diff --git a/doc/pub/LogReg/html/._LogReg-bs000.html b/doc/pub/LogReg/html/._LogReg-bs000.html index 650c44c89..e0c52c982 100644 --- a/doc/pub/LogReg/html/._LogReg-bs000.html +++ b/doc/pub/LogReg/html/._LogReg-bs000.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs001.html b/doc/pub/LogReg/html/._LogReg-bs001.html index c05eb5ea9..320a0ed28 100644 --- a/doc/pub/LogReg/html/._LogReg-bs001.html +++ b/doc/pub/LogReg/html/._LogReg-bs001.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs002.html b/doc/pub/LogReg/html/._LogReg-bs002.html index 840803a49..0650485d2 100644 --- a/doc/pub/LogReg/html/._LogReg-bs002.html +++ b/doc/pub/LogReg/html/._LogReg-bs002.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs003.html b/doc/pub/LogReg/html/._LogReg-bs003.html index 7ad920f8b..b6a901195 100644 --- a/doc/pub/LogReg/html/._LogReg-bs003.html +++ b/doc/pub/LogReg/html/._LogReg-bs003.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs004.html b/doc/pub/LogReg/html/._LogReg-bs004.html index c372ae939..98842f40e 100644 --- a/doc/pub/LogReg/html/._LogReg-bs004.html +++ b/doc/pub/LogReg/html/._LogReg-bs004.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs005.html b/doc/pub/LogReg/html/._LogReg-bs005.html index 4b4948a3f..2f0e9d804 100644 --- a/doc/pub/LogReg/html/._LogReg-bs005.html +++ b/doc/pub/LogReg/html/._LogReg-bs005.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs006.html b/doc/pub/LogReg/html/._LogReg-bs006.html index eaffb8cd5..f70cc65fa 100644 --- a/doc/pub/LogReg/html/._LogReg-bs006.html +++ b/doc/pub/LogReg/html/._LogReg-bs006.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs007.html b/doc/pub/LogReg/html/._LogReg-bs007.html index 3e9d8aa5e..eec98fbca 100644 --- a/doc/pub/LogReg/html/._LogReg-bs007.html +++ b/doc/pub/LogReg/html/._LogReg-bs007.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs008.html b/doc/pub/LogReg/html/._LogReg-bs008.html index edf49abce..64064e1e9 100644 --- a/doc/pub/LogReg/html/._LogReg-bs008.html +++ b/doc/pub/LogReg/html/._LogReg-bs008.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs009.html b/doc/pub/LogReg/html/._LogReg-bs009.html index d84c6e902..011453f10 100644 --- a/doc/pub/LogReg/html/._LogReg-bs009.html +++ b/doc/pub/LogReg/html/._LogReg-bs009.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs010.html b/doc/pub/LogReg/html/._LogReg-bs010.html index e6b64d96f..9fe230eef 100644 --- a/doc/pub/LogReg/html/._LogReg-bs010.html +++ b/doc/pub/LogReg/html/._LogReg-bs010.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs011.html b/doc/pub/LogReg/html/._LogReg-bs011.html index 5849f6046..bee7ad56e 100644 --- a/doc/pub/LogReg/html/._LogReg-bs011.html +++ b/doc/pub/LogReg/html/._LogReg-bs011.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs012.html b/doc/pub/LogReg/html/._LogReg-bs012.html index ee466cb80..ba2c3b4ab 100644 --- a/doc/pub/LogReg/html/._LogReg-bs012.html +++ b/doc/pub/LogReg/html/._LogReg-bs012.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs013.html b/doc/pub/LogReg/html/._LogReg-bs013.html index fdcfdddd3..7e4c0ecc8 100644 --- a/doc/pub/LogReg/html/._LogReg-bs013.html +++ b/doc/pub/LogReg/html/._LogReg-bs013.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs014.html b/doc/pub/LogReg/html/._LogReg-bs014.html index 0336adf6a..fef16369a 100644 --- a/doc/pub/LogReg/html/._LogReg-bs014.html +++ b/doc/pub/LogReg/html/._LogReg-bs014.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • @@ -125,11 +125,11 @@ MathJax.Hub.Config({ -

    The Softmax function

    +

    More classes

    In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. +in terms of a slightly modified function, the so-called Softmax function.

    The softmax function is used in various multiclass classification diff --git a/doc/pub/LogReg/html/._LogReg-bs015.html b/doc/pub/LogReg/html/._LogReg-bs015.html index 10e41b46f..b63592ebe 100644 --- a/doc/pub/LogReg/html/._LogReg-bs015.html +++ b/doc/pub/LogReg/html/._LogReg-bs015.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({

  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/._LogReg-bs016.html b/doc/pub/LogReg/html/._LogReg-bs016.html index 9db32b0dd..7dda31faf 100644 --- a/doc/pub/LogReg/html/._LogReg-bs016.html +++ b/doc/pub/LogReg/html/._LogReg-bs016.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/LogReg-bs.html b/doc/pub/LogReg/html/LogReg-bs.html index 650c44c89..e0c52c982 100644 --- a/doc/pub/LogReg/html/LogReg-bs.html +++ b/doc/pub/LogReg/html/LogReg-bs.html @@ -54,7 +54,7 @@ Automatically generated HTML file from DocOnce source ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -107,7 +107,7 @@ MathJax.Hub.Config({
  • A more compact expression
  • Extending to more predictors
  • Including more classes
  • -
  • The Softmax function
  • +
  • More classes
  • A simple classification problem
  • The Credit Card example
  • diff --git a/doc/pub/LogReg/html/LogReg-reveal.html b/doc/pub/LogReg/html/LogReg-reveal.html index d8a85ea5f..ec8858f80 100644 --- a/doc/pub/LogReg/html/LogReg-reveal.html +++ b/doc/pub/LogReg/html/LogReg-reveal.html @@ -552,11 +552,11 @@ and the model is specified in term of \( K-1 \) so-called log-odds or
    -

    The Softmax function

    +

    More classes

    In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. +in terms of a slightly modified function, the so-called Softmax function.

    The softmax function is used in various multiclass classification diff --git a/doc/pub/LogReg/html/LogReg-solarized.html b/doc/pub/LogReg/html/LogReg-solarized.html index bf9db1109..0221a032e 100644 --- a/doc/pub/LogReg/html/LogReg-solarized.html +++ b/doc/pub/LogReg/html/LogReg-solarized.html @@ -48,7 +48,7 @@ div { text-align: justify; text-justify: inter-word; } ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -453,11 +453,11 @@ and the model is specified in term of \( K-1 \) so-called log-odds or











    -

    The Softmax function

    +

    More classes

    In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. +in terms of a slightly modified function, the so-called Softmax function.

    The softmax function is used in various multiclass classification diff --git a/doc/pub/LogReg/html/LogReg.html b/doc/pub/LogReg/html/LogReg.html index 7e5157338..f648e4505 100644 --- a/doc/pub/LogReg/html/LogReg.html +++ b/doc/pub/LogReg/html/LogReg.html @@ -53,7 +53,7 @@ div { text-align: justify; text-justify: inter-word; } ('A more compact expression', 2, None, '___sec10'), ('Extending to more predictors', 2, None, '___sec11'), ('Including more classes', 2, None, '___sec12'), - ('The Softmax function', 2, None, '___sec13'), + ('More classes', 2, None, '___sec13'), ('A simple classification problem', 2, None, '___sec14'), ('The Credit Card example', 2, None, '___sec15')]} end of tocinfo --> @@ -458,11 +458,11 @@ and the model is specified in term of \( K-1 \) so-called log-odds or











    -

    The Softmax function

    +

    More classes

    In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. +in terms of a slightly modified function, the so-called Softmax function.

    The softmax function is used in various multiclass classification diff --git a/doc/pub/LogReg/ipynb/LogReg.ipynb b/doc/pub/LogReg/ipynb/LogReg.ipynb index f9502ccdb..d2044aef2 100644 --- a/doc/pub/LogReg/ipynb/LogReg.ipynb +++ b/doc/pub/LogReg/ipynb/LogReg.ipynb @@ -535,10 +535,10 @@ "**logit** transformations.\n", "\n", "\n", - "## The Softmax function\n", + "## More classes\n", "\n", "In our discussion of neural networks we will encounter the above again\n", - "in terms of the so-called **Softmax** function.\n", + "in terms of a slightly modified function, the so-called **Softmax** function.\n", "\n", "The softmax function is used in various multiclass classification\n", "methods, such as multinomial logistic regression (also known as\n", diff --git a/doc/pub/LogReg/ipynb/ipynb-LogReg-src.tar.gz b/doc/pub/LogReg/ipynb/ipynb-LogReg-src.tar.gz index aa6290087..14b03d78d 100644 Binary files a/doc/pub/LogReg/ipynb/ipynb-LogReg-src.tar.gz and b/doc/pub/LogReg/ipynb/ipynb-LogReg-src.tar.gz differ diff --git a/doc/pub/LogReg/pdf/LogReg-minted.pdf b/doc/pub/LogReg/pdf/LogReg-minted.pdf index d2d742491..93a91182f 100644 Binary files a/doc/pub/LogReg/pdf/LogReg-minted.pdf and b/doc/pub/LogReg/pdf/LogReg-minted.pdf differ diff --git a/doc/src/LogisticRegression/LogReg-bs.html b/doc/src/LogisticRegression/LogReg-bs.html deleted file mode 100644 index 650c44c89..000000000 --- a/doc/src/LogisticRegression/LogReg-bs.html +++ /dev/null @@ -1,189 +0,0 @@ - - - - - - - - -Data Analysis and Machine Learning: Logistic Regression - - - - - - - - - - - - - - - - - - - - - - - -

    - - -
    - -

     

     

     

    - - - - - - -
    -

    Data Analysis and Machine Learning: Logistic Regression

    - -

    - - -

    -Morten Hjorth-Jensen [1, 2] -
    - -

    - - -

    [1] Department of Physics, University of Oslo
    -
    [2] Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University
    -
    -

    -

    Sep 19, 2019

    -
    -

    -

    - -

    - - -
    - - - - - - - -
    - © 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license -
    - - - - - - diff --git a/doc/src/LogisticRegression/LogReg-minted.pdf b/doc/src/LogisticRegression/LogReg-minted.pdf deleted file mode 100644 index d2d742491..000000000 Binary files a/doc/src/LogisticRegression/LogReg-minted.pdf and /dev/null differ diff --git a/doc/src/LogisticRegression/LogReg-plain-minted.tex b/doc/src/LogisticRegression/LogReg-plain-minted.tex deleted file mode 100644 index 26660e796..000000000 --- a/doc/src/LogisticRegression/LogReg-plain-minted.tex +++ /dev/null @@ -1,738 +0,0 @@ -%% -%% Automatically generated file from DocOnce source -%% (https://github.com/hplgit/doconce/) -%% -%% - - -%-------------------- begin preamble ---------------------- - -\documentclass[% -oneside, % oneside: electronic viewing, twoside: printing -final, % draft: marks overfull hboxes, figures with paths -10pt]{article} - -\listfiles % print all files needed to compile this document - -\usepackage{relsize,makeidx,color,setspace,amsmath,amsfonts,amssymb} -\usepackage[table]{xcolor} -\usepackage{bm,ltablex,microtype} - -\usepackage[pdftex]{graphicx} - -\usepackage{fancyvrb} % packages needed for verbatim environments -\usepackage{minted} -\usemintedstyle{default} - -\usepackage[T1]{fontenc} -%\usepackage[latin1]{inputenc} -\usepackage{ucs} -\usepackage[utf8x]{inputenc} - -\usepackage{lmodern} % Latin Modern fonts derived from Computer Modern - -% Hyperlinks in PDF: -\definecolor{linkcolor}{rgb}{0,0,0.4} -\usepackage{hyperref} -\hypersetup{ - breaklinks=true, - colorlinks=true, - linkcolor=linkcolor, - urlcolor=linkcolor, - citecolor=black, - filecolor=black, - %filecolor=blue, - pdfmenubar=true, - pdftoolbar=true, - bookmarksdepth=3 % Uncomment (and tweak) for PDF bookmarks with more levels than the TOC - } -%\hyperbaseurl{} % hyperlinks are relative to this root - -\setcounter{tocdepth}{2} % levels in table of contents - -% --- fancyhdr package for fancy headers --- -\usepackage{fancyhdr} -\fancyhf{} % sets both header and footer to nothing -\renewcommand{\headrulewidth}{0pt} -\fancyfoot[LE,RO]{\thepage} -% Ensure copyright on titlepage (article style) and chapter pages (book style) -\fancypagestyle{plain}{ - \fancyhf{} - \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, Morten Hjorth-Jensen. 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Released under CC Attribution-NonCommercial 4.0 license}} - \renewcommand{\footrulewidth}{0mm} - \renewcommand{\headrulewidth}{0mm} -} - -\pagestyle{fancy} - - -% prevent orhpans and widows -\clubpenalty = 10000 -\widowpenalty = 10000 - -% --- end of standard preamble for documents --- - - -% insert custom LaTeX commands... - -\raggedbottom -\makeindex -\usepackage[totoc]{idxlayout} % for index in the toc -\usepackage[nottoc]{tocbibind} % for references/bibliography in the toc - -%-------------------- end preamble ---------------------- - -\begin{document} - -% matching end for #ifdef PREAMBLE - -\newcommand{\exercisesection}[1]{\subsection*{#1}} - - -% ------------------- main content ---------------------- - - - -% ----------------- title ------------------------- - -\thispagestyle{empty} - -\begin{center} -{\LARGE\bf -\begin{spacing}{1.25} -Data Analysis and Machine Learning: Logistic Regression -\end{spacing} -} -\end{center} - -% ----------------- author(s) ------------------------- - -\begin{center} -{\bf Morten Hjorth-Jensen${}^{1, 2}$} \\ [0mm] -\end{center} - -\begin{center} -% List of all institutions: -\centerline{{\small ${}^1$Department of Physics, University of Oslo}} -\centerline{{\small ${}^2$Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University}} -\end{center} - -% ----------------- end author(s) ------------------------- - -% --- begin date --- -\begin{center} -Sep 19, 2019 -\end{center} -% --- end date --- - -\vspace{1cm} - - -% !split -\subsection*{Logistic Regression} - -In linear regression our main interest was centered on learning the -coefficients of a functional fit (say a polynomial) in order to be -able to predict the response of a continuous variable on some unseen -data. The fit to the continuous variable $y_i$ is based on some -independent variables $\hat{x}_i$. Linear regression resulted in -analytical expressions for standard ordinary Least Squares or Ridge -regression (in terms of matrices to invert) for several quantities, -ranging from the variance and thereby the confidence intervals of the -parameters $\hat{\beta}$ to the mean squared error. If we can invert -the product of the design matrices, linear regression gives then a -simple recipe for fitting our data. - - -Classification problems, however, are concerned with outcomes taking -the form of discrete variables (i.e.~categories). We may for example, -on the basis of DNA sequencing for a number of patients, like to find -out which mutations are important for a certain disease; or based on -scans of various patients' brains, figure out if there is a tumor or -not; or given a specific physical system, we'd like to identify its -state, say whether it is an ordered or disordered system (typical -situation in solid state physics); or classify the status of a -patient, whether she/he has a stroke or not and many other similar -situations. - -The most common situation we encounter when we apply logistic -regression is that of two possible outcomes, normally denoted as a -binary outcome, true or false, positive or negative, success or -failure etc. - -% !split -\subsection*{Optimization and Deep learning} - -Logistic regression will also serve as our stepping stone towards neural -network algorithms and supervised deep learning. For logistic -learning, the minimization of the cost function leads to a non-linear -equation in the parameters $\hat{\beta}$. The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. - -We note also that many of the topics discussed here -regression are also commonly used in modern supervised Deep Learning -models, as we will see later. - - -% !split -\subsection*{Basics} - -We consider the case where the dependent variables, also called the -responses or the outcomes, $y_i$ are discrete and only take values -from $k=0,\dots,K-1$ (i.e.~$K$ classes). - -The goal is to predict the -output classes from the design matrix $\hat{X}\in\mathbb{R}^{n\times p}$ -made of $n$ samples, each of which carries $p$ features or predictors. The -primary goal is to identify the classes to which new unseen samples -belong. - -Let us specialize to the case of two classes only, with outputs -$y_i=0$ and $y_i=1$. Our outcomes could represent the status of a -credit card user that could default or not on her/his credit card -debt. That is - - -\[ -y_i = \begin{bmatrix} 0 & \mathrm{no}\\ 1 & \mathrm{yes} \end{bmatrix}. -\] - - - -% !split -\subsection*{Linear classifier} - -Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if $y_i > 0.5$ and the no default case $y_i \leq 0.5$. - -We would then have our -weighted linear combination, namely -\begin{equation} -\hat{y} = \hat{X}^T\hat{\beta} + \hat{\epsilon}, -\end{equation} -where $\hat{y}$ is a vector representing the possible outcomes, $\hat{X}$ is our -$n\times p$ design matrix and $\hat{\beta}$ represents our estimators/predictors. - -% !split -\subsection*{Some selected properties} - -The main problem with our function is that it -takes values on the entire real axis. In the case of -logistic regression, however, the labels $y_i$ are discrete -variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to $y_i=1$ and not to $y_i=0$ for one the persons in the data set (see the full example below). - -One simple way to get a discrete output is to have sign -functions that map the output of a linear regressor to values $\{0,1\}$, -$f(s_i)=sign(s_i)=1$ if $s_i\ge 0$ and 0 if otherwise. -We will encounter this model in our first demonstration of neural networks. Historically it is called the ``perceptron" model in the machine learning -literature. This model is extremely simple. However, in many cases it is more -favorable to use a ``soft" classifier that outputs -the probability of a given category. This leads us to the logistic function. - - -% !split -\subsection*{The logistic function} - -The perceptron is an example of a ``hard classification'' model. We -will encounter this model when we discuss neural networks as -well. Each datapoint is deterministically assigned to a category (i.e -$y_i=0$ or $y_i=1$). In many cases, it is favorable to have a ``soft'' -classifier that outputs the probability of a given category rather -than a single value. For example, given $x_i$, the classifier -outputs the probability of being in a category $k$. Logistic regression -is the most common example of a so-called soft classifier. In logistic -regression, the probability that a data point $x_i$ -belongs to a category $y_i=\{0,1\}$ is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event, -\[ -p(t) = \frac{1}{1+\mathrm \exp{-t}}=\frac{\exp{t}}{1+\mathrm \exp{t}}. -\] -Note that $1-p(t)= p(-t)$. -The following code plots the logistic function, the step function and other functions we will encounter from here and on. - - -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} -"""The sigmoid function (or the logistic curve) is a -function that takes any real number, z, and outputs a number (0,1). -It is useful in neural networks for assigning weights on a relative scale. -The value z is the weighted sum of parameters involved in the learning algorithm.""" - -import numpy -import matplotlib.pyplot as plt -import math as mt - -z = numpy.arange(-5, 5, .1) -sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z))) -sigma = sigma_fn(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, sigma) -ax.set_ylim([-0.1, 1.1]) -ax.set_xlim([-5,5]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('sigmoid function') - -plt.show() - -"""Step Function""" -z = numpy.arange(-5, 5, .02) -step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0) -step = step_fn(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, step) -ax.set_ylim([-0.5, 1.5]) -ax.set_xlim([-5,5]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('step function') - -plt.show() - -"""tanh Function""" -z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1) -t = numpy.tanh(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, t) -ax.set_ylim([-1.0, 1.0]) -ax.set_xlim([-2*mt.pi,2*mt.pi]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('tanh function') - -plt.show() -\end{minted} - - - - - - - -% !split -\subsection*{Two parameters} - -We assume now that we have two classes with $y_i$ either $0$ or $1$. Furthermore we assume also that we have only two parameters $\beta$ in our fitting of the Sigmoid function, that is we define probabilities -\begin{align*} -p(y_i=1|x_i,\hat{\beta}) &= \frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}},\nonumber\\ -p(y_i=0|x_i,\hat{\beta}) &= 1 - p(y_i=1|x_i,\hat{\beta}), -\end{align*} -where $\hat{\beta}$ are the weights we wish to extract from data, in our case $\beta_0$ and $\beta_1$. - -Note that we used -\[ -p(y_i=0\vert x_i, \hat{\beta}) = 1-p(y_i=1\vert x_i, \hat{\beta}). -\] - -% !split -\subsection*{Maximum likelihood} - -In order to define the total likelihood for all possible outcomes from a -dataset $\mathcal{D}=\{(y_i,x_i)\}$, with the binary labels -$y_i\in\{0,1\}$ and where the data points are drawn independently, we use the so-called \href{{https://en.wikipedia.org/wiki/Maximum_likelihood_estimation}}{Maximum Likelihood Estimation} (MLE) principle. -We aim thus at maximizing -the probability of seeing the observed data. We can then approximate the -likelihood in terms of the product of the individual probabilities of a specific outcome $y_i$, that is -\begin{align*} -P(\mathcal{D}|\hat{\beta})& = \prod_{i=1}^n \left[p(y_i=1|x_i,\hat{\beta})\right]^{y_i}\left[1-p(y_i=1|x_i,\hat{\beta}))\right]^{1-y_i}\nonumber \\ -\end{align*} -from which we obtain the log-likelihood and our \textbf{cost/loss} function -\[ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left( y_i\log{p(y_i=1|x_i,\hat{\beta})} + (1-y_i)\log\left[1-p(y_i=1|x_i,\hat{\beta}))\right]\right). -\] - -% !split -\subsection*{The cost function rewritten} - -Reordering the logarithms, we can rewrite the \textbf{cost/loss} function as -\[ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -\] - -The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to $\beta$. -Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that -\[ -\mathcal{C}(\hat{\beta})=-\sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -\] -This equation is known in statistics as the \textbf{cross entropy}. Finally, we note that just as in linear regression, -in practice we often supplement the cross-entropy with additional regularization terms, usually $L_1$ and $L_2$ regularization as we did for Ridge and Lasso regression. - -% !split -\subsection*{Minimizing the cross entropy} - -The cross entropy is a convex function of the weights $\hat{\beta}$ and, -therefore, any local minimizer is a global minimizer. - - -Minimizing this -cost function with respect to the two parameters $\beta_0$ and $\beta_1$ we obtain - -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_0} = -\sum_{i=1}^n \left(y_i -\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right), -\] -and -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_1} = -\sum_{i=1}^n \left(y_ix_i -x_i\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right). -\] - -% !split -\subsection*{A more compact expression} - -Let us now define a vector $\hat{y}$ with $n$ elements $y_i$, an -$n\times p$ matrix $\hat{X}$ which contains the $x_i$ values and a -vector $\hat{p}$ of fitted probabilities $p(y_i\vert x_i,\hat{\beta})$. We can rewrite in a more compact form the first -derivative of cost function as - -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}} = -\hat{X}^T\left(\hat{y}-\hat{p}\right). -\] - -If we in addition define a diagonal matrix $\hat{W}$ with elements -$p(y_i\vert x_i,\hat{\beta})(1-p(y_i\vert x_i,\hat{\beta})$, we can obtain a compact expression of the second derivative as - -\[ -\frac{\partial^2 \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}\partial \hat{\beta}^T} = \hat{X}^T\hat{W}\hat{X}. -\] - -% !split -\subsection*{Extending to more predictors} - -Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with $p$ predictors -\[ -\log{ \frac{p(\hat{\beta}\hat{x})}{1-p(\hat{\beta}\hat{x})}} = \beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p. -\] -Here we defined $\hat{x}=[1,x_1,x_2,\dots,x_p]$ and $\hat{\beta}=[\beta_0, \beta_1, \dots, \beta_p]$ leading to -\[ -p(\hat{\beta}\hat{x})=\frac{ \exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}{1+\exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}. -\] - -% !split -\subsection*{Including more classes} - -Till now we have mainly focused on two classes, the so-called binary -system. Suppose we wish to extend to $K$ classes. Let us for the sake -of simplicity assume we have only two predictors. We have then -following model - -\[ -\log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, -\] -\[ -\log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, -\] -and so on till the class $C=K-1$ class -\[ -\log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, -\] - -and the model is specified in term of $K-1$ so-called log-odds or -\textbf{logit} transformations. - - -% !split -\subsection*{The Softmax function} - -In our discussion of neural networks we will encounter the above again -in terms of the so-called \textbf{Softmax} function. - -The softmax function is used in various multiclass classification -methods, such as multinomial logistic regression (also known as -softmax regression), multiclass linear discriminant analysis, naive -Bayes classifiers, and artificial neural networks. Specifically, in -multinomial logistic regression and linear discriminant analysis, the -input to the function is the result of $K$ distinct linear functions, -and the predicted probability for the $k$-th class given a sample -vector $\hat{x}$ and a weighting vector $\hat{\beta}$ is (with two -predictors): - -\[ -p(C=k\vert \mathbf {x} )=\frac{\exp{(\beta_{k0}+\beta_{k1}x_1)}}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}. -\] -It is easy to extend to more predictors. The final class is -\[ -p(C=K\vert \mathbf {x} )=\frac{1}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}, -\] - -and they sum to one. Our earlier discussions were all specialized to -the case with two classes only. It is easy to see from the above that -what we derived earlier is compatible with these equations. - -To find the optimal parameters we would typically use a gradient -descent method. Newton's method and gradient descent methods are -discussed in the material on \href{{https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html}}{optimization -methods}. - - - - -% !split -\subsection*{A simple classification problem} -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} -import numpy as np -from sklearn import datasets, linear_model -import matplotlib.pyplot as plt - - -def generate_data(): - np.random.seed(0) - X, y = datasets.make_moons(200, noise=0.20) - return X, y - - -def visualize(X, y, clf): - plot_decision_boundary(lambda x: clf.predict(x), X, y) - -def plot_decision_boundary(pred_func, X, y): - # Set min and max values and give it some padding - x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5 - y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5 - h = 0.01 - # Generate a grid of points with distance h between them - xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) - # Predict the function value for the whole gid - Z = pred_func(np.c_[xx.ravel(), yy.ravel()]) - Z = Z.reshape(xx.shape) - # Plot the contour and training examples - plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral) - plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral) - plt.show() - - -def classify(X, y): - clf = linear_model.LogisticRegressionCV() - clf.fit(X, y) - return clf - - -def main(): - X, y = generate_data() - # visualize(X, y) - clf = classify(X, y) - visualize(X, y, clf) - -if __name__ == "__main__": - main() -\end{minted} - - - -% !split -\subsection*{The Credit Card example} -Here we use the the \href{{https://archive.ics.uci.edu/ml/datasets/default+of+credit+card+clients}}{credit card data}. More text to come. - -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} -import pandas as pd -import os -import numpy as np - - -from sklearn.model_selection import train_test_split -from sklearn.preprocessing import OneHotEncoder -from sklearn.compose import ColumnTransformer -from sklearn.preprocessing import StandardScaler, OneHotEncoder -from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score - -# Trying to set the seed -np.random.seed(0) -import random -random.seed(0) - -# Reading file into data frame -cwd = os.getcwd() -filename = cwd + '/default of credit card clients.xls' -nanDict = {} -df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict) - -df.rename(index=str, columns={"default payment next month": "defaultPaymentNextMonth"}, inplace=True) - -# Features and targets -X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values -y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values - -# Categorical variables to one-hot's -onehotencoder = OneHotEncoder(categories="auto") - -X = ColumnTransformer( - [("", onehotencoder, [3]),], - remainder="passthrough" -).fit_transform(X) - -y.shape - -# Train-test split -trainingShare = 0.5 -seed = 1 -XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \ - test_size = 1-trainingShare, - random_state=seed) - -# Input Scaling -sc = StandardScaler() -XTrain = sc.fit_transform(XTrain) -XTest = sc.transform(XTest) - -# One-hot's of the target vector -Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest) - -# Remove instances with zeros only for past bill statements or paid amounts -''' -df = df.drop(df[(df.BILL_AMT1 == 0) & - (df.BILL_AMT2 == 0) & - (df.BILL_AMT3 == 0) & - (df.BILL_AMT4 == 0) & - (df.BILL_AMT5 == 0) & - (df.BILL_AMT6 == 0) & - (df.PAY_AMT1 == 0) & - (df.PAY_AMT2 == 0) & - (df.PAY_AMT3 == 0) & - (df.PAY_AMT4 == 0) & - (df.PAY_AMT5 == 0) & - (df.PAY_AMT6 == 0)].index) -''' -df = df.drop(df[(df.BILL_AMT1 == 0) & - (df.BILL_AMT2 == 0) & - (df.BILL_AMT3 == 0) & - (df.BILL_AMT4 == 0) & - (df.BILL_AMT5 == 0) & - (df.BILL_AMT6 == 0)].index) - -df = df.drop(df[(df.PAY_AMT1 == 0) & - (df.PAY_AMT2 == 0) & - (df.PAY_AMT3 == 0) & - (df.PAY_AMT4 == 0) & - (df.PAY_AMT5 == 0) & - (df.PAY_AMT6 == 0)].index) - -from sklearn.linear_model import LogisticRegression -from sklearn.model_selection import GridSearchCV - -lambdas=np.logspace(-5,7,13) -parameters = [{'C': 1./lambdas, "solver":["lbfgs"]}]#*len(parameters)}] -scoring = ['accuracy', 'roc_auc'] -logReg = LogisticRegression() -gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc') -\end{minted} - -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} - -# "refit" gives the metric used deciding best model. -# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html -gridSearch.fit(XTrain, yTrain.ravel()) - -def gridSearchSummary(method, scoring): - """Prints best parameters from Grid search - and AUC with standard deviation for all - parameter combos """ - - method = eval(method) - if scoring == 'accuracy': - mean = 'mean_test_score' - sd = 'std_test_score' - elif scoring == 'auc': - mean = 'mean_test_roc_auc' - sd = 'std_test_roc_auc' - print("Best: %f using %s" % (method.best_score_, method.best_params_)) - means = method.cv_results_[mean] - stds = method.cv_results_[sd] - params = method.cv_results_['params'] - for mean, stdev, param in zip(means, stds, params): - print("%f (%f) with: %r" % (mean, stdev, param)) - -def createConfusionMatrix(method, printOut=True): - """ - Computes and prints confusion matrices, accuracy scores, - and AUC for test and training sets - """ - confusionArray = np.zeros(6, dtype=object) - method = eval(method) - - # Train - yPredTrain = method.predict(XTrain) - yPredTrain = (yPredTrain > 0.5) - cm = confusion_matrix( - yTrain, yPredTrain) - cm = np.around(cm/cm.sum(axis=1)[:,None], 2) - confusionArray[0] = cm - - accScore = accuracy_score(yTrain, yPredTrain) - confusionArray[1] = accScore - - AUC = roc_auc_score(yTrain, yPredTrain) - confusionArray[2] = AUC - - if printOut: - print('\n################### Training ###############') - print('\nTraining Confusion matrix: \n', cm) - print('\nTraining Accuracy score: \n', accScore) - print('\nTrain AUC: \n', AUC) - - # Test - yPred = method.predict(XTest) - yPred = (yPred > 0.5) - cm = confusion_matrix( - yTest, yPred) - cm = np.around(cm/cm.sum(axis=1)[:,None], 2) - confusionArray[3] = cm - - accScore = accuracy_score(yTest, yPred) - confusionArray[4] = accScore - - AUC = roc_auc_score(yTest, yPred) - confusionArray[5] = AUC - - if printOut: - print('\n################### Testing ###############') - print('\nTest Confusion matrix: \n', cm) - print('\nTest Accuracy score: \n', accScore) - print('\nTestAUC: \n', AUC) - - return confusionArray - - -import matplotlib.pyplot as plt -import seaborn -import scikitplot as skplt - -seaborn.set(style="white", context="notebook", font_scale=1.5, - rc={"axes.grid": True, "legend.frameon": False, -"lines.markeredgewidth": 1.4, "lines.markersize": 10}) -seaborn.set_context("notebook", font_scale=1.5, rc={"lines.linewidth": 4.5}) - -yPred = gridSearch.predict_proba(XTest) -print(yTest.ravel().shape, yPred.shape) - -#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot) -skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred) - -defaults = sum(yTest == 1) -total = len(yTest) -defaultRate = defaults/total -def bestCurve(defaults, total, defaultRate): - x = np.linspace(0, 1, total) - - y1 = np.linspace(0, 1, defaults) - y2 = np.ones(total-defaults) - y3 = np.concatenate([y1,y2]) - return x, y3 - -x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate) -plt.plot(x, best) - - -plt.show() - -\end{minted} - -% ------------------- end of main content --------------- - -\end{document} - diff --git a/doc/src/LogisticRegression/LogReg-reveal.html b/doc/src/LogisticRegression/LogReg-reveal.html deleted file mode 100644 index d8a85ea5f..000000000 --- a/doc/src/LogisticRegression/LogReg-reveal.html +++ /dev/null @@ -1,1004 +0,0 @@ - - - - - - - -Data Analysis and Machine Learning: Logistic Regression - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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    Data Analysis and Machine Learning: Logistic Regression

    - -

    - - -

    -Morten Hjorth-Jensen [1, 2] -
    - -

     
    - - -

    [1] Department of Physics, University of Oslo
    -
    [2] Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University
    -
    -

     
    -

    Sep 19, 2019

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    -

    - -

    - © 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license -
    -
    - - -
    -

    Logistic Regression

    - -

    -In linear regression our main interest was centered on learning the -coefficients of a functional fit (say a polynomial) in order to be -able to predict the response of a continuous variable on some unseen -data. The fit to the continuous variable \( y_i \) is based on some -independent variables \( \hat{x}_i \). Linear regression resulted in -analytical expressions for standard ordinary Least Squares or Ridge -regression (in terms of matrices to invert) for several quantities, -ranging from the variance and thereby the confidence intervals of the -parameters \( \hat{\beta} \) to the mean squared error. If we can invert -the product of the design matrices, linear regression gives then a -simple recipe for fitting our data. - -

    -Classification problems, however, are concerned with outcomes taking -the form of discrete variables (i.e. categories). We may for example, -on the basis of DNA sequencing for a number of patients, like to find -out which mutations are important for a certain disease; or based on -scans of various patients' brains, figure out if there is a tumor or -not; or given a specific physical system, we'd like to identify its -state, say whether it is an ordered or disordered system (typical -situation in solid state physics); or classify the status of a -patient, whether she/he has a stroke or not and many other similar -situations. - -

    -The most common situation we encounter when we apply logistic -regression is that of two possible outcomes, normally denoted as a -binary outcome, true or false, positive or negative, success or -failure etc. -

    - - -
    -

    Optimization and Deep learning

    - -

    -Logistic regression will also serve as our stepping stone towards neural -network algorithms and supervised deep learning. For logistic -learning, the minimization of the cost function leads to a non-linear -equation in the parameters \( \hat{\beta} \). The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. - -

    -We note also that many of the topics discussed here -regression are also commonly used in modern supervised Deep Learning -models, as we will see later. -

    - - -
    -

    Basics

    - -

    -We consider the case where the dependent variables, also called the -responses or the outcomes, \( y_i \) are discrete and only take values -from \( k=0,\dots,K-1 \) (i.e. \( K \) classes). - -

    -The goal is to predict the -output classes from the design matrix \( \hat{X}\in\mathbb{R}^{n\times p} \) -made of \( n \) samples, each of which carries \( p \) features or predictors. The -primary goal is to identify the classes to which new unseen samples -belong. - -

    -Let us specialize to the case of two classes only, with outputs -\( y_i=0 \) and \( y_i=1 \). Our outcomes could represent the status of a -credit card user that could default or not on her/his credit card -debt. That is - -

     
    -$$ -y_i = \begin{bmatrix} 0 & \mathrm{no}\\ 1 & \mathrm{yes} \end{bmatrix}. -$$ -

     
    -

    - - -
    -

    Linear classifier

    - -

    -Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if \( y_i > 0.5 \) and the no default case \( y_i \leq 0.5 \). - -

    -We would then have our -weighted linear combination, namely -

     
    -$$ -\begin{equation} -\hat{y} = \hat{X}^T\hat{\beta} + \hat{\epsilon}, -\tag{1} -\end{equation} -$$ -

     
    - -where \( \hat{y} \) is a vector representing the possible outcomes, \( \hat{X} \) is our -\( n\times p \) design matrix and \( \hat{\beta} \) represents our estimators/predictors. -

    - - -
    -

    Some selected properties

    - -

    -The main problem with our function is that it -takes values on the entire real axis. In the case of -logistic regression, however, the labels \( y_i \) are discrete -variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to \( y_i=1 \) and not to \( y_i=0 \) for one the persons in the data set (see the full example below). - -

    -One simple way to get a discrete output is to have sign -functions that map the output of a linear regressor to values \( \{0,1\} \), -\( f(s_i)=sign(s_i)=1 \) if \( s_i\ge 0 \) and 0 if otherwise. -We will encounter this model in our first demonstration of neural networks. Historically it is called the "perceptron" model in the machine learning -literature. This model is extremely simple. However, in many cases it is more -favorable to use a ``soft" classifier that outputs -the probability of a given category. This leads us to the logistic function. -

    - - -
    -

    The logistic function

    - -

    -The perceptron is an example of a ``hard classification" model. We -will encounter this model when we discuss neural networks as -well. Each datapoint is deterministically assigned to a category (i.e -\( y_i=0 \) or \( y_i=1 \)). In many cases, it is favorable to have a "soft" -classifier that outputs the probability of a given category rather -than a single value. For example, given \( x_i \), the classifier -outputs the probability of being in a category \( k \). Logistic regression -is the most common example of a so-called soft classifier. In logistic -regression, the probability that a data point \( x_i \) -belongs to a category \( y_i=\{0,1\} \) is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event, -

     
    -$$ -p(t) = \frac{1}{1+\mathrm \exp{-t}}=\frac{\exp{t}}{1+\mathrm \exp{t}}. -$$ -

     
    - -Note that \( 1-p(t)= p(-t) \). -The following code plots the logistic function, the step function and other functions we will encounter from here and on. - -

    - - -

    """The sigmoid function (or the logistic curve) is a
    -function that takes any real number, z, and outputs a number (0,1).
    -It is useful in neural networks for assigning weights on a relative scale.
    -The value z is the weighted sum of parameters involved in the learning algorithm."""
    -
    -import numpy
    -import matplotlib.pyplot as plt
    -import math as mt
    -
    -z = numpy.arange(-5, 5, .1)
    -sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z)))
    -sigma = sigma_fn(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, sigma)
    -ax.set_ylim([-0.1, 1.1])
    -ax.set_xlim([-5,5])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('sigmoid function')
    -
    -plt.show()
    -
    -"""Step Function"""
    -z = numpy.arange(-5, 5, .02)
    -step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0)
    -step = step_fn(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, step)
    -ax.set_ylim([-0.5, 1.5])
    -ax.set_xlim([-5,5])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('step function')
    -
    -plt.show()
    -
    -"""tanh Function"""
    -z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1)
    -t = numpy.tanh(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, t)
    -ax.set_ylim([-1.0, 1.0])
    -ax.set_xlim([-2*mt.pi,2*mt.pi])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('tanh function')
    -
    -plt.show()
    -
    -
    - - -
    -

    Two parameters

    - -

    -We assume now that we have two classes with \( y_i \) either \( 0 \) or \( 1 \). Furthermore we assume also that we have only two parameters \( \beta \) in our fitting of the Sigmoid function, that is we define probabilities -

     
    -$$ -\begin{align*} -p(y_i=1|x_i,\hat{\beta}) &= \frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}},\nonumber\\ -p(y_i=0|x_i,\hat{\beta}) &= 1 - p(y_i=1|x_i,\hat{\beta}), -\end{align*} -$$ -

     
    - -where \( \hat{\beta} \) are the weights we wish to extract from data, in our case \( \beta_0 \) and \( \beta_1 \). - -

    -Note that we used -

     
    -$$ -p(y_i=0\vert x_i, \hat{\beta}) = 1-p(y_i=1\vert x_i, \hat{\beta}). -$$ -

     
    -

    - - -
    -

    Maximum likelihood

    - -

    -In order to define the total likelihood for all possible outcomes from a -dataset \( \mathcal{D}=\{(y_i,x_i)\} \), with the binary labels -\( y_i\in\{0,1\} \) and where the data points are drawn independently, we use the so-called Maximum Likelihood Estimation (MLE) principle. -We aim thus at maximizing -the probability of seeing the observed data. We can then approximate the -likelihood in terms of the product of the individual probabilities of a specific outcome \( y_i \), that is -

     
    -$$ -\begin{align*} -P(\mathcal{D}|\hat{\beta})& = \prod_{i=1}^n \left[p(y_i=1|x_i,\hat{\beta})\right]^{y_i}\left[1-p(y_i=1|x_i,\hat{\beta}))\right]^{1-y_i}\nonumber \\ -\end{align*} -$$ -

     
    - -from which we obtain the log-likelihood and our cost/loss function -

     
    -$$ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left( y_i\log{p(y_i=1|x_i,\hat{\beta})} + (1-y_i)\log\left[1-p(y_i=1|x_i,\hat{\beta}))\right]\right). -$$ -

     
    -

    - - -
    -

    The cost function rewritten

    - -

    -Reordering the logarithms, we can rewrite the cost/loss function as -

     
    -$$ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -$$ -

     
    - -

    -The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to \( \beta \). -Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that -

     
    -$$ -\mathcal{C}(\hat{\beta})=-\sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -$$ -

     
    - -This equation is known in statistics as the cross entropy. Finally, we note that just as in linear regression, -in practice we often supplement the cross-entropy with additional regularization terms, usually \( L_1 \) and \( L_2 \) regularization as we did for Ridge and Lasso regression. -

    - - -
    -

    Minimizing the cross entropy

    - -

    -The cross entropy is a convex function of the weights \( \hat{\beta} \) and, -therefore, any local minimizer is a global minimizer. - -

    -Minimizing this -cost function with respect to the two parameters \( \beta_0 \) and \( \beta_1 \) we obtain - -

     
    -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_0} = -\sum_{i=1}^n \left(y_i -\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right), -$$ -

     
    - -and -

     
    -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_1} = -\sum_{i=1}^n \left(y_ix_i -x_i\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right). -$$ -

     
    -

    - - -
    -

    A more compact expression

    - -

    -Let us now define a vector \( \hat{y} \) with \( n \) elements \( y_i \), an -\( n\times p \) matrix \( \hat{X} \) which contains the \( x_i \) values and a -vector \( \hat{p} \) of fitted probabilities \( p(y_i\vert x_i,\hat{\beta}) \). We can rewrite in a more compact form the first -derivative of cost function as - -

     
    -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}} = -\hat{X}^T\left(\hat{y}-\hat{p}\right). -$$ -

     
    - -

    -If we in addition define a diagonal matrix \( \hat{W} \) with elements -\( p(y_i\vert x_i,\hat{\beta})(1-p(y_i\vert x_i,\hat{\beta}) \), we can obtain a compact expression of the second derivative as - -

     
    -$$ -\frac{\partial^2 \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}\partial \hat{\beta}^T} = \hat{X}^T\hat{W}\hat{X}. -$$ -

     
    -

    - - -
    -

    Extending to more predictors

    - -

    -Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with \( p \) predictors -

     
    -$$ -\log{ \frac{p(\hat{\beta}\hat{x})}{1-p(\hat{\beta}\hat{x})}} = \beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p. -$$ -

     
    - -Here we defined \( \hat{x}=[1,x_1,x_2,\dots,x_p] \) and \( \hat{\beta}=[\beta_0, \beta_1, \dots, \beta_p] \) leading to -

     
    -$$ -p(\hat{\beta}\hat{x})=\frac{ \exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}{1+\exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}. -$$ -

     
    -

    - - -
    -

    Including more classes

    - -

    -Till now we have mainly focused on two classes, the so-called binary -system. Suppose we wish to extend to \( K \) classes. Let us for the sake -of simplicity assume we have only two predictors. We have then -following model - -

     
    -$$ -\log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, -$$ -

     
    - -

     
    -$$ -\log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, -$$ -

     
    - -and so on till the class \( C=K-1 \) class -

     
    -$$ -\log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, -$$ -

     
    - -

    -and the model is specified in term of \( K-1 \) so-called log-odds or -logit transformations. -

    - - -
    -

    The Softmax function

    - -

    -In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. - -

    -The softmax function is used in various multiclass classification -methods, such as multinomial logistic regression (also known as -softmax regression), multiclass linear discriminant analysis, naive -Bayes classifiers, and artificial neural networks. Specifically, in -multinomial logistic regression and linear discriminant analysis, the -input to the function is the result of \( K \) distinct linear functions, -and the predicted probability for the \( k \)-th class given a sample -vector \( \hat{x} \) and a weighting vector \( \hat{\beta} \) is (with two -predictors): - -

     
    -$$ -p(C=k\vert \mathbf {x} )=\frac{\exp{(\beta_{k0}+\beta_{k1}x_1)}}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}. -$$ -

     
    - -It is easy to extend to more predictors. The final class is -

     
    -$$ -p(C=K\vert \mathbf {x} )=\frac{1}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}, -$$ -

     
    - -

    -and they sum to one. Our earlier discussions were all specialized to -the case with two classes only. It is easy to see from the above that -what we derived earlier is compatible with these equations. - -

    -To find the optimal parameters we would typically use a gradient -descent method. Newton's method and gradient descent methods are -discussed in the material on optimization -methods. -

    - - -
    -

    A simple classification problem

    -

    - - -

    import numpy as np
    -from sklearn import datasets, linear_model
    -import matplotlib.pyplot as plt
    -
    -
    -def generate_data():
    -    np.random.seed(0)
    -    X, y = datasets.make_moons(200, noise=0.20)
    -    return X, y
    -
    -
    -def visualize(X, y, clf):
    -    plot_decision_boundary(lambda x: clf.predict(x), X, y)
    -
    -def plot_decision_boundary(pred_func, X, y):
    -    # Set min and max values and give it some padding
    -    x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5
    -    y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5
    -    h = 0.01
    -    # Generate a grid of points with distance h between them
    -    xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))
    -    # Predict the function value for the whole gid
    -    Z = pred_func(np.c_[xx.ravel(), yy.ravel()])
    -    Z = Z.reshape(xx.shape)
    -    # Plot the contour and training examples
    -    plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral)
    -    plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral)
    -    plt.show()
    -
    -
    -def classify(X, y):
    -    clf = linear_model.LogisticRegressionCV()
    -    clf.fit(X, y)
    -    return clf
    -
    -
    -def main():
    -    X, y = generate_data()
    -    # visualize(X, y)
    -    clf = classify(X, y)
    -    visualize(X, y, clf)
    -
    -if __name__ == "__main__":
    -    main()
    -
    -
    - - -
    -

    The Credit Card example

    -Here we use the the credit card data. More text to come. - -

    - - -

    import pandas as pd
    -import os
    -import numpy as np
    -
    -
    -from sklearn.model_selection import train_test_split
    -from sklearn.preprocessing import OneHotEncoder
    -from sklearn.compose import ColumnTransformer
    -from sklearn.preprocessing import StandardScaler, OneHotEncoder
    -from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score
    -
    -# Trying to set the seed
    -np.random.seed(0)
    -import random
    -random.seed(0)
    -
    -# Reading file into data frame
    -cwd = os.getcwd()
    -filename = cwd + '/default of credit card clients.xls'
    -nanDict = {}
    -df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict)
    -
    -df.rename(index=str, columns={"default payment next month": "defaultPaymentNextMonth"}, inplace=True)
    -
    -# Features and targets 
    -X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values
    -y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values
    -
    -# Categorical variables to one-hot's
    -onehotencoder = OneHotEncoder(categories="auto")
    -
    -X = ColumnTransformer(
    -    [("", onehotencoder, [3]),],
    -    remainder="passthrough"
    -).fit_transform(X)
    -
    -y.shape
    -
    -# Train-test split
    -trainingShare = 0.5 
    -seed  = 1
    -XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \
    -                                              test_size = 1-trainingShare,
    -                                             random_state=seed)
    -
    -# Input Scaling
    -sc = StandardScaler()
    -XTrain = sc.fit_transform(XTrain)
    -XTest = sc.transform(XTest)
    -
    -# One-hot's of the target vector
    -Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest)
    -
    -# Remove instances with zeros only for past bill statements or paid amounts
    -'''
    -df = df.drop(df[(df.BILL_AMT1 == 0) &
    -                (df.BILL_AMT2 == 0) &
    -                (df.BILL_AMT3 == 0) &
    -                (df.BILL_AMT4 == 0) &
    -                (df.BILL_AMT5 == 0) &
    -                (df.BILL_AMT6 == 0) &
    -                (df.PAY_AMT1 == 0) &
    -                (df.PAY_AMT2 == 0) &
    -                (df.PAY_AMT3 == 0) &
    -                (df.PAY_AMT4 == 0) &
    -                (df.PAY_AMT5 == 0) &
    -                (df.PAY_AMT6 == 0)].index)
    -'''
    -df = df.drop(df[(df.BILL_AMT1 == 0) &
    -                (df.BILL_AMT2 == 0) &
    -                (df.BILL_AMT3 == 0) &
    -                (df.BILL_AMT4 == 0) &
    -                (df.BILL_AMT5 == 0) &
    -                (df.BILL_AMT6 == 0)].index)
    -
    -df = df.drop(df[(df.PAY_AMT1 == 0) &
    -                (df.PAY_AMT2 == 0) &
    -                (df.PAY_AMT3 == 0) &
    -                (df.PAY_AMT4 == 0) &
    -                (df.PAY_AMT5 == 0) &
    -                (df.PAY_AMT6 == 0)].index)
    -
    -from sklearn.linear_model import LogisticRegression
    -from sklearn.model_selection import GridSearchCV
    -
    -lambdas=np.logspace(-5,7,13)
    -parameters = [{'C': 1./lambdas, "solver":["lbfgs"]}]#*len(parameters)}]
    -scoring = ['accuracy', 'roc_auc']
    -logReg = LogisticRegression()
    -gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc') 
    -
    -

