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October 31, 2016 18:05
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Learning from Data: Logistic Regression Exercise
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| import numpy as np | |
| # Find f(x), where f is the line through p1 and p2 | |
| def f(p1, p2, x): | |
| return (p2[1]-p1[1])/(p2[0]-p1[0])*(x-p1[0])+p1[1] | |
| epochs = [] | |
| Eouts = [] | |
| N = 100 | |
| for i in range(N): | |
| # Initialize function | |
| # Get random points p1 and p2 | |
| p1, p2 = 2*np.random.rand(2, 2)-1 | |
| line = lambda x: f(p1, p2, x) | |
| def label(p): | |
| return np.sign(p[1]-line(p[0])) | |
| # Initialize model training | |
| w = np.zeros((3), dtype=np.float) | |
| epoch = 0 | |
| delta = 1 | |
| eta = 0.01 | |
| training_set = np.concatenate((2*np.random.rand(100, 2)-1, | |
| np.ones((100, 1), dtype=np.float)), | |
| axis=1) | |
| # Train model | |
| while delta >= 0.01: | |
| epoch += 1 | |
| last_w = np.copy(w) | |
| np.random.shuffle(training_set) | |
| for p in training_set: | |
| w += eta*np.divide(label(p)*p, | |
| 1+np.exp(label(p)*np.dot(w,p))) | |
| delta = np.linalg.norm(last_w-w) | |
| epochs.append(epoch) | |
| # Test model | |
| test_set = np.concatenate((2*np.random.rand(100, 2)-1, | |
| np.ones((100, 1), dtype=np.float)), | |
| axis=1) | |
| error = 1/N*sum([np.log(1+np.exp(-label(p)*np.dot(w,p))) for p in test_set]) | |
| Eouts.append(error) |
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