projektAI/venv/Lib/site-packages/mlxtend/classifier/softmax_regression.py

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2021-06-06 22:13:05 +02:00
# Sebastian Raschka 2014-2020
# mlxtend Machine Learning Library Extensions
#
# Implementation of the mulitnomial logistic regression algorithm for
# classification.
# Author: Sebastian Raschka <sebastianraschka.com>
#
# License: BSD 3 clause
import numpy as np
from time import time
from .._base import _BaseModel
from .._base import _IterativeModel
from .._base import _MultiClass
from .._base import _Classifier
class SoftmaxRegression(_BaseModel, _IterativeModel,
_Classifier, _MultiClass):
"""Softmax regression classifier.
Parameters
------------
eta : float (default: 0.01)
Learning rate (between 0.0 and 1.0)
epochs : int (default: 50)
Passes over the training dataset.
Prior to each epoch, the dataset is shuffled
if `minibatches > 1` to prevent cycles in stochastic gradient descent.
l2 : float
Regularization parameter for L2 regularization.
No regularization if l2=0.0.
minibatches : int (default: 1)
The number of minibatches for gradient-based optimization.
If 1: Gradient Descent learning
If len(y): Stochastic Gradient Descent (SGD) online learning
If 1 < minibatches < len(y): SGD Minibatch learning
n_classes : int (default: None)
A positive integer to declare the number of class labels
if not all class labels are present in a partial training set.
Gets the number of class labels automatically if None.
random_seed : int (default: None)
Set random state for shuffling and initializing the weights.
print_progress : int (default: 0)
Prints progress in fitting to stderr.
0: No output
1: Epochs elapsed and cost
2: 1 plus time elapsed
3: 2 plus estimated time until completion
Attributes
-----------
w_ : 2d-array, shape={n_features, 1}
Model weights after fitting.
b_ : 1d-array, shape={1,}
Bias unit after fitting.
cost_ : list
List of floats, the average cross_entropy for each epoch.
Examples
-----------
For usage examples, please see
http://rasbt.github.io/mlxtend/user_guide/classifier/SoftmaxRegression/
"""
def __init__(self, eta=0.01, epochs=50,
l2=0.0,
minibatches=1,
n_classes=None,
random_seed=None,
print_progress=0):
_BaseModel.__init__(self)
_IterativeModel.__init__(self)
_Classifier.__init__(self)
_MultiClass.__init__(self)
self.eta = eta
self.epochs = epochs
self.l2 = l2
self.minibatches = minibatches
self.n_classes = n_classes
self.random_seed = random_seed
self.print_progress = print_progress
self._is_fitted = False
def _net_input(self, X, W, b):
return (X.dot(W) + b)
def _softmax(self, z):
e_x = np.exp(z - z.max(axis=1, keepdims=True))
out = e_x / e_x.sum(axis=1, keepdims=True)
return out
# return (np.exp(z.T) / np.sum(np.exp(z), axis=1)).T
def _cross_entropy(self, output, y_target):
return - np.sum(np.log(output) * (y_target), axis=1)
def _cost(self, cross_entropy):
L2_term = self.l2 * np.sum(self.w_ ** 2)
cross_entropy = cross_entropy + L2_term
return 0.5 * np.mean(cross_entropy)
def _to_classlabels(self, z):
return z.argmax(axis=1)
def _fit(self, X, y, init_params=True):
self._check_target_array(y)
if init_params:
if self.n_classes is None:
self.n_classes = np.max(y) + 1
self._n_features = X.shape[1]
self.b_, self.w_ = self._init_params(
weights_shape=(self._n_features, self.n_classes),
bias_shape=(self.n_classes,),
random_seed=self.random_seed)
self.cost_ = []
y_enc = self._one_hot(y=y, n_labels=self.n_classes, dtype=np.float)
self.init_time_ = time()
rgen = np.random.RandomState(self.random_seed)
for i in range(self.epochs):
for idx in self._yield_minibatches_idx(
rgen=rgen,
n_batches=self.minibatches,
data_ary=y,
shuffle=True):
# givens:
# w_ -> n_feat x n_classes
# b_ -> n_classes
# net_input, softmax and diff -> n_samples x n_classes:
net = self._net_input(X[idx], self.w_, self.b_)
softm = self._softmax(net)
diff = softm - y_enc[idx]
# gradient -> n_features x n_classes
grad = np.dot(X[idx].T, diff)
# update in opp. direction of the cost gradient
self.w_ -= (self.eta * grad +
self.eta * self.l2 * self.w_)
self.b_ -= (self.eta * np.sum(diff, axis=0))
# compute cost of the whole epoch
net = self._net_input(X, self.w_, self.b_)
softm = self._softmax(net)
cross_ent = self._cross_entropy(output=softm, y_target=y_enc)
cost = self._cost(cross_ent)
self.cost_.append(cost)
if self.print_progress:
self._print_progress(iteration=i + 1,
n_iter=self.epochs,
cost=cost)
return self
def predict_proba(self, X):
"""Predict class probabilities of X from the net input.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training vectors, where n_samples is the number of samples and
n_features is the number of features.
Returns
----------
Class probabilties : array-like, shape= [n_samples, n_classes]
"""
net = self._net_input(X, self.w_, self.b_)
softm = self._softmax(net)
return softm
def _predict(self, X):
probas = self.predict_proba(X)
return self._to_classlabels(probas)