x, y, title):
plt.xlabel("epoch", size=15)
plt.ylabel("error", size=15)
plt.title(title, size=20)
plt.scatter(x, y)
# 从这里开始执行
if __name__ == '__main__':
# 加载训练集
X_train = np.array([[1, 0], [0, 2], [1, 1], [1, 2], [1, 3], [2, 2], [2, 3], [3, 2]])
y_train = np.array([0, 0, 0, 0, 1, 1, 1, 1])
w = np.zeros((X_train.shape[1],)) # 权重
b = 0.0 # 偏置
learning_rate = 0.01 # 学习率
epochs = 10000 # 迭代次数
J_history = [] # 记录每次迭代产生的误差值
# 逻辑回归建立模型
w, b, J_history = logistic_function(X_train, y_train, w, b, learning_rate, epochs)
print(f"result: w = {np.round(w, 4)}, b = {b:0.4f}") # 打印结果
# 绘制迭代计算得到的决策边界（decision boundary）方程
# w[0] * x_feature0 + w[1] * x_feature1 + b = 0
# --> x_feature1 = -w[0]/w[1] * x_feature0 - b/w[1]
plt.figure(1)
draw_line(-w[0]/w[1], -b/w[1], 0.0, 3.0, "Decision Boundary")
plt.scatter(X_train[0:4, 0], X_train[0:4, 1], label="label-0: sad", marker='s') # 将训练集也表示在图中
plt.scatter(X_train[4:8, 0], X_train[4:8, 1], label="label-1: happy", marker='^') # 将训练集也表示在图中
plt.legend()
plt.show()
# 绘制误差值的散点图
plt.figure(2)
x_axis = list(range(0, epochs))
draw_scatter(x_axis, J_history, "Cost Function in Every Epoch")
plt.show()运行结果
