# Gradient Decent를 이용한 로지스틱 회귀 구현 (2) ## 데이터 불러오기 ```python import numpy as np import pandas as pd from sklearn.preprocessing import StandardScaler from sklearn.model_selection import train_test_split data = pd.read_csv('assignment2.csv') data.head() ``` | | Label | bias | experience | salary | | - | ----- | ---- | ---------- | ------ | | 0 | 1 | 1 | 0.7 | 48000 | | 1 | 0 | 1 | 1.9 | 48000 | | 2 | 1 | 1 | 2.5 | 60000 | | 3 | 0 | 1 | 4.2 | 63000 | | 4 | 0 | 1 | 6.0 | 76000 | ### Train Test 데이터 나누기 ```python X_train, X_test, y_train, y_test = train_test_split(data.iloc[:, 1:], data.iloc[:, 0], random_state = 0) ``` ```python X_train.shape, X_test.shape, y_train.shape, y_test.shape ``` ``` ((150, 3), (50, 3), (150,), (50,)) ``` ## 데이터 스케일링 experience와 salary를 스케일링한다. ```python X_train.head() ``` | | bias | experience | salary | | --- | ---- | ---------- | ------ | | 71 | 1 | 5.3 | 48000 | | 124 | 1 | 8.1 | 66000 | | 184 | 1 | 3.9 | 60000 | | 97 | 1 | 0.2 | 45000 | | 149 | 1 | 1.1 | 66000 | ```python scaler = StandardScaler() bias_train = X_train["bias"] bias_train = bias_train.reset_index()["bias"] X_train = pd.DataFrame(scaler.fit_transform(X_train), columns = X_train.columns) X_train["bias"] = bias_train X_train.head() ``` | | bias | experience | salary | | - | ---- | ---------- | --------- | | 0 | 1 | 0.187893 | -1.143335 | | 1 | 1 | 1.185555 | 0.043974 | | 2 | 1 | -0.310938 | -0.351795 | | 3 | 1 | -1.629277 | -1.341220 | | 4 | 1 | -1.308600 | 0.043974 | ```python y_train = y_train.reset_index()["Label"] y_test = y_test.reset_index()["Label"] ``` ```python bias_test = X_test["bias"] bias_test = bias_test.reset_index()["bias"] X_test = pd.DataFrame(scaler.transform(X_test), columns = X_test.columns) X_test["bias"] = bias_test X_test.head() ``` | | bias | experience | salary | | - | ---- | ---------- | --------- | | 0 | 1 | -1.344231 | -0.615642 | | 1 | 1 | 0.508570 | 0.307821 | | 2 | 1 | -0.310938 | 0.571667 | | 3 | 1 | 1.363709 | 1.956862 | | 4 | 1 | -0.987923 | -0.747565 | ## 1. sigmoid ```python import random ``` ```python X_train = np.array(X_train[["bias", "experience", "salary"]]) ``` ```python beta = np.array([random.random(), random.random(), random.random()]) # 임의의 beta값 생성 beta ``` ``` array([0.90546443, 0.75530667, 0.65834986]) ``` ![](/files/-M-eXRAgyu7Q4WtASTu-) ```python def sigmoid(x, beta) : multiplier = 0 for i in range(x.size): multiplier += x[i]*beta[i] p = 1.0/(1.0+np.exp(-multiplier)) return p sigmoid(X_train[0], beta) ``` ``` 0.5731382785117154 ``` ## 2. log likelihood ![](/files/-M-eXXjwOYC2ds-bLZaT) ```python #개별 likelihood, 각각의 x입력값에 대한 p의 값 산정 def lg_likelihood_i(x, y, beta, j) : p_hat = 0 p = sigmoid(x[j], beta) p_hat += y[j]*np.log(p) + (1-y[j])*np.log(1-p) return p_hat lg_likelihood_i(X_train, y_train, beta, 0) ``` ``` -0.5566282676261158 ``` ```python def lg_likelihood(x, y, beta) : log_p_hat = 0 for i in range(y.size) : log_p_hat += lg_likelihood_i(x, y, beta, i) # log p 의 추정값에 계속 더해준다. return log_p_hat lg_likelihood(X_train, y_train, beta) ``` ``` -168.57600337087965 ``` ## 3. gradient Ascent get\_gradients는 cost function(log likelihood)상에서 각각의 beta 계수들로 