public void DerivativeTest2()
{
double beta = 4.2;
double constant = 0.57;
double[] expected =
{
0.230745, 0.197519, 0.157726, 0.119128, 0.0862579,
0.0605722, 0.0416275, 0.0281864, 0.0188941, 0.01258, 0.00833836
};
LogitLinkFunction target = new LogitLinkFunction(beta, constant);
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = target.Inverse(x);
double d1 = target.Derivative(x);
double d2 = target.Derivative2(y);
Assert.AreEqual(expected[i], d1, 1e-6);
Assert.AreEqual(expected[i], d2, 1e-6);
Assert.IsFalse(Double.IsNaN(d1));
Assert.IsFalse(Double.IsNaN(d2));
}
}
public void DerivativeTest()
{
double[] expected =
{
0.25, 0.249376, 0.247517, 0.244458, 0.240261, 0.235004,
0.228784, 0.221713, 0.21391, 0.2055, 0.196612
};
LogitLinkFunction target = new LogitLinkFunction();
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = target.Inverse(x);
double d1 = target.Derivative(x);
double d2 = target.Derivative2(y);
Assert.AreEqual(expected[i], d1, 1e-6);
Assert.AreEqual(expected[i], d2, 1e-6);
Assert.IsFalse(Double.IsNaN(d1));
Assert.IsFalse(Double.IsNaN(d2));
}
}
public static ILinkFunction Get(LinkFunctionType link)
{
ILinkFunction result = null;
switch (link)
{
case LinkFunctionType.Absolute: result = new AbsoluteLinkFunction(); break;
case LinkFunctionType.Cauchit: result = new CauchitLinkFunction(); break;
case LinkFunctionType.Identity: result = new IdentityLinkFunction(); break;
case LinkFunctionType.Inverse: result = new InverseLinkFunction(); break;
case LinkFunctionType.InverseSquared: result = new InverseSquaredLinkFunction(); break;
case LinkFunctionType.Logit: result = new LogitLinkFunction(); break;
case LinkFunctionType.Log: result = new LogLinkFunction(); break;
case LinkFunctionType.LogLog: result = new LogLogLinkFunction(); break;
case LinkFunctionType.Probit: result = new ProbitLinkFunction(); break;
case LinkFunctionType.Sin: result = new SinLinkFunction(); break;
case LinkFunctionType.Threshold: result = new ThresholdLinkFunction(); break;
}
return(result);
}
public void TestException()
{
var fn = new LogitLinkFunction();
double[] x = { 1, 2 };
fn.Evaluate(x);
}
public void TestEvaluate()
{
var fn = new LogitLinkFunction();
double[] x = { 2 };
double y = fn.Evaluate(x);
Assert.AreEqual(0.8807970779778823, y, AIFH.DefaultPrecision);
}
public void LogitLinkFunctionConstructorTest()
{
LogitLinkFunction target = new LogitLinkFunction();
Assert.AreEqual(0, target.A);
Assert.AreEqual(1, target.B);
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = Math.Log(x) - Math.Log(1 - x);
Assert.AreEqual(y, target.Function(x), 1e-10);
Assert.AreEqual(x, target.Inverse(y), 1e-10);
}
}
public void LogitLinkFunctionConstructorTest1()
{
double beta = 3.14;
double constant = 2.91;
LogitLinkFunction target = new LogitLinkFunction(beta, constant);
Assert.AreEqual(constant, target.A);
Assert.AreEqual(beta, target.B);
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = ((Math.Log(x) - Math.Log(1 - x)) - constant) / beta;
Assert.AreEqual(y, target.Function(x), 1e-10);
Assert.AreEqual(x, target.Inverse(y), 1e-10);
}
}
public void scores_probabilities_test()
{
double[][] input =
{
new double[] { 55, 0 }, // 0 - no cancer
new double[] { 28, 0 }, // 0
new double[] { 65, 1 }, // 0
new double[] { 46, 0 }, // 1 - have cancer
new double[] { 86, 1 }, // 1
new double[] { 86, 1 }, // 1
new double[] { 56, 1 }, // 1
new double[] { 85, 0 }, // 0
new double[] { 33, 0 }, // 0
new double[] { 21, 1 }, // 0
new double[] { 42, 1 }, // 1
};
double[] output =
{
0, 0, 0, 1,
1, 1, 1, 0,
0, 0, 1
};
double[] weights =
{
1.0, 1.0, 1.0, 1.0,
0.5, 0.5, 1.0, 1.0,
1.0, 1.0, 1.0
};
var teacher = new IterativeReweightedLeastSquares <LogisticRegression>()
{
Regularization = 0
};
var target = teacher.Learn(input, output, weights);
LogitLinkFunction link = (LogitLinkFunction)target.Link;
Assert.AreEqual(0, link.A);
Assert.AreEqual(1, link.B);
Assert.AreEqual(-2.4577464307294092, target.Intercept, 1e-8);
Assert.AreEqual(-2.4577464307294092, target.Coefficients[0], 1e-8);
Assert.AreEqual(0.020645118265359252, target.Coefficients[1], 1e-8);
Assert.AreEqual(1.7678893101571855, target.Coefficients[2], 1e-8);
// Test Scores, LogLikelihoods and Probability functions
// https://github.com/accord-net/framework/issues/570
double[][] scoresAllSamples = target.Scores(input);
double[][] logLikelihoodsAllSamples = target.LogLikelihoods(input);
double[][] probabilitiesAllSamples = target.Probabilities(input);
Assert.IsTrue(scoresAllSamples.IsEqual(Matrix.Apply(probabilitiesAllSamples, link.Function), rtol: 1e-5));
