public void LargeCoefficientsTest()
{
double[,] data =
{
{ 48, 1, 4.40, 0 },
{ 60, 0, 7.89, 1 },
{ 51, 0, 3.48, 0 },
{ 66, 0, 8.41, 1 },
{ 40, 1, 3.05, 0 },
{ 44, 1, 4.56, 0 },
{ 80, 0, 6.91, 1 },
{ 52, 0, 5.69, 0 },
{ 58, 0, 4.01, 0 },
{ 58, 0, 4.48, 0 },
{ 72, 1, 5.97, 0 },
{ 57, 0, 6.71, 1 },
{ 55, 1, 5.36, 0 },
{ 71, 0, 5.68, 0 },
{ 44, 1, 4.61, 0 },
{ 65, 1, 4.80, 0 },
{ 38, 0, 5.06, 0 },
{ 50, 0, 6.40, 0 },
{ 80, 0, 6.67, 1 },
{ 69, 1, 5.79, 0 },
{ 39, 0, 5.42, 0 },
{ 68, 0, 7.61, 1 },
{ 47, 1, 3.24, 0 },
{ 45, 1, 4.29, 0 },
{ 79, 1, 7.44, 1 },
{ 41, 1, 4.60, 0 },
{ 45, 0, 5.91, 0 },
{ 54, 0, 4.77, 0 },
{ 43, 1, 5.62, 0 },
{ 62, 1, 7.92, 1 },
{ 72, 1, 7.92, 1 },
{ 57, 1, 6.19, 0 },
{ 39, 1, 2.37, 0 },
{ 51, 0, 5.84, 0 },
{ 73, 1, 5.94, 0 },
{ 41, 1, 3.82, 0 },
{ 35, 0, 2.35, 0 },
{ 69, 0, 6.57, 1 },
{ 75, 1, 7.96, 1 },
{ 51, 1, 3.96, 0 },
{ 61, 1, 4.36, 0 },
{ 55, 0, 3.84, 0 },
{ 45, 1, 3.02, 0 },
{ 48, 0, 4.65, 0 },
{ 77, 0, 7.93, 1 },
{ 40, 1, 2.46, 0 },
{ 37, 1, 2.32, 0 },
{ 78, 0, 7.88, 1 },
{ 39, 1, 4.55, 0 },
{ 41, 0, 2.45, 0 },
{ 54, 1, 5.62, 0 },
{ 59, 1, 5.03, 0 },
{ 78, 0, 8.08, 1 },
{ 56, 1, 6.96, 1 },
{ 49, 1, 3.07, 0 },
{ 48, 0, 4.75, 0 },
{ 63, 1, 5.64, 0 },
{ 50, 0, 3.35, 0 },
{ 59, 1, 5.08, 0 },
{ 60, 0, 6.58, 1 },
{ 64, 0, 5.19, 0 },
{ 76, 1, 6.69, 1 },
{ 58, 0, 5.18, 0 },
{ 48, 1, 4.47, 0 },
{ 72, 0, 8.70, 1 },
{ 40, 1, 5.14, 0 },
{ 53, 0, 3.40, 0 },
{ 79, 0, 9.77, 1 },
{ 61, 1, 7.79, 1 },
{ 59, 0, 7.42, 1 },
{ 44, 0, 2.55, 0 },
{ 52, 1, 3.71, 0 },
{ 80, 1, 7.56, 1 },
{ 76, 0, 7.80, 1 },
{ 51, 0, 5.94, 0 },
{ 46, 1, 5.52, 0 },
{ 48, 0, 3.25, 0 },
{ 58, 1, 4.71, 0 },
{ 44, 1, 2.52, 0 },
{ 68, 0, 8.38, 1 },
};
double[][] input = data.Submatrix(null, 0, 2).ToArray();
double[] output = data.GetColumn(3);
LogisticRegression regression = new LogisticRegression(3);
var teacher = new IterativeReweightedLeastSquares(regression);
teacher.Regularization = 1e-10;
var errors = new List<double>();
for (int i = 0; i < 1000; i++)
errors.Add(teacher.Run(input, output));
double error = 0;
for (int i = 0; i < output.Length; i++)
{
double expected = output[i];
double actual = System.Math.Round(regression.Compute(input[i]));
if (expected != actual)
error++;
}
error /= output.Length;
Assert.AreEqual(error, 0);
Assert.AreEqual(-355.59378247276379, regression.Coefficients[0]);
Assert.AreEqual(1.2646432605797491, regression.Coefficients[1]);
Assert.AreEqual(-10.710529810144157, regression.Coefficients[2]);
Assert.AreEqual(44.089493151268726, regression.Coefficients[3]);
}
public void ComputeTest()
{
// Suppose we have the following data about some patients.
