In [1]:
import numpy as np
from sklearn.linear_model import LogisticRegression
from sklearn.datasets import make_classification
import matplotlib.pyplot as plt
# import seaborn as sns
# sns.set(style="white")
%matplotlib inline
plt.rcParams['figure.figsize'] = (10.0, 8.0) # set default size of plots
plt.rcParams['image.interpolation'] = 'nearest'
plt.rcParams['image.cmap'] = 'gray'
# for auto-reloading external modules
# see http://stackoverflow.com/questions/1907993/autoreload-of-modules-in-ipython
%load_ext autoreload
%autoreload 2
In [2]:
X, y = make_classification(200, 2, 2, 0, weights=[.5, .5], random_state=15)
clf = LogisticRegression().fit(X[:100], y[:100])
Next, make a continuous grid of values and evaluate the probability of each (x, y) point in the grid:
In [3]:
xx, yy = np.mgrid[-5:5:.01, -5:5:.01]
grid = np.c_[xx.ravel(), yy.ravel()]
probs = clf.predict_proba(grid)[:, 1].reshape(xx.shape)
Now, plot the probability grid as a contour map and additionally show the test set samples on top of it:
In [4]:
f, ax = plt.subplots(figsize=(8, 6))
contour = ax.contourf(xx, yy, probs, 25, cmap="RdBu",
vmin=0, vmax=1)
ax_c = f.colorbar(contour)
ax_c.set_label("$P(y = 1)$")
ax_c.set_ticks([0, .25, .5, .75, 1])
ax.scatter(X[100:,0], X[100:, 1], c=y[100:], s=50,
cmap="RdBu", vmin=-.2, vmax=1.2,
edgecolor="white", linewidth=1)
ax.set(aspect="equal",
xlim=(-5, 5), ylim=(-5, 5),
xlabel="$X_1$", ylabel="$X_2$")
Out[4]:
The logistic regression lets your classify new samples based on any threshold you want, so it doesn't inherently have one "decision boundary." But, of course, a common decision rule to use is p = .5. We can also just draw that contour level using the above code:
In [5]:
f, ax = plt.subplots(figsize=(8, 6))
ax.contour(xx, yy, probs, levels=[.5], cmap="Greys", vmin=0, vmax=.6)
ax.scatter(X[100:,0], X[100:, 1], c=y[100:], s=50,
cmap="RdBu", vmin=-.2, vmax=1.2,
edgecolor="white", linewidth=1)
ax.set(aspect="equal",
xlim=(-5, 5), ylim=(-5, 5),
xlabel="$X_1$", ylabel="$X_2$")
Out[5]:
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