편미분했을 때, 각각의 기울기를 구하는 함수이다. ```python # gradients 한 번 구하기 def get_gradients(x, y, beta): gradients = [] for i in range(x[0].size) : gradient = 0 # 각 계수별 기울기 for j in range(y.size) : p = sigmoid(x[j], beta) gradient += (y[j] - p)*x[j][i] # 개별 데이터 x에 대한 값을 합산 gradient = gradient/y.size # 전체 n 값으로 나누기 gradients.append(gradient) gradients = np.array(gradients) return gradients gradients = np.array(get_gradients(X_train, y_train, beta)) gradients ``` ``` array([-0.37681215, -0.09655044, -0.3003301 ]) ``` step은 구한 기울기를 바탕으로 다음 학습을 진행할 지점을 지정하는 함수이다. ```python def step(beta, gradients, stepsize=np.array([0.01,0.01,0.01])) : #stepsize:학습률, 기본값은 0.01 beta = beta + stepsize*gradients return beta ``` ```python step(beta, gradients) ``` ``` array([0.90169631, 0.75434116, 0.65534656]) ``` ```python #max_cycle:최대 학습 횟수 #tolerance:이 값보다 step의 변화율이 낮으면 학습을 종료함 #theta_0:학습 이전의 계수 #theta:학습 이후의 계수 def gradientAscent(x, y, beta, max_cycle = 200000, tolerance = 0.000001, stepsize=np.array([0.01,0.01,0.01])) : theta_0 = beta i = 0 cost = lg_likelihood(x, y, theta_0)/y.size gradients = np.array([]) while i < max_cycle: gradients = get_gradients(x, y, theta_0) theta = step(theta_0, gradients, stepsize) temp = theta_0 - theta theta_0 = theta if i % 1000 == 0: print(gradients) #print(theta_0) #print(theta) #print(np.abs(temp.sum())) if np.abs(temp.sum()) < tolerance : print("stop") break i += 1 return theta_0 ``` ```python beta.sum() ``` ``` 2.3191209550302005 ``` ## 4. Fitting cf.) Step Size를 고르는 기법으로는 다음 세가지 방법이 있다. * Fixed step size * Backtracking line search * Exact line search 참고 : ```python # 학습률 0.01은 진행속도가 느려 학습결과에 큰 차이가 없는 0.1로 설정함. beta = gradientAscent(X_train, y_train, beta, stepsize=np.array([0.1,0.1,0.1])) beta ``` ``` [-0.37681215 -0.09655044 -0.3003301 ] [-0.0030989 0.0103664 -0.00977676] [-0.00119877 0.0039189 -0.00364469] [-0.00056101 0.00182317 -0.00168622] [-0.00028209 0.0009145 -0.00084362] [-0.00014655 0.00047454 -0.00043719] [-7.73735736e-05 2.50391335e-04 -2.30529092e-04] [-4.11904585e-05 1.33256706e-04 -1.22642622e-04] [-2.20238194e-05 7.12383899e-05 -6.55517795e-05] stop array([-1.86332543, 4.25483493, -4.02439239]) ``` ```python lg_likelihood(X_train, y_train, beta) # 수렴한 우도 ``` ``` -44.73076829152757 ``` ## 5. 예측 ```python X_test = np.array(X_test[["bias", "experience", "salary"]]) ``` ```python Label_predict = [] for i in range(y_test.size) : p = sigmoid(X_test[i], beta) # 학습한 beta 값으로 p를 추정한다. if p > 0.5 : Label_predict.append(1) # p값이 0.5보다 크면 1로 분류한다. else : Label_predict.append(0) Label_predict = np.array(Label_predict) Label_predict ``` ``` array([0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]) ``` ## 6. confusion\_matrix ```python from sklearn.metrics import * tn, fp, fn, tp = confusion_matrix(y_test, Label_predict).ravel() confusion_matrix(y_test, Label_predict) ``` ``` array([[38, 2], [ 1, 9]], dtype=int64) ``` ```python #Accuracy Accuracy = (tp+tn)/(tp+fn+fp+tn) Accuracy ``` ``` 0.94 ``` 데이터 출처: Data Science from Scratch: First Principles with Python (2015) --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. 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