mlpack
2.2.5

The LogisticRegression class implements an L2regularized logistic regression model, and supports training with multiple optimizers and classification. More...
Public Member Functions  
LogisticRegression (const MatType &predictors, const arma::Row< size_t > &responses, const double lambda=0)  
Construct the LogisticRegression class with the given labeled training data. More...  
LogisticRegression (const MatType &predictors, const arma::Row< size_t > &responses, const arma::vec &initialPoint, const double lambda=0)  
Construct the LogisticRegression class with the given labeled training data. More...  
LogisticRegression (const size_t dimensionality, const double lambda=0)  
Construct the LogisticRegression class without performing any training. More...  
template < template < typename > class OptimizerType >  
LogisticRegression (OptimizerType< LogisticRegressionFunction< MatType >> &optimizer)  
Construct the LogisticRegression class with the given labeled training data. More...  
template < typename VecType >  
size_t  Classify (const VecType &point, const double decisionBoundary=0.5) const 
Classify the given point. More...  
void  Classify (const MatType &dataset, arma::Row< size_t > &labels, const double decisionBoundary=0.5) const 
Classify the given points, returning the predicted labels for each point. More...  
void  Classify (const MatType &dataset, arma::mat &probabilities) const 
Classify the given points, returning class probabilities for each point. More...  
double  ComputeAccuracy (const MatType &predictors, const arma::Row< size_t > &responses, const double decisionBoundary=0.5) const 
Compute the accuracy of the model on the given predictors and responses, optionally using the given decision boundary. More...  
double  ComputeError (const MatType &predictors, const arma::Row< size_t > &responses) const 
Compute the error of the model. More...  
const double &  Lambda () const 
Return the lambda value for L2regularization. More...  
double &  Lambda () 
Modify the lambda value for L2regularization. More...  
const arma::vec &  Parameters () const 
Return the parameters (the b vector). More...  
arma::vec &  Parameters () 
Modify the parameters (the b vector). More...  
mlpack_deprecated void  Predict (const MatType &predictors, arma::Row< size_t > &responses, const double decisionBoundary=0.5) const 
Predict the responses to a given set of predictors. More...  
template < typename Archive >  
void  Serialize (Archive &ar, const unsigned int) 
Serialize the model. More...  
template < template < typename > class OptimizerType = mlpack::optimization::L_BFGS >  
void  Train (const MatType &predictors, const arma::Row< size_t > &responses) 
Train the LogisticRegression model on the given input data. More...  
template < template < typename > class OptimizerType = mlpack::optimization::L_BFGS >  
void  Train (OptimizerType< LogisticRegressionFunction< MatType >> &optimizer) 
Train the LogisticRegression model with the given instantiated optimizer. More...  
Detailed Description
template<typenameMatType=arma::mat>
class mlpack::regression::LogisticRegression< MatType >
The LogisticRegression class implements an L2regularized logistic regression model, and supports training with multiple optimizers and classification.
The class supports different observation types via the MatType template parameter; for instance, logistic regression can be performed on sparse datasets by specifying arma::sp_mat as the MatType parameter.
 Template Parameters

MatType Type of data matrix.
Definition at line 34 of file logistic_regression.hpp.
Constructor & Destructor Documentation
◆ LogisticRegression() [1/4]
LogisticRegression  (  const MatType &  predictors, 
const arma::Row< size_t > &  responses,  
const double  lambda = 0 

) 
Construct the LogisticRegression class with the given labeled training data.
This will train the model. Optionally, specify lambda, which is the penalty parameter for L2regularization. If not specified, it is set to 0, which results in standard (unregularized) logistic regression.
It is not possible to set a custom optimizer with this constructor. Either use a constructor that does not train and call Train() with a custom optimizer type, or use the constructor that takes an instantiated optimizer. (This unfortunate situation is a language restriction of C++.)
 Parameters

predictors Input training variables. responses Outputs resulting from input training variables. lambda L2regularization parameter.
◆ LogisticRegression() [2/4]
LogisticRegression  (  const MatType &  predictors, 
const arma::Row< size_t > &  responses,  
const arma::vec &  initialPoint,  
const double  lambda = 0 

) 
Construct the LogisticRegression class with the given labeled training data.
This will train the model. Optionally, specify lambda, which is the penalty parameter for L2regularization. If not specified, it is set to 0, which results in standard (unregularized) logistic regression.
It is not possible to set a custom optimizer with this constructor. Either use a constructor that does not train and call Train() with a custom optimizer type, or use the constructor that takes an instantiated optimizer. (This unfortunate situation is a language restriction of C++.)
 Parameters

predictors Input training variables. responses Outputs results from input training variables. initialPoint Initial model to train with. lambda L2regularization parameter.
◆ LogisticRegression() [3/4]
LogisticRegression  (  const size_t  dimensionality, 
const double  lambda = 0 

) 
Construct the LogisticRegression class without performing any training.
The dimensionality of the data (which will be used to set the size of the parameters vector) must be specified, and all of the parameters in the model will be set to 0. Note that the dimensionality may be changed later by directly modifying the parameters vector (using Parameters()).
 Parameters

dimensionality Dimensionality of the data. lambda L2regularization parameter.
◆ LogisticRegression() [4/4]
LogisticRegression  (  OptimizerType< LogisticRegressionFunction< MatType >> &  optimizer  ) 
Construct the LogisticRegression class with the given labeled training data.
This will train the model. This overload takes an already instantiated optimizer (which holds the LogisticRegressionFunction error function, which must also be instantiated), so that the optimizer can be configured before the training is run by this constructor. The predictors and responses and initial point are all taken from the error function contained in the optimizer.
 Parameters

optimizer Instantiated optimizer with instantiated error function.
Member Function Documentation
◆ Classify() [1/3]
size_t Classify  (  const VecType &  point, 
const double  decisionBoundary = 0.5 

