09-theano/09.09-logistic-regression-.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Theano 实例：Logistic 回归"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "Using gpu device 0: GeForce GTX 850M\n"
     ]
    }
   ],
   "source": [
    "%matplotlib inline\n",
    "import numpy as np\n",
    "import matplotlib.pyplot as plt\n",
    "import theano\n",
    "import theano.tensor as T"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## sigmoid 函数"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "一个 `logistic` 曲线由 `sigmoid` 函数给出：\n",
    "$$s(x) = \\frac{1}{1+e^{-x}}$$"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "我们来定义一个 `elementwise` 的 sigmoid 函数："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "x = T.matrix('x')\n",
    "s = 1 / (1 + T.exp(-x))\n",
    "sigmoid = theano.function([x], s, allow_input_downcast=True)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "这里 `allow_input_downcast=True` 的作用是允许输入 `downcast` 成定义的输入类型："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 0.5       ,  0.7310586 ],\n",
       "       [ 0.26894143,  0.11920293]], dtype=float32)"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sigmoid([[ 0, 1],\n",
    "         [-1,-2]])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "其图像如下所示："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "image/png": 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RS39fjys+LpMr8XhcteMyuRKPx5U/PuSQQ7rFcRy+sBH21ErSJowfP57+/fsz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\ntZIkSUo9i1pJkiSl3v8H7tR/QglpVT0AAAAASUVORK5CYII=\n",
      "text/plain": [
       "<matplotlib.figure.Figure at 0x28e28048>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "X = np.linspace(-6, 6, 100)\n",
    "X = X[np.newaxis,:]\n",
    "\n",
    "plt.figure(figsize=(12,5))\n",
    "\n",
    "plt.plot(X.flatten(), sigmoid(X).flatten(), linewidth=2)\n",
    "\n",
    "# 美化图像的操作\n",
    "#=========================\n",
    "plt.grid('on')\n",
    "plt.yticks([0,0.5,1])\n",
    "\n",
    "ax = plt.gca()\n",
    "ax.spines['right'].set_color('none')\n",
    "ax.spines['top'].set_color('none')\n",
    "\n",
    "ax.yaxis.set_ticks_position('left')\n",
    "ax.spines['left'].set_position(('data', 0))\n",
    "\n",
    "plt.legend([r'$s(x)=\\frac{1}{1+e^{-x}}$'], loc=0, fontsize=20)\n",
    "#=========================\n",
    "\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## sigmoid 函数与 tanh 函数的关系"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "`sigmoid` 函数与 `tanh` 之间有如下的转化关系：\n",
    "$$s(x)=\\frac{1}{1+e^{-x}}=\\frac{1+\\tanh(x/2)}{2}$$"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 0.5       ,  0.7310586 ],\n",
       "       [ 0.26894143,  0.11920291]], dtype=float32)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "s2 = (1 + T.tanh(x / 2)) / 2\n",
    "\n",
    "sigmoid2 = theano.function([x], s2)\n",
    "\n",
    "sigmoid2([[ 0, 1],\n",
    "          [-1,-2]])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## logistic 回归"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "简单的二元逻辑回归问题可以这样描述：我们要对数据点 $x = (x_1, ..., x_n)$ 进行 0-1 分类，参数为 $w = (w_1, ..., w_n), b$，我们的假设函数如下：\n",
    "\n",
    "$$\n",
    "\\begin{align}\n",
    "h_{w,b}(x) & = P(Y=1|X=x) \\\\\n",
    "& = sigmoid(z) \\\\\n",
    "& =\\frac{1}{1 + e^{-z}}\\\\\n",
    "\\end{align}\n",
    "$$\n",
    "\n",
    "其中\n",
    "\n",
    "$$\n",
    "\\begin{align}\n",
    "z & = x_1w_1 + ... + x_nw_n + b\\\\\n",
    "& = w^T x + b\\\\\n",
    "\\end{align}\n",
    "$$\n",
    "\n",
    "对于一个数据点 $(x, y), y\\in \\{0,1\\}$ 来说，我们的目标是希望 $h_{w,b}(x)$ 的值尽量接近于 $y$。\n",
    "\n",
    "由于数值在 0-1 之间，我们用交叉熵来衡量 $h_{w,b}(x)$ 和 $y$ 的差异：\n",
    "\n",
    "$$- y \\log(h_{w,b}(x)) - (1-y) \\log(1-h_{w,b}(x))$$\n",
    "\n",
    "对于一组数据，我们定义损失函数为所有差异的均值，然后通过梯度下降法来优化损失函数，得到最优的参数 $w, b$。"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 实例"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "生成随机数据："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "rng = np.random\n",
    "\n",
    "# 数据大小和规模\n",
    "N = 400\n",
    "feats = 784\n",
    "\n",
    "# D = (X, Y)\n",
