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@ -1,196 +1,71 @@
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package com.sztzjy.marketing.util.algorithm;
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import java.util.Arrays;
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import org.ujmp.core.DenseMatrix;
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import org.ujmp.core.Matrix;
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/**
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* 参考：https://blog.csdn.net/weixin_45040801/article/details/102542209
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* https://blog.csdn.net/ccblogger/article/details/81739200
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* */
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public class LogisticRegression {
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private double[] weights;
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private double bias;
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/**
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* 训练逻辑回归模型
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*
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* @param data 输入的特征数据
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* @param classValues 目标类别值
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* @return 训练得到的模型参数
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*/
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public static double[] train(double[][] data, double[] classValues) {
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if (data != null && classValues != null && data.length == classValues.length) {
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// 期望矩阵
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// Matrix matrWeights = DenseMatrix.Factory.zeros(data[0].length + 1, 1);
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Matrix matrWeights = DenseMatrix.Factory.zeros(data[0].length, 1);
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System.out.println("data[0].length + 1========"+data[0].length + 1);
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// 数据矩阵
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// Matrix matrData = DenseMatrix.Factory.zeros(data.length, data[0].length + 1);
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Matrix matrData = DenseMatrix.Factory.zeros(data.length, data[0].length);
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// 标志矩阵
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Matrix matrLable = DenseMatrix.Factory.zeros(data.length, 1);
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// 训练速率矩阵
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// Matrix matrRate = DenseMatrix.Factory.zeros(data[0].length + 1,data.length);
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// 统计difference的总体失误的辅助矩阵
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Matrix matrDiffUtil = DenseMatrix.Factory.zeros(data[0].length,data.length);
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for(int i=0;i<data.length;i++){
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for(int j=0;j<data[0].length;j++) {
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matrDiffUtil.setAsDouble(1, j, i);
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public LogisticRegression(int numFeatures) {
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weights = new double[numFeatures];
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bias = 0;
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}
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}
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System.out.println("matrDiffUtil="+matrDiffUtil);
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/**
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* 行数应该和期望矩阵一致列数
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* 列数应该和标志矩阵一致
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* */
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// System.out.println("matrRate======="+matrRate);
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// 设置训练速率矩阵
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// for(int i=0;i<data[0].length + 1;i++){
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// for(int j=0;j<data.length;j++){
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// }
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// }
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for (int i = 0; i < data.length; i++) {
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// matrData.setAsDouble(1.0, i, 0);
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// 初始化标志矩阵
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matrLable.setAsDouble(classValues[i], i, 0);
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for (int j = 0; j < data[0].length; j++) {
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// 初始化数据矩阵
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// matrData.setAsDouble(data[i][j], i, j + 1);
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matrData.setAsDouble(data[i][j], i, j);
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if (i == 0) {
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// 初始化期望矩阵
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// matrWeights.setAsDouble(1.0, j+1, 0);
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matrWeights.setAsDouble(1.0, j, 0);
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}
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}
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}
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// matrWeights.setAsDouble(-0.5, data[0].length, 0);
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// matrRate = matrData.transpose().times(0.9);
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// System.out.println("matrRate============"+matrRate);
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public void fit(double[][] X, double[] y, double learningRate, int numIterations) {
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int numSamples = X.length;
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int numFeatures = X[0].length;
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double step = 0.011;
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int maxCycle = 5000000;
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// int maxCycle = 5;
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for (int iter = 0; iter < numIterations; iter++) {
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double[] gradientWeights = new double[numFeatures];
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double gradientBias = 0;
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System.out.println("matrData======"+matrData);
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System.out.println("matrWeights"+matrWeights);
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System.out.println("matrLable"+matrLable);
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for (int i = 0; i < numSamples; i++) {
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double dotProduct = dotProduct(X[i], weights) + bias;
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double prediction = sigmoid(dotProduct);
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double error = y[i] - prediction;
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/**
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* 使用梯度下降法的思想：
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* 矩阵运算，参考：https://blog.csdn.net/lionel_fengj/article/details/53400715
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*
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* */
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for (int i = 0; i < maxCycle; i++) {
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// 将想要函数转换为sigmoid函数并得到的值
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Matrix h = sigmoid(matrData.mtimes(matrWeights));
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// System.out.println("h=="+h);
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// 求出预期和真实的差值
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Matrix difference = matrLable.minus(h);
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// System.out.println("difference "+difference);
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// matrData转置后和difference相乘，得到预期和真实差值的每一个值
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// 公式：@0 = @0 - ax(y0-y),可以参考：https://blog.csdn.net/ccblogger/article/details/81739200
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matrWeights = matrWeights.plus(matrData.transpose().mtimes(difference).times(step));
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// matrWeights = matrWeights.plus(matrRate.mtimes(difference).times(step));
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// matrWeights = matrWeights.plus(matrDiffUtil.mtimes(difference).times(step));
