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//! Logistic Regression module
//!
//! Contains implemention of logistic regression using
//! gradient descent optimization.
//!
//! The regressor will automatically add the intercept term
//! so you do not need to format the input matrices yourself.
//!
//! # Usage
//!
//! ```
//! use rusty_machine::learning::logistic_reg::LogisticRegressor;
//! use rusty_machine::learning::SupModel;
//! use rusty_machine::linalg::Matrix;
//! use rusty_machine::linalg::Vector;
//!
//! let inputs = Matrix::new(4,1,vec![1.0,3.0,5.0,7.0]);
//! let targets = Vector::new(vec![0.,0.,1.,1.]);
//!
//! let mut log_mod = LogisticRegressor::default();
//!
//! // Train the model
//! log_mod.train(&inputs, &targets).unwrap();
//!
//! // Now we'll predict a new point
//! let new_point = Matrix::new(1,1,vec![10.]);
//! let output = log_mod.predict(&new_point).unwrap();
//!
//! // Hopefully we classified our new point correctly!
//! assert!(output[0] > 0.5, "Our classifier isn't very good!");
//! ```
//!
//! We could have been more specific about the learning of the model
//! by using the `new` constructor instead. This allows us to provide
//! a `GradientDesc` object with custom parameters.
use linalg::{Matrix, BaseMatrix};
use linalg::Vector;
use learning::{LearningResult, SupModel};
use learning::toolkit::activ_fn::{ActivationFunc, Sigmoid};
use learning::toolkit::cost_fn::{CostFunc, CrossEntropyError};
use learning::optim::grad_desc::GradientDesc;
use learning::optim::{OptimAlgorithm, Optimizable};
use learning::error::Error;
/// Logistic Regression Model.
///
/// Contains option for optimized parameter.
#[derive(Debug)]
pub struct LogisticRegressor<A>
where A: OptimAlgorithm<BaseLogisticRegressor>
{
base: BaseLogisticRegressor,
alg: A,
}
/// Constructs a default Logistic Regression model
/// using standard gradient descent.
impl Default for LogisticRegressor<GradientDesc> {
fn default() -> LogisticRegressor<GradientDesc> {
LogisticRegressor {
base: BaseLogisticRegressor::new(),
alg: GradientDesc::default(),
}
}
}
impl<A: OptimAlgorithm<BaseLogisticRegressor>> LogisticRegressor<A> {
/// Constructs untrained logistic regression model.
///
/// # Examples
///
/// ```
/// use rusty_machine::learning::logistic_reg::LogisticRegressor;
/// use rusty_machine::learning::optim::grad_desc::GradientDesc;
///
/// let gd = GradientDesc::default();
/// let mut logistic_mod = LogisticRegressor::new(gd);
/// ```
pub fn new(alg: A) -> LogisticRegressor<A> {
LogisticRegressor {
base: BaseLogisticRegressor::new(),
alg: alg,
}
}
/// Get the parameters from the model.
///
/// Returns an option that is None if the model has not been trained.
pub fn parameters(&self) -> Option<&Vector<f64>> {
self.base.parameters()
}
/// Set the parameters in the model.
pub fn set_parameters(&mut self, para: Vector<f64>) {
self.base.set_parameters(para)
}
}
impl<A> SupModel<Matrix<f64>, Vector<f64>> for LogisticRegressor<A>
where A: OptimAlgorithm<BaseLogisticRegressor>
{
/// Train the logistic regression model.
///
/// Takes training data and output values as input.
///
/// # Examples
///
/// ```
/// use rusty_machine::learning::logistic_reg::LogisticRegressor;
/// use rusty_machine::linalg::Matrix;
/// use rusty_machine::linalg::Vector;
/// use rusty_machine::learning::SupModel;
///
/// let mut logistic_mod = LogisticRegressor::default();
/// let inputs = Matrix::new(3,2, vec![1.0, 2.0, 1.0, 3.0, 1.0, 4.0]);
/// let targets = Vector::new(vec![5.0, 6.0, 7.0]);
///
/// logistic_mod.train(&inputs, &targets).unwrap();
/// ```
fn train(&mut self, inputs: &Matrix<f64>, targets: &Vector<f64>) -> LearningResult<()> {
let ones = Matrix::<f64>::ones(inputs.rows(), 1);
let full_inputs = ones.hcat(inputs);
let initial_params = vec![0.5; full_inputs.cols()];
let optimal_w = self.alg.optimize(&self.base, &initial_params[..], &full_inputs, targets);
self.base.set_parameters(Vector::new(optimal_w));
Ok(())
}
/// Predict output value from input data.
///
/// Model must be trained before prediction can be made.
fn predict(&self, inputs: &Matrix<f64>) -> LearningResult<Vector<f64>> {
if let Some(v) = self.base.parameters() {
let ones = Matrix::<f64>::ones(inputs.rows(), 1);
let full_inputs = ones.hcat(inputs);
Ok((full_inputs * v).apply(&Sigmoid::func))
} else {
Err(Error::new_untrained())
}
}
}
/// The Base Logistic Regression model.
///
/// This struct cannot be instantianated and is used internally only.
#[derive(Debug)]
pub struct BaseLogisticRegressor {
parameters: Option<Vector<f64>>,
}
impl BaseLogisticRegressor {
/// Construct a new BaseLogisticRegressor
/// with parameters set to None.
fn new() -> BaseLogisticRegressor {
BaseLogisticRegressor { parameters: None }
}
}
impl BaseLogisticRegressor {
/// Returns a reference to the parameters.
fn parameters(&self) -> Option<&Vector<f64>> {
self.parameters.as_ref()
}
/// Set the parameters to `Some` vector.
fn set_parameters(&mut self, params: Vector<f64>) {
self.parameters = Some(params);
}
}
/// Computing the gradient of the underlying Logistic
/// Regression model.
///
/// The gradient is given by
///
/// X<sup>T</sup>(h(Xb) - y) / m
///
/// where `h` is the sigmoid function and `b` the underlying model parameters.
impl Optimizable for BaseLogisticRegressor {
type Inputs = Matrix<f64>;
type Targets = Vector<f64>;
fn compute_grad(&self,
params: &[f64],
inputs: &Matrix<f64>,
targets: &Vector<f64>)
-> (f64, Vec<f64>) {
let beta_vec = Vector::new(params.to_vec());
let outputs = (inputs * beta_vec).apply(&Sigmoid::func);
let cost = CrossEntropyError::cost(&outputs, targets);
let grad = (inputs.transpose() * (outputs - targets)) / (inputs.rows() as f64);
(cost, grad.into_vec())
}
}