    "D = (rng.randn(N, feats), rng.randint(size=N, low=0, high=2))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "定义 `theano` 变量："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "x = T.matrix('x')\n",
    "y = T.vector('y')\n",
    "\n",
    "# 要更新的变量：\n",
    "w = theano.shared(rng.randn(feats), name='w')\n",
    "b = theano.shared(0., name='b')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "定义模型："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "h = 1 / (1 + T.exp(-T.dot(x, w) - b))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "当 $h > 0.5$ 时，认为该类的标签为 1："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "prediction = h > 0.5"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "损失函数和梯度："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "cost = - T.mean(y * T.log(h) + (1 - y) * T.log(1 - h)) + 0.01 * T.sum(w ** 2)  # 正则项，防止过拟合\n",
    "gw, gb = T.grad(cost, [w, b])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "编译训练和预测函数："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "train = theano.function(inputs=[x, y],\n",
    "                        outputs=cost,\n",
    "                        updates=[[w, w - 0.1 * gw], [b, b - 0.1 * gb]], \n",
    "                        allow_input_downcast=True)\n",
    "\n",
    "predict = theano.function(inputs=[x],\n",
    "                          outputs=prediction,\n",
    "                          allow_input_downcast=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "iter     0, error 19.295896\n",
      "iter  1000, error 0.210341\n",
      "iter  2000, error 0.126124\n",
      "iter  3000, error 0.124872\n",
      "iter  4000, error 0.124846\n",
      "iter  5000, error 0.124845\n",
      "iter  6000, error 0.124845\n",
      "iter  7000, error 0.124845\n",
      "iter  8000, error 0.124845\n",
      "iter  9000, error 0.124845\n",
      "iter 10000, error 0.124845\n"
     ]
    }
   ],
   "source": [
    "for i in xrange(10001):\n",
    "    err = train(D[0], D[1])\n",
    "    if i % 1000 == 0:\n",
    "        print 'iter %5d, error %f' % (i, err)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "查看结果："
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[0 0 0 1 1 0 1 1 1 0 0 1 1 1 1 1 0 1 1 1 0 1 1 0 1 0 1 0 0 1 1 0 0 0 0 1 0\n",
      " 1 1 0 0 0 0 1 0 0 1 1 0 1 1 1 0 0 0 1 0 0 1 1 0 1 0 1 1 1 0 0 0 0 0 1 0 0\n",
      " 0 1 0 1 0 0 1 1 0 1 0 0 0 1 0 1 1 1 0 1 1 0 1 0 0 1 0 0 1 0 1 1 1 1 0 1 0\n",
      " 0 0 0 1 0 1 0 1 1 0 1 0 1 0 1 0 0 0 1 0 0 0 1 0 1 1 0 1 0 1 1 0 0 0 0 0 1\n",
      " 1 1 0 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 0 1 0 0 1 0 1 1 0 1 1 0 0 1 1 1 1 1\n",
      " 1 0 1 0 0 1 0 0 1 1 1 1 0 1 0 1 0 1 1 1 1 0 1 0 0 1 1 1 0 0 0 1 0 0 0 1 0\n",
      " 1 0 1 0 0 0 0 0 1 1 1 0 0 1 1 0 1 1 0 0 1 0 1 1 1 1 1 1 0 0 0 1 1 1 0 1 1\n",
      " 0 1 0 0 1 0 1 0 1 0 0 1 0 1 0 0 0 0 0 0 0 1 1 1 1 1 0 1 1 0 0 1 1 1 1 1 1\n",
      " 0 0 1 1 0 0 0 1 0 1 1 0 1 0 0 1 0 0 0 1 0 1 1 1 0 1 0 1 0 1 0 1 0 1 0 1 0\n",
      " 0 1 0 0 0 0 0 1 1 0 1 1 0 1 1 0 0 1 0 1 1 0 0 1 1 1 0 1 0 1 1 1 0 1 0 0 1\n",
      " 0 1 0 1 0 0 1 0 0 1 1 1 0 1 1 0 0 1 0 1 1 0 1 0 1 0 0 1 1 0]\n"
     ]
    }
   ],
   "source": [
    "print D[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[0 0 0 1 1 0 1 1 1 0 0 1 1 1 1 1 0 1 1 1 0 1 1 0 1 0 1 0 0 1 1 0 0 0 0 1 0\n",
      " 1 1 0 0 0 0 1 0 0 1 1 0 1 1 1 0 0 0 1 0 0 1 1 0 1 0 1 1 1 0 0 0 0 0 1 0 0\n",
      " 0 1 0 1 0 0 1 1 0 1 0 0 0 1 0 1 1 1 0 1 1 0 1 0 0 1 0 0 1 0 1 1 1 1 0 1 0\n",
      " 0 0 0 1 0 1 0 1 1 0 1 0 1 0 1 0 0 0 1 0 0 0 1 0 1 1 0 1 0 1 1 0 0 0 0 0 1\n",
      " 1 1 0 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 0 1 0 0 1 0 1 1 0 1 1 0 0 1 1 1 1 1\n",
      " 1 0 1 0 0 1 0 0 1 1 1 1 0 1 0 1 0 1 1 1 1 0 1 0 0 1 1 1 0 0 0 1 0 0 0 1 0\n",
      " 1 0 1 0 0 0 0 0 1 1 1 0 0 1 1 0 1 1 0 0 1 0 1 1 1 1 1 1 0 0 0 1 1 1 0 1 1\n",
      " 0 1 0 0 1 0 1 0 1 0 0 1 0 1 0 0 0 0 0 0 0 1 1 1 1 1 0 1 1 0 0 1 1 1 1 1 1\n",
      " 0 0 1 1 0 0 0 1 0 1 1 0 1 0 0 1 0 0 0 1 0 1 1 1 0 1 0 1 0 1 0 1 0 1 0 1 0\n",
      " 0 1 0 0 0 0 0 1 1 0 1 1 0 1 1 0 0 1 0 1 1 0 0 1 1 1 0 1 0 1 1 1 0 1 0 0 1\n",
      " 0 1 0 1 0 0 1 0 0 1 1 1 0 1 1 0 0 1 0 1 1 0 1 0 1 0 0 1 1 0]\n"
     ]
    }
   ],
   "source": [
    "print predict(D[0])"
   ]
  }
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