Added Non-Linear base and Momentum
This commit is contained in:
parent
f261b06dff
commit
4ed70f6bd4
4 changed files with 48 additions and 5 deletions
|
|
@ -6,8 +6,9 @@ class LinearRegression:
|
|||
Constructor for the linear regression with analytical solution. It uses bias. It also
|
||||
initializes the weight, mean and standard deviation.
|
||||
'''
|
||||
def __init__(self, add_bias):
|
||||
def __init__(self, add_bias): # add degree as value for the polynomial features
|
||||
self.add_bias = add_bias # bias to prepend a column of ones (the intercept term)
|
||||
#self.degree = degree # degree for polynomial expansion (non-linear base)
|
||||
self.w = None # weight/coefficient
|
||||
self.mean = None # used for standardisation
|
||||
self.std = None # standard deviation
|
||||
|
|
@ -30,8 +31,18 @@ class LinearRegression:
|
|||
if self.add_bias: # adding bias
|
||||
x['bias'] = 1.0
|
||||
|
||||
return x
|
||||
'''
|
||||
# applying polynomial transformation for non-linear bases
|
||||
if self.degree > 1:
|
||||
poly_features = pd.DataFrame()
|
||||
# create polynomial features of the given degree
|
||||
for col in x.columns:
|
||||
for d in range(2, self.degree + 1):
|
||||
poly_features[f"{col}^{d}"] = x[col] ** d
|
||||
x = pd.concat([x, poly_features], axis=1)\
|
||||
'''
|
||||
|
||||
return x
|
||||
|
||||
def fit(self, x: pd.DataFrame, y: pd.Series) -> "LinearRegression":
|
||||
'''
|
||||
|
|
@ -218,6 +229,7 @@ if __name__ == "__main__":
|
|||
|
||||
# training of the model
|
||||
model = LinearRegression(add_bias=True)
|
||||
#model = LinearRegression(add_bias=True, degree=2) # using polynomial degree for non-linear base calculation.
|
||||
model.fit(x_train, y_train)
|
||||
|
||||
# evaluation of the model
|
||||
|
|
|
|||
|
|
@ -10,17 +10,19 @@ class LogisticRegression:
|
|||
tolerance and verbose. It also initializes the weight, loss, x, y, mean and std.
|
||||
'''
|
||||
|
||||
def __init__(self, learning_rate: float, n_iter: int, tolerance: float, verbose: bool) -> None:
|
||||
def __init__(self, learning_rate: float, n_iter: int, tolerance: float, verbose: bool) -> None: # add momentum as value for the gradient descent
|
||||
self.lr = learning_rate
|
||||
self.n_iter = n_iter
|
||||
self.tol = tolerance
|
||||
self.verbose = verbose
|
||||
#self.momentum = momentum # momentum parameter
|
||||
self.w: np.ndarray | None = None # weight/coefficient (bias as first element)
|
||||
self.loss: list[float] = [] # loss per iteration
|
||||
self.x: np.ndarray | None = None # matrix of inputs after standardisation
|
||||
self.y: np.ndarray | None = None # target vector
|
||||
self.mean: np.ndarray | None = None # used for standardisation
|
||||
self.std: np.ndarray | None = None # standard deviation
|
||||
#self.v: np.ndarray | None = None # velocity term for momentum
|
||||
|
||||
@staticmethod
|
||||
def sigmoid(z: np.ndarray) -> np.ndarray:
|
||||
|
|
@ -70,12 +72,16 @@ class LogisticRegression:
|
|||
if self.x is None or self.y is None: # if x or y are empty, throw error
|
||||
raise RuntimeError("Model is not fitted yet. Call `fit` first.")
|
||||
|
||||
#self.v = np.zeros_like(self.w) # initiating the velocity
|
||||
|
||||
for i in range(1, self.n_iter + 1):
|
||||
z = self.x.dot(self.w) # linear prediction
|
||||
p = self.sigmoid(z) # probabilities of the model predictions
|
||||
|
||||
gradient = self.x.T.dot(p - self.y) / self.y.size # for logistic regression X^T*(p - y)
|
||||
|
||||
#self.v = self.momentum * self.v + gradient # incorporating momentum
|
||||
#self.w -= self.lr * self.v
|
||||
self.w -= self.lr * gradient # gradient multiplied by learning rate is removed from weight
|
||||
|
||||
loss = self.cost(self.y, p) # cost is calculated through cross‑entropy and added for the current range
|
||||
|
|
@ -338,6 +344,8 @@ if __name__ == "__main__":
|
|||
# training of the model
|
||||
model = LogisticRegression(learning_rate=0.00005, n_iter=5000, tolerance=1e-6, verbose=True)
|
||||
# other values could be used, for example (lr=0.01, n_iter=2000, tolerance=1e-3, verbose=False)
|
||||
#model = LogisticRegression(learning_rate=0.00005, n_iter=5000, tolerance=1e-6, verbose=True, momentum= 0.9)
|
||||
# using momentum for gradient descent calculation
|
||||
model.prepare(df_train, target_col="Diagnosis")
|
||||
model.fit()
|
||||
|
||||
|
|
|
|||
|
|
@ -6,12 +6,13 @@ class LinearRegression:
|
|||
Constructor for the linear regression with mini‑batch stochastic gradient descent. It uses learning rate,
|
||||
iteration number, batch size, bias and verbose. It also initializes the weight, mean and standard deviation.
