03 Logistic Regression

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Binary Classification

Define

1. Sigmoid Function Logistic Function
   \[ h_\theta(x) = g(\theta^Tx) \]
   \[ z = \theta^Tx \]
   \[ 0 <= g(z) = \frac{1}{1 + e^{-z}} <= 1 \]

2. \( h_\theta(x) \) the probability that the output is 1.

3. \( h_\theta(x) = P(y = 1 | x; \theta) \)

4. \( P(y = 0 | x; \theta) + P(y = 1 | x; \theta) = 1 \)

5. 设置 0.5为判定边界，则 \(h_\theta(x)=0.5 <==> \theta^Tx = 0\)

   Cost Function

• \[J(\theta) = \dfrac{1}{m} \sum_{i=1}^m \mathrm{Cost}(h_\theta(x^{(i)}),y^{(i)})\]
• \[ \mathrm{Cost}(h_\theta(x),y) = -\log(h_\theta(x)) ,\text{if y = 1} \]
• \[ \mathrm{Cost}(h_\theta(x),y) = -\log(1-h_\theta(x)), \text{if y = 0} \]
• \[ Cost(h_\theta(x), y) = -ylog(h_\theta(x)) - (1 - y)log(1 - h_\theta(x)) \]

Algorithm

\(\begin{align*} & Repeat \; \lbrace \newline & \; \theta_j := \theta_j - \frac{\alpha}{m} \sum_{i=1}^m (h_\theta(x^{(i)}) - y^{(i)}) x_j^{(i)} \newline & \rbrace \end{align*}\)

• 虽然跟梯度下降相同但两者\(h_\theta(x)\)的定义并不相同

• 逻辑回归也可以通过特征缩放来加快收敛速度

1. 可用于计算 \(\theta\) 的算法

   • Gradient descent
   • Conjugate gradient
   • BFGS 共轭梯度法（变尺度法）
   • L-BFGS 限制变尺度法
     
   • 后三种算法的特性

   Advantages:
   a.no need to manually pick \(\alpha\)
   b.often faster than gradient descent
   Disadvantages:
   More complex

2. Octave 的优化算法使用

%exitFlag: 1 收敛
%R(optTheta) >= 2
options = optimset(‘GradObj’, ‘on’, ‘MaxIter’, ‘100’);
initialTheta = zeros(2, 1);
[optTheta, functionVal, exitFlag] ...
    = fminumc(@costFunction, initialTheta, options);
    
%costFunction:
function [jVal, gradient] = costFunction(theta)
    jVal = ... %cost function
    gradient = zeros(n, 1); %gradient
    
    gradient(1) = ...
    ...
    gradient(n) = ...

Multi-class classification

one-vs-all one-vs-rest

• Train a logistic regression classifier \(h_\theta^{(i)}(x)\) for each class \(i\) to predict the probability that \(y = i\).
• On a new input \(x\), to make a prediction, pick the class \(i\) that maximizes \(\max \limits_ih_\theta^{(i)}(x)\).

03 Logistic Regression

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原文地址：https://www.cnblogs.com/QQ-1615160629/p/03-Logistic-Regression.html