“`” 参考回答:

逻辑回归本质上是线性回归,只是在特征到结果的映射中加入了一层逻辑函数g(z),即先把特征线性求和,然后使用函数g(z)作为假设函数来预测。g(z)可以将连续值映射到0 和1。g(z)为sigmoid function.

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624496085_D1F8D559AD0B1647C9E649FA50B39FD5"">

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624515555_CD7A7F1EB697B6A426309625DA70B3D5"">

sigmoid function 的导数如下:

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624538937_0A25A5C85582136D5594B5DB8D2843C3"">

逻辑回归用来分类0/1 问题,也就是预测结果属于0 或者1 的二值分类问题。这里假设了二值满足伯努利分布,也就是

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624569787_E0D1F95F611F2EC3F60A50C4C15142B0"">

其也可以写成如下的形式:

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624594643_E93A29EB20ACC002B029EC6C72EAEB63"">

对于训练数据集,特征数据x={x1, x2, … , xm}和对应的分类标签y={y1, y2, … , ym},假设m个样本是相互独立的,那么,极大似然函数为:

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624621836_DA393122CE8478496EF5861E50F78608"">

log似然为:

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624648674_DDCED485DA7922600950A0307AA81C6A"">

如何使其最大呢?与线性回归类似,我们使用梯度上升的方法(求最小使用梯度下降),那么<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624677927_95A786E76A89AFC93B6F5A0A9C1949B2"">

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624696084_F78C10EA74B7B867CFA197218DF16721"">

如果只用一个训练样例(x,y),采用随机梯度上升规则,那么随机梯度上升更新规则为:

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624763963_28162A4F6097A0DAF664BAD4CFD880DB"">

损失函数:

<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552624785400_A2C32CA41E62BA2128FE312663C9B685"">

<pre><code> "“`

Was this helpful?

0 / 0

发表回复 0

Your email address will not be published.