Logistic regression: plotting decision boundary from theta - python

I have the following code:
x1 = np.random.randn(100)
y1 = np.random.randn(100) + 3
x2 = np.random.randn(100) + 3
y2 = np.random.randn(100)
plt.plot(x1, y1, "+", x2, y2, "x")
plt.axis('equal')
plt.show()
which results in the following image
I have implemented my own logistic regression, and this returns a theta, and I want to use this theta to plot the decision boundary, but I'm not sure how to do this.
X = np.matrix(np.vstack((np.hstack((x1,x2)), np.hstack((y1,y2)))).T)
X = np.concatenate((np.ones((X.shape[0], 1)), X), axis=1)
Y = np.matrix(1.0 * np.hstack((np.zeros(100), np.ones(100)))).T
learning_rate = 0.0001
iterations = 3000
theta = np.matrix([[0.5], [0.5], [0.5]])
theta = logistic_regression(theta, X, Y, learning_rate, iterations)
and this gives theta =
[[ 0.40377942]
[ 0.53696461]
[ 0.1398419 ]]
for example. How can I use this to plot the decision boundary?

You want to plot θTX = 0, where X is the vector containing (1, x, y). That is, you want to plot the line defined by theta[0] + theta[1]*x + theta[2]*y = 0. Solve for y:
y = -(theta[0] + theta[1]*x)/theta[2]
So, something like:
theta = theta[:,0] # Make theta a 1-d array.
x = np.linspace(-6, 6, 50)
y = -(theta[0] + theta[1]*x)/theta[2]
plt.plot(x, y)
Something doesn't look right, though, because you have theta[1] > 0 and theta[2] > 0, which results in a line with a negative slope.

Related

Reconstructing polynomials from scipy.interpolate.RectBivariateSpline

I have fitted a 2-D cubic spline using scipy.interpolate.RectBivariateSpline. I would like to access/reconstruct the underlying polynomials within each rectangular cell. How can I do this? My code so far is written below.
I have been able to get the knot points and the coefficients with get_knots() and get_coeffs() so it should be possible to build the polynomials, but I do not know the form of the polynomials that the coefficients correspond to. I tried looking at the SciPy source code but I could not locate the underlying dfitpack.regrid_smth function.
A code demonstrating the fitting:
import numpy as np
from scipy.interpolate import RectBivariateSpline
# Evaluate a demonstration function Z(x, y) = sin(sin(x * y)) on a mesh
# of points.
x0 = -1.0
x1 = 1.0
n_x = 11
x = np.linspace(x0, x1, num = n_x)
y0 = -2.0
y1 = 2.0
n_y = 21
y = np.linspace(y0, y1, num = n_y)
X, Y = np.meshgrid(x, y, indexing = 'ij')
Z = np.sin(np.sin(X * Y))
# Fit the sampled function using SciPy's RectBivariateSpline.
order_spline = 3
smoothing = 0.0
spline_fit_func = RectBivariateSpline(x, y, Z,
kx = order_spline, ky = order_spline, s = smoothing)
And to plot it:
import matplotlib.pyplot as plt
# Make axes.
fig, ax_arr = plt.subplots(1, 2, sharex = True, sharey = True, figsize = (12.0, 8.0))
# Plot the input function.
ax = ax_arr[0]
ax.set_aspect(1.0)
d_x = x[1] - x[0]
x_edges = np.zeros(n_x + 1)
x_edges[:-1] = x - (d_x / 2.0)
x_edges[-1] = x[-1] + (d_x / 2.0)
d_y = y[1] - y[0]
y_edges = np.zeros(n_y + 1)
y_edges[:-1] = y - (d_y / 2.0)
y_edges[-1] = y[-1] + (d_y / 2.0)
ax.pcolormesh(x_edges, y_edges, Z.T)
ax.set_title('Input function')
# Plot the fitted function.
ax = ax_arr[1]
ax.set_aspect(1.0)
n_x_span = n_x * 10
x_span_edges = np.linspace(x0, x1, num = n_x_span)
x_span_centres = (x_span_edges[1:] + x_span_edges[:-1]) / 2.0
#
n_y_span = n_y * 10
y_span_edges = np.linspace(y0, y1, num = n_y_span)
y_span_centres = (y_span_edges[1:] + y_span_edges[:-1]) / 2.0
Z_fit = spline_fit_func(x_span_centres, y_span_centres)
ax.pcolormesh(x_span_edges, y_span_edges, Z_fit.T)
x_knot, y_knot = spline_fit_func.get_knots()
X_knot, Y_knot = np.meshgrid(x_knot, y_knot)
# Plot the knots.
ax.scatter(X_knot, Y_knot, s = 1, c = 'r')
ax.set_title('Fitted function and knots')
plt.show()

Phase portrait of Verhulst equation

I was trying to an example of the book -"Dynamical Systems with Applications using Python" and I was asked to plot the phase portrait of Verhulst equation, then I came across this post: How to plot a phase portrait of Verhulst equation with SciPy (or SymPy) and Matplotlib?
I'm getting the same plot as the user on the previous post. Whenever, I try to use the accepted solution I get a "division by zero" error. Why doesn't the accepted solution in How to plot a phase portrait of Verhulst equation with SciPy (or SymPy) and Matplotlib? works?
Thank you very much for you help!
Edit:
Using the code from the previous post and the correction given by #Lutz Lehmann
beta, delta, gamma = 1, 2, 1
b,d,c = 1,2,1
C1 = gamma*c-delta*d
C2 = gamma*b-beta*d
C3 = beta*c-delta*b
def verhulst(X, t=0):
return np.array([beta*X[0] - delta*X[0]**2 -gamma*X[0]*X[1],
b*X[1] - d*X[1]**2 -c*X[0]*X[1]])
X_O = np.array([0., 0.])
X_R = np.array([C2/C1, C3/C1])
X_P = np.array([0, b/d])
X_Q = np.array([beta/delta, 0])
def jacobian(X, t=0):
return np.array([[beta-delta*2*X[0]-gamma*X[1], -gamma*x[0]],
[b-d*2*X[1]-c*X[0], -c*X[1]]])
values = np.linspace(0.3, 0.9, 5)
vcolors = plt.cm.autumn_r(np.linspace(0.3, 1., len(values)))
f2 = plt.figure(figsize=(4,4))
for v, col in zip(values, vcolors):
X0 = v * X_R
X = odeint(verhulst, X0, t)
plt.plot(X[:,0], X[:,1], color=col, label='X0=(%.f, %.f)' % ( X0[0], X0[1]) )
ymax = plt.ylim(ymin=0)[1]
xmax = plt.xlim(xmin=0)[1]
nb_points = 20
x = np.linspace(0, xmax, nb_points)
y = np.linspace(0, ymax, nb_points)
X1, Y1 = np.meshgrid(x, y)
DX1, DY1 = verhulst([X1, Y1]) # compute growth rate on the gridt
M = (np.hypot(DX1, DY1)) # Norm of the growth rate
M[M == 0] = 1. # Avoid zero division errors
DX1 /= M # Normalize each arrows
DY1 /= M
plt.quiver(X1, Y1, DX1, DY1, M, cmap=plt.cm.jet)
plt.xlabel('Number of Species 1')
plt.ylabel('Number of Species 2')
plt.legend()
plt.grid()
We have:
That is still different from:
What am I missing?
With the help of #Lutz Lehmann I could rewrite the code to get want I needed.
The solutions is something like this:
import numpy as np
from scipy.integrate import odeint
import matplotlib.pyplot as plt
fig = plt.figure(figsize=(8, 4), dpi= 80, facecolor='whitesmoke', edgecolor='k')
beta, delta, gamma = 1, 2, 1
b,d,c = 1,2,1
t = np.linspace(0, 10, 100)
C1 = gamma*c-delta*d
C2 = gamma*b-beta*d
C3 = beta*c-delta*b
def verhulst(X, t=0):
return np.array([beta*X[0] - delta*X[0]**2 -gamma*X[0]*X[1],
b*X[1] - d*X[1]**2 -c*X[0]*X[1]])
X_O = np.array([0., 0.])
X_R = np.array([C2/C1, C3/C1])
X_P = np.array([0, b/d])
X_Q = np.array([beta/delta, 0])
def jacobian(X, t=0):
return np.array([[beta-delta*2*X[0]-gamma*X[1], -gamma*x[0]],
[b-d*2*X[1]-c*X[0], -c*X[1]]])
values = np.linspace(0.05, 0.15, 5)
vcolors = plt.cm.autumn_r(np.linspace(0.3, 1., len(values)))
for v, col in zip(values, vcolors):
X0 = [v,0.2-v]
X = odeint(verhulst, X0, t)
plt.plot(X[:,0], X[:,1], color=col, label='X0=(%.f, %.f)' % ( X0[0], X0[1]) )
for v, col in zip(values, vcolors):
X0 = [6 * v, 6 *(0.2-v)]
X = odeint(verhulst, X0, t)
plt.plot(X[:,0], X[:,1], color=col, label='X0=(%.f, %.f)' % ( X0[0], X0[1]) )
ymax = plt.ylim(ymin=0)[1]
xmax = plt.xlim(xmin=0)[1]
nb_points = 20
x = np.linspace(0, xmax, nb_points)
y = np.linspace(0, ymax, nb_points)
X1, Y1 = np.meshgrid(x, y)
DX1, DY1 = verhulst([X1, Y1]) # compute growth rate on the gridt
M = (np.hypot(DX1, DY1)) # Norm of the growth rate
M[M == 0] = 1. # Avoid zero division errors
DX1 /= M # Normalize each arrows
DY1 /= M
plt.quiver(X1, Y1, DX1, DY1, M, cmap=plt.cm.jet)
plt.xlabel('Number of Species 1')
plt.ylabel('Number of Species 2')
plt.grid()
We get what we were looking for:
Finally, I would like to thank again #Lutz Lehnmann for the help. I wouldn't have solved without it him.
Edit 1:
I forgot $t = np.linspace(0, 10, 100)$ and if you change figsize = (8,8), we get a nicer shape in the plot. (Thank you #Trenton McKinney for the remarks)

