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57 changes: 57 additions & 0 deletions machine_learning/logistic_regression.py
Original file line number Diff line number Diff line change
Expand Up @@ -42,11 +42,64 @@ def sigmoid_function(z):

@param z: input to the function
@returns: returns value in the range 0 to 1

Examples:
>>> sigmoid_function(4)
0.9820137900379085
>>> sigmoid_function(np.array([-3,3]))
array([0.04742587, 0.95257413])
>>> sigmoid_function(np.array([-3,3,1]))
array([0.04742587, 0.95257413, 0.73105858])
"""
return 1 / (1 + np.exp(-z))


def cost_function(h, y):
"""
Cost function quantifies the error between predicted and expected values.
The cost function used in Logistic Regression is called Log Loss
or Cross Entropy Function.

J(θ) = (1/m) * Σ [ -y * log(hθ(x)) - (1 - y) * log(1 - hθ(x)) ]

Where:
- J(θ) is the cost that we want to minimize during training
- m is the number of training examples
- Σ represents the summation over all training examples
- y is the actual binary label (0 or 1) for a given example
- hθ(x) is the predicted probability that x belongs to the positive class

@param h: the output of sigmoid function. It is the estimated probability
that the input example 'x' belongs to the positive class

@param y: the actual binary label associated with input example 'x'

Examples:
>>> h1 = sigmoid_function(0.3)
>>> h2 = sigmoid_function(-4.3)
>>> h3 = sigmoid_function(8.1)
>>> h = np.array([h1,h2,h3])
>>> y = np.array([1,0,1])
>>> cost_function(h,y)
0.18937868932131605
>>> h1 = sigmoid_function(4)
>>> h2 = sigmoid_function(3)
>>> h3 = sigmoid_function(1)
>>> h = np.array([h1,h2,h3])
>>> y = np.array([1,0,0])
>>> cost_function(h,y)
1.459999655669926
>>> h1 = sigmoid_function(4)
>>> h2 = sigmoid_function(-3)
>>> h3 = sigmoid_function(-1)
>>> h = np.array([h1,h2,h3])
>>> y = np.array([1,0,0])
>>> cost_function(h,y)
0.1266663223365915

References:
- https://en.wikipedia.org/wiki/Logistic_regression
"""
return (-y * np.log(h) - (1 - y) * np.log(1 - h)).mean()


Expand Down Expand Up @@ -75,6 +128,10 @@ def logistic_reg(alpha, x, y, max_iterations=70000):
# In[68]:

if __name__ == "__main__":
import doctest

doctest.testmod()

iris = datasets.load_iris()
x = iris.data[:, :2]
y = (iris.target != 0) * 1
Expand Down