Added Non-Linear base and Momentum
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4 changed files with 48 additions and 5 deletions
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@ -10,17 +10,19 @@ class LogisticRegression:
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tolerance and verbose. It also initializes the weight, loss, x, y, mean and std.
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'''
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def __init__(self, learning_rate: float, n_iter: int, tolerance: float, verbose: bool) -> None:
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def __init__(self, learning_rate: float, n_iter: int, tolerance: float, verbose: bool) -> None: # add momentum as value for the gradient descent
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self.lr = learning_rate
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self.n_iter = n_iter
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self.tol = tolerance
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self.verbose = verbose
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#self.momentum = momentum # momentum parameter
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self.w: np.ndarray | None = None # weight/coefficient (bias as first element)
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self.loss: list[float] = [] # loss per iteration
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self.x: np.ndarray | None = None # matrix of inputs after standardisation
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self.y: np.ndarray | None = None # target vector
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self.mean: np.ndarray | None = None # used for standardisation
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self.std: np.ndarray | None = None # standard deviation
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#self.v: np.ndarray | None = None # velocity term for momentum
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@staticmethod
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def sigmoid(z: np.ndarray) -> np.ndarray:
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@ -70,12 +72,16 @@ class LogisticRegression:
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if self.x is None or self.y is None: # if x or y are empty, throw error
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raise RuntimeError("Model is not fitted yet. Call `fit` first.")
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#self.v = np.zeros_like(self.w) # initiating the velocity
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for i in range(1, self.n_iter + 1):
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z = self.x.dot(self.w) # linear prediction
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p = self.sigmoid(z) # probabilities of the model predictions
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gradient = self.x.T.dot(p - self.y) / self.y.size # for logistic regression X^T*(p - y)
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#self.v = self.momentum * self.v + gradient # incorporating momentum
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#self.w -= self.lr * self.v
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self.w -= self.lr * gradient # gradient multiplied by learning rate is removed from weight
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loss = self.cost(self.y, p) # cost is calculated through cross‑entropy and added for the current range
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@ -338,6 +344,8 @@ if __name__ == "__main__":
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# training of the model
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model = LogisticRegression(learning_rate=0.00005, n_iter=5000, tolerance=1e-6, verbose=True)
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# other values could be used, for example (lr=0.01, n_iter=2000, tolerance=1e-3, verbose=False)
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#model = LogisticRegression(learning_rate=0.00005, n_iter=5000, tolerance=1e-6, verbose=True, momentum= 0.9)
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# using momentum for gradient descent calculation
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model.prepare(df_train, target_col="Diagnosis")
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model.fit()
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