In [107]:
import numpy as np
import matplotlib.pyplot as plt

%matplotlib inline

In [108]:
def sigmoid(w_vector, x_vector, return_deriv=True):
    # you should fill this in
    sig = None
    
    deriv = sig * (1 - sig)
    
    if return_deriv:
        return sig, deriv
    else:
        return sig

In [218]:
from sklearn.datasets import make_classification
from matplotlib.colors import ListedColormap

X, y = make_classification(n_features=2, n_redundant=0, n_informative=2, n_clusters_per_class=1, random_state=26)

plt.scatter(X[:, 0], X[:, 1], c=y, cmap=cm_bright)


Out[218]:
<matplotlib.collections.PathCollection at 0x20e24630>

In [219]:
X.shape


Out[219]:
(100L, 2L)

In [220]:
# Add a dummy feature to the Design Matrix for the bias term in the linear model
X = np.concatenate([np.ones((100,1)), X], axis=1)
X.shape


Out[220]:
(100L, 3L)

In [232]:
# Let's look at the first three training examples
# you can think of these features as x0, x1, x2
# where x0 is a dummy feature that we are using for the bias term in the logistic regression model
X[:3]


Out[232]:
array([[ 1.        ,  0.64206072, -1.28643702],
       [ 1.        , -1.57635989,  0.87317041],
       [ 1.        ,  0.01123113,  1.64092384]])

In [221]:
# Randomly generate some weights (coefficients) for the logistic regression model
# Hint: you could just use np.zeros to generate a vector of 3 zeros then just add some noise that
# you can generate using np.random.uniform
weight_vector = None
weight_vector


Out[221]:
array([[-0.46962508],
       [-0.76813354],
       [-0.93517616]])

In [223]:
weight_vector.shape


Out[223]:
(3L, 1L)

In [222]:
# Let's import accuracy_score from sklearn.metrics to keep track of how well we can predict y using X.
from sklearn.metrics import accuracy_score
print X.dot(weight_vector)[:5]
accuracy_score(np.round(X.dot(weight_vector)), y)


[[ 0.24023179]
 [-0.07533833]
 [-2.01280494]
 [-2.3541754 ]
 [-0.33326229]]
Out[222]:
0.23000000000000001

In [224]:
# for each iteration of the fit, for each data point (i) the update for each weight (j) (coefficient) of the Logistic Regression model is
# weight_j += learning_rate * error * derivative_of_the_sigmoid_for_y_hat * x_j_i
# you should update all of the weights simultaneously

def perform_gradient_descent(weight_vector, X, y, batch_size):
    for i in range(num_iterations):
        # for each iteration you should update your weight vector in the direction of minimum error
        pass

        # print the current accuracy score given the state of the weight vector after your updates
        # Be sure that the accuracy is increasing
        # It may end up bouncing around the optimal value depending on your batch size and whether or not you data is
        # linearly separable.
        print accuracy_score(np.round(X.dot(weight_vector)), y)
        
    return weight_vector


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Additional Tasks

- 1) Initialize your weight vector to random values and perform Stochastic Gradient Descent on the test data I created above. Hint: What should the batch size be?

- 2) Initialize your weight vector to random values and perform vanilla (regular) Gradient Descent on my test data. Hint: What should the batch size be?

- 3) Load a different set of data and fit a logistic regression model to it using Batch Gradient Descent. You can choose whatever batch size you like.


In [ ]:
# Task #1

In [ ]:
# Task #2

In [ ]:
# Task #3