#!/usr/bin/env python3 # -*- coding:UTF-8 -*- import matplotlib.pyplot as plt import numpy as np """ 函数说明:梯度上升算法测试函数 求函数f(x) = -x^2 + 4x的极大值 Parameters: 无 Returns: 无 Author: Jack Cui Blog: http://blog.csdn.net/c406495762 Zhihu: https://www.zhihu.com/people/Jack--Cui/ Modify: 2017-08-28 """ def Gradient_Ascent_test(): def f_prime(x_old): #f(x)的导数 return -2 * x_old + 4 x_old = -1 #初始值,给一个小于x_new的值 x_new = 0 #梯度上升算法初始值,即从(0,0)开始 alpha = 0.01 #步长,也就是学习速率,控制更新的幅度 presision = 0.00000001 #精度,也就是更新阈值 while abs(x_new - x_old) > presision: x_old = x_new x_new = x_old + alpha * f_prime(x_old) #上面提到的公式 print(x_new) #打印最终求解的极值近似值 """ 函数说明:加载数据 Parameters: 无 Returns: dataMat - 数据列表 labelMat - 标签列表 Author: Jack Cui Blog: http://blog.csdn.net/c406495762 Zhihu: https://www.zhihu.com/people/Jack--Cui/ Modify: 2017-08-28 """ def loadDataSet(): dataMat = [] #创建数据列表 labelMat = [] #创建标签列表 fr = open('testSet.txt') #打开文件 for line in fr.readlines(): #逐行读取 lineArr = line.strip().split() #去回车,放入列表 dataMat.append([1.0, float(lineArr[0]), float(lineArr[1])]) #添加数据 labelMat.append(int(lineArr[2])) #添加标签 fr.close() #关闭文件 return dataMat, labelMat #返回 """ 函数说明:sigmoid函数 Parameters: inX - 数据 Returns: sigmoid函数 Author: Jack Cui Blog: http://blog.csdn.net/c406495762 Zhihu: https://www.zhihu.com/people/Jack--Cui/ Modify: 2017-08-28 """ def sigmoid(inX): return 1.0 / (1 + np.exp(-inX)) """ 函数说明:梯度上升算法 Parameters: dataMatIn - 数据集 classLabels - 数据标签 Returns: weights.getA() - 求得的权重数组(最优参数) Author: Jack Cui Blog: http://blog.csdn.net/c406495762 Zhihu: https://www.zhihu.com/people/Jack--Cui/ Modify: 2017-08-28 """ def gradAscent(dataMatIn, classLabels): dataMatrix = np.mat(dataMatIn) #转换成numpy的mat labelMat = np.mat(classLabels).transpose() #转换成numpy的mat,并进行转置 m, n = np.shape(dataMatrix) #返回dataMatrix的大小。m为行数,n为列数。 alpha = 0.001 #移动步长,也就是学习速率,控制更新的幅度。 maxCycles = 500 #最大迭代次数 weights = np.ones((n,1)) for k in range(maxCycles): h = sigmoid(dataMatrix * weights) #梯度上升矢量化公式 error = labelMat - h weights = weights + alpha * dataMatrix.transpose() * error return weights.getA() #将矩阵转换为数组,返回权重数组 """ 函数说明:绘制数据集 Parameters: 无 Returns: 无 Author: Jack Cui Blog: http://blog.csdn.net/c406495762 Zhihu: https://www.zhihu.com/people/Jack--Cui/ Modify: 2017-08-30 """ def plotDataSet(): dataMat, labelMat = loadDataSet() #加载数据集 dataArr = np.array(dataMat) #转换成numpy的array数组 n = np.shape(dataMat)[0] #数据个数 xcord1 = []; ycord1 = [] #正样本 xcord2 = []; ycord2 = [] #负样本 for i in range(n): #根据数据集标签进行分类 if int(labelMat[i]) == 1: xcord1.append(dataArr[i,1]); ycord1.append(dataArr[i,2]) #1为正样本 else: xcord2.append(dataArr[i,1]); ycord2.append(dataArr[i,2]) #0为负样本 fig = plt.figure() ax = fig.add_subplot(111) #添加subplot ax.scatter(xcord1, ycord1, s = 20, c = 'red', marker = 's',alpha=.5)#绘制正样本 ax.scatter(xcord2, ycord2, s = 20, c = 'green',alpha=.5) #绘制负样本 plt.title('DataSet') #绘制title plt.xlabel('X1'); plt.ylabel('X2') #绘制label plt.show() #显示 """ 函数说明:绘制数据集 Parameters: weights - 权重参数数组 Returns: 无 Author: Jack Cui Blog: http://blog.csdn.net/c406495762 Zhihu: https://www.zhihu.com/people/Jack--Cui/ Modify: 2017-08-30 """ def plotBestFit(weights): dataMat, labelMat = loadDataSet() #加载数据集 dataArr = np.array(dataMat) #转换成numpy的array数组 n = np.shape(dataMat)[0] #数据个数 xcord1 = []; ycord1 = [] #正样本 xcord2 = []; ycord2 = [] #负样本 for i in range(n): #根据数据集标签进行分类 if int(labelMat[i]) == 1: xcord1.append(dataArr[i,1]); ycord1.append(dataArr[i,2]) #1为正样本 else: xcord2.append(dataArr[i,1]); ycord2.append(dataArr[i,2]) #0为负样本 fig = plt.figure() ax = fig.add_subplot(111) #添加subplot ax.scatter(xcord1, ycord1, s = 20, c = 'red', marker = 's',alpha=.5)#绘制正样本 ax.scatter(xcord2, ycord2, s = 20, c = 'green',alpha=.5) #绘制负样本 x = np.arange(-3.0, 3.0, 0.1) y = (-weights[0] - weights[1] * x) / weights[2] ax.plot(x, y) plt.title('BestFit') #绘制title plt.xlabel('X1'); plt.ylabel('X2') #绘制label plt.show() if __name__ == '__main__': dataMat, labelMat = loadDataSet() weights = gradAscent(dataMat, labelMat) plotBestFit(weights)