Applying Gaussian filter to 1D data "by hands" using Numpy

I have a nonuniformly sampled data that I am trying to apply a Gaussian filter to. I am using python's numpy library to solve this. The data is of XY type, here is how it looks like:
[[ -0.96 390.63523024]
[ -1.085 390.68523024]
[ -1.21 390.44023023]
...
[-76.695 390.86023024]
[-77.105 392.51023024]
[-77.155 392.10023024]]
And here is a link to the whole *.npz file.
Here is my approach:
I start with defining a Gaussian function
Then I start scanning the data with a while loop along the X axis
Within each step of the loop:
I select a portion of data that is within two cutoff lengths
shift the X axis of the selected data portion to make it symmetrical around 0
calculate my Gaussian function at every point, multiply with corresponding Y values, sum and divide by number of elements
Move to next point
Here is how code looks like:
import numpy as np
import matplotlib.pyplot as plt
xy = np.load('1D_data.npz')['arr_0']
def g_func(xx, w=1.0):
a = 0.47 * w
return (1 / a) * np.exp((xx / a) ** 2 * (-np.pi))
x, y, x_, y_ = xy[:, 0], xy[:, 1], [], []
counter, xi, ww = 0, x[0], 1.0
while xi > np.amin(x):
curr_x = x[(x < xi) & (x >= xi - 2 * ww)]
g, ysel = [], []
for i, els in enumerate(curr_x):
xil = els - curr_x[0] + abs(curr_x[0] - curr_x[-1]) / 2
g.append(g_func(xil, ww))
ysel.append(y[counter + i])
y_.append(np.sum(np.multiply(g, ysel)) / len(g))
x_.append(xi)
counter += 1
xi = x[counter]
plt.plot(x, y, '-k')
plt.plot(x_, y_, '-r')
plt.show()
The output doesn't look right though. (See the fig below) Even if discarding the edges, the convolution is very noisy and the values do not seem to correspond to the data. What am I possibly doing wrong?
You made one mistake in your code:
Before multiplying g with y_sel, y_sel is not centered.
The reason why y_sel should be centered is because we want to add the relative differences weighted by the Gaussian to the entry at the center. If you multiply g with y_sel directly, not just the values of the neighboring entries within the window, but also the value of the center entry will be weighted by the Gaussian. This will definitely change the function values dramatically.
Below is my solution using numpy
def g_func(xx, w=1.0):
mean = np.mean(xx)
a = 0.47 * w
return (1 / a) * np.exp(((xx-mean) / a) ** 2 * (-np.pi))
def get_convolution(array,half_window_size):
array = np.concatenate((np.repeat(array[0],half_window_size),
array,
np.repeat(array[-1],half_window_size)))
window_inds = [list(range(ind-half_window_size,ind+half_window_size+1)) \
for ind in range(half_window_size,len(array)-half_window_size)]
return np.take(array,window_inds)
xy = np.load('1D_data.npz')['arr_0']
x, y = xy[:, 0], xy[:, 1]
half_window_size = 4
x_conv = np.apply_along_axis(g_func,axis=1,arr=get_convolution(x,half_window_size=half_window_size))
y_conv = get_convolution(y,half_window_size=half_window_size)
y_mean = np.mean(y_conv,axis=1)
y_centered = y_conv - y_mean[:,None]
smoothed = np.sum(x_conv*y_centered,axis=1) / (half_window_size*2) + y_mean
fig,ax = plt.subplots(figsize=(10,6))
ax.plot(x, y, '-k')
ax.plot(x, smoothed, '-r')
running the code, the output is
UPDATE
In order to unify w with half_window_size, here is one possibility, the idea is to let the standard deviation of the Gaussian to be 2*half_window_size
def g_func(xx):
std = len(xx)
mean = np.mean(xx)
return 1 / (std*np.sqrt(2*np.pi)) * np.exp(-1/2*((xx-mean)/std)**2)
def get_convolution(array,half_window_size):
array = np.concatenate((np.repeat(array[0],half_window_size),
array,
np.repeat(array[-1],half_window_size)))
window_inds = [list(range(ind-half_window_size,ind+half_window_size+1)) \
for ind in range(half_window_size,len(array)-half_window_size)]
return np.take(array,window_inds)
xy = np.load('1D_data.npz')['arr_0']
x, y = xy[:, 0], xy[:, 1]
half_window_size = 4
x_conv = np.apply_along_axis(g_func,axis=1,arr=get_convolution(x,half_window_size=half_window_size))
y_conv = get_convolution(y,half_window_size=half_window_size)
y_mean = np.mean(y_conv,axis=1)
y_centered = y_conv - y_mean[:,None]
smoothed = np.sum(x_conv*y_centered,axis=1) / (half_window_size*2) + y_mean
fig,ax = plt.subplots(figsize=(10,6))
ax.plot(x, y, '-k')
ax.plot(x, smoothed, '-r')

