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Logistic回归,梯度上升算法理论详解和实现

2014-10-24 09:52 357 查看
经过对Logistic回归理论的学习,推导出取对数后的似然函数为

def gradAscent(dataMatIn, classLabels):
dataMatrix = mat(dataMatIn)             #convert to NumPy matrix
labelMat = mat(classLabels).transpose() #convert to NumPy matrix
m,n = shape(dataMatrix)
alpha = 0.001
maxCycles = 500
weights = ones((n,1))
for k in range(maxCycles):              #heavy on matrix operations
h = sigmoid(dataMatrix*weights)     #matrix mult
error = (labelMat - h)              #vector subtraction
weights = weights + alpha * dataMatrix.transpose()* error #matrix mult
return weights


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