// The first variable is continuous and represent patient
// age. The second variable is dichotomic and give whether
// they smoke or not (This is completely fictional data).
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[] { 56, 1 }, // 1
new double[] { 85, 0 }, // 0
new double[] { 33, 0 }, // 0
new double[] { 21, 1 }, // 0
new double[] { 42, 1 }, // 1
};
// We also know if they have had lung cancer or not, and
// we would like to know whether smoking has any connection
// with lung cancer (This is completely fictional data).
double[] output =
{
0, 0, 0, 1, 1, 1, 0, 0, 0, 1
};
// To verify this hypothesis, we are going to create a logistic
// regression model for those two inputs (age and smoking).
LogisticRegression regression = new LogisticRegression(inputs: 2);
// Next, we are going to estimate this model. For this, we
// will use the Iteratively Reweighted Least Squares method.
var teacher = new IterativeReweightedLeastSquares(regression);
teacher.Regularization = 0;
// Now, we will iteratively estimate our model. The Run method returns
// the maximum relative change in the model parameters and we will use
// it as the convergence criteria.
double delta = 0;
do
{
// Perform an iteration
delta = teacher.Run(input, output);
} while (delta > 0.001);
// At this point, we can compute the odds ratio of our variables.
// In the model, the variable at 0 is always the intercept term,
// with the other following in the sequence. Index 1 is the age
// and index 2 is whether the patient smokes or not.
// For the age variable, we have that individuals with
// higher age have 1.021 greater odds of getting lung
// cancer controlling for cigarette smoking.
double ageOdds = regression.GetOddsRatio(1); // 1.0208597028836701
// For the smoking/non smoking category variable, however, we
// have that individuals who smoke have 5.858 greater odds
// of developing lung cancer compared to those who do not
// smoke, controlling for age (remember, this is completely
// fictional and for demonstration purposes only).
double smokeOdds = regression.GetOddsRatio(2); // 5.8584748789881331
double[] actual = new double[output.Length];
for (int i = 0; i < input.Length; i++)
actual[i] = regression.Compute(input[i]);
double[] expected =
{
0.21044171560168326,
0.13242527535212373,
0.65747803433771812,
0.18122484822324372,
0.74755661773156912,
0.61450041841477232,
0.33116705418194975,
0.14474110902457912,
0.43627109657399382,
0.54419383282533118
};
for (int i = 0; i < actual.Length; i++)
Assert.AreEqual(expected[i], actual[i]);
Assert.AreEqual(1.0208597028836701, ageOdds, 1e-10);
Assert.AreEqual(5.8584748789881331, smokeOdds, 1e-8);
Assert.IsFalse(double.IsNaN(ageOdds));
Assert.IsFalse(double.IsNaN(smokeOdds));
Assert.AreEqual(-2.4577464307294092, regression.Intercept, 1e-8);