    - - -

    # "refit" gives the metric used deciding best model. 
    -# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html
    -gridSearch.fit(XTrain, yTrain.ravel())
    -
    -def gridSearchSummary(method, scoring):
    -    """Prints best parameters from Grid search
    -    and AUC with standard deviation for all 
    -    parameter combos """
    -    
    -    method = eval(method)
    -    if scoring == 'accuracy':
    -        mean = 'mean_test_score'
    -        sd = 'std_test_score'
    -    elif scoring == 'auc':
    -        mean = 'mean_test_roc_auc'
    -        sd = 'std_test_roc_auc'
    -    print("Best: %f using %s" % (method.best_score_, method.best_params_))
    -    means = method.cv_results_[mean]
    -    stds = method.cv_results_[sd]
    -    params = method.cv_results_['params']
    -    for mean, stdev, param in zip(means, stds, params):
    -        print("%f (%f) with: %r" % (mean, stdev, param))
    -
    -def createConfusionMatrix(method, printOut=True):
    -    """
    -    Computes and prints confusion matrices, accuracy scores,
    -    and AUC for test and training sets 
    -    """
    -    confusionArray = np.zeros(6, dtype=object)
    -    method = eval(method)
    -    
    -    # Train
    -    yPredTrain = method.predict(XTrain)
    -    yPredTrain = (yPredTrain > 0.5)
    -    cm = confusion_matrix(
    -        yTrain, yPredTrain) 
    -    cm = np.around(cm/cm.sum(axis=1)[:,None], 2)
    -    confusionArray[0] = cm
    -    
    -    accScore = accuracy_score(yTrain, yPredTrain)
    -    confusionArray[1] = accScore
    -    
    -    AUC = roc_auc_score(yTrain, yPredTrain)
    -    confusionArray[2] = AUC
    -    
    -    if printOut:
    -        print('\n###################  Training  ###############')
    -        print('\nTraining Confusion matrix: \n', cm)
    -        print('\nTraining Accuracy score: \n', accScore)
    -        print('\nTrain AUC: \n', AUC)
    -    
    -    # Test
    -    yPred = method.predict(XTest)
    -    yPred = (yPred > 0.5)
    -    cm = confusion_matrix(
    -        yTest, yPred) 
    -    cm = np.around(cm/cm.sum(axis=1)[:,None], 2)
    -    confusionArray[3] = cm
    -    
    -    accScore = accuracy_score(yTest, yPred)
    -    confusionArray[4] = accScore
    -    
    -    AUC = roc_auc_score(yTest, yPred)
    -    confusionArray[5] = AUC
    -    
    -    if printOut:
    -        print('\n###################  Testing  ###############')
    -        print('\nTest Confusion matrix: \n', cm)
    -        print('\nTest Accuracy score: \n', accScore)
    -        print('\nTestAUC: \n', AUC)    
    -    
    -    return confusionArray
    -
    -
    -import matplotlib.pyplot as plt
    -import seaborn
    -import scikitplot as skplt
    -
    -seaborn.set(style="white", context="notebook", font_scale=1.5, 
    -            rc={"axes.grid": True, "legend.frameon": False,
    -"lines.markeredgewidth": 1.4, "lines.markersize": 10})
    -seaborn.set_context("notebook", font_scale=1.5, rc={"lines.linewidth": 4.5})
    -
    -yPred = gridSearch.predict_proba(XTest) 
    -print(yTest.ravel().shape, yPred.shape)
    -
    -#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot)
    -skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred)
    -
    -defaults = sum(yTest == 1)
    -total = len(yTest)
    -defaultRate = defaults/total
    -def bestCurve(defaults, total, defaultRate):
    -    x = np.linspace(0, 1, total)
    -    
    -    y1 = np.linspace(0, 1, defaults)
    -    y2 = np.ones(total-defaults)
    -    y3 = np.concatenate([y1,y2])
    -    return x, y3
    -
    -x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate)    
    -plt.plot(x, best)    
    -
    -
    -plt.show()
    -
    -
    - - - -
    -
    - - - - - - - - - - - - diff --git a/doc/src/LogisticRegression/LogReg-solarized.html b/doc/src/LogisticRegression/LogReg-solarized.html deleted file mode 100644 index bf9db1109..000000000 --- a/doc/src/LogisticRegression/LogReg-solarized.html +++ /dev/null @@ -1,767 +0,0 @@ - - - - - - - - -Data Analysis and Machine Learning: Logistic Regression - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

    Data Analysis and Machine Learning: Logistic Regression

    - -

    - - -

    -Morten Hjorth-Jensen [1, 2] -
    - -

    - - -

    [1] Department of Physics, University of Oslo
    -
    [2] Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University
    -
    -

    -

    Sep 19, 2019

    -
    -

    - - -

    Logistic Regression

    - -

    -In linear regression our main interest was centered on learning the -coefficients of a functional fit (say a polynomial) in order to be -able to predict the response of a continuous variable on some unseen -data. The fit to the continuous variable \( y_i \) is based on some -independent variables \( \hat{x}_i \). Linear regression resulted in -analytical expressions for standard ordinary Least Squares or Ridge -regression (in terms of matrices to invert) for several quantities, -ranging from the variance and thereby the confidence intervals of the -parameters \( \hat{\beta} \) to the mean squared error. If we can invert -the product of the design matrices, linear regression gives then a -simple recipe for fitting our data. - -

    -Classification problems, however, are concerned with outcomes taking -the form of discrete variables (i.e. categories). We may for example, -on the basis of DNA sequencing for a number of patients, like to find -out which mutations are important for a certain disease; or based on -scans of various patients' brains, figure out if there is a tumor or -not; or given a specific physical system, we'd like to identify its -state, say whether it is an ordered or disordered system (typical -situation in solid state physics); or classify the status of a -patient, whether she/he has a stroke or not and many other similar -situations. - -

    -The most common situation we encounter when we apply logistic -regression is that of two possible outcomes, normally denoted as a -binary outcome, true or false, positive or negative, success or -failure etc. - -

    -









    - -

    Optimization and Deep learning

    - -

    -Logistic regression will also serve as our stepping stone towards neural -network algorithms and supervised deep learning. For logistic -learning, the minimization of the cost function leads to a non-linear -equation in the parameters \( \hat{\beta} \). The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. - -

    -We note also that many of the topics discussed here -regression are also commonly used in modern supervised Deep Learning -models, as we will see later. - -

    - - -

    Basics

    - -

    -We consider the case where the dependent variables, also called the -responses or the outcomes, \( y_i \) are discrete and only take values -from \( k=0,\dots,K-1 \) (i.e. \( K \) classes). - -

    -The goal is to predict the -output classes from the design matrix \( \hat{X}\in\mathbb{R}^{n\times p} \) -made of \( n \) samples, each of which carries \( p \) features or predictors. The -primary goal is to identify the classes to which new unseen samples -belong. - -

    -Let us specialize to the case of two classes only, with outputs -\( y_i=0 \) and \( y_i=1 \). Our outcomes could represent the status of a -credit card user that could default or not on her/his credit card -debt. That is - -$$ -y_i = \begin{bmatrix} 0 & \mathrm{no}\\ 1 & \mathrm{yes} \end{bmatrix}. -$$ - -

    -









    - -

    Linear classifier

    - -

    -Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if \( y_i > 0.5 \) and the no default case \( y_i \leq 0.5 \). - -

    -We would then have our -weighted linear combination, namely -$$ -\begin{equation} -\hat{y} = \hat{X}^T\hat{\beta} + \hat{\epsilon}, -\label{_auto1} -\end{equation} -$$ - -where \( \hat{y} \) is a vector representing the possible outcomes, \( \hat{X} \) is our -\( n\times p \) design matrix and \( \hat{\beta} \) represents our estimators/predictors. - -

    -









    - -

    Some selected properties

    - -

    -The main problem with our function is that it -takes values on the entire real axis. In the case of -logistic regression, however, the labels \( y_i \) are discrete -variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to \( y_i=1 \) and not to \( y_i=0 \) for one the persons in the data set (see the full example below). - -

    -One simple way to get a discrete output is to have sign -functions that map the output of a linear regressor to values \( \{0,1\} \), -\( f(s_i)=sign(s_i)=1 \) if \( s_i\ge 0 \) and 0 if otherwise. -We will encounter this model in our first demonstration of neural networks. Historically it is called the "perceptron" model in the machine learning -literature. This model is extremely simple. However, in many cases it is more -favorable to use a ``soft" classifier that outputs -the probability of a given category. This leads us to the logistic function. - -

    -









    - -

    The logistic function

    - -

    -The perceptron is an example of a ``hard classification" model. We -will encounter this model when we discuss neural networks as -well. Each datapoint is deterministically assigned to a category (i.e -\( y_i=0 \) or \( y_i=1 \)). In many cases, it is favorable to have a "soft" -classifier that outputs the probability of a given category rather -than a single value. For example, given \( x_i \), the classifier -outputs the probability of being in a category \( k \). Logistic regression -is the most common example of a so-called soft classifier. In logistic -regression, the probability that a data point \( x_i \) -belongs to a category \( y_i=\{0,1\} \) is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event, -$$ -p(t) = \frac{1}{1+\mathrm \exp{-t}}=\frac{\exp{t}}{1+\mathrm \exp{t}}. -$$ - -Note that \( 1-p(t)= p(-t) \). -The following code plots the logistic function, the step function and other functions we will encounter from here and on. - -

    - - -

    """The sigmoid function (or the logistic curve) is a
    -function that takes any real number, z, and outputs a number (0,1).
    -It is useful in neural networks for assigning weights on a relative scale.
    -The value z is the weighted sum of parameters involved in the learning algorithm."""
    -
    -import numpy
    -import matplotlib.pyplot as plt
    -import math as mt
    -
    -z = numpy.arange(-5, 5, .1)
    -sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z)))
    -sigma = sigma_fn(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, sigma)
    -ax.set_ylim([-0.1, 1.1])
    -ax.set_xlim([-5,5])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('sigmoid function')
    -
    -plt.show()
    -
    -"""Step Function"""
    -z = numpy.arange(-5, 5, .02)
    -step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0)
    -step = step_fn(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, step)
    -ax.set_ylim([-0.5, 1.5])
    -ax.set_xlim([-5,5])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('step function')
    -
    -plt.show()
    -
    -"""tanh Function"""
    -z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1)
    -t = numpy.tanh(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, t)
    -ax.set_ylim([-1.0, 1.0])
    -ax.set_xlim([-2*mt.pi,2*mt.pi])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('tanh function')
    -
    -plt.show()
    -
    -

    -









    - -

    Two parameters

    - -

    -We assume now that we have two classes with \( y_i \) either \( 0 \) or \( 1 \). Furthermore we assume also that we have only two parameters \( \beta \) in our fitting of the Sigmoid function, that is we define probabilities -$$ -\begin{align*} -p(y_i=1|x_i,\hat{\beta}) &= \frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}},\nonumber\\ -p(y_i=0|x_i,\hat{\beta}) &= 1 - p(y_i=1|x_i,\hat{\beta}), -\end{align*} -$$ - -where \( \hat{\beta} \) are the weights we wish to extract from data, in our case \( \beta_0 \) and \( \beta_1 \). - -

    -Note that we used -$$ -p(y_i=0\vert x_i, \hat{\beta}) = 1-p(y_i=1\vert x_i, \hat{\beta}). -$$ - -

    - - -

    Maximum likelihood

    - -

    -In order to define the total likelihood for all possible outcomes from a -dataset \( \mathcal{D}=\{(y_i,x_i)\} \), with the binary labels -\( y_i\in\{0,1\} \) and where the data points are drawn independently, we use the so-called Maximum Likelihood Estimation (MLE) principle. -We aim thus at maximizing -the probability of seeing the observed data. We can then approximate the -likelihood in terms of the product of the individual probabilities of a specific outcome \( y_i \), that is -$$ -\begin{align*} -P(\mathcal{D}|\hat{\beta})& = \prod_{i=1}^n \left[p(y_i=1|x_i,\hat{\beta})\right]^{y_i}\left[1-p(y_i=1|x_i,\hat{\beta}))\right]^{1-y_i}\nonumber \\ -\end{align*} -$$ - -from which we obtain the log-likelihood and our cost/loss function -$$ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left( y_i\log{p(y_i=1|x_i,\hat{\beta})} + (1-y_i)\log\left[1-p(y_i=1|x_i,\hat{\beta}))\right]\right). -$$ - -

    -









    - -

    The cost function rewritten

    - -

    -Reordering the logarithms, we can rewrite the cost/loss function as -$$ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -$$ - -

    -The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to \( \beta \). -Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that -$$ -\mathcal{C}(\hat{\beta})=-\sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -$$ - -This equation is known in statistics as the cross entropy. Finally, we note that just as in linear regression, -in practice we often supplement the cross-entropy with additional regularization terms, usually \( L_1 \) and \( L_2 \) regularization as we did for Ridge and Lasso regression. - -

    -









    - -

    Minimizing the cross entropy

    - -

    -The cross entropy is a convex function of the weights \( \hat{\beta} \) and, -therefore, any local minimizer is a global minimizer. - -

    -Minimizing this -cost function with respect to the two parameters \( \beta_0 \) and \( \beta_1 \) we obtain - -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_0} = -\sum_{i=1}^n \left(y_i -\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right), -$$ - -and -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_1} = -\sum_{i=1}^n \left(y_ix_i -x_i\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right). -$$ - -

    -









    - -

    A more compact expression

    - -

    -Let us now define a vector \( \hat{y} \) with \( n \) elements \( y_i \), an -\( n\times p \) matrix \( \hat{X} \) which contains the \( x_i \) values and a -vector \( \hat{p} \) of fitted probabilities \( p(y_i\vert x_i,\hat{\beta}) \). We can rewrite in a more compact form the first -derivative of cost function as - -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}} = -\hat{X}^T\left(\hat{y}-\hat{p}\right). -$$ - -

    -If we in addition define a diagonal matrix \( \hat{W} \) with elements -\( p(y_i\vert x_i,\hat{\beta})(1-p(y_i\vert x_i,\hat{\beta}) \), we can obtain a compact expression of the second derivative as - -$$ -\frac{\partial^2 \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}\partial \hat{\beta}^T} = \hat{X}^T\hat{W}\hat{X}. -$$ - -

    -









    - -

    Extending to more predictors

    - -

    -Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with \( p \) predictors -$$ -\log{ \frac{p(\hat{\beta}\hat{x})}{1-p(\hat{\beta}\hat{x})}} = \beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p. -$$ - -Here we defined \( \hat{x}=[1,x_1,x_2,\dots,x_p] \) and \( \hat{\beta}=[\beta_0, \beta_1, \dots, \beta_p] \) leading to -$$ -p(\hat{\beta}\hat{x})=\frac{ \exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}{1+\exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}. -$$ - -

    -









    - -

    Including more classes

    - -

    -Till now we have mainly focused on two classes, the so-called binary -system. Suppose we wish to extend to \( K \) classes. Let us for the sake -of simplicity assume we have only two predictors. We have then -following model - -$$ -\log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, -$$ - -$$ -\log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, -$$ - -and so on till the class \( C=K-1 \) class -$$ -\log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, -$$ - -

    -and the model is specified in term of \( K-1 \) so-called log-odds or -logit transformations. - -

    -









    - -

    The Softmax function

    - -

    -In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. - -

    -The softmax function is used in various multiclass classification -methods, such as multinomial logistic regression (also known as -softmax regression), multiclass linear discriminant analysis, naive -Bayes classifiers, and artificial neural networks. Specifically, in -multinomial logistic regression and linear discriminant analysis, the -input to the function is the result of \( K \) distinct linear functions, -and the predicted probability for the \( k \)-th class given a sample -vector \( \hat{x} \) and a weighting vector \( \hat{\beta} \) is (with two -predictors): - -$$ -p(C=k\vert \mathbf {x} )=\frac{\exp{(\beta_{k0}+\beta_{k1}x_1)}}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}. -$$ - -It is easy to extend to more predictors. The final class is -$$ -p(C=K\vert \mathbf {x} )=\frac{1}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}, -$$ - -

    -and they sum to one. Our earlier discussions were all specialized to -the case with two classes only. It is easy to see from the above that -what we derived earlier is compatible with these equations. - -

    -To find the optimal parameters we would typically use a gradient -descent method. Newton's method and gradient descent methods are -discussed in the material on optimization -methods. - -

    -









    - -

    A simple classification problem

    -

    - - -

    import numpy as np
    -from sklearn import datasets, linear_model
    -import matplotlib.pyplot as plt
    -
    -
    -def generate_data():
    -    np.random.seed(0)
    -    X, y = datasets.make_moons(200, noise=0.20)
    -    return X, y
    -
    -
    -def visualize(X, y, clf):
    -    plot_decision_boundary(lambda x: clf.predict(x), X, y)
    -
    -def plot_decision_boundary(pred_func, X, y):
    -    # Set min and max values and give it some padding
    -    x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5
    -    y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5
    -    h = 0.01
    -    # Generate a grid of points with distance h between them
    -    xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))
    -    # Predict the function value for the whole gid
    -    Z = pred_func(np.c_[xx.ravel(), yy.ravel()])
    -    Z = Z.reshape(xx.shape)
    -    # Plot the contour and training examples
    -    plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral)
    -    plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral)
    -    plt.show()
    -
    -
    -def classify(X, y):
    -    clf = linear_model.LogisticRegressionCV()
    -    clf.fit(X, y)
    -    return clf
    -
    -
    -def main():
    -    X, y = generate_data()
    -    # visualize(X, y)
    -    clf = classify(X, y)
    -    visualize(X, y, clf)
    -
    -if __name__ == "__main__":
    -    main()
    -
    -

    -









    - -

    The Credit Card example

    -Here we use the the credit card data. More text to come. - -

    - - -

    import pandas as pd
    -import os
    -import numpy as np
    -
    -
    -from sklearn.model_selection import train_test_split
    -from sklearn.preprocessing import OneHotEncoder
    -from sklearn.compose import ColumnTransformer
    -from sklearn.preprocessing import StandardScaler, OneHotEncoder
    -from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score
    -
    -# Trying to set the seed
    -np.random.seed(0)
    -import random
    -random.seed(0)
    -
    -# Reading file into data frame
    -cwd = os.getcwd()
    -filename = cwd + '/default of credit card clients.xls'
    -nanDict = {}
    -df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict)
    -
    -df.rename(index=str, columns={"default payment next month": "defaultPaymentNextMonth"}, inplace=True)
    -
    -# Features and targets 
    -X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values
    -y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values
    -
    -# Categorical variables to one-hot's
    -onehotencoder = OneHotEncoder(categories="auto")
    -
    -X = ColumnTransformer(
    -    [("", onehotencoder, [3]),],
    -    remainder="passthrough"
    -).fit_transform(X)
    -
    -y.shape
    -
    -# Train-test split
    -trainingShare = 0.5 
    -seed  = 1
    -XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \
    -                                              test_size = 1-trainingShare,
    -                                             random_state=seed)
    -
    -# Input Scaling
    -sc = StandardScaler()
    -XTrain = sc.fit_transform(XTrain)
    -XTest = sc.transform(XTest)
    -
    -# One-hot's of the target vector
    -Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest)
    -
    -# Remove instances with zeros only for past bill statements or paid amounts
    -'''
    -df = df.drop(df[(df.BILL_AMT1 == 0) &
    -                (df.BILL_AMT2 == 0) &
    -                (df.BILL_AMT3 == 0) &
    -                (df.BILL_AMT4 == 0) &
    -                (df.BILL_AMT5 == 0) &
    -                (df.BILL_AMT6 == 0) &
    -                (df.PAY_AMT1 == 0) &
    -                (df.PAY_AMT2 == 0) &
    -                (df.PAY_AMT3 == 0) &
    -                (df.PAY_AMT4 == 0) &
    -                (df.PAY_AMT5 == 0) &
    -                (df.PAY_AMT6 == 0)].index)
    -'''
    -df = df.drop(df[(df.BILL_AMT1 == 0) &
    -                (df.BILL_AMT2 == 0) &
    -                (df.BILL_AMT3 == 0) &
    -                (df.BILL_AMT4 == 0) &
    -                (df.BILL_AMT5 == 0) &
    -                (df.BILL_AMT6 == 0)].index)
    -
    -df = df.drop(df[(df.PAY_AMT1 == 0) &
    -                (df.PAY_AMT2 == 0) &
    -                (df.PAY_AMT3 == 0) &
    -                (df.PAY_AMT4 == 0) &
    -                (df.PAY_AMT5 == 0) &
    -                (df.PAY_AMT6 == 0)].index)
    -
    -from sklearn.linear_model import LogisticRegression
    -from sklearn.model_selection import GridSearchCV
    -
    -lambdas=np.logspace(-5,7,13)
    -parameters = [{'C': 1./lambdas, "solver":["lbfgs"]}]#*len(parameters)}]
    -scoring = ['accuracy', 'roc_auc']
    -logReg = LogisticRegression()
    -gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc') 
    -
    -

    - - -

    # "refit" gives the metric used deciding best model. 
    -# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html
    -gridSearch.fit(XTrain, yTrain.ravel())
    -
    -def gridSearchSummary(method, scoring):
    -    """Prints best parameters from Grid search
    -    and AUC with standard deviation for all 
    -    parameter combos """
    -    
    -    method = eval(method)
    -    if scoring == 'accuracy':
    -        mean = 'mean_test_score'
    -        sd = 'std_test_score'
    -    elif scoring == 'auc':
    -        mean = 'mean_test_roc_auc'
    -        sd = 'std_test_roc_auc'
    -    print("Best: %f using %s" % (method.best_score_, method.best_params_))
    -    means = method.cv_results_[mean]
    -    stds = method.cv_results_[sd]
    -    params = method.cv_results_['params']
    -    for mean, stdev, param in zip(means, stds, params):
    -        print("%f (%f) with: %r" % (mean, stdev, param))
    -
    -def createConfusionMatrix(method, printOut=True):
    -    """
    -    Computes and prints confusion matrices, accuracy scores,
    -    and AUC for test and training sets 
    -    """
    -    confusionArray = np.zeros(6, dtype=object)
    -    method = eval(method)
    -    
    -    # Train
    -    yPredTrain = method.predict(XTrain)
    -    yPredTrain = (yPredTrain > 0.5)
    -    cm = confusion_matrix(
    -        yTrain, yPredTrain) 
    -    cm = np.around(cm/cm.sum(axis=1)[:,None], 2)
    -    confusionArray[0] = cm
    -    
    -    accScore = accuracy_score(yTrain, yPredTrain)
    -    confusionArray[1] = accScore
    -    
    -    AUC = roc_auc_score(yTrain, yPredTrain)
    -    confusionArray[2] = AUC
    -    
    -    if printOut:
    -        print('\n###################  Training  ###############')
    -        print('\nTraining Confusion matrix: \n', cm)
    -        print('\nTraining Accuracy score: \n', accScore)
    -        print('\nTrain AUC: \n', AUC)
    -    
    -    # Test
    -    yPred = method.predict(XTest)
    -    yPred = (yPred > 0.5)
    -    cm = confusion_matrix(
    -        yTest, yPred) 
    -    cm = np.around(cm/cm.sum(axis=1)[:,None], 2)
    -    confusionArray[3] = cm
    -    
    -    accScore = accuracy_score(yTest, yPred)
    -    confusionArray[4] = accScore
    -    
    -    AUC = roc_auc_score(yTest, yPred)
    -    confusionArray[5] = AUC
    -    
    -    if printOut:
    -        print('\n###################  Testing  ###############')
    -        print('\nTest Confusion matrix: \n', cm)
    -        print('\nTest Accuracy score: \n', accScore)
    -        print('\nTestAUC: \n', AUC)    
    -    
    -    return confusionArray
    -
    -
    -import matplotlib.pyplot as plt
    -import seaborn
    -import scikitplot as skplt
    -
    -seaborn.set(style="white", context="notebook", font_scale=1.5, 
    -            rc={"axes.grid": True, "legend.frameon": False,
    -"lines.markeredgewidth": 1.4, "lines.markersize": 10})
    -seaborn.set_context("notebook", font_scale=1.5, rc={"lines.linewidth": 4.5})
    -
    -yPred = gridSearch.predict_proba(XTest) 
    -print(yTest.ravel().shape, yPred.shape)
    -
    -#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot)
    -skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred)
    -
    -defaults = sum(yTest == 1)
    -total = len(yTest)
    -defaultRate = defaults/total
    -def bestCurve(defaults, total, defaultRate):
    -    x = np.linspace(0, 1, total)
    -    
    -    y1 = np.linspace(0, 1, defaults)
    -    y2 = np.ones(total-defaults)
    -    y3 = np.concatenate([y1,y2])
    -    return x, y3
    -
    -x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate)    
    -plt.plot(x, best)    
    -
    -
    -plt.show()
    -
    -