|
||||
'''
|
||||
def __init__(self, lr, n_iter, batch_size, add_bias, verbose):
|
||||
def __init__(self, lr, n_iter, batch_size, add_bias, verbose): # add degree as value for the polynomial features
|
||||
self.lr = lr # learning rate
|
||||
self.n_iter = n_iter # number of gradient-descent iterations
|
||||
self.batch_size = batch_size # row number for each gradient step
|
||||
self.add_bias = add_bias # bias to prepend a column of ones (the intercept term)
|
||||
self.verbose = verbose # if true, prints the mean‑squared error every 100 iterations
|
||||
#self.degree = degree # degree for polynomial expansion (non-linear base)
|
||||
self.w = None # weight/coefficient
|
||||
self.mean = None # used for standardisation
|
||||
self.std = None # standard deviation
|
||||
|
|
@ -33,6 +34,17 @@ class LinearRegression:
|
|||
if self.add_bias: # adding bias
|
||||
x['bias'] = 1.0
|
||||
|
||||
'''
|
||||
# applying polynomial transformation for non-linear bases
|
||||
if self.degree > 1:
|
||||
poly_features = pd.DataFrame()
|
||||
# create polynomial features of the given degree
|
||||
for col in x.columns:
|
||||
for d in range(2, self.degree + 1):
|
||||
poly_features[f"{col}^{d}"] = x[col] ** d
|
||||
x = pd.concat([x, poly_features], axis=1)
|
||||
'''
|
||||
|
||||
return x
|
||||
|
||||
|
||||
|
|
@ -213,6 +225,8 @@ if __name__ == "__main__":
|
|||
# training of the model
|
||||
model = LinearRegression(lr=0.0001, n_iter=5000, batch_size=64, add_bias=True, verbose=True)
|
||||
# other values could be used, for example (lr=0.01, n_iter=2000, batch_size=None, add_bias=True, verbose=False)
|
||||
#model = LinearRegression(lr=0.0001, n_iter=5000, batch_size=64, add_bias=True, verbose=True, degree=2)
|
||||
# using polynomial degree for non-linear base calculation.
|
||||
model.fit(x_train, y_train)
|
||||
|
||||
# evaluation of the model
|
||||
|
|
|
|||
|
|
@ -6,18 +6,20 @@ class LogisticRegression:
|
|||
Constructor for the logistic regression with gradient descent. It uses learning rate, iteration number,
|
||||
tolerance and verbose. It also initializes the weight, loss, x, y, mean and std.
|
||||
'''
|
||||
def __init__(self, learning_rate: float, n_iter: int, batch_size: int, tolerance: float, verbose: bool) -> None:
|
||||
def __init__(self, learning_rate: float, n_iter: int, batch_size: int, tolerance: float, verbose: bool) -> None: # add momentum as value for the gradient descent
|
||||
self.lr = learning_rate
|
||||
self.n_iter = n_iter
|
||||
self.batch_size = batch_size
|
||||
self.tol = tolerance
|
||||
self.verbose = verbose
|
||||
#self.momentum = momentum # momentum parameter
|
||||
self.w: np.ndarray | None = None # weight/coefficient (bias as first element)
|
||||
self.loss: list[float] = [] # loss per iteration
|
||||
self.x: np.ndarray | None = None # matrix of inputs after standardisation
|
||||
self.y: np.ndarray | None = None # target vector
|
||||
self.mean: np.ndarray | None = None # used for standardisation
|
||||
self.std: np.ndarray | None = None # standard deviation
|
||||
#self.v: np.ndarray | None = None # velocity term for momentum
|
||||
|
||||
@staticmethod
|
||||
def sigmoid(z: np.ndarray) -> np.ndarray:
|
||||
|
|
@ -75,6 +77,8 @@ class LogisticRegression:
|
|||
# number of batches per iteration
|
||||
n_batches = int(np.ceil(n_samples / batch_size))
|
||||
|
||||
#self.v = np.zeros_like(self.w) # initiating the velocity
|
||||
|
||||
for epoch in range(1, self.n_iter + 1):
|
||||
shuffled_idx = np.random.permutation(n_samples) # random permutation of the indices
|
||||
for b in range(n_batches):
|
||||
|
|
@ -90,6 +94,9 @@ class LogisticRegression:
|
|||
p = self.sigmoid(z) # probabilities of the model predictions
|
||||
|
||||
grad = x_batch.T.dot(p - y_batch) / y_batch.size # for logistic regression X^T*(p - y)
|
||||
|
||||
#self.v = self.momentum * self.v + grad # incorporating momentum
|
||||
#self.w -= self.lr * self.v
|
||||
self.w -= self.lr * grad # gradient multiplied by learning rate is removed from weight
|
||||
|
||||
# cost is calculated through cross‑entropy and added for the current range
|
||||
|
|
@ -245,6 +252,8 @@ if __name__ == "__main__":
|
|||
# training of the model
|
||||
model = LogisticRegression(learning_rate=0.00005, n_iter=5000, batch_size=64, tolerance=1e-6, verbose=True)
|
||||
# other values could be used, for example (lr=0.01, n_iter=2000, tolerance=1e-3, verbose=False)
|
||||
#model = LogisticRegression(learning_rate=0.00005, n_iter=5000, batch_size=64, tolerance=1e-6, verbose=True, momentum= 0.9)
|
||||
# using momentum for gradient descent calculation
|
||||
model.prepare(df_train, target_col="Diagnosis")
|
||||
model.fit()
|
||||
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue