generated from LufsX/Experiment-LogReg
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@@ -7,33 +7,17 @@ name = "熊浩燃"
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# 对率回归训练函数,包含加权损失、正则化、学习率调度和提前停止
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# 对率回归训练函数,包含加权损失、正则化、学习率调度和提前停止
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def train_logreg(X, y, learning_rate=0.01, iterations=1000, regularization=0.01, early_stopping_rounds=100, class_weights={0: 1, 1: 1}):
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def train_logreg(X, y, learning_rate=0.01, iterations=1000, regularization=0.01, early_stopping_rounds=100, class_weights={0: 1, 1: 1}):
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"""
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对率回归训练函数,带有加权损失和正则化。
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Args:
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- X (numpy array): 特征数据。
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- y (numpy array): 标签数据。
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- learning_rate (float): 初始学习率。
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- iterations (int): 最大迭代次数。
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- regularization (float): 正则化参数。
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- early_stopping_rounds (int): 提前停止轮数。
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- class_weights (dict): 类别权重字典,控制类别不平衡。
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Returns:
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- numpy array: 训练得到的权重。
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"""
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weights = np.zeros(X.shape[1])
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weights = np.zeros(X.shape[1])
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min_loss = float('inf')
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min_loss = float('inf')
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stopping_step = 0
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stopping_step = 0
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for i in range(iterations):
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for i in range(iterations):
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# 预测值
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z = np.dot(X, weights)
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z = np.dot(X, weights)
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predictions = 1 / (1 + np.exp(-z))
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predictions = 1 / (1 + np.exp(-z))
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# 加权损失
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loss = -np.mean(class_weights[1] * y * np.log(predictions) +
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loss = -np.mean(class_weights[1] * y * np.log(predictions) +
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class_weights[0] * (1 - y) * np.log(1 - predictions)) + regularization * np.sum(weights**2)
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class_weights[0] * (1 - y) * np.log(1 - predictions)) + regularization * np.sum(weights**2)
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# 提前停止判断
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if loss < min_loss:
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if loss < min_loss:
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min_loss = loss
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min_loss = loss
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stopping_step = 0
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stopping_step = 0
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@@ -43,11 +27,9 @@ def train_logreg(X, y, learning_rate=0.01, iterations=1000, regularization=0.01,
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print("提前停止于迭代:", i)
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print("提前停止于迭代:", i)
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break
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break
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# 计算梯度并更新权重
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gradient = (np.dot(X.T, (predictions - y)) + regularization * weights) / y.size
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gradient = (np.dot(X.T, (predictions - y)) + regularization * weights) / y.size
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weights -= learning_rate * gradient
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weights -= learning_rate * gradient
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# 学习率调整策略
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if i % 100 == 0 and i != 0:
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if i % 100 == 0 and i != 0:
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learning_rate *= 0.9 # 每100轮衰减学习率
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learning_rate *= 0.9 # 每100轮衰减学习率
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print(f"迭代 {i},损失: {loss},学习率: {learning_rate}")
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print(f"迭代 {i},损失: {loss},学习率: {learning_rate}")
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@@ -56,99 +38,76 @@ def train_logreg(X, y, learning_rate=0.01, iterations=1000, regularization=0.01,
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# 对率回归预测函数,带有自定义阈值
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# 对率回归预测函数,带有自定义阈值
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def predict_logreg(inX, weights, threshold=0.6):
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def predict_logreg(inX, weights, threshold=0.6):
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"""
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对率回归预测函数。
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Args:
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- inX (numpy array): 输入待分类的样本。
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- weights (numpy array): 训练得到的权重。
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- threshold (float): 分类决策阈值。
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Returns:
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- int: 预测的分类标签。
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"""
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probability = 1 / (1 + np.exp(-np.dot(inX, weights)))
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probability = 1 / (1 + np.exp(-np.dot(inX, weights)))
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return 1 if probability >= threshold else 0
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return 1 if probability >= threshold else 0
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# 数据加载函数,包含缺失值填充
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# 数据加载函数,包含缺失值填充
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def load_data(filepath):
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def load_data(filepath):
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"""
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从文件中加载数据,并填充缺失值。
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Args:
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- filepath (str): 数据文件路径。
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Returns:
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- numpy array: 填充后的特征数据。
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- numpy array: 标签数据。
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"""
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data = []
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data = []
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labels = []
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labels = []
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with open(filepath, 'r') as file:
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with open(filepath, 'r') as file:
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for line in file:
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for line in file:
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# 去除无效行,并将数据转换为float格式
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fields = line.strip().split()
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fields = line.strip().split()
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# 将 '?' 替换为 None
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features = [float(x) if x != '?' else None for x in fields[:-1]]
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features = [float(x) if x != '?' else None for x in fields[:-1]]
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label = float(fields[-1])
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label = float(fields[-1])
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data.append(features)
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data.append(features)
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labels.append(label)
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labels.append(label)
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# 转换为numpy数组并填充缺失值
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data = np.array(data, dtype=float)
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data = np.array(data, dtype=float)
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labels = np.array(labels, dtype=float)
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labels = np.array(labels, dtype=float)
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# 处理缺失值,使用平均值填充
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col_means = np.nanmean(data, axis=0)
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col_means = np.nanmean(data, axis=0)
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indices = np.where(np.isnan(data))
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indices = np.where(np.isnan(data))
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data[indices] = np.take(col_means, indices[1])
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data[indices] = np.take(col_means, indices[1])
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return data, labels
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return data, labels
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# 网格搜索函数
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# 暴力搜索函数
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def grid_search(X, y, learning_rates, iterations_list, regularizations, class_weights_list):
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def brute_force_search(X, y, X_test, y_test, learning_rates, iterations_list, regularizations, class_weights_list, thresholds):
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"""
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网格搜索来优化对率回归模型。
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Args:
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- X (numpy array): 特征数据。
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- y (numpy array): 标签数据。
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- learning_rates (list of float): 学习率列表。
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- iterations_list (list of int): 迭代次数列表。
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- regularizations (list of float): 正则化参数列表。
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- class_weights_list (list of dict): 类别权重列表。
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Returns:
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- dict: 包含最佳超参数及其对应的权重。
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"""
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best_params = {}
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best_params = {}
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best_weights = None
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best_weights = None
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best_loss = float('inf')
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best_accuracy = 0
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for lr in learning_rates:
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for lr in learning_rates:
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for iters in iterations_list:
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for iters in iterations_list:
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for reg in regularizations:
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for reg in regularizations:
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for cw in class_weights_list:
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for cw in class_weights_list:
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print(f"尝试参数: 学习率={lr}, 迭代次数={iters}, 正则化={reg}, 类别权重={cw}")
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for threshold in thresholds:
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print(f"参数组合: 学习率={lr}, 迭代次数={iters}, 正则化={reg}, 类别权重={cw}, 阈值={threshold}")
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weights = train_logreg(X, y, learning_rate=lr, iterations=iters, regularization=reg, class_weights=cw)
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weights = train_logreg(X, y, learning_rate=lr, iterations=iters, regularization=reg, class_weights=cw)
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z = np.dot(X, weights)
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y_pred = [predict_logreg(x, weights, threshold=threshold) for x in X_test]
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predictions = 1 / (1 + np.exp(-z))
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accuracy = np.mean(y_pred == y_test)
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loss = -np.mean(cw[1] * y * np.log(predictions) + cw[0] * (1 - y) * np.log(1 - predictions))
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print(f"当前组合的测试集准确率: {accuracy}")
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print(f"损失: {loss}")
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if loss < best_loss:
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if accuracy > best_accuracy:
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best_loss = loss
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best_accuracy = accuracy
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best_weights = weights
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best_weights = weights
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best_params = {'learning_rate': lr, 'iterations': iters, 'regularization': reg, 'class_weights': cw}
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best_params = {'learning_rate': lr, 'iterations': iters, 'regularization': reg, 'class_weights': cw, 'threshold': threshold}
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print("最佳参数:", best_params)
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print("最佳参数组合:", best_params)
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print("最佳准确率:", best_accuracy)
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return best_weights, best_params
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return best_weights, best_params
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if __name__ == "__main__":
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if __name__ == "__main__":
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# 加载训练集
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# 加载训练集
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X_train, y_train = load_data("./data/horse-colic.data")
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X_train, y_train = load_data("./data/horse-colic.data")
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X_test, y_test = load_data("./data/horse-colic.test")
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# 超参数列表
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# 超参数组合列表
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learning_rates = [0.001, 0.01, 0.1]
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learning_rates = [0.001, 0.01, 0.1]
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iterations_list = [1000, 2000, 3000]
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iterations_list = [1000, 2000, 3000]
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regularizations = [0.01, 0.1, 1.0]
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regularizations = [0.01, 0.1, 1.0]
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class_weights_list = [{0: 1, 1: 1}, {0: 1, 1: 2}, {0: 1, 1: 3}]
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class_weights_list = [{0: 1, 1: 1}, {0: 1, 1: 2}, {0: 1, 1: 3}]
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thresholds = [0.5, 0.55, 0.6, 0.65]
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# 进行暴力搜索找到最佳参数组合
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best_weights, best_params = brute_force_search(X_train, y_train, X_test, y_test, learning_rates, iterations_list, regularizations, class_weights_list, thresholds)
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print("最佳权重:", best_weights)
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# 使用最佳权重和阈值在测试集上评估
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y_pred = [predict_logreg(x, best_weights, threshold=best_params['threshold']) for x in X_test]
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accuracy = np.mean(y_pred == y_test)
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print(f"最终测试集准确率: {accuracy}")
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# 进行网格搜索以找到最佳超参数组合
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# 进行网格搜索以找到最佳超参数组合
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best_weights, best_params = grid_search(X_train, y_train, learning_rates, iterations_list, regularizations, class_weights_list)
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best_weights, best_params = grid_search(X_train, y_train, learning_rates, iterations_list, regularizations, class_weights_list)
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print("最佳权重:", best_weights)
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print("最佳权重:", best_weights)
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