    - - - - -

    - © 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license -
    - - - - - - diff --git a/doc/src/LogisticRegression/LogReg.do.txt b/doc/src/LogisticRegression/LogReg.do.txt index 60250f9e5..6f0670adf 100644 --- a/doc/src/LogisticRegression/LogReg.do.txt +++ b/doc/src/LogisticRegression/LogReg.do.txt @@ -343,10 +343,10 @@ _logit_ transformations. !split -===== The Softmax function ===== +===== More classes ===== In our discussion of neural networks we will encounter the above again -in terms of the so-called _Softmax_ function. +in terms of a slightly modified function, the so-called _Softmax_ function. The softmax function is used in various multiclass classification methods, such as multinomial logistic regression (also known as diff --git a/doc/src/LogisticRegression/LogReg.html b/doc/src/LogisticRegression/LogReg.html deleted file mode 100644 index 7e5157338..000000000 --- a/doc/src/LogisticRegression/LogReg.html +++ /dev/null @@ -1,772 +0,0 @@ - - - - - - - - -Data Analysis and Machine Learning: Logistic Regression - - - - - - - - - - - - - - - - - - - - - - - -

    Data Analysis and Machine Learning: Logistic Regression

    - -

    - - -

    -Morten Hjorth-Jensen [1, 2] -
    - -

    - - -

    [1] Department of Physics, University of Oslo
    -
    [2] Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University
    -
    -

    -

    Sep 19, 2019

    -
    -

    - - -

    Logistic Regression

    - -

    -In linear regression our main interest was centered on learning the -coefficients of a functional fit (say a polynomial) in order to be -able to predict the response of a continuous variable on some unseen -data. The fit to the continuous variable \( y_i \) is based on some -independent variables \( \hat{x}_i \). Linear regression resulted in -analytical expressions for standard ordinary Least Squares or Ridge -regression (in terms of matrices to invert) for several quantities, -ranging from the variance and thereby the confidence intervals of the -parameters \( \hat{\beta} \) to the mean squared error. If we can invert -the product of the design matrices, linear regression gives then a -simple recipe for fitting our data. - -

    -Classification problems, however, are concerned with outcomes taking -the form of discrete variables (i.e. categories). We may for example, -on the basis of DNA sequencing for a number of patients, like to find -out which mutations are important for a certain disease; or based on -scans of various patients' brains, figure out if there is a tumor or -not; or given a specific physical system, we'd like to identify its -state, say whether it is an ordered or disordered system (typical -situation in solid state physics); or classify the status of a -patient, whether she/he has a stroke or not and many other similar -situations. - -

    -The most common situation we encounter when we apply logistic -regression is that of two possible outcomes, normally denoted as a -binary outcome, true or false, positive or negative, success or -failure etc. - -

    -









    - -

    Optimization and Deep learning

    - -

    -Logistic regression will also serve as our stepping stone towards neural -network algorithms and supervised deep learning. For logistic -learning, the minimization of the cost function leads to a non-linear -equation in the parameters \( \hat{\beta} \). The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. - -

    -We note also that many of the topics discussed here -regression are also commonly used in modern supervised Deep Learning -models, as we will see later. - -

    - - -

    Basics

    - -

    -We consider the case where the dependent variables, also called the -responses or the outcomes, \( y_i \) are discrete and only take values -from \( k=0,\dots,K-1 \) (i.e. \( K \) classes). - -

    -The goal is to predict the -output classes from the design matrix \( \hat{X}\in\mathbb{R}^{n\times p} \) -made of \( n \) samples, each of which carries \( p \) features or predictors. The -primary goal is to identify the classes to which new unseen samples -belong. - -

    -Let us specialize to the case of two classes only, with outputs -\( y_i=0 \) and \( y_i=1 \). Our outcomes could represent the status of a -credit card user that could default or not on her/his credit card -debt. That is - -$$ -y_i = \begin{bmatrix} 0 & \mathrm{no}\\ 1 & \mathrm{yes} \end{bmatrix}. -$$ - -

    -









    - -

    Linear classifier

    - -

    -Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if \( y_i > 0.5 \) and the no default case \( y_i \leq 0.5 \). - -

    -We would then have our -weighted linear combination, namely -$$ -\begin{equation} -\hat{y} = \hat{X}^T\hat{\beta} + \hat{\epsilon}, -\label{_auto1} -\end{equation} -$$ - -where \( \hat{y} \) is a vector representing the possible outcomes, \( \hat{X} \) is our -\( n\times p \) design matrix and \( \hat{\beta} \) represents our estimators/predictors. - -

    -









    - -

    Some selected properties

    - -

    -The main problem with our function is that it -takes values on the entire real axis. In the case of -logistic regression, however, the labels \( y_i \) are discrete -variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to \( y_i=1 \) and not to \( y_i=0 \) for one the persons in the data set (see the full example below). - -

    -One simple way to get a discrete output is to have sign -functions that map the output of a linear regressor to values \( \{0,1\} \), -\( f(s_i)=sign(s_i)=1 \) if \( s_i\ge 0 \) and 0 if otherwise. -We will encounter this model in our first demonstration of neural networks. Historically it is called the "perceptron" model in the machine learning -literature. This model is extremely simple. However, in many cases it is more -favorable to use a ``soft" classifier that outputs -the probability of a given category. This leads us to the logistic function. - -

    -









    - -

    The logistic function

    - -

    -The perceptron is an example of a ``hard classification" model. We -will encounter this model when we discuss neural networks as -well. Each datapoint is deterministically assigned to a category (i.e -\( y_i=0 \) or \( y_i=1 \)). In many cases, it is favorable to have a "soft" -classifier that outputs the probability of a given category rather -than a single value. For example, given \( x_i \), the classifier -outputs the probability of being in a category \( k \). Logistic regression -is the most common example of a so-called soft classifier. In logistic -regression, the probability that a data point \( x_i \) -belongs to a category \( y_i=\{0,1\} \) is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event, -$$ -p(t) = \frac{1}{1+\mathrm \exp{-t}}=\frac{\exp{t}}{1+\mathrm \exp{t}}. -$$ - -Note that \( 1-p(t)= p(-t) \). -The following code plots the logistic function, the step function and other functions we will encounter from here and on. - -

    - - -

    """The sigmoid function (or the logistic curve) is a
    -function that takes any real number, z, and outputs a number (0,1).
    -It is useful in neural networks for assigning weights on a relative scale.
    -The value z is the weighted sum of parameters involved in the learning algorithm."""
    -
    -import numpy
    -import matplotlib.pyplot as plt
    -import math as mt
    -
    -z = numpy.arange(-5, 5, .1)
    -sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z)))
    -sigma = sigma_fn(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, sigma)
    -ax.set_ylim([-0.1, 1.1])
    -ax.set_xlim([-5,5])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('sigmoid function')
    -
    -plt.show()
    -
    -"""Step Function"""
    -z = numpy.arange(-5, 5, .02)
    -step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0)
    -step = step_fn(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, step)
    -ax.set_ylim([-0.5, 1.5])
    -ax.set_xlim([-5,5])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('step function')
    -
    -plt.show()
    -
    -"""tanh Function"""
    -z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1)
    -t = numpy.tanh(z)
    -
    -fig = plt.figure()
    -ax = fig.add_subplot(111)
    -ax.plot(z, t)
    -ax.set_ylim([-1.0, 1.0])
    -ax.set_xlim([-2*mt.pi,2*mt.pi])
    -ax.grid(True)
    -ax.set_xlabel('z')
    -ax.set_title('tanh function')
    -
    -plt.show()
    -
    -

    -









    - -

    Two parameters

    - -

    -We assume now that we have two classes with \( y_i \) either \( 0 \) or \( 1 \). Furthermore we assume also that we have only two parameters \( \beta \) in our fitting of the Sigmoid function, that is we define probabilities -$$ -\begin{align*} -p(y_i=1|x_i,\hat{\beta}) &= \frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}},\nonumber\\ -p(y_i=0|x_i,\hat{\beta}) &= 1 - p(y_i=1|x_i,\hat{\beta}), -\end{align*} -$$ - -where \( \hat{\beta} \) are the weights we wish to extract from data, in our case \( \beta_0 \) and \( \beta_1 \). - -

    -Note that we used -$$ -p(y_i=0\vert x_i, \hat{\beta}) = 1-p(y_i=1\vert x_i, \hat{\beta}). -$$ - -

    - - -

    Maximum likelihood

    - -

    -In order to define the total likelihood for all possible outcomes from a -dataset \( \mathcal{D}=\{(y_i,x_i)\} \), with the binary labels -\( y_i\in\{0,1\} \) and where the data points are drawn independently, we use the so-called Maximum Likelihood Estimation (MLE) principle. -We aim thus at maximizing -the probability of seeing the observed data. We can then approximate the -likelihood in terms of the product of the individual probabilities of a specific outcome \( y_i \), that is -$$ -\begin{align*} -P(\mathcal{D}|\hat{\beta})& = \prod_{i=1}^n \left[p(y_i=1|x_i,\hat{\beta})\right]^{y_i}\left[1-p(y_i=1|x_i,\hat{\beta}))\right]^{1-y_i}\nonumber \\ -\end{align*} -$$ - -from which we obtain the log-likelihood and our cost/loss function -$$ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left( y_i\log{p(y_i=1|x_i,\hat{\beta})} + (1-y_i)\log\left[1-p(y_i=1|x_i,\hat{\beta}))\right]\right). -$$ - -

    -









    - -

    The cost function rewritten

    - -

    -Reordering the logarithms, we can rewrite the cost/loss function as -$$ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -$$ - -

    -The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to \( \beta \). -Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that -$$ -\mathcal{C}(\hat{\beta})=-\sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -$$ - -This equation is known in statistics as the cross entropy. Finally, we note that just as in linear regression, -in practice we often supplement the cross-entropy with additional regularization terms, usually \( L_1 \) and \( L_2 \) regularization as we did for Ridge and Lasso regression. - -

    -









    - -

    Minimizing the cross entropy

    - -

    -The cross entropy is a convex function of the weights \( \hat{\beta} \) and, -therefore, any local minimizer is a global minimizer. - -

    -Minimizing this -cost function with respect to the two parameters \( \beta_0 \) and \( \beta_1 \) we obtain - -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_0} = -\sum_{i=1}^n \left(y_i -\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right), -$$ - -and -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_1} = -\sum_{i=1}^n \left(y_ix_i -x_i\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right). -$$ - -

    -









    - -

    A more compact expression

    - -

    -Let us now define a vector \( \hat{y} \) with \( n \) elements \( y_i \), an -\( n\times p \) matrix \( \hat{X} \) which contains the \( x_i \) values and a -vector \( \hat{p} \) of fitted probabilities \( p(y_i\vert x_i,\hat{\beta}) \). We can rewrite in a more compact form the first -derivative of cost function as - -$$ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}} = -\hat{X}^T\left(\hat{y}-\hat{p}\right). -$$ - -

    -If we in addition define a diagonal matrix \( \hat{W} \) with elements -\( p(y_i\vert x_i,\hat{\beta})(1-p(y_i\vert x_i,\hat{\beta}) \), we can obtain a compact expression of the second derivative as - -$$ -\frac{\partial^2 \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}\partial \hat{\beta}^T} = \hat{X}^T\hat{W}\hat{X}. -$$ - -

    -









    - -

    Extending to more predictors

    - -

    -Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with \( p \) predictors -$$ -\log{ \frac{p(\hat{\beta}\hat{x})}{1-p(\hat{\beta}\hat{x})}} = \beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p. -$$ - -Here we defined \( \hat{x}=[1,x_1,x_2,\dots,x_p] \) and \( \hat{\beta}=[\beta_0, \beta_1, \dots, \beta_p] \) leading to -$$ -p(\hat{\beta}\hat{x})=\frac{ \exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}{1+\exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}. -$$ - -

    -









    - -

    Including more classes

    - -

    -Till now we have mainly focused on two classes, the so-called binary -system. Suppose we wish to extend to \( K \) classes. Let us for the sake -of simplicity assume we have only two predictors. We have then -following model - -$$ -\log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, -$$ - -$$ -\log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, -$$ - -and so on till the class \( C=K-1 \) class -$$ -\log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, -$$ - -

    -and the model is specified in term of \( K-1 \) so-called log-odds or -logit transformations. - -

    -









    - -

    The Softmax function

    - -

    -In our discussion of neural networks we will encounter the above again -in terms of the so-called Softmax function. - -

    -The softmax function is used in various multiclass classification -methods, such as multinomial logistic regression (also known as -softmax regression), multiclass linear discriminant analysis, naive -Bayes classifiers, and artificial neural networks. Specifically, in -multinomial logistic regression and linear discriminant analysis, the -input to the function is the result of \( K \) distinct linear functions, -and the predicted probability for the \( k \)-th class given a sample -vector \( \hat{x} \) and a weighting vector \( \hat{\beta} \) is (with two -predictors): - -$$ -p(C=k\vert \mathbf {x} )=\frac{\exp{(\beta_{k0}+\beta_{k1}x_1)}}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}. -$$ - -It is easy to extend to more predictors. The final class is -$$ -p(C=K\vert \mathbf {x} )=\frac{1}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}, -$$ - -

    -and they sum to one. Our earlier discussions were all specialized to -the case with two classes only. It is easy to see from the above that -what we derived earlier is compatible with these equations. - -

    -To find the optimal parameters we would typically use a gradient -descent method. Newton's method and gradient descent methods are -discussed in the material on optimization -methods. - -

    -









    - -

    A simple classification problem

    -

    - - -

    import numpy as np
    -from sklearn import datasets, linear_model
    -import matplotlib.pyplot as plt
    -
    -
    -def generate_data():
    -    np.random.seed(0)
    -    X, y = datasets.make_moons(200, noise=0.20)
    -    return X, y
    -
    -
    -def visualize(X, y, clf):
    -    plot_decision_boundary(lambda x: clf.predict(x), X, y)
    -
    -def plot_decision_boundary(pred_func, X, y):
    -    # Set min and max values and give it some padding
    -    x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5
    -    y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5
    -    h = 0.01
    -    # Generate a grid of points with distance h between them
    -    xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))
    -    # Predict the function value for the whole gid
    -    Z = pred_func(np.c_[xx.ravel(), yy.ravel()])
    -    Z = Z.reshape(xx.shape)
    -    # Plot the contour and training examples
    -    plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral)
    -    plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral)
    -    plt.show()
    -
    -
    -def classify(X, y):
    -    clf = linear_model.LogisticRegressionCV()
    -    clf.fit(X, y)
    -    return clf
    -
    -
    -def main():
    -    X, y = generate_data()
    -    # visualize(X, y)
    -    clf = classify(X, y)
    -    visualize(X, y, clf)
    -
    -if __name__ == "__main__":
    -    main()
    -
    -

    -









    - -

    The Credit Card example

    -Here we use the the credit card data. More text to come. - -

    - - -

    import pandas as pd
    -import os
    -import numpy as np
    -
    -
    -from sklearn.model_selection import train_test_split
    -from sklearn.preprocessing import OneHotEncoder
    -from sklearn.compose import ColumnTransformer
    -from sklearn.preprocessing import StandardScaler, OneHotEncoder
    -from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score
    -
    -# Trying to set the seed
    -np.random.seed(0)
    -import random
    -random.seed(0)
    -
    -# Reading file into data frame
    -cwd = os.getcwd()
    -filename = cwd + '/default of credit card clients.xls'
    -nanDict = {}
    -df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict)
    -
    -df.rename(index=str, columns={"default payment next month": "defaultPaymentNextMonth"}, inplace=True)
    -
    -# Features and targets 
    -X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values
    -y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values
    -
    -# Categorical variables to one-hot's
    -onehotencoder = OneHotEncoder(categories="auto")
    -
    -X = ColumnTransformer(
    -    [("", onehotencoder, [3]),],
    -    remainder="passthrough"
    -).fit_transform(X)
    -
    -y.shape
    -
    -# Train-test split
    -trainingShare = 0.5 
    -seed  = 1
    -XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \
    -                                              test_size = 1-trainingShare,
    -                                             random_state=seed)
    -
    -# Input Scaling
    -sc = StandardScaler()
    -XTrain = sc.fit_transform(XTrain)
    -XTest = sc.transform(XTest)
    -
    -# One-hot's of the target vector
    -Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest)
    -
    -# Remove instances with zeros only for past bill statements or paid amounts
    -'''
    -df = df.drop(df[(df.BILL_AMT1 == 0) &
    -                (df.BILL_AMT2 == 0) &
    -                (df.BILL_AMT3 == 0) &
    -                (df.BILL_AMT4 == 0) &
    -                (df.BILL_AMT5 == 0) &
    -                (df.BILL_AMT6 == 0) &
    -                (df.PAY_AMT1 == 0) &
    -                (df.PAY_AMT2 == 0) &
    -                (df.PAY_AMT3 == 0) &
    -                (df.PAY_AMT4 == 0) &
    -                (df.PAY_AMT5 == 0) &
    -                (df.PAY_AMT6 == 0)].index)
    -'''
    -df = df.drop(df[(df.BILL_AMT1 == 0) &
    -                (df.BILL_AMT2 == 0) &
    -                (df.BILL_AMT3 == 0) &
    -                (df.BILL_AMT4 == 0) &
    -                (df.BILL_AMT5 == 0) &
    -                (df.BILL_AMT6 == 0)].index)
    -
    -df = df.drop(df[(df.PAY_AMT1 == 0) &
    -                (df.PAY_AMT2 == 0) &
    -                (df.PAY_AMT3 == 0) &
    -                (df.PAY_AMT4 == 0) &
    -                (df.PAY_AMT5 == 0) &
    -                (df.PAY_AMT6 == 0)].index)
    -
    -from sklearn.linear_model import LogisticRegression
    -from sklearn.model_selection import GridSearchCV
    -
    -lambdas=np.logspace(-5,7,13)
    -parameters = [{'C': 1./lambdas, "solver":["lbfgs"]}]#*len(parameters)}]
    -scoring = ['accuracy', 'roc_auc']
    -logReg = LogisticRegression()
    -gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc') 
    -
    -

    - - -

    # "refit" gives the metric used deciding best model. 
    -# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html
    -gridSearch.fit(XTrain, yTrain.ravel())
    -
    -def gridSearchSummary(method, scoring):
    -    """Prints best parameters from Grid search
    -    and AUC with standard deviation for all 
    -    parameter combos """
    -    
    -    method = eval(method)
    -    if scoring == 'accuracy':
    -        mean = 'mean_test_score'
    -        sd = 'std_test_score'
    -    elif scoring == 'auc':
    -        mean = 'mean_test_roc_auc'
    -        sd = 'std_test_roc_auc'
    -    print("Best: %f using %s" % (method.best_score_, method.best_params_))
    -    means = method.cv_results_[mean]
    -    stds = method.cv_results_[sd]
    -    params = method.cv_results_['params']
    -    for mean, stdev, param in zip(means, stds, params):
    -        print("%f (%f) with: %r" % (mean, stdev, param))
    -
    -def createConfusionMatrix(method, printOut=True):
    -    """
    -    Computes and prints confusion matrices, accuracy scores,
    -    and AUC for test and training sets 
    -    """
    -    confusionArray = np.zeros(6, dtype=object)
    -    method = eval(method)
    -    
    -    # Train
    -    yPredTrain = method.predict(XTrain)
    -    yPredTrain = (yPredTrain > 0.5)
    -    cm = confusion_matrix(
    -        yTrain, yPredTrain) 
    -    cm = np.around(cm/cm.sum(axis=1)[:,None], 2)
    -    confusionArray[0] = cm
    -    
    -    accScore = accuracy_score(yTrain, yPredTrain)
    -    confusionArray[1] = accScore
    -    
    -    AUC = roc_auc_score(yTrain, yPredTrain)
    -    confusionArray[2] = AUC
    -    
    -    if printOut:
    -        print('\n###################  Training  ###############')
    -        print('\nTraining Confusion matrix: \n', cm)
    -        print('\nTraining Accuracy score: \n', accScore)
    -        print('\nTrain AUC: \n', AUC)
    -    
    -    # Test
    -    yPred = method.predict(XTest)
    -    yPred = (yPred > 0.5)
    -    cm = confusion_matrix(
    -        yTest, yPred) 
    -    cm = np.around(cm/cm.sum(axis=1)[:,None], 2)
    -    confusionArray[3] = cm
    -    
    -    accScore = accuracy_score(yTest, yPred)
    -    confusionArray[4] = accScore
    -    
    -    AUC = roc_auc_score(yTest, yPred)
    -    confusionArray[5] = AUC
    -    
    -    if printOut:
    -        print('\n###################  Testing  ###############')
    -        print('\nTest Confusion matrix: \n', cm)
    -        print('\nTest Accuracy score: \n', accScore)
    -        print('\nTestAUC: \n', AUC)    
    -    
    -    return confusionArray
    -
    -
    -import matplotlib.pyplot as plt
    -import seaborn
    -import scikitplot as skplt
    -
    -seaborn.set(style="white", context="notebook", font_scale=1.5, 
    -            rc={"axes.grid": True, "legend.frameon": False,
    -"lines.markeredgewidth": 1.4, "lines.markersize": 10})
    -seaborn.set_context("notebook", font_scale=1.5, rc={"lines.linewidth": 4.5})
    -
    -yPred = gridSearch.predict_proba(XTest) 
    -print(yTest.ravel().shape, yPred.shape)
    -
    -#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot)
    -skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred)
    -
    -defaults = sum(yTest == 1)
    -total = len(yTest)
    -defaultRate = defaults/total
    -def bestCurve(defaults, total, defaultRate):
    -    x = np.linspace(0, 1, total)
    -    
    -    y1 = np.linspace(0, 1, defaults)
    -    y2 = np.ones(total-defaults)
    -    y3 = np.concatenate([y1,y2])
    -    return x, y3
    -
    -x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate)    
    -plt.plot(x, best)    
    -
    -
    -plt.show()
    -
    -

