Spaces:
No application file
No application file
# Copyright 2002 by Jeffrey Chang. | |
# All rights reserved. | |
# | |
# This file is part of the Biopython distribution and governed by your | |
# choice of the "Biopython License Agreement" or the "BSD 3-Clause License". | |
# Please see the LICENSE file that should have been included as part of this | |
# package. | |
"""Code for doing logistic regressions. | |
Classes: | |
- LogisticRegression Holds information for a LogisticRegression classifier. | |
Functions: | |
- train Train a new classifier. | |
- calculate Calculate the probabilities of each class, given an observation. | |
- classify Classify an observation into a class. | |
""" | |
import numpy | |
import numpy.linalg | |
class LogisticRegression: | |
"""Holds information necessary to do logistic regression classification. | |
Attributes: | |
- beta - List of the weights for each dimension. | |
""" | |
def __init__(self): | |
"""Initialize the class.""" | |
self.beta = [] | |
def train(xs, ys, update_fn=None, typecode=None): | |
"""Train a logistic regression classifier on a training set. | |
Argument xs is a list of observations and ys is a list of the class | |
assignments, which should be 0 or 1. xs and ys should contain the | |
same number of elements. update_fn is an optional callback function | |
that takes as parameters that iteration number and log likelihood. | |
""" | |
if len(xs) != len(ys): | |
raise ValueError("xs and ys should be the same length.") | |
classes = set(ys) | |
if classes != {0, 1}: | |
raise ValueError("Classes should be 0's and 1's") | |
if typecode is None: | |
typecode = "d" | |
# Dimensionality of the data is the dimensionality of the | |
# observations plus a constant dimension. | |
N, ndims = len(xs), len(xs[0]) + 1 | |
if N == 0 or ndims == 1: | |
raise ValueError("No observations or observation of 0 dimension.") | |
# Make an X array, with a constant first dimension. | |
X = numpy.ones((N, ndims), typecode) | |
X[:, 1:] = xs | |
Xt = numpy.transpose(X) | |
y = numpy.asarray(ys, typecode) | |
# Initialize the beta parameter to 0. | |
beta = numpy.zeros(ndims, typecode) | |
MAX_ITERATIONS = 500 | |
CONVERGE_THRESHOLD = 0.01 | |
stepsize = 1.0 | |
# Now iterate using Newton-Raphson until the log-likelihoods | |
# converge. | |
i = 0 | |
old_beta = old_llik = None | |
while i < MAX_ITERATIONS: | |
# Calculate the probabilities. p = e^(beta X) / (1+e^(beta X)) | |
ebetaX = numpy.exp(numpy.dot(beta, Xt)) | |
p = ebetaX / (1 + ebetaX) | |
# Find the log likelihood score and see if I've converged. | |
logp = y * numpy.log(p) + (1 - y) * numpy.log(1 - p) | |
llik = sum(logp) | |
if update_fn is not None: | |
update_fn(iter, llik) | |
if old_llik is not None: | |
# Check to see if the likelihood decreased. If it did, then | |
# restore the old beta parameters and half the step size. | |
if llik < old_llik: | |
stepsize /= 2.0 | |
beta = old_beta | |
# If I've converged, then stop. | |
if numpy.fabs(llik - old_llik) <= CONVERGE_THRESHOLD: | |
break | |
old_llik, old_beta = llik, beta | |
i += 1 | |
W = numpy.identity(N) * p | |
Xtyp = numpy.dot(Xt, y - p) # Calculate the first derivative. | |
XtWX = numpy.dot(numpy.dot(Xt, W), X) # Calculate the second derivative. | |
delta = numpy.linalg.solve(XtWX, Xtyp) | |
if numpy.fabs(stepsize - 1.0) > 0.001: | |
delta *= stepsize | |
beta += delta # Update beta. | |
else: | |
raise RuntimeError("Didn't converge.") | |
lr = LogisticRegression() | |
lr.beta = list(beta) | |
return lr | |
def calculate(lr, x): | |
"""Calculate the probability for each class. | |
Arguments: | |
- lr is a LogisticRegression object. | |
- x is the observed data. | |
Returns a list of the probability that it fits each class. | |
""" | |
# Insert a constant term for x. | |
x = numpy.asarray([1.0] + x) | |
# Calculate the probability. p = e^(beta X) / (1+e^(beta X)) | |
ebetaX = numpy.exp(numpy.dot(lr.beta, x)) | |
p = ebetaX / (1 + ebetaX) | |
return [1 - p, p] | |
def classify(lr, x): | |
"""Classify an observation into a class.""" | |
probs = calculate(lr, x) | |
if probs[0] > probs[1]: | |
return 0 | |
return 1 | |