Perceptron Algorithm plotting with matplotlib

In an ML course, I m taking, I have 100 entries of data, and I'm using it in a Perceptron Algorithm.
What I want is to show a plot like this one.
As you can see above we have the data represented by point in red and blue and the different calculated lines that minimize the error. This is the output that I want.. Here is my Data and my code.
data.csv
0.78051,-0.063669,1
0.28774,0.29139,1
0.40714,0.17878,1
0.2923,0.4217,1
0.50922,0.35256,1
0.27785,0.10802,1
0.27527,0.33223,1
0.43999,0.31245,1
0.33557,0.42984,1
0.23448,0.24986,1
0.0084492,0.13658,1
0.12419,0.33595,1
0.25644,0.42624,1
0.4591,0.40426,1
0.44547,0.45117,1
0.42218,0.20118,1
0.49563,0.21445,1
0.30848,0.24306,1
0.39707,0.44438,1
0.32945,0.39217,1
0.40739,0.40271,1
0.3106,0.50702,1
0.49638,0.45384,1
0.10073,0.32053,1
0.69907,0.37307,1
0.29767,0.69648,1
0.15099,0.57341,1
0.16427,0.27759,1
0.33259,0.055964,1
0.53741,0.28637,1
0.19503,0.36879,1
0.40278,0.035148,1
0.21296,0.55169,1
0.48447,0.56991,1
0.25476,0.34596,1
0.21726,0.28641,1
0.67078,0.46538,1
0.3815,0.4622,1
0.53838,0.32774,1
0.4849,0.26071,1
0.37095,0.38809,1
0.54527,0.63911,1
0.32149,0.12007,1
0.42216,0.61666,1
0.10194,0.060408,1
0.15254,0.2168,1
0.45558,0.43769,1
0.28488,0.52142,1
0.27633,0.21264,1
0.39748,0.31902,1
0.5533,1,0
0.44274,0.59205,0
0.85176,0.6612,0
0.60436,0.86605,0
0.68243,0.48301,0
1,0.76815,0
0.72989,0.8107,0
0.67377,0.77975,0
0.78761,0.58177,0
0.71442,0.7668,0
0.49379,0.54226,0
0.78974,0.74233,0
0.67905,0.60921,0
0.6642,0.72519,0
0.79396,0.56789,0
0.70758,0.76022,0
0.59421,0.61857,0
0.49364,0.56224,0
0.77707,0.35025,0
0.79785,0.76921,0
0.70876,0.96764,0
0.69176,0.60865,0
0.66408,0.92075,0
0.65973,0.66666,0
0.64574,0.56845,0
0.89639,0.7085,0
0.85476,0.63167,0
0.62091,0.80424,0
0.79057,0.56108,0
0.58935,0.71582,0
0.56846,0.7406,0
0.65912,0.71548,0
0.70938,0.74041,0
0.59154,0.62927,0
0.45829,0.4641,0
0.79982,0.74847,0
0.60974,0.54757,0
0.68127,0.86985,0
0.76694,0.64736,0
0.69048,0.83058,0
0.68122,0.96541,0
0.73229,0.64245,0
0.76145,0.60138,0
0.58985,0.86955,0
0.73145,0.74516,0
0.77029,0.7014,0
0.73156,0.71782,0
0.44556,0.57991,0
0.85275,0.85987,0
0.51912,0.62359,0
And now this is my code. The first part
import numpy as np
import pandas as pd
# Setting the random seed, feel free to change it and see different solutions.
np.random.seed(42)
import matplotlib.pyplot as plt
def stepFunction(t):
return 1 if t >= 0 else 0
def prediction(X, W, b):
return stepFunction((np.matmul(X, W) + b)[0])
# TODO: Fill in the code below to implement the perceptron trick.
# INPUTS
# data X, the labels y,
# the weights W (as an array), and the bias b,
# The function weights and bias W, b, according to the perceptron algorithm,
# and return W and b.
def perceptronStep(X, y, W, b, learn_rate=0.01):
for i in range(len(X)):
y_hat = prediction(X[i], W, b)
if y[i] - y_hat == 1:
W[0] += X[i][0] * learn_rate
W[1] += X[i][1] * learn_rate
b += learn_rate
elif y[i] - y_hat == -1:
W[0] -= X[i][0] * learn_rate
W[1] -= X[i][1] * learn_rate
b -= learn_rate
return W, b
# This function runs the perceptron algorithm repeatedly on the dataset,
# and returns a few of the boundary lines obtained in the iterations,
# for plotting purposes.
# Feel free to play with the learning rate and the num_epochs,
# and see your results plotted below.
def trainPerceptronAlgorithm(X, y, learn_rate=0.01, num_epochs=25):
x_min, x_max = min(X.T[0]), max(X.T[0])
y_min, y_max = min(X.T[1]), max(X.T[1])
W = np.array(np.random.rand(2, 1))
b = np.random.rand(1)[0] + x_max
# These are the solution lines that get plotted below.
boundary_lines = []
for i in range(num_epochs):
# In each epoch, we apply the perceptron step.
W, b = perceptronStep(X, y, W, b, learn_rate)
# Here I have a doubt . Why if y = W0*x1 + W1*x2 + b
# So we can get x2 =y/W1 -(W0*x1)/W1 -b/W1 + y/W1)
# If we remove y/W1 we just get intercept and slope
# But why we are not using the last term y/W1
boundary_lines.append((-W[0] / W[1], -b / W[1]))
return boundary_lines
# Get data and plot the points
data = pd.read_csv('data.csv', header = None)
X = data.iloc[:, :2].values
y = data.iloc[:, -1].values
x1 = X[:, 0]
x2 = X[:, 1]
color = ['red' if value == 1 else 'blue' for value in y]
plt.scatter(x1, x2, marker='o', color=color)
plt.xlabel('X1 input feature')
plt.ylabel('X2 input feature')
plt.title('Perceptron regression for X1, X2')
plt.show()
When you run this code you correctly get
So now I want to plot the line in the same plot the lines that represent the best function for each iteration.For that, I commented the last line above plt.show() and did
# So now lets plot the lines that represent the best function for each iteration
boundary_lines = trainPerceptronAlgorithm(X, y)
x_lin = np.linspace(0, 1, 100)
for line in boundary_lines:
Θo, Θ1 = line
Θ1 = Θ1[0]
Θo = Θo[0]
# TODO: The equation of the error function is
# y = W0*x1 + W1*x2 + b
# So we can get x2 =y/W1 -(W0*x1)/W1 -b/W1 + y/W1)
# If we remove y/W1 we just get intercept and slope
# boundary_lines.append((-W[0] / W[1], -b / W[1])
# plt.axes([-0.5, -0.5, 1.5, 1.5])
plt.plot(x_lin, (Θ1 * x_lin / Θo))
plt.draw()
plt.pause(5)
input("Press enter to continue")
plt.close()
But that does not get me the expected result.
Why doesn't this get the expected result?
The mistake is in plt.plot(x_lin, (Θ1 * x_lin / Θo)) where instead of Θ1 * x_lin / Θo you should have Θo * x_lin + Θ1.
fig, ax = plt.subplots(1, 1, figsize=(8,5))
ax.set_xlim(0, 1)
ax.set_ylim(0, 1)
ax.scatter(x1, x2, marker='o', color=color)
for i, line in enumerate(boundary_lines):
Θo, Θ1 = line
if i == len(boundary_lines) - 1:
c, ls, lw = 'k', '-', 2
else:
c, ls, lw = 'g', '--', 1.5
ax.plot(x_lin, Θo * x_lin + Θ1, c=c, ls=ls, lw=lw)
plt.show()
Result:

How to make my pylab.poly1d(fit) pass through zero?

My code bellow produces a polyfit of the points in my graph, but I want this fit to always pass through zero, how do I do this?
import pylab as pl
import numpy as np
y=(abs((UX2-UY2)+(2*UXY)))
a=np.mean(y)
y=y-a
x=(abs((X2-Y2)+(2*XY)))
b=np.mean(x)
x=x-b
ax=pl.subplot(1,4,4) #plot XY
fit=pl.polyfit(x,y,1)
slope4, fit_fn=pl.poly1d(fit)
print slope4
fit_fn=pl.poly1d(fit)
x_min=-2
x_max=5
n=10000
x_fit = pl.linspace(x_min, x_max, n)
y_fit = fit_fn(x_fit)
q=z=[-2,5]
scat=pl.plot(x,y, 'o', x_fit,y_fit, '-r', z, q, 'g' )
When you fit an n-degree polynomial p(x) = a0 + a1*x + a2*x**2 + ... + an*x**n to a set of data points (x0, y0), (x1, y1), ..., (xm, y_m), a call to np.lstsq is made with a coefficient matrix that looks like:
[1 x0 x0**2 ... x0**n]
[1 x1 x1**2 ... x1**n]
...
[1 xm xm**2 ... xm**n]
If you remove the j-th column from that matrix, you are effectively setting that coefficient in the polynomial to 0. So to get rid of the a0 coefficient you could do the following:
def fit_poly_through_origin(x, y, n=1):
a = x[:, np.newaxis] ** np.arange(1, n+1)
coeff = np.linalg.lstsq(a, y)[0]
return np.concatenate(([0], coeff))
n = 1000
x = np.random.rand(n)
y = 1 + 3*x - 4*x**2 + np.random.rand(n)*0.25
c0 = np.polynomial.polynomial.polyfit(x, y, 2)
c1 = fit_poly_through_origin(x, y, 2)
p0 = np.polynomial.Polynomial(c0)
p1 = np.polynomial.Polynomial(c1)
plt.plot(x, y, 'kx')
xx = np.linspace(0, 1, 1000)
plt.plot(xx, p0(xx), 'r-', )
plt.plot(xx, p1(xx), 'b-', )
As was mentioned, you can't really do it explicitly with polyfit (but you can write your own function).
However, if you want to still use polyfit() you can try this math hack: add a point at zero, and then use the w flag (weights) in polyfit() to give it a high weight while all other points get a low weight. This will have the effect of forcing the polynomial to pass at zero or very close.

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