Assert.IsTrue(probabilitiesAllSamples.IsEqual(logLikelihoodsAllSamples.Exp()));
Assert.IsTrue(probabilitiesAllSamples.Sum(dimension: 1).IsEqual(Vector.Ones(11), rtol: 1e-6));
bool[] decideAllSamples = target.Decide(input);
double err = new ZeroOneLoss(output).Loss(decideAllSamples);
Assert.AreEqual(0.18181818181818182, err, 1e-5);
Assert.AreEqual(decideAllSamples, scoresAllSamples.ArgMax(dimension: 1).ToBoolean());
Assert.AreEqual(decideAllSamples.ToInt32(), logLikelihoodsAllSamples.ArgMax(dimension: 1));
Assert.AreEqual(decideAllSamples, probabilitiesAllSamples.ArgMax(dimension: 1).ToBoolean());
double[] scoreAllSamples = target.Score(input);
Assert.AreEqual(scoreAllSamples, scoresAllSamples.GetColumn(1));
double[] logLikelihoodAllSamples = target.LogLikelihood(input);
Assert.AreEqual(logLikelihoodAllSamples, logLikelihoodsAllSamples.GetColumn(1));
double[] probabilityAllSamples = target.Probability(input);
Assert.AreEqual(probabilityAllSamples, probabilitiesAllSamples.GetColumn(1));
for (int i = 0; i < input.Length; i++)
{
double[] scoresOneSample = target.Scores(input[i]);
Assert.AreEqual(scoresOneSample, scoresAllSamples[i]);
double[] logLikelihoodsOneSample = target.LogLikelihoods(input[i]);
Assert.AreEqual(logLikelihoodsOneSample, logLikelihoodsAllSamples[i]);
double[] probabilitiesOneSample = target.Probabilities(input[i]);
Assert.AreEqual(probabilitiesOneSample, probabilitiesAllSamples[i]);
bool decideOneSample = target.Decide(input[i]);
Assert.AreEqual(decideOneSample, decideAllSamples[i]);
double scoreOneSample = target.Score(input[i]);
Assert.AreEqual(scoreOneSample, scoreAllSamples[i]);
double logLikelihoodOneSample = target.LogLikelihood(input[i]);
Assert.AreEqual(logLikelihoodOneSample, logLikelihoodAllSamples[i]);
double probabilityOneSample = target.Probability(input[i]);
Assert.AreEqual(probabilityOneSample, probabilityAllSamples[i]);
}
bool[] decideScoresAllSamples = null; target.Scores(input, ref decideScoresAllSamples);
bool[] decideLogLikelihoodsAllSamples = null; target.LogLikelihoods(input, ref decideLogLikelihoodsAllSamples);
Assert.AreEqual(decideScoresAllSamples, decideLogLikelihoodsAllSamples);
bool[] decideProbabilitiesAllSamples = null; target.Probabilities(input, ref decideProbabilitiesAllSamples);
Assert.AreEqual(decideScoresAllSamples, decideProbabilitiesAllSamples);
bool[] decideScoreAllSamples = null; target.Score(input, ref decideScoreAllSamples);
Assert.AreEqual(decideScoreAllSamples, decideScoresAllSamples);
bool[] decideLogLikelihoodAllSamples = null; target.LogLikelihood(input, ref decideLogLikelihoodAllSamples);
Assert.AreEqual(decideScoreAllSamples, decideLogLikelihoodAllSamples);
bool[] decideProbabilityAllSamples = null; target.Probability(input, ref decideProbabilityAllSamples);
Assert.AreEqual(decideScoreAllSamples, decideProbabilityAllSamples);
for (int i = 0; i < input.Length; i++)
{
bool decideScoresOneSample; target.Scores(input[i], out decideScoresOneSample);
Assert.AreEqual(decideScoresOneSample, decideScoresAllSamples[i]);
bool decideLogLikelihoodsOneSample; target.LogLikelihoods(input[i], out decideLogLikelihoodsOneSample);
Assert.AreEqual(decideLogLikelihoodsOneSample, decideLogLikelihoodsAllSamples[i]);
bool decideProbabilitiesOneSample; target.Probabilities(input[i], out decideProbabilitiesOneSample);
Assert.AreEqual(decideProbabilitiesOneSample, decideProbabilitiesAllSamples[i]);
bool decideScoreOneSample; target.Score(input[i], out decideScoreOneSample);
Assert.AreEqual(decideScoreOneSample, decideScoreAllSamples[i]);
bool decideLogLikelihoodOneSample; target.LogLikelihood(input[i], out decideLogLikelihoodOneSample);
Assert.AreEqual(decideLogLikelihoodOneSample, decideLogLikelihoodAllSamples[i]);
bool decideProbabilityOneSample; target.Probability(input: input[i], decision: out decideProbabilityOneSample);
Assert.AreEqual(decideProbabilityOneSample, decideProbabilityAllSamples[i]);
}
//bool[][] decidesScoresAllSamples = null; target.Scores(input, ref decidesScoresAllSamples);
//bool[][] decidesLogLikelihoodsAllSamples = null; target.LogLikelihoods(input, ref decidesLogLikelihoodsAllSamples);
//bool[][] decidesProbabilitiesAllSamples = null; target.Probabilities(input, ref decidesProbabilitiesAllSamples);
//bool[][] decidesScoreAllSamples = null; target.Score(input, ref decidesScoreAllSamples);
//bool[][] decidesLogLikelihoodAllSamples = null; target.LogLikelihood(input, ref decidesLogLikelihoodAllSamples);
//bool[][] decidesProbabilityAllSamples = null; target.Probability(input, ref decidesProbabilityAllSamples);
}