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for (int j = 0; j < numFeatures; j++) {
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gradientWeights[j] += error * X[i][j];
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}
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double[] rtn = new double[(int) matrWeights.getRowCount()];
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for (long i = 0; i < matrWeights.getRowCount(); i++) {
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rtn[(int) i] = matrWeights.getAsDouble(i, 0);
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gradientBias += error;
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}
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return rtn;
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for (int j = 0; j < numFeatures; j++) {
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weights[j] += learningRate * gradientWeights[j] / numSamples;
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}
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return null;
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bias += learningRate * gradientBias / numSamples;
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}
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/**
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* 对矩阵进行sigmoid函数运算
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*
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* @param sourceMatrix 输入的矩阵
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* @return 经过sigmoid函数运算后的矩阵
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*/
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public static Matrix sigmoid(Matrix sourceMatrix) {
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Matrix rtn = DenseMatrix.Factory.zeros(sourceMatrix.getRowCount(), sourceMatrix.getColumnCount());
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for (int i = 0; i < sourceMatrix.getRowCount(); i++) {
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for (int j = 0; j < sourceMatrix.getColumnCount(); j++) {
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rtn.setAsDouble(sigmoid(sourceMatrix.getAsDouble(i, j)), i, j);
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}
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public double predict(double[] x) {
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double dotProduct = dotProduct(x, weights) + bias;
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return sigmoid(dotProduct);
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}
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return rtn;
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private double sigmoid(double x) {
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return 1 / (1 + Math.exp(-x));
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}
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/**
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* sigmoid函数
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*
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* @param source 输入的值
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* @return sigmoid函数运算后的结果
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*/
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public static double sigmoid(double source) {
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return 1.0 / (1 + Math.exp(-1 * source));
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private double dotProduct(double[] x, double[] y) {
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double sum = 0;
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for (int i = 0; i < x.length; i++) {
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sum += x[i] * y[i];
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}
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// 测试预测值：
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/**
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* 预测给定特征数据的逻辑回归值
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*
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* @param sourceData 输入的特征数据
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* @param model 训练得到的模型参数
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* @return 预测的逻辑回归值
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*/
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public static double getValue(double[] sourceData, double[] model) {
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// double logisticRegressionValue = model[0];
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double logisticRegressionValue = 0;
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for (int i = 0; i < sourceData.length; i++) {
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// logisticRegressionValue = logisticRegressionValue + sourceData[i] * model[i + 1];
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logisticRegressionValue = logisticRegressionValue + sourceData[i] * model[i];
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return sum;
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}
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logisticRegressionValue = sigmoid(logisticRegressionValue);
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return logisticRegressionValue;
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}
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public static void main(String[] args) {
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double[][] X = {{1, 1}, {1, 2}, {2, 1}, {2, 3}};
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double[] y = {0, 0, 0, 1};
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LogisticRegression model = new LogisticRegression(2);
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model.fit(X, y, 0.01, 10000);
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System.out.println("Weights: " + Arrays.toString(model.weights));
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System.out.println("Bias: " + model.bias);
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public static void main(String[] args) {
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double[][] sourceData = new double[][]{{-1, 1}, {0, 1}, {1, -1}, {1, 0}, {0, 0.1}, {0, -0.1}, {-1, -1.1}, {1, 0.9}};
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double[] classValue = new double[]{1, 1, 0, 0, 1, 0, 0, 0};
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double[] modle = LogisticRegression.train(sourceData, classValue);
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// double logicValue = LogisticRegression.getValue(new double[] { 0, 0 }, modle);
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double logicValue0 = LogisticRegression.getValue(new double[]{-1, 1}, modle);
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double logicValue1 = LogisticRegression.getValue(new double[]{0, 1}, modle);
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double logicValue2 = LogisticRegression.getValue(new double[]{1, -1}, modle);//3.1812246935599485E-60无限趋近于0
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double logicValue3 = LogisticRegression.getValue(new double[]{1, 0}, modle);//3.091713602147872E-30无限趋近于0
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double logicValue4 = LogisticRegression.getValue(new double[]{0, 0.1}, modle);//3.091713602147872E-30无限趋近于0
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double logicValue5 = LogisticRegression.getValue(new double[]{0, -0.1}, modle);//3.091713602147872E-30无限趋近于0
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System.out.println("---model---");
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for (int i = 0; i < modle.length; i++) {
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System.out.println(modle[i]);
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}
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System.out.println("-----------");
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// System.out.println(logicValue);
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System.out.println(logicValue0);
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System.out.println(logicValue1);
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System.out.println(logicValue2);
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System.out.println(logicValue3);
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System.out.println(logicValue4);
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System.out.println(logicValue5);
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double[] newSample = {1, 2};
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double prediction = model.predict(newSample);
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System.out.println("Prediction for " + Arrays.toString(newSample) + ": " + prediction);
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}
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}
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