    - - - - -

    - © 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license -
    - - - - - - diff --git a/doc/src/LogisticRegression/LogReg.ipynb b/doc/src/LogisticRegression/LogReg.ipynb deleted file mode 100644 index f9502ccdb..000000000 --- a/doc/src/LogisticRegression/LogReg.ipynb +++ /dev/null @@ -1,880 +0,0 @@ -{ - "cells": [ - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "\n", - "# Data Analysis and Machine Learning: Logistic Regression\n", - "\n", - " \n", - "**Morten Hjorth-Jensen**, Department of Physics, University of Oslo and Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University\n", - "\n", - "Date: **Sep 19, 2019**\n", - "\n", - "Copyright 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license\n", - "\n", - "\n", - "\n", - "\n", - "\n", - "## Logistic Regression\n", - "\n", - "In linear regression our main interest was centered on learning the\n", - "coefficients of a functional fit (say a polynomial) in order to be\n", - "able to predict the response of a continuous variable on some unseen\n", - "data. The fit to the continuous variable $y_i$ is based on some\n", - "independent variables $\\hat{x}_i$. Linear regression resulted in\n", - "analytical expressions for standard ordinary Least Squares or Ridge\n", - "regression (in terms of matrices to invert) for several quantities,\n", - "ranging from the variance and thereby the confidence intervals of the\n", - "parameters $\\hat{\\beta}$ to the mean squared error. If we can invert\n", - "the product of the design matrices, linear regression gives then a\n", - "simple recipe for fitting our data.\n", - "\n", - "\n", - "Classification problems, however, are concerned with outcomes taking\n", - "the form of discrete variables (i.e. categories). We may for example,\n", - "on the basis of DNA sequencing for a number of patients, like to find\n", - "out which mutations are important for a certain disease; or based on\n", - "scans of various patients' brains, figure out if there is a tumor or\n", - "not; or given a specific physical system, we'd like to identify its\n", - "state, say whether it is an ordered or disordered system (typical\n", - "situation in solid state physics); or classify the status of a\n", - "patient, whether she/he has a stroke or not and many other similar\n", - "situations.\n", - "\n", - "The most common situation we encounter when we apply logistic\n", - "regression is that of two possible outcomes, normally denoted as a\n", - "binary outcome, true or false, positive or negative, success or\n", - "failure etc.\n", - "\n", - "## Optimization and Deep learning\n", - "\n", - "Logistic regression will also serve as our stepping stone towards neural\n", - "network algorithms and supervised deep learning. For logistic\n", - "learning, the minimization of the cost function leads to a non-linear\n", - "equation in the parameters $\\hat{\\beta}$. The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. \n", - "\n", - "We note also that many of the topics discussed here \n", - "regression are also commonly used in modern supervised Deep Learning\n", - "models, as we will see later.\n", - "\n", - "\n", - "\n", - "## Basics\n", - "\n", - "We consider the case where the dependent variables, also called the\n", - "responses or the outcomes, $y_i$ are discrete and only take values\n", - "from $k=0,\\dots,K-1$ (i.e. $K$ classes).\n", - "\n", - "The goal is to predict the\n", - "output classes from the design matrix $\\hat{X}\\in\\mathbb{R}^{n\\times p}$\n", - "made of $n$ samples, each of which carries $p$ features or predictors. The\n", - "primary goal is to identify the classes to which new unseen samples\n", - "belong.\n", - "\n", - "Let us specialize to the case of two classes only, with outputs\n", - "$y_i=0$ and $y_i=1$. Our outcomes could represent the status of a\n", - "credit card user that could default or not on her/his credit card\n", - "debt. That is" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "y_i = \\begin{bmatrix} 0 & \\mathrm{no}\\\\ 1 & \\mathrm{yes} \\end{bmatrix}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## Linear classifier\n", - "\n", - "Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if $y_i > 0.5$ and the no default case $y_i \\leq 0.5$. \n", - "\n", - "We would then have our \n", - "weighted linear combination, namely" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "\n", - "
    \n", - "\n", - "$$\n", - "\\begin{equation}\n", - "\\hat{y} = \\hat{X}^T\\hat{\\beta} + \\hat{\\epsilon},\n", - "\\label{_auto1} \\tag{1}\n", - "\\end{equation}\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "where $\\hat{y}$ is a vector representing the possible outcomes, $\\hat{X}$ is our\n", - "$n\\times p$ design matrix and $\\hat{\\beta}$ represents our estimators/predictors.\n", - "\n", - "## Some selected properties\n", - "\n", - "The main problem with our function is that it \n", - "takes values on the entire real axis. In the case of\n", - "logistic regression, however, the labels $y_i$ are discrete\n", - "variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to $y_i=1$ and not to $y_i=0$ for one the persons in the data set (see the full example below).\n", - "\n", - "One simple way to get a discrete output is to have sign\n", - "functions that map the output of a linear regressor to values $\\{0,1\\}$,\n", - "$f(s_i)=sign(s_i)=1$ if $s_i\\ge 0$ and 0 if otherwise. \n", - "We will encounter this model in our first demonstration of neural networks. Historically it is called the \"perceptron\" model in the machine learning\n", - "literature. This model is extremely simple. However, in many cases it is more\n", - "favorable to use a ``soft\" classifier that outputs\n", - "the probability of a given category. This leads us to the logistic function.\n", - "\n", - "\n", - "## The logistic function\n", - "\n", - "The perceptron is an example of a ``hard classification\" model. We\n", - "will encounter this model when we discuss neural networks as\n", - "well. Each datapoint is deterministically assigned to a category (i.e\n", - "$y_i=0$ or $y_i=1$). In many cases, it is favorable to have a \"soft\"\n", - "classifier that outputs the probability of a given category rather\n", - "than a single value. For example, given $x_i$, the classifier\n", - "outputs the probability of being in a category $k$. Logistic regression\n", - "is the most common example of a so-called soft classifier. In logistic\n", - "regression, the probability that a data point $x_i$\n", - "belongs to a category $y_i=\\{0,1\\}$ is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event," - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "p(t) = \\frac{1}{1+\\mathrm \\exp{-t}}=\\frac{\\exp{t}}{1+\\mathrm \\exp{t}}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "Note that $1-p(t)= p(-t)$.\n", - "The following code plots the logistic function, the step function and other functions we will encounter from here and on." - ] - }, - { - "cell_type": "code", - "execution_count": 1, - "metadata": { - "collapsed": false - }, - "outputs": [], - "source": [ - "%matplotlib inline\n", - "\n", - "\"\"\"The sigmoid function (or the logistic curve) is a\n", - "function that takes any real number, z, and outputs a number (0,1).\n", - "It is useful in neural networks for assigning weights on a relative scale.\n", - "The value z is the weighted sum of parameters involved in the learning algorithm.\"\"\"\n", - "\n", - "import numpy\n", - "import matplotlib.pyplot as plt\n", - "import math as mt\n", - "\n", - "z = numpy.arange(-5, 5, .1)\n", - "sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z)))\n", - "sigma = sigma_fn(z)\n", - "\n", - "fig = plt.figure()\n", - "ax = fig.add_subplot(111)\n", - "ax.plot(z, sigma)\n", - "ax.set_ylim([-0.1, 1.1])\n", - "ax.set_xlim([-5,5])\n", - "ax.grid(True)\n", - "ax.set_xlabel('z')\n", - "ax.set_title('sigmoid function')\n", - "\n", - "plt.show()\n", - "\n", - "\"\"\"Step Function\"\"\"\n", - "z = numpy.arange(-5, 5, .02)\n", - "step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0)\n", - "step = step_fn(z)\n", - "\n", - "fig = plt.figure()\n", - "ax = fig.add_subplot(111)\n", - "ax.plot(z, step)\n", - "ax.set_ylim([-0.5, 1.5])\n", - "ax.set_xlim([-5,5])\n", - "ax.grid(True)\n", - "ax.set_xlabel('z')\n", - "ax.set_title('step function')\n", - "\n", - "plt.show()\n", - "\n", - "\"\"\"tanh Function\"\"\"\n", - "z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1)\n", - "t = numpy.tanh(z)\n", - "\n", - "fig = plt.figure()\n", - "ax = fig.add_subplot(111)\n", - "ax.plot(z, t)\n", - "ax.set_ylim([-1.0, 1.0])\n", - "ax.set_xlim([-2*mt.pi,2*mt.pi])\n", - "ax.grid(True)\n", - "ax.set_xlabel('z')\n", - "ax.set_title('tanh function')\n", - "\n", - "plt.show()" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## Two parameters\n", - "\n", - "We assume now that we have two classes with $y_i$ either $0$ or $1$. Furthermore we assume also that we have only two parameters $\\beta$ in our fitting of the Sigmoid function, that is we define probabilities" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\begin{align*}\n", - "p(y_i=1|x_i,\\hat{\\beta}) &= \\frac{\\exp{(\\beta_0+\\beta_1x_i)}}{1+\\exp{(\\beta_0+\\beta_1x_i)}},\\nonumber\\\\\n", - "p(y_i=0|x_i,\\hat{\\beta}) &= 1 - p(y_i=1|x_i,\\hat{\\beta}),\n", - "\\end{align*}\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "where $\\hat{\\beta}$ are the weights we wish to extract from data, in our case $\\beta_0$ and $\\beta_1$. \n", - "\n", - "Note that we used" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "p(y_i=0\\vert x_i, \\hat{\\beta}) = 1-p(y_i=1\\vert x_i, \\hat{\\beta}).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "\n", - "## Maximum likelihood\n", - "\n", - "In order to define the total likelihood for all possible outcomes from a \n", - "dataset $\\mathcal{D}=\\{(y_i,x_i)\\}$, with the binary labels\n", - "$y_i\\in\\{0,1\\}$ and where the data points are drawn independently, we use the so-called [Maximum Likelihood Estimation](https://en.wikipedia.org/wiki/Maximum_likelihood_estimation) (MLE) principle. \n", - "We aim thus at maximizing \n", - "the probability of seeing the observed data. We can then approximate the \n", - "likelihood in terms of the product of the individual probabilities of a specific outcome $y_i$, that is" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\begin{align*}\n", - "P(\\mathcal{D}|\\hat{\\beta})& = \\prod_{i=1}^n \\left[p(y_i=1|x_i,\\hat{\\beta})\\right]^{y_i}\\left[1-p(y_i=1|x_i,\\hat{\\beta}))\\right]^{1-y_i}\\nonumber \\\\\n", - "\\end{align*}\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "from which we obtain the log-likelihood and our **cost/loss** function" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\mathcal{C}(\\hat{\\beta}) = \\sum_{i=1}^n \\left( y_i\\log{p(y_i=1|x_i,\\hat{\\beta})} + (1-y_i)\\log\\left[1-p(y_i=1|x_i,\\hat{\\beta}))\\right]\\right).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## The cost function rewritten\n", - "\n", - "Reordering the logarithms, we can rewrite the **cost/loss** function as" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\mathcal{C}(\\hat{\\beta}) = \\sum_{i=1}^n \\left(y_i(\\beta_0+\\beta_1x_i) -\\log{(1+\\exp{(\\beta_0+\\beta_1x_i)})}\\right).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to $\\beta$.\n", - "Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\mathcal{C}(\\hat{\\beta})=-\\sum_{i=1}^n \\left(y_i(\\beta_0+\\beta_1x_i) -\\log{(1+\\exp{(\\beta_0+\\beta_1x_i)})}\\right).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "This equation is known in statistics as the **cross entropy**. Finally, we note that just as in linear regression, \n", - "in practice we often supplement the cross-entropy with additional regularization terms, usually $L_1$ and $L_2$ regularization as we did for Ridge and Lasso regression.\n", - "\n", - "## Minimizing the cross entropy\n", - "\n", - "The cross entropy is a convex function of the weights $\\hat{\\beta}$ and,\n", - "therefore, any local minimizer is a global minimizer. \n", - "\n", - "\n", - "Minimizing this\n", - "cost function with respect to the two parameters $\\beta_0$ and $\\beta_1$ we obtain" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\frac{\\partial \\mathcal{C}(\\hat{\\beta})}{\\partial \\beta_0} = -\\sum_{i=1}^n \\left(y_i -\\frac{\\exp{(\\beta_0+\\beta_1x_i)}}{1+\\exp{(\\beta_0+\\beta_1x_i)}}\\right),\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "and" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\frac{\\partial \\mathcal{C}(\\hat{\\beta})}{\\partial \\beta_1} = -\\sum_{i=1}^n \\left(y_ix_i -x_i\\frac{\\exp{(\\beta_0+\\beta_1x_i)}}{1+\\exp{(\\beta_0+\\beta_1x_i)}}\\right).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## A more compact expression\n", - "\n", - "Let us now define a vector $\\hat{y}$ with $n$ elements $y_i$, an\n", - "$n\\times p$ matrix $\\hat{X}$ which contains the $x_i$ values and a\n", - "vector $\\hat{p}$ of fitted probabilities $p(y_i\\vert x_i,\\hat{\\beta})$. We can rewrite in a more compact form the first\n", - "derivative of cost function as" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\frac{\\partial \\mathcal{C}(\\hat{\\beta})}{\\partial \\hat{\\beta}} = -\\hat{X}^T\\left(\\hat{y}-\\hat{p}\\right).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "If we in addition define a diagonal matrix $\\hat{W}$ with elements \n", - "$p(y_i\\vert x_i,\\hat{\\beta})(1-p(y_i\\vert x_i,\\hat{\\beta})$, we can obtain a compact expression of the second derivative as" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\frac{\\partial^2 \\mathcal{C}(\\hat{\\beta})}{\\partial \\hat{\\beta}\\partial \\hat{\\beta}^T} = \\hat{X}^T\\hat{W}\\hat{X}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## Extending to more predictors\n", - "\n", - "Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with $p$ predictors" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\log{ \\frac{p(\\hat{\\beta}\\hat{x})}{1-p(\\hat{\\beta}\\hat{x})}} = \\beta_0+\\beta_1x_1+\\beta_2x_2+\\dots+\\beta_px_p.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "Here we defined $\\hat{x}=[1,x_1,x_2,\\dots,x_p]$ and $\\hat{\\beta}=[\\beta_0, \\beta_1, \\dots, \\beta_p]$ leading to" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "p(\\hat{\\beta}\\hat{x})=\\frac{ \\exp{(\\beta_0+\\beta_1x_1+\\beta_2x_2+\\dots+\\beta_px_p)}}{1+\\exp{(\\beta_0+\\beta_1x_1+\\beta_2x_2+\\dots+\\beta_px_p)}}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## Including more classes\n", - "\n", - "Till now we have mainly focused on two classes, the so-called binary\n", - "system. Suppose we wish to extend to $K$ classes. Let us for the sake\n", - "of simplicity assume we have only two predictors. We have then\n", - "following model" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "1\n", - "5\n", - " \n", - "<\n", - "<\n", - "<\n", - "!\n", - "!\n", - "M\n", - "A\n", - "T\n", - "H\n", - "_\n", - "B\n", - "L\n", - "O\n", - "C\n", - "K" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\log{\\frac{p(C=2\\vert x)}{p(K\\vert x)}} = \\beta_{20}+\\beta_{21}x_1,\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "and so on till the class $C=K-1$ class" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "\\log{\\frac{p(C=K-1\\vert x)}{p(K\\vert x)}} = \\beta_{(K-1)0}+\\beta_{(K-1)1}x_1,\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "and the model is specified in term of $K-1$ so-called log-odds or\n", - "**logit** transformations.\n", - "\n", - "\n", - "## The Softmax function\n", - "\n", - "In our discussion of neural networks we will encounter the above again\n", - "in terms of the so-called **Softmax** function.\n", - "\n", - "The softmax function is used in various multiclass classification\n", - "methods, such as multinomial logistic regression (also known as\n", - "softmax regression), multiclass linear discriminant analysis, naive\n", - "Bayes classifiers, and artificial neural networks. Specifically, in\n", - "multinomial logistic regression and linear discriminant analysis, the\n", - "input to the function is the result of $K$ distinct linear functions,\n", - "and the predicted probability for the $k$-th class given a sample\n", - "vector $\\hat{x}$ and a weighting vector $\\hat{\\beta}$ is (with two\n", - "predictors):" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "p(C=k\\vert \\mathbf {x} )=\\frac{\\exp{(\\beta_{k0}+\\beta_{k1}x_1)}}{1+\\sum_{l=1}^{K-1}\\exp{(\\beta_{l0}+\\beta_{l1}x_1)}}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "It is easy to extend to more predictors. The final class is" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "$$\n", - "p(C=K\\vert \\mathbf {x} )=\\frac{1}{1+\\sum_{l=1}^{K-1}\\exp{(\\beta_{l0}+\\beta_{l1}x_1)}},\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "and they sum to one. Our earlier discussions were all specialized to\n", - "the case with two classes only. It is easy to see from the above that\n", - "what we derived earlier is compatible with these equations.\n", - "\n", - "To find the optimal parameters we would typically use a gradient\n", - "descent method. Newton's method and gradient descent methods are\n", - "discussed in the material on [optimization\n", - "methods](https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html).\n", - "\n", - "\n", - "\n", - "\n", - "## A simple classification problem" - ] - }, - { - "cell_type": "code", - "execution_count": 2, - "metadata": { - "collapsed": false - }, - "outputs": [], - "source": [ - "import numpy as np\n", - "from sklearn import datasets, linear_model\n", - "import matplotlib.pyplot as plt\n", - "\n", - "\n", - "def generate_data():\n", - " np.random.seed(0)\n", - " X, y = datasets.make_moons(200, noise=0.20)\n", - " return X, y\n", - "\n", - "\n", - "def visualize(X, y, clf):\n", - " plot_decision_boundary(lambda x: clf.predict(x), X, y)\n", - "\n", - "def plot_decision_boundary(pred_func, X, y):\n", - " # Set min and max values and give it some padding\n", - " x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5\n", - " y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5\n", - " h = 0.01\n", - " # Generate a grid of points with distance h between them\n", - " xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))\n", - " # Predict the function value for the whole gid\n", - " Z = pred_func(np.c_[xx.ravel(), yy.ravel()])\n", - " Z = Z.reshape(xx.shape)\n", - " # Plot the contour and training examples\n", - " plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral)\n", - " plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral)\n", - " plt.show()\n", - "\n", - "\n", - "def classify(X, y):\n", - " clf = linear_model.LogisticRegressionCV()\n", - " clf.fit(X, y)\n", - " return clf\n", - "\n", - "\n", - "def main():\n", - " X, y = generate_data()\n", - " # visualize(X, y)\n", - " clf = classify(X, y)\n", - " visualize(X, y, clf)\n", - "\n", - "if __name__ == \"__main__\":\n", - " main()" - ] - }, - { - "cell_type": "markdown", - "metadata": {}, - "source": [ - "## The Credit Card example\n", - "Here we use the the [credit card data](https://archive.ics.uci.edu/ml/datasets/default+of+credit+card+clients). More text to come." - ] - }, - { - "cell_type": "code", - "execution_count": 3, - "metadata": { - "collapsed": false - }, - "outputs": [], - "source": [ - "import pandas as pd\n", - "import os\n", - "import numpy as np\n", - "\n", - "\n", - "from sklearn.model_selection import train_test_split\n", - "from sklearn.preprocessing import OneHotEncoder\n", - "from sklearn.compose import ColumnTransformer\n", - "from sklearn.preprocessing import StandardScaler, OneHotEncoder\n", - "from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score\n", - "\n", - "# Trying to set the seed\n", - "np.random.seed(0)\n", - "import random\n", - "random.seed(0)\n", - "\n", - "# Reading file into data frame\n", - "cwd = os.getcwd()\n", - "filename = cwd + '/default of credit card clients.xls'\n", - "nanDict = {}\n", - "df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict)\n", - "\n", - "df.rename(index=str, columns={\"default payment next month\": \"defaultPaymentNextMonth\"}, inplace=True)\n", - "\n", - "# Features and targets \n", - "X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values\n", - "y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values\n", - "\n", - "# Categorical variables to one-hot's\n", - "onehotencoder = OneHotEncoder(categories=\"auto\")\n", - "\n", - "X = ColumnTransformer(\n", - " [(\"\", onehotencoder, [3]),],\n", - " remainder=\"passthrough\"\n", - ").fit_transform(X)\n", - "\n", - "y.shape\n", - "\n", - "# Train-test split\n", - "trainingShare = 0.5 \n", - "seed = 1\n", - "XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \\\n", - " test_size = 1-trainingShare,\n", - " random_state=seed)\n", - "\n", - "# Input Scaling\n", - "sc = StandardScaler()\n", - "XTrain = sc.fit_transform(XTrain)\n", - "XTest = sc.transform(XTest)\n", - "\n", - "# One-hot's of the target vector\n", - "Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest)\n", - "\n", - "# Remove instances with zeros only for past bill statements or paid amounts\n", - "'''\n", - "df = df.drop(df[(df.BILL_AMT1 == 0) &\n", - " (df.BILL_AMT2 == 0) &\n", - " (df.BILL_AMT3 == 0) &\n", - " (df.BILL_AMT4 == 0) &\n", - " (df.BILL_AMT5 == 0) &\n", - " (df.BILL_AMT6 == 0) &\n", - " (df.PAY_AMT1 == 0) &\n", - " (df.PAY_AMT2 == 0) &\n", - " (df.PAY_AMT3 == 0) &\n", - " (df.PAY_AMT4 == 0) &\n", - " (df.PAY_AMT5 == 0) &\n", - " (df.PAY_AMT6 == 0)].index)\n", - "'''\n", - "df = df.drop(df[(df.BILL_AMT1 == 0) &\n", - " (df.BILL_AMT2 == 0) &\n", - " (df.BILL_AMT3 == 0) &\n", - " (df.BILL_AMT4 == 0) &\n", - " (df.BILL_AMT5 == 0) &\n", - " (df.BILL_AMT6 == 0)].index)\n", - "\n", - "df = df.drop(df[(df.PAY_AMT1 == 0) &\n", - " (df.PAY_AMT2 == 0) &\n", - " (df.PAY_AMT3 == 0) &\n", - " (df.PAY_AMT4 == 0) &\n", - " (df.PAY_AMT5 == 0) &\n", - " (df.PAY_AMT6 == 0)].index)\n", - "\n", - "from sklearn.linear_model import LogisticRegression\n", - "from sklearn.model_selection import GridSearchCV\n", - "\n", - "lambdas=np.logspace(-5,7,13)\n", - "parameters = [{'C': 1./lambdas, \"solver\":[\"lbfgs\"]}]#*len(parameters)}]\n", - "scoring = ['accuracy', 'roc_auc']\n", - "logReg = LogisticRegression()\n", - "gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc')" - ] - }, - { - "cell_type": "code", - "execution_count": 4, - "metadata": { - "collapsed": false - }, - "outputs": [], - "source": [ - "\n", - "# \"refit\" gives the metric used deciding best model. \n", - "# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html\n", - "gridSearch.fit(XTrain, yTrain.ravel())\n", - "\n", - "def gridSearchSummary(method, scoring):\n", - " \"\"\"Prints best parameters from Grid search\n", - " and AUC with standard deviation for all \n", - " parameter combos \"\"\"\n", - " \n", - " method = eval(method)\n", - " if scoring == 'accuracy':\n", - " mean = 'mean_test_score'\n", - " sd = 'std_test_score'\n", - " elif scoring == 'auc':\n", - " mean = 'mean_test_roc_auc'\n", - " sd = 'std_test_roc_auc'\n", - " print(\"Best: %f using %s\" % (method.best_score_, method.best_params_))\n", - " means = method.cv_results_[mean]\n", - " stds = method.cv_results_[sd]\n", - " params = method.cv_results_['params']\n", - " for mean, stdev, param in zip(means, stds, params):\n", - " print(\"%f (%f) with: %r\" % (mean, stdev, param))\n", - "\n", - "def createConfusionMatrix(method, printOut=True):\n", - " \"\"\"\n", - " Computes and prints confusion matrices, accuracy scores,\n", - " and AUC for test and training sets \n", - " \"\"\"\n", - " confusionArray = np.zeros(6, dtype=object)\n", - " method = eval(method)\n", - " \n", - " # Train\n", - " yPredTrain = method.predict(XTrain)\n", - " yPredTrain = (yPredTrain > 0.5)\n", - " cm = confusion_matrix(\n", - " yTrain, yPredTrain) \n", - " cm = np.around(cm/cm.sum(axis=1)[:,None], 2)\n", - " confusionArray[0] = cm\n", - " \n", - " accScore = accuracy_score(yTrain, yPredTrain)\n", - " confusionArray[1] = accScore\n", - " \n", - " AUC = roc_auc_score(yTrain, yPredTrain)\n", - " confusionArray[2] = AUC\n", - " \n", - " if printOut:\n", - " print('\\n################### Training ###############')\n", - " print('\\nTraining Confusion matrix: \\n', cm)\n", - " print('\\nTraining Accuracy score: \\n', accScore)\n", - " print('\\nTrain AUC: \\n', AUC)\n", - " \n", - " # Test\n", - " yPred = method.predict(XTest)\n", - " yPred = (yPred > 0.5)\n", - " cm = confusion_matrix(\n", - " yTest, yPred) \n", - " cm = np.around(cm/cm.sum(axis=1)[:,None], 2)\n", - " confusionArray[3] = cm\n", - " \n", - " accScore = accuracy_score(yTest, yPred)\n", - " confusionArray[4] = accScore\n", - " \n", - " AUC = roc_auc_score(yTest, yPred)\n", - " confusionArray[5] = AUC\n", - " \n", - " if printOut:\n", - " print('\\n################### Testing ###############')\n", - " print('\\nTest Confusion matrix: \\n', cm)\n", - " print('\\nTest Accuracy score: \\n', accScore)\n", - " print('\\nTestAUC: \\n', AUC) \n", - " \n", - " return confusionArray\n", - "\n", - "\n", - "import matplotlib.pyplot as plt\n", - "import seaborn\n", - "import scikitplot as skplt\n", - "\n", - "seaborn.set(style=\"white\", context=\"notebook\", font_scale=1.5, \n", - " rc={\"axes.grid\": True, \"legend.frameon\": False,\n", - "\"lines.markeredgewidth\": 1.4, \"lines.markersize\": 10})\n", - "seaborn.set_context(\"notebook\", font_scale=1.5, rc={\"lines.linewidth\": 4.5})\n", - "\n", - "yPred = gridSearch.predict_proba(XTest) \n", - "print(yTest.ravel().shape, yPred.shape)\n", - "\n", - "#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot)\n", - "skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred)\n", - "\n", - "defaults = sum(yTest == 1)\n", - "total = len(yTest)\n", - "defaultRate = defaults/total\n", - "def bestCurve(defaults, total, defaultRate):\n", - " x = np.linspace(0, 1, total)\n", - " \n", - " y1 = np.linspace(0, 1, defaults)\n", - " y2 = np.ones(total-defaults)\n", - " y3 = np.concatenate([y1,y2])\n", - " return x, y3\n", - "\n", - "x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate) \n", - "plt.plot(x, best) \n", - "\n", - "\n", - "plt.show()" - ] - } - ], - "metadata": {}, - "nbformat": 4, - "nbformat_minor": 2 -} diff --git a/doc/src/LogisticRegression/LogReg.p.tex b/doc/src/LogisticRegression/LogReg.p.tex deleted file mode 100644 index 0e1c049a0..000000000 --- a/doc/src/LogisticRegression/LogReg.p.tex +++ /dev/null @@ -1,768 +0,0 @@ -%% -%% Automatically generated file from DocOnce source -%% (https://github.com/hplgit/doconce/) -%% -%% -% #ifdef PTEX2TEX_EXPLANATION -%% -%% The file follows the ptex2tex extended LaTeX format, see -%% ptex2tex: http://code.google.com/p/ptex2tex/ -%% -%% Run -%% ptex2tex myfile -%% or -%% doconce ptex2tex myfile -%% -%% to turn myfile.p.tex into an ordinary LaTeX file myfile.tex. -%% (The ptex2tex program: http://code.google.com/p/ptex2tex) -%% Many preprocess options can be added to ptex2tex or doconce ptex2tex -%% -%% ptex2tex -DMINTED myfile -%% doconce ptex2tex myfile envir=minted -%% -%% ptex2tex will typeset code environments according to a global or local -%% .ptex2tex.cfg configure file. doconce ptex2tex will typeset code -%% according to options on the command line (just type doconce ptex2tex to -%% see examples). If doconce ptex2tex has envir=minted, it enables the -%% minted style without needing -DMINTED. -% #endif - -% #define PREAMBLE - -% #ifdef PREAMBLE -%-------------------- begin preamble ---------------------- - -\documentclass[% -oneside, % oneside: electronic viewing, twoside: printing -final, % draft: marks overfull hboxes, figures with paths -10pt]{article} - -\listfiles % print all files needed to compile this document - -\usepackage{relsize,makeidx,color,setspace,amsmath,amsfonts,amssymb} -\usepackage[table]{xcolor} -\usepackage{bm,ltablex,microtype} - -\usepackage[pdftex]{graphicx} - -\usepackage{ptex2tex} -% #ifdef MINTED -\usepackage{minted} -\usemintedstyle{default} -% #endif - -\usepackage[T1]{fontenc} -%\usepackage[latin1]{inputenc} -\usepackage{ucs} -\usepackage[utf8x]{inputenc} - -\usepackage{lmodern} % Latin Modern fonts derived from Computer Modern - -% Hyperlinks in PDF: -\definecolor{linkcolor}{rgb}{0,0,0.4} -\usepackage{hyperref} -\hypersetup{ - breaklinks=true, - colorlinks=true, - linkcolor=linkcolor, - urlcolor=linkcolor, - citecolor=black, - filecolor=black, - %filecolor=blue, - pdfmenubar=true, - pdftoolbar=true, - bookmarksdepth=3 % Uncomment (and tweak) for PDF bookmarks with more levels than the TOC - } -%\hyperbaseurl{} % hyperlinks are relative to this root - -\setcounter{tocdepth}{2} % levels in table of contents - -% --- fancyhdr package for fancy headers --- -\usepackage{fancyhdr} -\fancyhf{} % sets both header and footer to nothing -\renewcommand{\headrulewidth}{0pt} -\fancyfoot[LE,RO]{\thepage} -% Ensure copyright on titlepage (article style) and chapter pages (book style) -\fancypagestyle{plain}{ - \fancyhf{} - \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license}} -% \renewcommand{\footrulewidth}{0mm} - \renewcommand{\headrulewidth}{0mm} -} -% Ensure copyright on titlepages with \thispagestyle{empty} -\fancypagestyle{empty}{ - \fancyhf{} - \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license}} - \renewcommand{\footrulewidth}{0mm} - \renewcommand{\headrulewidth}{0mm} -} - -\pagestyle{fancy} - - -% prevent orhpans and widows -\clubpenalty = 10000 -\widowpenalty = 10000 - -% --- end of standard preamble for documents --- - - -% insert custom LaTeX commands... - -\raggedbottom -\makeindex -\usepackage[totoc]{idxlayout} % for index in the toc -\usepackage[nottoc]{tocbibind} % for references/bibliography in the toc - -%-------------------- end preamble ---------------------- - -\begin{document} - -% matching end for #ifdef PREAMBLE -% #endif - -\newcommand{\exercisesection}[1]{\subsection*{#1}} - - -% ------------------- main content ---------------------- - - - -% ----------------- title ------------------------- - -\thispagestyle{empty} - -\begin{center} -{\LARGE\bf -\begin{spacing}{1.25} -Data Analysis and Machine Learning: Logistic Regression -\end{spacing} -} -\end{center} - -% ----------------- author(s) ------------------------- - -\begin{center} -{\bf Morten Hjorth-Jensen${}^{1, 2}$} \\ [0mm] -\end{center} - -\begin{center} -% List of all institutions: -\centerline{{\small ${}^1$Department of Physics, University of Oslo}} -\centerline{{\small ${}^2$Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University}} -\end{center} - -% ----------------- end author(s) ------------------------- - -% --- begin date --- -\begin{center} -Sep 19, 2019 -\end{center} -% --- end date --- - -\vspace{1cm} - - -% !split -\subsection{Logistic Regression} - -In linear regression our main interest was centered on learning the -coefficients of a functional fit (say a polynomial) in order to be -able to predict the response of a continuous variable on some unseen -data. The fit to the continuous variable $y_i$ is based on some -independent variables $\hat{x}_i$. Linear regression resulted in -analytical expressions for standard ordinary Least Squares or Ridge -regression (in terms of matrices to invert) for several quantities, -ranging from the variance and thereby the confidence intervals of the -parameters $\hat{\beta}$ to the mean squared error. If we can invert -the product of the design matrices, linear regression gives then a -simple recipe for fitting our data. - - -Classification problems, however, are concerned with outcomes taking -the form of discrete variables (i.e.