Assert.AreEqual(-2.4577464307294092, regression.Coefficients[0], 1e-8);
Assert.AreEqual(0.020645118265359252, regression.Coefficients[1], 1e-10);
Assert.AreEqual(1.7678893101571855, regression.Coefficients[2], 1e-8);
}
public void LargeCoefficientsTest()
{
double[,] data =
{
{ 48, 1, 4.40, 0 },
{ 60, 0, 7.89, 1 },
{ 51, 0, 3.48, 0 },
{ 66, 0, 8.41, 1 },
{ 40, 1, 3.05, 0 },
{ 44, 1, 4.56, 0 },
{ 80, 0, 6.91, 1 },
{ 52, 0, 5.69, 0 },
{ 58, 0, 4.01, 0 },
{ 58, 0, 4.48, 0 },
{ 72, 1, 5.97, 0 },
{ 57, 0, 6.71, 1 },
{ 55, 1, 5.36, 0 },
{ 71, 0, 5.68, 0 },
{ 44, 1, 4.61, 0 },
{ 65, 1, 4.80, 0 },
{ 38, 0, 5.06, 0 },
{ 50, 0, 6.40, 0 },
{ 80, 0, 6.67, 1 },
{ 69, 1, 5.79, 0 },
{ 39, 0, 5.42, 0 },
{ 68, 0, 7.61, 1 },
{ 47, 1, 3.24, 0 },
{ 45, 1, 4.29, 0 },
{ 79, 1, 7.44, 1 },
{ 41, 1, 4.60, 0 },
{ 45, 0, 5.91, 0 },
{ 54, 0, 4.77, 0 },
{ 43, 1, 5.62, 0 },
{ 62, 1, 7.92, 1 },
{ 72, 1, 7.92, 1 },
{ 57, 1, 6.19, 0 },
{ 39, 1, 2.37, 0 },
{ 51, 0, 5.84, 0 },
{ 73, 1, 5.94, 0 },
{ 41, 1, 3.82, 0 },
{ 35, 0, 2.35, 0 },
{ 69, 0, 6.57, 1 },
{ 75, 1, 7.96, 1 },
{ 51, 1, 3.96, 0 },
{ 61, 1, 4.36, 0 },
{ 55, 0, 3.84, 0 },
{ 45, 1, 3.02, 0 },
{ 48, 0, 4.65, 0 },
{ 77, 0, 7.93, 1 },
{ 40, 1, 2.46, 0 },
{ 37, 1, 2.32, 0 },
{ 78, 0, 7.88, 1 },
{ 39, 1, 4.55, 0 },
{ 41, 0, 2.45, 0 },
{ 54, 1, 5.62, 0 },
{ 59, 1, 5.03, 0 },
{ 78, 0, 8.08, 1 },
{ 56, 1, 6.96, 1 },
{ 49, 1, 3.07, 0 },
{ 48, 0, 4.75, 0 },
{ 63, 1, 5.64, 0 },
{ 50, 0, 3.35, 0 },
{ 59, 1, 5.08, 0 },
{ 60, 0, 6.58, 1 },
{ 64, 0, 5.19, 0 },
{ 76, 1, 6.69, 1 },
{ 58, 0, 5.18, 0 },
{ 48, 1, 4.47, 0 },
{ 72, 0, 8.70, 1 },
{ 40, 1, 5.14, 0 },
{ 53, 0, 3.40, 0 },
{ 79, 0, 9.77, 1 },
{ 61, 1, 7.79, 1 },
{ 59, 0, 7.42, 1 },
{ 44, 0, 2.55, 0 },
{ 52, 1, 3.71, 0 },
{ 80, 1, 7.56, 1 },
{ 76, 0, 7.80, 1 },
{ 51, 0, 5.94, 0 },
{ 46, 1, 5.52, 0 },
{ 48, 0, 3.25, 0 },
{ 58, 1, 4.71, 0 },
{ 44, 1, 2.52, 0 },
{ 68, 0, 8.38, 1 },
};
double[][] input = data.Submatrix(null, 0, 2).ToJagged();
double[] output = data.GetColumn(3);
var regression = new LogisticRegression(3);
var teacher = new IterativeReweightedLeastSquares(regression);
teacher.Regularization = 1e-10;
var errors = new List<double>();
for (int i = 0; i < 1000; i++)
errors.Add(teacher.Run(input, output));
double error = 0;
for (int i = 0; i < output.Length; i++)
{
double expected = output[i];
double actual = System.Math.Round(regression.Compute(input[i]));
if (expected != actual)
error++;
}
error /= output.Length;
Assert.AreEqual(error, 0);
Assert.AreEqual(-490.30977151704076, regression.Coefficients[0], 1e-7);
Assert.AreEqual(1.7763049293456503, regression.Coefficients[1], 1e-7);
Assert.AreEqual(-14.882619671822592, regression.Coefficients[2], 1e-7);
Assert.AreEqual(60.5066623676452, regression.Coefficients[3], 1e-7);
}
