* - 'log' : log likelihood
* - 'sse' : sum of squared errors
* * @var string */ protected $costFunction = 'sse'; /** * Regularization term: only 'L2' is supported * * @var string */ protected $penalty = 'L2'; /** * Lambda (λ) parameter of regularization term. If λ is set to 0, then * regularization term is cancelled. * * @var float */ protected $lambda = 0.5; /** * Initalize a Logistic Regression classifier with maximum number of iterations * and learning rule to be applied
* * Maximum number of iterations can be an integer value greater than 0
* If normalizeInputs is set to true, then every input given to the algorithm will be standardized * by use of standard deviation and mean calculation
* * Cost function can be 'log' for log-likelihood and 'sse' for sum of squared errors
* * Penalty (Regularization term) can be 'L2' or empty string to cancel penalty term * * @throws \Exception */ public function __construct( int $maxIterations = 500, bool $normalizeInputs = true, int $trainingType = self::CONJUGATE_GRAD_TRAINING, string $cost = 'sse', string $penalty = 'L2' ) { $trainingTypes = range(self::BATCH_TRAINING, self::CONJUGATE_GRAD_TRAINING); if (!in_array($trainingType, $trainingTypes)) { throw new \Exception('Logistic regression can only be trained with '. 'batch (gradient descent), online (stochastic gradient descent) '. 'or conjugate batch (conjugate gradients) algorithms'); } if (!in_array($cost, ['log', 'sse'])) { throw new \Exception("Logistic regression cost function can be one of the following: \n". "'log' for log-likelihood and 'sse' for sum of squared errors"); } if ($penalty != '' && strtoupper($penalty) !== 'L2') { throw new \Exception("Logistic regression supports only 'L2' regularization"); } $this->learningRate = 0.001; parent::__construct($this->learningRate, $maxIterations, $normalizeInputs); $this->trainingType = $trainingType; $this->costFunction = $cost; $this->penalty = $penalty; } /** * Sets the learning rate if gradient descent algorithm is * selected for training */ public function setLearningRate(float $learningRate) { $this->learningRate = $learningRate; } /** * Lambda (λ) parameter of regularization term. If 0 is given, * then the regularization term is cancelled */ public function setLambda(float $lambda) { $this->lambda = $lambda; } /** * Adapts the weights with respect to given samples and targets * by use of selected solver * * @throws \Exception */ protected function runTraining(array $samples, array $targets) { $callback = $this->getCostFunction(); switch ($this->trainingType) { case self::BATCH_TRAINING: return $this->runGradientDescent($samples, $targets, $callback, true); case self::ONLINE_TRAINING: return $this->runGradientDescent($samples, $targets, $callback, false); case self::CONJUGATE_GRAD_TRAINING: return $this->runConjugateGradient($samples, $targets, $callback); default: throw new \Exception('Logistic regression has invalid training type: %s.', $this->trainingType); } } /** * Executes Conjugate Gradient method to optimize the weights of the LogReg model * * @param array $samples * @param array $targets */ protected function runConjugateGradient(array $samples, array $targets, \Closure $gradientFunc) { if (empty($this->optimizer)) { $this->optimizer = (new ConjugateGradient($this->featureCount)) ->setMaxIterations($this->maxIterations); } $this->weights = $this->optimizer->runOptimization($samples, $targets, $gradientFunc); $this->costValues = $this->optimizer->getCostValues(); } /** * Returns the appropriate callback function for the selected cost function * * @throws \Exception */ protected function getCostFunction() : \Closure { $penalty = 0; if ($this->penalty == 'L2') { $penalty = $this->lambda; } switch ($this->costFunction) { case 'log': /* * Negative of Log-likelihood cost function to be minimized: * J(x) = ∑( - y . log(h(x)) - (1 - y) . log(1 - h(x))) * * If regularization term is given, then it will be added to the cost: * for L2 : J(x) = J(x) + λ/m . w * * The gradient of the cost function to be used with gradient descent: * ∇J(x) = -(y - h(x)) = (h(x) - y) */ $callback = function ($weights, $sample, $y) use ($penalty) { $this->weights = $weights; $hX = $this->output($sample); // In cases where $hX = 1 or $hX = 0, the log-likelihood // value will give a NaN, so we fix these values if ($hX == 1) { $hX = 1 - 1e-10; } if ($hX == 0) { $hX = 1e-10; } $error = -$y * log($hX) - (1 - $y) * log(1 - $hX); $gradient = $hX - $y; return [$error, $gradient, $penalty]; }; return $callback; case 'sse': /* * Sum of squared errors or least squared errors cost function: * J(x) = ∑ (y - h(x))^2 * * If regularization term is given, then it will be added to the cost: * for L2 : J(x) = J(x) + λ/m . w * * The gradient of the cost function: * ∇J(x) = -(h(x) - y) . h(x) . (1 - h(x)) */ $callback = function ($weights, $sample, $y) use ($penalty) { $this->weights = $weights; $hX = $this->output($sample); $error = ($y - $hX) ** 2; $gradient = -($y - $hX) * $hX * (1 - $hX); return [$error, $gradient, $penalty]; }; return $callback; default: throw new \Exception(sprintf('Logistic regression has invalid cost function: %s.', $this->costFunction)); } } /** * Returns the output of the network, a float value between 0.0 and 1.0 * * @return float */ protected function output(array $sample) { $sum = parent::output($sample); return 1.0 / (1.0 + exp(-$sum)); } /** * Returns the class value (either -1 or 1) for the given input */ protected function outputClass(array $sample) : int { $output = $this->output($sample); if (round($output) > 0.5) { return 1; } return -1; } /** * Returns the probability of the sample of belonging to the given label. * * The probability is simply taken as the distance of the sample * to the decision plane. * @param mixed $label */ protected function predictProbability(array $sample, $label) : float { $predicted = $this->predictSampleBinary($sample); if ((string) $predicted == (string) $label) { $sample = $this->checkNormalizedSample($sample); return (float) abs($this->output($sample) - 0.5); } return 0.0; } }