~categories). We may for example, -on the basis of DNA sequencing for a number of patients, like to find -out which mutations are important for a certain disease; or based on -scans of various patients' brains, figure out if there is a tumor or -not; or given a specific physical system, we'd like to identify its -state, say whether it is an ordered or disordered system (typical -situation in solid state physics); or classify the status of a -patient, whether she/he has a stroke or not and many other similar -situations. - -The most common situation we encounter when we apply logistic -regression is that of two possible outcomes, normally denoted as a -binary outcome, true or false, positive or negative, success or -failure etc. - -% !split -\subsection{Optimization and Deep learning} - -Logistic regression will also serve as our stepping stone towards neural -network algorithms and supervised deep learning. For logistic -learning, the minimization of the cost function leads to a non-linear -equation in the parameters $\hat{\beta}$. The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. - -We note also that many of the topics discussed here -regression are also commonly used in modern supervised Deep Learning -models, as we will see later. - - -% !split -\subsection{Basics} - -We consider the case where the dependent variables, also called the -responses or the outcomes, $y_i$ are discrete and only take values -from $k=0,\dots,K-1$ (i.e.~$K$ classes). - -The goal is to predict the -output classes from the design matrix $\hat{X}\in\mathbb{R}^{n\times p}$ -made of $n$ samples, each of which carries $p$ features or predictors. The -primary goal is to identify the classes to which new unseen samples -belong. - -Let us specialize to the case of two classes only, with outputs -$y_i=0$ and $y_i=1$. Our outcomes could represent the status of a -credit card user that could default or not on her/his credit card -debt. That is - - -\[ -y_i = \begin{bmatrix} 0 & \mathrm{no}\\ 1 & \mathrm{yes} \end{bmatrix}. -\] - - - -% !split -\subsection{Linear classifier} - -Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if $y_i > 0.5$ and the no default case $y_i \leq 0.5$. - -We would then have our -weighted linear combination, namely -\begin{equation} -\hat{y} = \hat{X}^T\hat{\beta} + \hat{\epsilon}, -\end{equation} -where $\hat{y}$ is a vector representing the possible outcomes, $\hat{X}$ is our -$n\times p$ design matrix and $\hat{\beta}$ represents our estimators/predictors. - -% !split -\subsection{Some selected properties} - -The main problem with our function is that it -takes values on the entire real axis. In the case of -logistic regression, however, the labels $y_i$ are discrete -variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to $y_i=1$ and not to $y_i=0$ for one the persons in the data set (see the full example below). - -One simple way to get a discrete output is to have sign -functions that map the output of a linear regressor to values $\{0,1\}$, -$f(s_i)=sign(s_i)=1$ if $s_i\ge 0$ and 0 if otherwise. -We will encounter this model in our first demonstration of neural networks. Historically it is called the ``perceptron" model in the machine learning -literature. This model is extremely simple. However, in many cases it is more -favorable to use a ``soft" classifier that outputs -the probability of a given category. This leads us to the logistic function. - - -% !split -\subsection{The logistic function} - -The perceptron is an example of a ``hard classification'' model. We -will encounter this model when we discuss neural networks as -well. Each datapoint is deterministically assigned to a category (i.e -$y_i=0$ or $y_i=1$). In many cases, it is favorable to have a ``soft'' -classifier that outputs the probability of a given category rather -than a single value. For example, given $x_i$, the classifier -outputs the probability of being in a category $k$. Logistic regression -is the most common example of a so-called soft classifier. In logistic -regression, the probability that a data point $x_i$ -belongs to a category $y_i=\{0,1\}$ is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event, -\[ -p(t) = \frac{1}{1+\mathrm \exp{-t}}=\frac{\exp{t}}{1+\mathrm \exp{t}}. -\] -Note that $1-p(t)= p(-t)$. -The following code plots the logistic function, the step function and other functions we will encounter from here and on. - - -\bpycod -"""The sigmoid function (or the logistic curve) is a -function that takes any real number, z, and outputs a number (0,1). -It is useful in neural networks for assigning weights on a relative scale. -The value z is the weighted sum of parameters involved in the learning algorithm.""" - -import numpy -import matplotlib.pyplot as plt -import math as mt - -z = numpy.arange(-5, 5, .1) -sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z))) -sigma = sigma_fn(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, sigma) -ax.set_ylim([-0.1, 1.1]) -ax.set_xlim([-5,5]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('sigmoid function') - -plt.show() - -"""Step Function""" -z = numpy.arange(-5, 5, .02) -step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0) -step = step_fn(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, step) -ax.set_ylim([-0.5, 1.5]) -ax.set_xlim([-5,5]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('step function') - -plt.show() - -"""tanh Function""" -z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1) -t = numpy.tanh(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, t) -ax.set_ylim([-1.0, 1.0]) -ax.set_xlim([-2*mt.pi,2*mt.pi]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('tanh function') - -plt.show() -\epycod - - - - - - - -% !split -\subsection{Two parameters} - -We assume now that we have two classes with $y_i$ either $0$ or $1$. Furthermore we assume also that we have only two parameters $\beta$ in our fitting of the Sigmoid function, that is we define probabilities -\begin{align*} -p(y_i=1|x_i,\hat{\beta}) &= \frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}},\nonumber\\ -p(y_i=0|x_i,\hat{\beta}) &= 1 - p(y_i=1|x_i,\hat{\beta}), -\end{align*} -where $\hat{\beta}$ are the weights we wish to extract from data, in our case $\beta_0$ and $\beta_1$. - -Note that we used -\[ -p(y_i=0\vert x_i, \hat{\beta}) = 1-p(y_i=1\vert x_i, \hat{\beta}). -\] - -% !split -\subsection{Maximum likelihood} - -In order to define the total likelihood for all possible outcomes from a -dataset $\mathcal{D}=\{(y_i,x_i)\}$, with the binary labels -$y_i\in\{0,1\}$ and where the data points are drawn independently, we use the so-called \href{{https://en.wikipedia.org/wiki/Maximum_likelihood_estimation}}{Maximum Likelihood Estimation} (MLE) principle. -We aim thus at maximizing -the probability of seeing the observed data. We can then approximate the -likelihood in terms of the product of the individual probabilities of a specific outcome $y_i$, that is -\begin{align*} -P(\mathcal{D}|\hat{\beta})& = \prod_{i=1}^n \left[p(y_i=1|x_i,\hat{\beta})\right]^{y_i}\left[1-p(y_i=1|x_i,\hat{\beta}))\right]^{1-y_i}\nonumber \\ -\end{align*} -from which we obtain the log-likelihood and our \textbf{cost/loss} function -\[ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left( y_i\log{p(y_i=1|x_i,\hat{\beta})} + (1-y_i)\log\left[1-p(y_i=1|x_i,\hat{\beta}))\right]\right). -\] - -% !split -\subsection{The cost function rewritten} - -Reordering the logarithms, we can rewrite the \textbf{cost/loss} function as -\[ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -\] - -The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to $\beta$. -Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that -\[ -\mathcal{C}(\hat{\beta})=-\sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -\] -This equation is known in statistics as the \textbf{cross entropy}. Finally, we note that just as in linear regression, -in practice we often supplement the cross-entropy with additional regularization terms, usually $L_1$ and $L_2$ regularization as we did for Ridge and Lasso regression. - -% !split -\subsection{Minimizing the cross entropy} - -The cross entropy is a convex function of the weights $\hat{\beta}$ and, -therefore, any local minimizer is a global minimizer. - - -Minimizing this -cost function with respect to the two parameters $\beta_0$ and $\beta_1$ we obtain - -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_0} = -\sum_{i=1}^n \left(y_i -\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right), -\] -and -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_1} = -\sum_{i=1}^n \left(y_ix_i -x_i\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right). -\] - -% !split -\subsection{A more compact expression} - -Let us now define a vector $\hat{y}$ with $n$ elements $y_i$, an -$n\times p$ matrix $\hat{X}$ which contains the $x_i$ values and a -vector $\hat{p}$ of fitted probabilities $p(y_i\vert x_i,\hat{\beta})$. We can rewrite in a more compact form the first -derivative of cost function as - -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}} = -\hat{X}^T\left(\hat{y}-\hat{p}\right). -\] - -If we in addition define a diagonal matrix $\hat{W}$ with elements -$p(y_i\vert x_i,\hat{\beta})(1-p(y_i\vert x_i,\hat{\beta})$, we can obtain a compact expression of the second derivative as - -\[ -\frac{\partial^2 \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}\partial \hat{\beta}^T} = \hat{X}^T\hat{W}\hat{X}. -\] - -% !split -\subsection{Extending to more predictors} - -Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with $p$ predictors -\[ -\log{ \frac{p(\hat{\beta}\hat{x})}{1-p(\hat{\beta}\hat{x})}} = \beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p. -\] -Here we defined $\hat{x}=[1,x_1,x_2,\dots,x_p]$ and $\hat{\beta}=[\beta_0, \beta_1, \dots, \beta_p]$ leading to -\[ -p(\hat{\beta}\hat{x})=\frac{ \exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}{1+\exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}. -\] - -% !split -\subsection{Including more classes} - -Till now we have mainly focused on two classes, the so-called binary -system. Suppose we wish to extend to $K$ classes. Let us for the sake -of simplicity assume we have only two predictors. We have then -following model - -\[ -\log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, -\] -\[ -\log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, -\] -and so on till the class $C=K-1$ class -\[ -\log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, -\] - -and the model is specified in term of $K-1$ so-called log-odds or -\textbf{logit} transformations. - - -% !split -\subsection{The Softmax function} - -In our discussion of neural networks we will encounter the above again -in terms of the so-called \textbf{Softmax} function. - -The softmax function is used in various multiclass classification -methods, such as multinomial logistic regression (also known as -softmax regression), multiclass linear discriminant analysis, naive -Bayes classifiers, and artificial neural networks. Specifically, in -multinomial logistic regression and linear discriminant analysis, the -input to the function is the result of $K$ distinct linear functions, -and the predicted probability for the $k$-th class given a sample -vector $\hat{x}$ and a weighting vector $\hat{\beta}$ is (with two -predictors): - -\[ -p(C=k\vert \mathbf {x} )=\frac{\exp{(\beta_{k0}+\beta_{k1}x_1)}}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}. -\] -It is easy to extend to more predictors. The final class is -\[ -p(C=K\vert \mathbf {x} )=\frac{1}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}, -\] - -and they sum to one. Our earlier discussions were all specialized to -the case with two classes only. It is easy to see from the above that -what we derived earlier is compatible with these equations. - -To find the optimal parameters we would typically use a gradient -descent method. Newton's method and gradient descent methods are -discussed in the material on \href{{https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html}}{optimization -methods}. - - - - -% !split -\subsection{A simple classification problem} -\bpycod -import numpy as np -from sklearn import datasets, linear_model -import matplotlib.pyplot as plt - - -def generate_data(): - np.random.seed(0) - X, y = datasets.make_moons(200, noise=0.20) - return X, y - - -def visualize(X, y, clf): - plot_decision_boundary(lambda x: clf.predict(x), X, y) - -def plot_decision_boundary(pred_func, X, y): - # Set min and max values and give it some padding - x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5 - y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5 - h = 0.01 - # Generate a grid of points with distance h between them - xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) - # Predict the function value for the whole gid - Z = pred_func(np.c_[xx.ravel(), yy.ravel()]) - Z = Z.reshape(xx.shape) - # Plot the contour and training examples - plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral) - plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral) - plt.show() - - -def classify(X, y): - clf = linear_model.LogisticRegressionCV() - clf.fit(X, y) - return clf - - -def main(): - X, y = generate_data() - # visualize(X, y) - clf = classify(X, y) - visualize(X, y, clf) - -if __name__ == "__main__": - main() -\epycod - - - -% !split -\subsection{The Credit Card example} -Here we use the the \href{{https://archive.ics.uci.edu/ml/datasets/default+of+credit+card+clients}}{credit card data}. More text to come. - -\bpycod -import pandas as pd -import os -import numpy as np - - -from sklearn.model_selection import train_test_split -from sklearn.preprocessing import OneHotEncoder -from sklearn.compose import ColumnTransformer -from sklearn.preprocessing import StandardScaler, OneHotEncoder -from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score - -# Trying to set the seed -np.random.seed(0) -import random -random.seed(0) - -# Reading file into data frame -cwd = os.getcwd() -filename = cwd + '/default of credit card clients.xls' -nanDict = {} -df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict) - -df.rename(index=str, columns={"default payment next month": "defaultPaymentNextMonth"}, inplace=True) - -# Features and targets -X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values -y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values - -# Categorical variables to one-hot's -onehotencoder = OneHotEncoder(categories="auto") - -X = ColumnTransformer( - [("", onehotencoder, [3]),], - remainder="passthrough" -).fit_transform(X) - -y.shape - -# Train-test split -trainingShare = 0.5 -seed = 1 -XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \ - test_size = 1-trainingShare, - random_state=seed) - -# Input Scaling -sc = StandardScaler() -XTrain = sc.fit_transform(XTrain) -XTest = sc.transform(XTest) - -# One-hot's of the target vector -Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest) - -# Remove instances with zeros only for past bill statements or paid amounts -''' -df = df.drop(df[(df.BILL_AMT1 == 0) & - (df.BILL_AMT2 == 0) & - (df.BILL_AMT3 == 0) & - (df.BILL_AMT4 == 0) & - (df.BILL_AMT5 == 0) & - (df.BILL_AMT6 == 0) & - (df.PAY_AMT1 == 0) & - (df.PAY_AMT2 == 0) & - (df.PAY_AMT3 == 0) & - (df.PAY_AMT4 == 0) & - (df.PAY_AMT5 == 0) & - (df.PAY_AMT6 == 0)].index) -''' -df = df.drop(df[(df.BILL_AMT1 == 0) & - (df.BILL_AMT2 == 0) & - (df.BILL_AMT3 == 0) & - (df.BILL_AMT4 == 0) & - (df.BILL_AMT5 == 0) & - (df.BILL_AMT6 == 0)].index) - -df = df.drop(df[(df.PAY_AMT1 == 0) & - (df.PAY_AMT2 == 0) & - (df.PAY_AMT3 == 0) & - (df.PAY_AMT4 == 0) & - (df.PAY_AMT5 == 0) & - (df.PAY_AMT6 == 0)].index) - -from sklearn.linear_model import LogisticRegression -from sklearn.model_selection import GridSearchCV - -lambdas=np.logspace(-5,7,13) -parameters = [{'C': 1./lambdas, "solver":["lbfgs"]}]#*len(parameters)}] -scoring = ['accuracy', 'roc_auc'] -logReg = LogisticRegression() -gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc') -\epycod - -\bpycod - -# "refit" gives the metric used deciding best model. -# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html -gridSearch.fit(XTrain, yTrain.ravel()) - -def gridSearchSummary(method, scoring): - """Prints best parameters from Grid search - and AUC with standard deviation for all - parameter combos """ - - method = eval(method) - if scoring == 'accuracy': - mean = 'mean_test_score' - sd = 'std_test_score' - elif scoring == 'auc': - mean = 'mean_test_roc_auc' - sd = 'std_test_roc_auc' - print("Best: %f using %s" % (method.best_score_, method.best_params_)) - means = method.cv_results_[mean] - stds = method.cv_results_[sd] - params = method.cv_results_['params'] - for mean, stdev, param in zip(means, stds, params): - print("%f (%f) with: %r" % (mean, stdev, param)) - -def createConfusionMatrix(method, printOut=True): - """ - Computes and prints confusion matrices, accuracy scores, - and AUC for test and training sets - """ - confusionArray = np.zeros(6, dtype=object) - method = eval(method) - - # Train - yPredTrain = method.predict(XTrain) - yPredTrain = (yPredTrain > 0.5) - cm = confusion_matrix( - yTrain, yPredTrain) - cm = np.around(cm/cm.sum(axis=1)[:,None], 2) - confusionArray[0] = cm - - accScore = accuracy_score(yTrain, yPredTrain) - confusionArray[1] = accScore - - AUC = roc_auc_score(yTrain, yPredTrain) - confusionArray[2] = AUC - - if printOut: - print('\n################### Training ###############') - print('\nTraining Confusion matrix: \n', cm) - print('\nTraining Accuracy score: \n', accScore) - print('\nTrain AUC: \n', AUC) - - # Test - yPred = method.predict(XTest) - yPred = (yPred > 0.5) - cm = confusion_matrix( - yTest, yPred) - cm = np.around(cm/cm.sum(axis=1)[:,None], 2) - confusionArray[3] = cm - - accScore = accuracy_score(yTest, yPred) - confusionArray[4] = accScore - - AUC = roc_auc_score(yTest, yPred) - confusionArray[5] = AUC - - if printOut: - print('\n################### Testing ###############') - print('\nTest Confusion matrix: \n', cm) - print('\nTest Accuracy score: \n', accScore) - print('\nTestAUC: \n', AUC) - - return confusionArray - - -import matplotlib.pyplot as plt -import seaborn -import scikitplot as skplt - -seaborn.set(style="white", context="notebook", font_scale=1.5, - rc={"axes.grid": True, "legend.frameon": False, -"lines.markeredgewidth": 1.4, "lines.markersize": 10}) -seaborn.set_context("notebook", font_scale=1.5, rc={"lines.linewidth": 4.5}) - -yPred = gridSearch.predict_proba(XTest) -print(yTest.ravel().shape, yPred.shape) - -#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot) -skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred) - -defaults = sum(yTest == 1) -total = len(yTest) -defaultRate = defaults/total -def bestCurve(defaults, total, defaultRate): - x = np.linspace(0, 1, total) - - y1 = np.linspace(0, 1, defaults) - y2 = np.ones(total-defaults) - y3 = np.concatenate([y1,y2]) - return x, y3 - -x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate) -plt.plot(x, best) - - -plt.show() - -\epycod - -% ------------------- end of main content --------------- - -% #ifdef PREAMBLE -\end{document} -% #endif - diff --git a/doc/src/LogisticRegression/LogReg.tex b/doc/src/LogisticRegression/LogReg.tex deleted file mode 100644 index 26660e796..000000000 --- a/doc/src/LogisticRegression/LogReg.tex +++ /dev/null @@ -1,738 +0,0 @@ -%% -%% Automatically generated file from DocOnce source -%% (https://github.com/hplgit/doconce/) -%% -%% - - -%-------------------- begin preamble ---------------------- - -\documentclass[% -oneside, % oneside: electronic viewing, twoside: printing -final, % draft: marks overfull hboxes, figures with paths -10pt]{article} - -\listfiles % print all files needed to compile this document - -\usepackage{relsize,makeidx,color,setspace,amsmath,amsfonts,amssymb} -\usepackage[table]{xcolor} -\usepackage{bm,ltablex,microtype} - -\usepackage[pdftex]{graphicx} - -\usepackage{fancyvrb} % packages needed for verbatim environments -\usepackage{minted} -\usemintedstyle{default} - -\usepackage[T1]{fontenc} -%\usepackage[latin1]{inputenc} -\usepackage{ucs} -\usepackage[utf8x]{inputenc} - -\usepackage{lmodern} % Latin Modern fonts derived from Computer Modern - -% Hyperlinks in PDF: -\definecolor{linkcolor}{rgb}{0,0,0.4} -\usepackage{hyperref} -\hypersetup{ - breaklinks=true, - colorlinks=true, - linkcolor=linkcolor, - urlcolor=linkcolor, - citecolor=black, - filecolor=black, - %filecolor=blue, - pdfmenubar=true, - pdftoolbar=true, - bookmarksdepth=3 % Uncomment (and tweak) for PDF bookmarks with more levels than the TOC - } -%\hyperbaseurl{} % hyperlinks are relative to this root - -\setcounter{tocdepth}{2} % levels in table of contents - -% --- fancyhdr package for fancy headers --- -\usepackage{fancyhdr} -\fancyhf{} % sets both header and footer to nothing -\renewcommand{\headrulewidth}{0pt} -\fancyfoot[LE,RO]{\thepage} -% Ensure copyright on titlepage (article style) and chapter pages (book style) -\fancypagestyle{plain}{ - \fancyhf{} - \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license}} -% \renewcommand{\footrulewidth}{0mm} - \renewcommand{\headrulewidth}{0mm} -} -% Ensure copyright on titlepages with \thispagestyle{empty} -\fancypagestyle{empty}{ - \fancyhf{} - \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license}} - \renewcommand{\footrulewidth}{0mm} - \renewcommand{\headrulewidth}{0mm} -} - -\pagestyle{fancy} - - -% prevent orhpans and widows -\clubpenalty = 10000 -\widowpenalty = 10000 - -% --- end of standard preamble for documents --- - - -% insert custom LaTeX commands... - -\raggedbottom -\makeindex -\usepackage[totoc]{idxlayout} % for index in the toc -\usepackage[nottoc]{tocbibind} % for references/bibliography in the toc - -%-------------------- end preamble ---------------------- - -\begin{document} - -% matching end for #ifdef PREAMBLE - -\newcommand{\exercisesection}[1]{\subsection*{#1}} - - -% ------------------- main content ---------------------- - - - -% ----------------- title ------------------------- - -\thispagestyle{empty} - -\begin{center} -{\LARGE\bf -\begin{spacing}{1.25} -Data Analysis and Machine Learning: Logistic Regression -\end{spacing} -} -\end{center} - -% ----------------- author(s) ------------------------- - -\begin{center} -{\bf Morten Hjorth-Jensen${}^{1, 2}$} \\ [0mm] -\end{center} - -\begin{center} -% List of all institutions: -\centerline{{\small ${}^1$Department of Physics, University of Oslo}} -\centerline{{\small ${}^2$Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University}} -\end{center} - -% ----------------- end author(s) ------------------------- - -% --- begin date --- -\begin{center} -Sep 19, 2019 -\end{center} -% --- end date --- - -\vspace{1cm} - - -% !split -\subsection*{Logistic Regression} - -In linear regression our main interest was centered on learning the -coefficients of a functional fit (say a polynomial) in order to be -able to predict the response of a continuous variable on some unseen -data. The fit to the continuous variable $y_i$ is based on some -independent variables $\hat{x}_i$. Linear regression resulted in -analytical expressions for standard ordinary Least Squares or Ridge -regression (in terms of matrices to invert) for several quantities, -ranging from the variance and thereby the confidence intervals of the -parameters $\hat{\beta}$ to the mean squared error. If we can invert -the product of the design matrices, linear regression gives then a -simple recipe for fitting our data. - - -Classification problems, however, are concerned with outcomes taking -the form of discrete variables (i.e.~categories). We may for example, -on the basis of DNA sequencing for a number of patients, like to find -out which mutations are important for a certain disease; or based on -scans of various patients' brains, figure out if there is a tumor or -not; or given a specific physical system, we'd like to identify its -state, say whether it is an ordered or disordered system (typical -situation in solid state physics); or classify the status of a -patient, whether she/he has a stroke or not and many other similar -situations. - -The most common situation we encounter when we apply logistic -regression is that of two possible outcomes, normally denoted as a -binary outcome, true or false, positive or negative, success or -failure etc. - -% !split -\subsection*{Optimization and Deep learning} - -Logistic regression will also serve as our stepping stone towards neural -network algorithms and supervised deep learning. For logistic -learning, the minimization of the cost function leads to a non-linear -equation in the parameters $\hat{\beta}$. The optimization of the problem calls therefore for minimization algorithms. This forms the bottle neck of all machine learning algorithms, namely how to find reliable minima of a multi-variable function. This leads us to the family of gradient descent methods. The latter are the working horses of basically all modern machine learning algorithms. - -We note also that many of the topics discussed here -regression are also commonly used in modern supervised Deep Learning -models, as we will see later. - - -% !split -\subsection*{Basics} - -We consider the case where the dependent variables, also called the -responses or the outcomes, $y_i$ are discrete and only take values -from $k=0,\dots,K-1$ (i.e.~$K$ classes). - -The goal is to predict the -output classes from the design matrix $\hat{X}\in\mathbb{R}^{n\times p}$ -made of $n$ samples, each of which carries $p$ features or predictors. The -primary goal is to identify the classes to which new unseen samples -belong. - -Let us specialize to the case of two classes only, with outputs -$y_i=0$ and $y_i=1$. Our outcomes could represent the status of a -credit card user that could default or not on her/his credit card -debt. That is - - -\[ -y_i = \begin{bmatrix} 0 & \mathrm{no}\\ 1 & \mathrm{yes} \end{bmatrix}. -\] - - - -% !split -\subsection*{Linear classifier} - -Before moving to the logistic model, let us try to use our linear regression model to classify these two outcomes. We could for example fit a linear model to the default case if $y_i > 0.5$ and the no default case $y_i \leq 0.5$. - -We would then have our -weighted linear combination, namely -\begin{equation} -\hat{y} = \hat{X}^T\hat{\beta} + \hat{\epsilon}, -\end{equation} -where $\hat{y}$ is a vector representing the possible outcomes, $\hat{X}$ is our -$n\times p$ design matrix and $\hat{\beta}$ represents our estimators/predictors. - -% !split -\subsection*{Some selected properties} - -The main problem with our function is that it -takes values on the entire real axis. In the case of -logistic regression, however, the labels $y_i$ are discrete -variables. A typical example is the credit card data discussed below here, where we can set the state of defaulting the debt to $y_i=1$ and not to $y_i=0$ for one the persons in the data set (see the full example below). - -One simple way to get a discrete output is to have sign -functions that map the output of a linear regressor to values $\{0,1\}$, -$f(s_i)=sign(s_i)=1$ if $s_i\ge 0$ and 0 if otherwise. -We will encounter this model in our first demonstration of neural networks. Historically it is called the ``perceptron" model in the machine learning -literature. This model is extremely simple. However, in many cases it is more -favorable to use a ``soft" classifier that outputs -the probability of a given category. This leads us to the logistic function. - - -% !split -\subsection*{The logistic function} - -The perceptron is an example of a ``hard classification'' model. We -will encounter this model when we discuss neural networks as -well. Each datapoint is deterministically assigned to a category (i.e -$y_i=0$ or $y_i=1$). In many cases, it is favorable to have a ``soft'' -classifier that outputs the probability of a given category rather -than a single value. For example, given $x_i$, the classifier -outputs the probability of being in a category $k$. Logistic regression -is the most common example of a so-called soft classifier. In logistic -regression, the probability that a data point $x_i$ -belongs to a category $y_i=\{0,1\}$ is given by the so-called logit function (or Sigmoid) which is meant to represent the likelihood for a given event, -\[ -p(t) = \frac{1}{1+\mathrm \exp{-t}}=\frac{\exp{t}}{1+\mathrm \exp{t}}. -\] -Note that $1-p(t)= p(-t)$. -The following code plots the logistic function, the step function and other functions we will encounter from here and on. - - -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} -"""The sigmoid function (or the logistic curve) is a -function that takes any real number, z, and outputs a number (0,1). -It is useful in neural networks for assigning weights on a relative scale. -The value z is the weighted sum of parameters involved in the learning algorithm.""" - -import numpy -import matplotlib.pyplot as plt -import math as mt - -z = numpy.arange(-5, 5, .1) -sigma_fn = numpy.vectorize(lambda z: 1/(1+numpy.exp(-z))) -sigma = sigma_fn(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, sigma) -ax.set_ylim([-0.1, 1.1]) -ax.set_xlim([-5,5]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('sigmoid function') - -plt.show() - -"""Step Function""" -z = numpy.arange(-5, 5, .02) -step_fn = numpy.vectorize(lambda z: 1.0 if z >= 0.0 else 0.0) -step = step_fn(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, step) -ax.set_ylim([-0.5, 1.5]) -ax.set_xlim([-5,5]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('step function') - -plt.show() - -"""tanh Function""" -z = numpy.arange(-2*mt.pi, 2*mt.pi, 0.1) -t = numpy.tanh(z) - -fig = plt.figure() -ax = fig.add_subplot(111) -ax.plot(z, t) -ax.set_ylim([-1.0, 1.0]) -ax.set_xlim([-2*mt.pi,2*mt.pi]) -ax.grid(True) -ax.set_xlabel('z') -ax.set_title('tanh function') - -plt.show() -\end{minted} - - - - - - - -% !split -\subsection*{Two parameters} - -We assume now that we have two classes with $y_i$ either $0$ or $1$. Furthermore we assume also that we have only two parameters $\beta$ in our fitting of the Sigmoid function, that is we define probabilities -\begin{align*} -p(y_i=1|x_i,\hat{\beta}) &= \frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}},\nonumber\\ -p(y_i=0|x_i,\hat{\beta}) &= 1 - p(y_i=1|x_i,\hat{\beta}), -\end{align*} -where $\hat{\beta}$ are the weights we wish to extract from data, in our case $\beta_0$ and $\beta_1$. - -Note that we used -\[ -p(y_i=0\vert x_i, \hat{\beta}) = 1-p(y_i=1\vert x_i, \hat{\beta}). -\] - -% !split -\subsection*{Maximum likelihood} - -In order to define the total likelihood for all possible outcomes from a -dataset $\mathcal{D}=\{(y_i,x_i)\}$, with the binary labels -$y_i\in\{0,1\}$ and where the data points are drawn independently, we use the so-called \href{{https://en.wikipedia.org/wiki/Maximum_likelihood_estimation}}{Maximum Likelihood Estimation} (MLE) principle. -We aim thus at maximizing -the probability of seeing the observed data. We can then approximate the -likelihood in terms of the product of the individual probabilities of a specific outcome $y_i$, that is -\begin{align*} -P(\mathcal{D}|\hat{\beta})& = \prod_{i=1}^n \left[p(y_i=1|x_i,\hat{\beta})\right]^{y_i}\left[1-p(y_i=1|x_i,\hat{\beta}))\right]^{1-y_i}\nonumber \\ -\end{align*} -from which we obtain the log-likelihood and our \textbf{cost/loss} function -\[ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left( y_i\log{p(y_i=1|x_i,\hat{\beta})} + (1-y_i)\log\left[1-p(y_i=1|x_i,\hat{\beta}))\right]\right). -\] - -% !split -\subsection*{The cost function rewritten} - -Reordering the logarithms, we can rewrite the \textbf{cost/loss} function as -\[ -\mathcal{C}(\hat{\beta}) = \sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -\] - -The maximum likelihood estimator is defined as the set of parameters that maximize the log-likelihood where we maximize with respect to $\beta$. -Since the cost (error) function is just the negative log-likelihood, for logistic regression we have that -\[ -\mathcal{C}(\hat{\beta})=-\sum_{i=1}^n \left(y_i(\beta_0+\beta_1x_i) -\log{(1+\exp{(\beta_0+\beta_1x_i)})}\right). -\] -This equation is known in statistics as the \textbf{cross entropy}. Finally, we note that just as in linear regression, -in practice we often supplement the cross-entropy with additional regularization terms, usually $L_1$ and $L_2$ regularization as we did for Ridge and Lasso regression. - -% !split -\subsection*{Minimizing the cross entropy} - -The cross entropy is a convex function of the weights $\hat{\beta}$ and, -therefore, any local minimizer is a global minimizer. - - -Minimizing this -cost function with respect to the two parameters $\beta_0$ and $\beta_1$ we obtain - -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_0} = -\sum_{i=1}^n \left(y_i -\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right), -\] -and -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \beta_1} = -\sum_{i=1}^n \left(y_ix_i -x_i\frac{\exp{(\beta_0+\beta_1x_i)}}{1+\exp{(\beta_0+\beta_1x_i)}}\right). -\] - -% !split -\subsection*{A more compact expression} - -Let us now define a vector $\hat{y}$ with $n$ elements $y_i$, an -$n\times p$ matrix $\hat{X}$ which contains the $x_i$ values and a -vector $\hat{p}$ of fitted probabilities $p(y_i\vert x_i,\hat{\beta})$. We can rewrite in a more compact form the first -derivative of cost function as - -\[ -\frac{\partial \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}} = -\hat{X}^T\left(\hat{y}-\hat{p}\right). -\] - -If we in addition define a diagonal matrix $\hat{W}$ with elements -$p(y_i\vert x_i,\hat{\beta})(1-p(y_i\vert x_i,\hat{\beta})$, we can obtain a compact expression of the second derivative as - -\[ -\frac{\partial^2 \mathcal{C}(\hat{\beta})}{\partial \hat{\beta}\partial \hat{\beta}^T} = \hat{X}^T\hat{W}\hat{X}. -\] - -% !split -\subsection*{Extending to more predictors} - -Within a binary classification problem, we can easily expand our model to include multiple predictors. Our ratio between likelihoods is then with $p$ predictors -\[ -\log{ \frac{p(\hat{\beta}\hat{x})}{1-p(\hat{\beta}\hat{x})}} = \beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p. -\] -Here we defined $\hat{x}=[1,x_1,x_2,\dots,x_p]$ and $\hat{\beta}=[\beta_0, \beta_1, \dots, \beta_p]$ leading to -\[ -p(\hat{\beta}\hat{x})=\frac{ \exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}{1+\exp{(\beta_0+\beta_1x_1+\beta_2x_2+\dots+\beta_px_p)}}. -\] - -% !split -\subsection*{Including more classes} - -Till now we have mainly focused on two classes, the so-called binary -system. Suppose we wish to extend to $K$ classes. Let us for the sake -of simplicity assume we have only two predictors. We have then -following model - -\[ -\log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, -\] -\[ -\log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, -\] -and so on till the class $C=K-1$ class -\[ -\log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, -\] - -and the model is specified in term of $K-1$ so-called log-odds or -\textbf{logit} transformations. - - -% !split -\subsection*{The Softmax function} - -In our discussion of neural networks we will encounter the above again -in terms of the so-called \textbf{Softmax} function. - -The softmax function is used in various multiclass classification -methods, such as multinomial logistic regression (also known as -softmax regression), multiclass linear discriminant analysis, naive -Bayes classifiers, and artificial neural networks. Specifically, in -multinomial logistic regression and linear discriminant analysis, the -input to the function is the result of $K$ distinct linear functions, -and the predicted probability for the $k$-th class given a sample -vector $\hat{x}$ and a weighting vector $\hat{\beta}$ is (with two -predictors): - -\[ -p(C=k\vert \mathbf {x} )=\frac{\exp{(\beta_{k0}+\beta_{k1}x_1)}}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}. -\] -It is easy to extend to more predictors. The final class is -\[ -p(C=K\vert \mathbf {x} )=\frac{1}{1+\sum_{l=1}^{K-1}\exp{(\beta_{l0}+\beta_{l1}x_1)}}, -\] - -and they sum to one. Our earlier discussions were all specialized to -the case with two classes only. It is easy to see from the above that -what we derived earlier is compatible with these equations. - -To find the optimal parameters we would typically use a gradient -descent method. Newton's method and gradient descent methods are -discussed in the material on \href{{https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html}}{optimization -methods}. - - - - -% !split -\subsection*{A simple classification problem} -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} -import numpy as np -from sklearn import datasets, linear_model -import matplotlib.pyplot as plt - - -def generate_data(): - np.random.seed(0) - X, y = datasets.make_moons(200, noise=0.20) - return X, y - - -def visualize(X, y, clf): - plot_decision_boundary(lambda x: clf.predict(x), X, y) - -def plot_decision_boundary(pred_func, X, y): - # Set min and max values and give it some padding - x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5 - y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5 - h = 0.01 - # Generate a grid of points with distance h between them - xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h)) - # Predict the function value for the whole gid - Z = pred_func(np.c_[xx.ravel(), yy.ravel()]) - Z = Z.reshape(xx.shape) - # Plot the contour and training examples - plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral) - plt.scatter(X[:, 0], X[:, 1], c=y, cmap=plt.cm.Spectral) - plt.show() - - -def classify(X, y): - clf = linear_model.LogisticRegressionCV() - clf.fit(X, y) - return clf - - -def main(): - X, y = generate_data() - # visualize(X, y) - clf = classify(X, y) - visualize(X, y, clf) - -if __name__ == "__main__": - main() -\end{minted} - - - -% !split -\subsection*{The Credit Card example} -Here we use the the \href{{https://archive.ics.uci.edu/ml/datasets/default+of+credit+card+clients}}{credit card data}. More text to come. - -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} -import pandas as pd -import os -import numpy as np - - -from sklearn.model_selection import train_test_split -from sklearn.preprocessing import OneHotEncoder -from sklearn.compose import ColumnTransformer -from sklearn.preprocessing import StandardScaler, OneHotEncoder -from sklearn.metrics import confusion_matrix, accuracy_score, roc_auc_score - -# Trying to set the seed -np.random.seed(0) -import random -random.seed(0) - -# Reading file into data frame -cwd = os.getcwd() -filename = cwd + '/default of credit card clients.xls' -nanDict = {} -df = pd.read_excel(filename, header=1, skiprows=0, index_col=0, na_values=nanDict) - -df.rename(index=str, columns={"default payment next month": "defaultPaymentNextMonth"}, inplace=True) - -# Features and targets -X = df.loc[:, df.columns != 'defaultPaymentNextMonth'].values -y = df.loc[:, df.columns == 'defaultPaymentNextMonth'].values - -# Categorical variables to one-hot's -onehotencoder = OneHotEncoder(categories="auto") - -X = ColumnTransformer( - [("", onehotencoder, [3]),], - remainder="passthrough" -).fit_transform(X) - -y.shape - -# Train-test split -trainingShare = 0.5 -seed = 1 -XTrain, XTest, yTrain, yTest=train_test_split(X, y, train_size=trainingShare, \ - test_size = 1-trainingShare, - random_state=seed) - -# Input Scaling -sc = StandardScaler() -XTrain = sc.fit_transform(XTrain) -XTest = sc.transform(XTest) - -# One-hot's of the target vector -Y_train_onehot, Y_test_onehot = onehotencoder.fit_transform(yTrain), onehotencoder.fit_transform(yTest) - -# Remove instances with zeros only for past bill statements or paid amounts -''' -df = df.drop(df[(df.BILL_AMT1 == 0) & - (df.BILL_AMT2 == 0) & - (df.BILL_AMT3 == 0) & - (df.BILL_AMT4 == 0) & - (df.BILL_AMT5 == 0) & - (df.BILL_AMT6 == 0) & - (df.PAY_AMT1 == 0) & - (df.PAY_AMT2 == 0) & - (df.PAY_AMT3 == 0) & - (df.PAY_AMT4 == 0) & - (df.PAY_AMT5 == 0) & - (df.PAY_AMT6 == 0)].index) -''' -df = df.drop(df[(df.BILL_AMT1 == 0) & - (df.BILL_AMT2 == 0) & - (df.BILL_AMT3 == 0) & - (df.BILL_AMT4 == 0) & - (df.BILL_AMT5 == 0) & - (df.BILL_AMT6 == 0)].index) - -df = df.drop(df[(df.PAY_AMT1 == 0) & - (df.PAY_AMT2 == 0) & - (df.PAY_AMT3 == 0) & - (df.PAY_AMT4 == 0) & - (df.PAY_AMT5 == 0) & - (df.PAY_AMT6 == 0)].index) - -from sklearn.linear_model import LogisticRegression -from sklearn.model_selection import GridSearchCV - -lambdas=np.logspace(-5,7,13) -parameters = [{'C': 1./lambdas, "solver":["lbfgs"]}]#*len(parameters)}] -scoring = ['accuracy', 'roc_auc'] -logReg = LogisticRegression() -gridSearch = GridSearchCV(logReg, parameters, cv=5, scoring=scoring, refit='roc_auc') -\end{minted} - -\begin{minted}[fontsize=\fontsize{9pt}{9pt},linenos=false,mathescape,baselinestretch=1.0,fontfamily=tt,xleftmargin=7mm]{python} - -# "refit" gives the metric used deciding best model. -# See more http://scikit-learn.org/stable/auto_examples/model_selection/plot_multi_metric_evaluation.html -gridSearch.fit(XTrain, yTrain.ravel()) - -def gridSearchSummary(method, scoring): - """Prints best parameters from Grid search - and AUC with standard deviation for all - parameter combos """ - - method = eval(method) - if scoring == 'accuracy': - mean = 'mean_test_score' - sd = 'std_test_score' - elif scoring == 'auc': - mean = 'mean_test_roc_auc' - sd = 'std_test_roc_auc' - print("Best: %f using %s" % (method.best_score_, method.best_params_)) - means = method.cv_results_[mean] - stds = method.cv_results_[sd] - params = method.cv_results_['params'] - for mean, stdev, param in zip(means, stds, params): - print("%f (%f) with: %r" % (mean, stdev, param)) - -def createConfusionMatrix(method, printOut=True): - """ - Computes and prints confusion matrices, accuracy scores, - and AUC for test and training sets - """ - confusionArray = np.zeros(6, dtype=object) - method = eval(method) - - # Train - yPredTrain = method.predict(XTrain) - yPredTrain = (yPredTrain > 0.5) - cm = confusion_matrix( - yTrain, yPredTrain) - cm = np.around(cm/cm.sum(axis=1)[:,None], 2) - confusionArray[0] = cm - - accScore = accuracy_score(yTrain, yPredTrain) - confusionArray[1] = accScore - - AUC = roc_auc_score(yTrain, yPredTrain) - confusionArray[2] = AUC - - if printOut: - print('\n################### Training ###############') - print('\nTraining Confusion matrix: \n', cm) - print('\nTraining Accuracy score: \n', accScore) - print('\nTrain AUC: \n', AUC) - - # Test - yPred = method.predict(XTest) - yPred = (yPred > 0.5) - cm = confusion_matrix( - yTest, yPred) - cm = np.around(cm/cm.sum(axis=1)[:,None], 2) - confusionArray[3] = cm - - accScore = accuracy_score(yTest, yPred) - confusionArray[4] = accScore - - AUC = roc_auc_score(yTest, yPred) - confusionArray[5] = AUC - - if printOut: - print('\n################### Testing ###############') - print('\nTest Confusion matrix: \n', cm) - print('\nTest Accuracy score: \n', accScore) - print('\nTestAUC: \n', AUC) - - return confusionArray - - -import matplotlib.pyplot as plt -import seaborn -import scikitplot as skplt - -seaborn.set(style="white", context="notebook", font_scale=1.5, - rc={"axes.grid": True, "legend.frameon": False, -"lines.markeredgewidth": 1.4, "lines.markersize": 10}) -seaborn.set_context("notebook", font_scale=1.5, rc={"lines.linewidth": 4.5}) - -yPred = gridSearch.predict_proba(XTest) -print(yTest.ravel().shape, yPred.shape) - -#skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred_onehot) -skplt.metrics.plot_cumulative_gain(yTest.ravel(), yPred) - -defaults = sum(yTest == 1) -total = len(yTest) -defaultRate = defaults/total -def bestCurve(defaults, total, defaultRate): - x = np.linspace(0, 1, total) - - y1 = np.linspace(0, 1, defaults) - y2 = np.ones(total-defaults) - y3 = np.concatenate([y1,y2]) - return x, y3 - -x, best = bestCurve(defaults=defaults, total=total, defaultRate=defaultRate) -plt.plot(x, best) - - -plt.show() - -\end{minted} - -% ------------------- end of main content --------------- - -\end{document} - diff --git a/doc/src/LogisticRegression/README.txt b/doc/src/LogisticRegression/README.txt deleted file mode 100644 index 76e8bb5d2..000000000 --- a/doc/src/LogisticRegression/README.txt +++ /dev/null @@ -1,2 +0,0 @@ -This IPython notebook LogReg.ipynb does not require any additional -programs. diff --git a/doc/src/LogisticRegression/_minted-LogReg/default.pygstyle b/doc/src/LogisticRegression/_minted-LogReg/default.pygstyle deleted file mode 100644 index e69de29bb..000000000 diff --git a/doc/src/LogisticRegression/ipynb-LogReg-src.tar.gz b/doc/src/LogisticRegression/ipynb-LogReg-src.tar.gz deleted file mode 100644 index aa6290087..000000000 Binary files a/doc/src/LogisticRegression/ipynb-LogReg-src.tar.gz and /dev/null differ diff --git a/doc/src/LogisticRegression/reveal.js/.gitignore b/doc/src/LogisticRegression/reveal.js/.gitignore deleted file mode 100644 index a5df3133d..000000000 --- a/doc/src/LogisticRegression/reveal.js/.gitignore +++ /dev/null @@ -1,8 +0,0 @@ -.DS_Store -.svn -log/*.log -tmp/** -node_modules/ -.sass-cache -css/reveal.min.css -js/reveal.min.js diff --git a/doc/src/LogisticRegression/reveal.js/.travis.yml b/doc/src/LogisticRegression/reveal.js/.travis.yml deleted file mode 100644 index 165d9ae9f..000000000 --- a/doc/src/LogisticRegression/reveal.js/.travis.yml +++ /dev/null @@ -1,5 +0,0 @@ -language: node_js -node_js: - - 0.10 -before_script: - - npm install -g grunt-cli \ No newline at end of file diff --git a/doc/src/LogisticRegression/reveal.js/CONTRIBUTING.md b/doc/src/LogisticRegression/reveal.js/CONTRIBUTING.md deleted file mode 100644 index c2091e88f..000000000 --- a/doc/src/LogisticRegression/reveal.js/CONTRIBUTING.md +++ /dev/null @@ -1,23 +0,0 @@ -## Contributing - -Please keep the [issue tracker](http://github.com/hakimel/reveal.js/issues) limited to **bug reports**, **feature requests** and **pull requests**. - - -### Personal Support -If you have personal support or setup questions the best place to ask those are [StackOverflow](http://stackoverflow.com/questions/tagged/reveal.js). - - -### Bug Reports -When reporting a bug make sure to include information about which browser and operating system you are on as well as the necessary steps to reproduce the issue. If possible please include a link to a sample presentation where the bug can be tested. - - -### Pull Requests -- Should follow the coding style of the file you work in, most importantly: - - Tabs to indent - - Single-quoted strings -- Should be made towards the **dev branch** -- Should be submitted from a feature/topic branch (not your master) - - -### Plugins -Please do not submit plugins as pull requests. They should be maintained in their own separate repository. More information here: https://github.com/hakimel/reveal.js/wiki/Plugin-Guidelines diff --git a/doc/src/LogisticRegression/reveal.js/Gruntfile.js b/doc/src/LogisticRegression/reveal.js/Gruntfile.js deleted file mode 100644 index b257e8f32..000000000 --- a/doc/src/LogisticRegression/reveal.js/Gruntfile.js +++ /dev/null @@ -1,140 +0,0 @@ -/* global module:false */ -module.exports = function(grunt) { - var port = grunt.option('port') || 8000; - // Project configuration - grunt.initConfig({ - pkg: grunt.file.readJSON('package.json'), - meta: { - banner: - '/*!\n' + - ' * reveal.js <%= pkg.version %> (<%= grunt.template.today("yyyy-mm-dd, HH:MM") %>)\n' + - ' * http://lab.hakim.se/reveal-js\n' + - ' * MIT licensed\n' + - ' *\n' + - ' * Copyright (C) 2014 Hakim El Hattab, http://hakim.se\n' + - ' */' - }, - - qunit: { - files: [ 'test/*.html' ] - }, - - uglify: { - options: { - banner: '<%= meta.banner %>\n' - }, - build: { - src: 'js/reveal.js', - dest: 'js/reveal.min.js' - } - }, - - cssmin: { - compress: { - files: { - 'css/reveal.min.css': [ 'css/reveal.css' ] - } - } - }, - - sass: { - main: { - files: { - 'css/theme/darkgray.css': 'css/theme/source/darkgray.scss', - 'css/theme/beigesmall.css': 'css/theme/source/beigesmall.scss', - 'css/theme/cbc.css': 'css/theme/source/cbc.scss', - 'css/theme/default.css': 'css/theme/source/default.scss', - 'css/theme/beige.css': 'css/theme/source/beige.scss', - 'css/theme/night.css': 'css/theme/source/night.scss', - 'css/theme/serif.css': 'css/theme/source/serif.scss', - 'css/theme/simple.css': 'css/theme/source/simple.scss', - 'css/theme/sky.css': 'css/theme/source/sky.scss', - 'css/theme/moon.css': 'css/theme/source/moon.scss', - 'css/theme/solarized.css': 'css/theme/source/solarized.scss', - 'css/theme/blood.css': 'css/theme/source/blood.scss' - } - } - }, - - jshint: { - options: { - curly: false, - eqeqeq: true, - immed: true, - latedef: true, - newcap: true, - noarg: true, - sub: true, - undef: true, - eqnull: true, - browser: true, - expr: true, - globals: { - head: false, - module: false, - console: false, - unescape: false - } - }, - files: [ 'Gruntfile.js', 'js/reveal.js' ] - }, - - connect: { - server: { - options: { - port: port, - base: '.' - } - } - }, - - zip: { - 'reveal-js-presentation.zip': [ - 'index.html', - 'css/**', - 'js/**', - 'lib/**', - 'images/**', - 'plugin/**' - ] - }, - - watch: { - main: { - files: [ 'Gruntfile.js', 'js/reveal.js', 'css/reveal.css' ], - tasks: 'default' - }, - theme: { - files: [ 'css/theme/source/*.scss', 'css/theme/template/*.scss' ], - tasks: 'themes' - } - } - - }); - - // Dependencies - grunt.loadNpmTasks( 'grunt-contrib-qunit' ); - grunt.loadNpmTasks( 'grunt-contrib-jshint' ); - grunt.loadNpmTasks( 'grunt-contrib-cssmin' ); - grunt.loadNpmTasks( 'grunt-contrib-uglify' ); - grunt.loadNpmTasks( 'grunt-contrib-watch' ); - grunt.loadNpmTasks( 'grunt-contrib-sass' ); - grunt.loadNpmTasks( 'grunt-contrib-connect' ); - grunt.loadNpmTasks( 'grunt-zip' ); - - // Default task - grunt.registerTask( 'default', [ 'jshint', 'cssmin', 'uglify', 'qunit' ] ); - - // Theme task - grunt.registerTask( 'themes', [ 'sass' ] ); - - // Package presentation to archive - grunt.registerTask( 'package', [ 'default', 'zip' ] ); - - // Serve presentation locally - grunt.registerTask( 'serve', [ 'connect', 'watch' ] ); - - // Run tests - grunt.registerTask( 'test', [ 'jshint', 'qunit' ] ); - -}; diff --git a/doc/src/LogisticRegression/reveal.js/LICENSE b/doc/src/LogisticRegression/reveal.js/LICENSE deleted file mode 100644 index 09623076f..000000000 --- a/doc/src/LogisticRegression/reveal.js/LICENSE +++ /dev/null @@ -1,19 +0,0 @@ -Copyright (C) 2015 Hakim El Hattab, http://hakim.se - -Permission is hereby granted, free of charge, to any person obtaining a copy -of this software and associated documentation files (the "Software"), to deal -in the Software without restriction, including without limitation the rights -to use, copy, modify, merge, publish, distribute, sublicense, and/or sell -copies of the Software, and to permit persons to whom the Software is -furnished to do so, subject to the following conditions: - -The above copyright notice and this permission notice shall be included in -all copies or substantial portions of the Software. - -THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR -IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, -FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE -AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER -LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, -OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN -THE SOFTWARE. \ No newline at end of file diff --git a/doc/src/LogisticRegression/reveal.js/README.md b/doc/src/LogisticRegression/reveal.js/README.md deleted file mode 100644 index 573b19597..000000000 --- a/doc/src/LogisticRegression/reveal.js/README.md +++ /dev/null @@ -1,1052 +0,0 @@ -# reveal.js [![Build Status](https://travis-ci.org/hakimel/reveal.js.svg?branch=master)](https://travis-ci.org/hakimel/reveal.js) - -A framework for easily creating beautiful presentations using HTML. [Check out the live demo](http://lab.hakim.se/reveal-js/). - -reveal.js comes with a broad range of features including [nested slides](https://github.com/hakimel/reveal.js#markup), [Markdown contents](https://github.com/hakimel/reveal.js#markdown), [PDF export](https://github.com/hakimel/reveal.js#pdf-export), [speaker notes](https://github.com/hakimel/reveal.js#speaker-notes) and a [JavaScript API](https://github.com/hakimel/reveal.js#api). It's best viewed in a modern browser but [fallbacks](https://github.com/hakimel/reveal.js/wiki/Browser-Support) are available to make sure your presentation can still be viewed elsewhere. - - -#### More reading: -- [Installation](#installation): Step-by-step instructions for getting reveal.js running on your computer. -- [Changelog](https://github.com/hakimel/reveal.js/releases): Up-to-date version history. -- [Examples](https://github.com/hakimel/reveal.js/wiki/Example-Presentations): Presentations created with reveal.js, add your own! -- [Browser Support](https://github.com/hakimel/reveal.js/wiki/Browser-Support): Explanation of browser support and fallbacks. -- [Plugins](https://github.com/hakimel/reveal.js/wiki/Plugins,-Tools-and-Hardware): A list of plugins that can be used to extend reveal.js. - -## Online Editor - -Presentations are written using HTML or Markdown but there's also an online editor for those of you who prefer a graphical interface. Give it a try at [http://slides.com](http://slides.com). - - -## Instructions - -### Markup - -Markup hierarchy needs to be ``
    `` where the ``
    `` represents one slide and can be repeated indefinitely. If you place multiple ``
    ``'s inside of another ``
    `` they will be shown as vertical slides. The first of the vertical slides is the "root" of the others (at the top), and it will be included in the horizontal sequence. For example: - -```html -
    -
    -
    Single Horizontal Slide
    -
    -
    Vertical Slide 1
    -
    Vertical Slide 2
    -
    -
    -
    -``` - -### Markdown - -It's possible to write your slides using Markdown. To enable Markdown, add the ```data-markdown``` attribute to your ```
    ``` elements and wrap the contents in a ``` -
    -``` - -#### External Markdown - -You can write your content as a separate file and have reveal.js load it at runtime. Note the separator arguments which determine how slides are delimited in the external file. The ```data-charset``` attribute is optional and specifies which charset to use when loading the external file. - -When used locally, this feature requires that reveal.js [runs from a local web server](#full-setup). - -```html -
    -
    -``` - -#### Element Attributes - -Special syntax (in html comment) is available for adding attributes to Markdown elements. This is useful for fragments, amongst other things. - -```html -
    - -
    -``` - -#### Slide Attributes - -Special syntax (in html comment) is available for adding attributes to the slide `
    ` elements generated by your Markdown. - -```html -
    - -
    -``` - - -### Configuration - -At the end of your page you need to initialize reveal by running the following code. Note that all config values are optional and will default as specified below. - -```javascript -Reveal.initialize({ - - // Display controls in the bottom right corner - controls: true, - - // Display a presentation progress bar - progress: true, - - // Display the page number of the current slide - slideNumber: false, - - // Push each slide change to the browser history - history: false, - - // Enable keyboard shortcuts for navigation - keyboard: true, - - // Enable the slide overview mode - overview: true, - - // Vertical centering of slides - center: true, - - // Enables touch navigation on devices with touch input - touch: true, - - // Loop the presentation - loop: false, - - // Change the presentation direction to be RTL - rtl: false, - - // Turns fragments on and off globally - fragments: true, - - // Flags if the presentation is running in an embedded mode, - // i.e. contained within a limited portion of the screen - embedded: false, - - // Flags if we should show a help overlay when the questionmark - // key is pressed - help: true, - - // Number of milliseconds between automatically proceeding to the - // next slide, disabled when set to 0, this value can be overwritten - // by using a data-autoslide attribute on your slides - autoSlide: 0, - - // Stop auto-sliding after user input - autoSlideStoppable: true, - - // Enable slide navigation via mouse wheel - mouseWheel: false, - - // Hides the address bar on mobile devices - hideAddressBar: true, - - // Opens links in an iframe preview overlay - previewLinks: false, - - // Transition style - transition: 'default', // none/fade/slide/convex/concave/zoom - - // Transition speed - transitionSpeed: 'default', // default/fast/slow - - // Transition style for full page slide backgrounds - backgroundTransition: 'default', // none/fade/slide/convex/concave/zoom - - // Number of slides away from the current that are visible - viewDistance: 3, - - // Parallax background image - parallaxBackgroundImage: '', // e.g. "'https://s3.amazonaws.com/hakim-static/reveal-js/reveal-parallax-1.jpg'" - - // Parallax background size - parallaxBackgroundSize: '', // CSS syntax, e.g. "2100px 900px" - - // Amount to move parallax background (horizontal and vertical) on slide change - // Number, e.g. 100 - parallaxBackgroundHorizontal: '', - parallaxBackgroundVertical: '' - -}); -``` - - -The configuration can be updated after initialization using the ```configure``` method: - -```javascript -// Turn autoSlide off -Reveal.configure({ autoSlide: 0 }); - -// Start auto-sliding every 5s -Reveal.configure({ autoSlide: 5000 }); -``` - - -### Dependencies - -Reveal.js doesn't _rely_ on any third party scripts to work but a few optional libraries are included by default. These libraries are loaded as dependencies in the order they appear, for example: - -```javascript -Reveal.initialize({ - dependencies: [ - // Cross-browser shim that fully implements classList - https://github.com/eligrey/classList.js/ - { src: 'lib/js/classList.js', condition: function() { return !document.body.classList; } }, - - // Interpret Markdown in
    elements - { src: 'plugin/markdown/marked.js', condition: function() { return !!document.querySelector( '[data-markdown]' ); } }, - { src: 'plugin/markdown/markdown.js', condition: function() { return !!document.querySelector( '[data-markdown]' ); } }, - - // Syntax highlight for elements - { src: 'plugin/highlight/highlight.js', async: true, callback: function() { hljs.initHighlightingOnLoad(); } }, - - // Zoom in and out with Alt+click - { src: 'plugin/zoom-js/zoom.js', async: true }, - - // Speaker notes - { src: 'plugin/notes/notes.js', async: true }, - - // Remote control your reveal.js presentation using a touch device - { src: 'plugin/remotes/remotes.js', async: true }, - - // MathJax - { src: 'plugin/math/math.js', async: true } - ] -}); -``` - -You can add your own extensions using the same syntax. The following properties are available for each dependency object: -- **src**: Path to the script to load -- **async**: [optional] Flags if the script should load after reveal.js has started, defaults to false -- **callback**: [optional] Function to execute when the script has loaded -- **condition**: [optional] Function which must return true for the script to be loaded - - -### Ready Event - -A 'ready' event is fired when reveal.js has loaded all non-async dependencies and is ready to start navigating. To check if reveal.js is already 'ready' you can call `Reveal.isReady()`. - -```javascript -Reveal.addEventListener( 'ready', function( event ) { - // event.currentSlide, event.indexh, event.indexv -} ); -``` - - -### Presentation Size - -All presentations have a normal size, that is the resolution at which they are authored. The framework will automatically scale presentations uniformly based on this size to ensure that everything fits on any given display or viewport. - -See below for a list of configuration options related to sizing, including default values: - -```javascript -Reveal.initialize({ - - ... - - // The "normal" size of the presentation, aspect ratio will be preserved - // when the presentation is scaled to fit different resolutions. Can be - // specified using percentage units. - width: 960, - height: 700, - - // Factor of the display size that should remain empty around the content - margin: 0.1, - - // Bounds for smallest/largest possible scale to apply to content - minScale: 0.2, - maxScale: 1.5 - -}); -``` - - -### Auto-sliding - -Presentations can be configured to progress through slides automatically, without any user input. To enable this you will need to tell the framework how many milliseconds it should wait between slides: - -```javascript -// Slide every five seconds -Reveal.configure({ - autoSlide: 5000 -}); -``` -When this is turned on a control element will appear that enables users to pause and resume auto-sliding. Alternatively, sliding can be paused or resumed by pressing »a« on the keyboard. Sliding is paused automatically as soon as the user starts navigating. You can disable these controls by specifying ```autoSlideStoppable: false``` in your reveal.js config. - -You can also override the slide duration for individual slides and fragments by using the ```data-autoslide``` attribute: - -```html -
    -