)  const 
Classify the given point.
The predicted label is returned. Optionally, specify the decision boundary; logistic regression returns a value between 0 and 1. If the value is greater than the decision boundary, the response is taken to be 1; otherwise, it is 0. By default the decision boundary is 0.5.
 Parameters

point Point to classify. decisionBoundary Decision boundary (default 0.5).
 Returns
 Predicted label of point.
Referenced by LogisticRegression< MatType >::Lambda().
◆ Classify() [2/3]
void Classify  (  const MatType &  dataset, 
arma::Row< size_t > &  labels,  
const double  decisionBoundary = 0.5 

)  const 
Classify the given points, returning the predicted labels for each point.
Optionally, specify the decision boundary; logistic regression returns a value between 0 and 1. If the value is greater than the decision boundary, the response is taken to be 1; otherwise, it is 0. By default the decision boundary is 0.5.
 Parameters

dataset Set of points to classify. labels Predicted labels for each point. decisionBoundary Decision boundary (default 0.5).
◆ Classify() [3/3]
void Classify  (  const MatType &  dataset, 
arma::mat &  probabilities  
)  const 
Classify the given points, returning class probabilities for each point.
 Parameters

dataset Set of points to classify. probabilities Class probabilities for each point (output).
◆ ComputeAccuracy()
double ComputeAccuracy  (  const MatType &  predictors, 
const arma::Row< size_t > &  responses,  
const double  decisionBoundary = 0.5 

)  const 
Compute the accuracy of the model on the given predictors and responses, optionally using the given decision boundary.
The responses should be either 0 or 1. Logistic regression returns a value between 0 and 1. If the value is greater than the decision boundary, the response is taken to be 1; otherwise, it is 0. By default, the decision boundary is 0.5.
The accuracy is returned as a percentage, between 0 and 100.
 Parameters

predictors Input predictors. responses Vector of responses. decisionBoundary Decision boundary (default 0.5).
 Returns
 Percentage of responses that are predicted correctly.
Referenced by LogisticRegression< MatType >::Lambda().
◆ ComputeError()
double ComputeError  (  const MatType &  predictors, 
const arma::Row< size_t > &  responses  
)  const 
Compute the error of the model.
This returns the negative objective function of the logistic regression loglikelihood function. For the model to be optimal, the negative loglikelihood function should be minimized.
 Parameters

predictors Input predictors. responses Vector of responses.
Referenced by LogisticRegression< MatType >::Lambda().
◆ Lambda() [1/2]

inline 
Return the lambda value for L2regularization.
Definition at line 149 of file logistic_regression.hpp.
◆ Lambda() [2/2]

inline 
Modify the lambda value for L2regularization.
Definition at line 151 of file logistic_regression.hpp.
References LogisticRegression< MatType >::Classify(), LogisticRegression< MatType >::ComputeAccuracy(), LogisticRegression< MatType >::ComputeError(), mlpack_deprecated, LogisticRegression< MatType >::Predict(), and LogisticRegression< MatType >::Serialize().
◆ Parameters() [1/2]

inline 
Return the parameters (the b vector).
Definition at line 144 of file logistic_regression.hpp.
◆ Parameters() [2/2]

inline 
Modify the parameters (the b vector).
Definition at line 146 of file logistic_regression.hpp.
◆ Predict()
mlpack_deprecated void Predict  (  const MatType &  predictors, 
arma::Row< size_t > &  responses,  
const double  decisionBoundary = 0.5 

)  const 
Predict the responses to a given set of predictors.
The responses will be either 0 or 1. Optionally, specify the decision boundary; logistic regression returns a value between 0 and 1. If the value is greater than the decision boundary, the response is taken to be 1; otherwise, it is 0. By default the decision boundary is 0.5.
This method is deprecated—you should use Classify() instead.
 Parameters

predictors Input predictors. responses Vector to put output predictions of responses into. decisionBoundary Decision boundary (default 0.5).
Referenced by LogisticRegression< MatType >::Lambda().
◆ Serialize()
void Serialize  (  Archive &  ar, 
const unsigned  int  
) 
Serialize the model.
Referenced by LogisticRegression< MatType >::Lambda().
◆ Train() [1/2]
void Train  (  const MatType &  predictors, 
const arma::Row< size_t > &  responses  
) 
Train the LogisticRegression model on the given input data.
By default, the LBFGS optimization algorithm is used, but others can be specified (such as mlpack::optimization::SGD).
This will use the existing model parameters as a starting point for the optimization. If this is not what you want, then you should access the parameters vector directly with Parameters() and modify it as desired.
 Template Parameters

OptimizerType Type of optimizer to use to train the model.
 Parameters

predictors Input training variables. responses Outputs results from input training variables.
◆ Train() [2/2]
void Train  (  OptimizerType< LogisticRegressionFunction< MatType >> &  optimizer  ) 
Train the LogisticRegression model with the given instantiated optimizer.
Using this overload allows configuring the instantiated optimizer before training is performed.
Note that the initial point of the optimizer (optimizer.Function().GetInitialPoint()) will be used as the initial point of the optimization, overwriting any existing trained model. If you don't want to overwrite the existing model, set optimizer.Function().GetInitialPoint() to the current parameters vector, accessible via Parameters().
 Parameters

optimizer Instantiated optimizer with instantiated error function.
The documentation for this class was generated from the following file:
 src/mlpack/methods/logistic_regression/logistic_regression.hpp
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