    After 2 seconds the first fragment will be shown.

    -

    After 10 seconds the next fragment will be shown.

    -

    Now, the fragment is displayed for 2 seconds before the next slide is shown.

    -
    -``` - -Whenever the auto-slide mode is resumed or paused the ```autoslideresumed``` and ```autoslidepaused``` events are fired. - - -### Keyboard Bindings - -If you're unhappy with any of the default keyboard bindings you can override them using the ```keyboard``` config option: - -```javascript -Reveal.configure({ - keyboard: { - 13: 'next', // go to the next slide when the ENTER key is pressed - 27: function() {}, // do something custom when ESC is pressed - 32: null // don't do anything when SPACE is pressed (i.e. disable a reveal.js default binding) - } -}); -``` - -### Lazy Loading - -When working on presentation with a lot of media or iframe content it's important to load lazily. Lazy loading means that reveal.js will only load content for the few slides nearest to the current slide. The number of slides that are preloaded is determined by the `viewDistance` configuration option. - -To enable lazy loading all you need to do is change your "src" attributes to "data-src" as shown below. This is supported for image, video, audio and iframe elements. Lazy loaded iframes will also unload when the containing slide is no longer visible. - -```html -
    - - - -
    -``` - - -### API - -The ``Reveal`` object exposes a JavaScript API for controlling navigation and reading state: - -```javascript -// Navigation -Reveal.slide( indexh, indexv, indexf ); -Reveal.left(); -Reveal.right(); -Reveal.up(); -Reveal.down(); -Reveal.prev(); -Reveal.next(); -Reveal.prevFragment(); -Reveal.nextFragment(); - -// Toggle presentation states, optionally pass true/false to force on/off -Reveal.toggleOverview(); -Reveal.togglePause(); -Reveal.toggleAutoSlide(); - -// Change a config value at runtime -Reveal.configure({ controls: true }); - -// Returns the present configuration options -Reveal.getConfig(); - -// Fetch the current scale of the presentation -Reveal.getScale(); - -// Retrieves the previous and current slide elements -Reveal.getPreviousSlide(); -Reveal.getCurrentSlide(); - -Reveal.getIndices(); // { h: 0, v: 0 } } -Reveal.getProgress(); // 0-1 -Reveal.getTotalSlides(); - -// State checks -Reveal.isFirstSlide(); -Reveal.isLastSlide(); -Reveal.isOverview(); -Reveal.isPaused(); -Reveal.isAutoSliding(); -``` - -### Slide Changed Event - -A 'slidechanged' event is fired each time the slide is changed (regardless of state). The event object holds the index values of the current slide as well as a reference to the previous and current slide HTML nodes. - -Some libraries, like MathJax (see [#226](https://github.com/hakimel/reveal.js/issues/226#issuecomment-10261609)), get confused by the transforms and display states of slides. Often times, this can be fixed by calling their update or render function from this callback. - -```javascript -Reveal.addEventListener( 'slidechanged', function( event ) { - // event.previousSlide, event.currentSlide, event.indexh, event.indexv -} ); -``` - -### Presentation State - -The presentation's current state can be fetched by using the `getState` method. A state object contains all of the information required to put the presentation back as it was when `getState` was first called. Sort of like a snapshot. It's a simple object that can easily be stringified and persisted or sent over the wire. - -```javascript -Reveal.slide( 1 ); -// we're on slide 1 - -var state = Reveal.getState(); - -Reveal.slide( 3 ); -// we're on slide 3 - -Reveal.setState( state ); -// we're back on slide 1 -``` - -### Slide States - -If you set ``data-state="somestate"`` on a slide ``
    ``, "somestate" will be applied as a class on the document element when that slide is opened. This allows you to apply broad style changes to the page based on the active slide. - -Furthermore you can also listen to these changes in state via JavaScript: - -```javascript -Reveal.addEventListener( 'somestate', function() { - // TODO: Sprinkle magic -}, false ); -``` - -### Slide Backgrounds - -Slides are contained within a limited portion of the screen by default to allow them to fit any display and scale uniformly. You can apply full page backgrounds outside of the slide area by adding a ```data-background``` attribute to your ```
    ``` elements. Four different types of backgrounds are supported: color, image, video and iframe. Below are a few examples. - -```html -
    -

    All CSS color formats are supported, like rgba() or hsl().

    -
    -
    -

    This slide will have a full-size background image.

    -
    -
    -

    This background image will be sized to 100px and repeated.

    -
    -
    -

    Video. Multiple sources can be defined using a comma separated list. Video will loop when the data-background-video-loop attribute is provided.

    -
    -
    -

    Embeds a web page as a background. Note that the page won't be interactive.

    -
    -``` - -Backgrounds transition using a fade animation by default. This can be changed to a linear sliding transition by passing ```backgroundTransition: 'slide'``` to the ```Reveal.initialize()``` call. Alternatively you can set ```data-background-transition``` on any section with a background to override that specific transition. - - -### Parallax Background - -If you want to use a parallax scrolling background, set the first two config properties below when initializing reveal.js (the other two are optional). - -```javascript -Reveal.initialize({ - - // Parallax background image - parallaxBackgroundImage: '', // e.g. "https://s3.amazonaws.com/hakim-static/reveal-js/reveal-parallax-1.jpg" - - // Parallax background size - parallaxBackgroundSize: '', // CSS syntax, e.g. "2100px 900px" - currently only pixels are supported (don't use % or auto) - - // Amount of pixels to move the parallax background per slide step, - // a value of 0 disables movement along the given axis - // These are optional, if they aren't specified they'll be calculated automatically - parallaxBackgroundHorizontal: 200, - parallaxBackgroundVertical: 50 - -}); -``` - -Make sure that the background size is much bigger than screen size to allow for some scrolling. [View example](http://lab.hakim.se/reveal-js/?parallaxBackgroundImage=https%3A%2F%2Fs3.amazonaws.com%2Fhakim-static%2Freveal-js%2Freveal-parallax-1.jpg¶llaxBackgroundSize=2100px%20900px). - - - -### Slide Transitions -The global presentation transition is set using the ```transition``` config value. You can override the global transition for a specific slide by using the ```data-transition``` attribute: - -```html -
    -

    This slide will override the presentation transition and zoom!

    -
    - -
    -

    Choose from three transition speeds: default, fast or slow!

    -
    -``` - -You can also use different in and out transitions for the same slide: - -```html -
    - The train goes on … -
    -
    - and on … -
    -
    - and stops. -
    -
    - (Passengers entering and leaving) -
    -
    - And it starts again. -
    -``` - - -Note that this does not work with the page and cube transitions. - - -### Internal links - -It's easy to link between slides. The first example below targets the index of another slide whereas the second targets a slide with an ID attribute (```
    ```): - -```html -Link -Link -``` - -You can also add relative navigation links, similar to the built in reveal.js controls, by appending one of the following classes on any element. Note that each element is automatically given an ```enabled``` class when it's a valid navigation route based on the current slide. - -```html - - - - - - -``` - - -### Fragments -Fragments are used to highlight individual elements on a slide. Every element with the class ```fragment``` will be stepped through before moving on to the next slide. Here's an example: http://lab.hakim.se/reveal-js/#/fragments - -The default fragment style is to start out invisible and fade in. This style can be changed by appending a different class to the fragment: - -```html -
    -

    grow

    -

    shrink

    -

    fade-out

    -

    visible only once

    -

    blue only once

    -

    highlight-red

    -

    highlight-green

    -

    highlight-blue

    -
    -``` - -Multiple fragments can be applied to the same element sequentially by wrapping it, this will fade in the text on the first step and fade it back out on the second. - -```html -
    - - I'll fade in, then out - -
    -``` - -The display order of fragments can be controlled using the ```data-fragment-index``` attribute. - -```html -
    -

    Appears last

    -

    Appears first

    -

    Appears second

    -
    -``` - -### Fragment events - -When a slide fragment is either shown or hidden reveal.js will dispatch an event. - -Some libraries, like MathJax (see #505), get confused by the initially hidden fragment elements. Often times this can be fixed by calling their update or render function from this callback. - -```javascript -Reveal.addEventListener( 'fragmentshown', function( event ) { - // event.fragment = the fragment DOM element -} ); -Reveal.addEventListener( 'fragmenthidden', function( event ) { - // event.fragment = the fragment DOM element -} ); -``` - -### Code syntax highlighting - -By default, Reveal is configured with [highlight.js](http://softwaremaniacs.org/soft/highlight/en/) for code syntax highlighting. Below is an example with clojure code that will be syntax highlighted. When the `data-trim` attribute is present surrounding whitespace is automatically removed. - -```html -
    -
    
    -(def lazy-fib
    -  (concat
    -   [0 1]
    -   ((fn rfib [a b]
    -        (lazy-cons (+ a b) (rfib b (+ a b)))) 0 1)))
    -	
    -
    -``` - -### Slide number -If you would like to display the page number of the current slide you can do so using the ```slideNumber``` configuration value. - -```javascript -// Shows the slide number using default formatting -Reveal.configure({ slideNumber: true }); - -// Slide number formatting can be configured using these variables: -// h: current slide's horizontal index -// v: current slide's vertical index -// c: current slide index (flattened) -// t: total number of slides (flattened) -Reveal.configure({ slideNumber: 'c / t' }); - -``` - - -### Overview mode - -Press "Esc" or "o" keys to toggle the overview mode on and off. While you're in this mode, you can still navigate between slides, -as if you were at 1,000 feet above your presentation. The overview mode comes with a few API hooks: - -```javascript -Reveal.addEventListener( 'overviewshown', function( event ) { /* ... */ } ); -Reveal.addEventListener( 'overviewhidden', function( event ) { /* ... */ } ); - -// Toggle the overview mode programmatically -Reveal.toggleOverview(); -``` - -### Fullscreen mode -Just press »F« on your keyboard to show your presentation in fullscreen mode. Press the »ESC« key to exit fullscreen mode. - - -### Embedded media -Embedded HTML5 `