public void AnalyzeExample1()
{
// http://www.ats.ucla.edu/stat/stata/dae/mlogit.htm
CsvReader reader = CsvReader.FromText(Properties.Resources.hsbdemo, hasHeaders: true);
var table = reader.ToTable();
var codification = new Codification(table);
codification["ses"].VariableType = CodificationVariable.CategoricalWithBaseline;
codification["prog"].VariableType = CodificationVariable.Categorical;
codification["prog"].Remap("academic", 0);
var inputs = codification.Apply(table, "ses", "write");
var output = codification.Apply(table, "prog");
// Get inputs
string[] inputNames;
var inputsData = inputs.ToArray(out inputNames);
// Get outputs
string[] outputNames;
var outputData = output.ToArray(out outputNames);
var analysis = new MultinomialLogisticRegressionAnalysis(inputsData, outputData, inputNames, outputNames);
analysis.Compute();
Assert.AreEqual(9, analysis.Coefficients.Count);
int i = 0;
Assert.AreEqual("(baseline)", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: academic", analysis.Coefficients[i].Class);
Assert.AreEqual(0, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("Intercept", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(1.0302662690579185, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("write", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.083689163424126883, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("ses: middle", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.58217998138556049, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("ses: high", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-1.1112048569892283, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("Intercept", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(1.2715455854613191, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("write", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.13231057837059781, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("ses: middle", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(0.20451187629162043, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("ses: high", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.93207938490449849, analysis.Coefficients[i].Value);
}
public void ComputeTest2()
{
double[][] inputs;
int[] outputs;
MultinomialLogisticRegressionTest.CreateInputOutputsExample2(out inputs, out outputs);
var analysis = new MultinomialLogisticRegressionAnalysis(inputs, outputs);
int inputCount = 5;
int outputCount = 3;
int coeffCount = inputCount + 1;
var mlr = analysis.regression;
Assert.AreEqual(inputCount, mlr.Inputs);
Assert.AreEqual(outputCount, mlr.Categories);
Assert.AreEqual(inputCount, analysis.Inputs.Length);
Assert.AreEqual(outputCount, analysis.OutputNames.Length);
analysis.Iterations = 100;
analysis.Tolerance = 1e-6;
analysis.Compute();
Assert.AreEqual(outputCount - 1, analysis.CoefficientValues.Length);
Assert.AreEqual(outputCount - 1, analysis.StandardErrors.Length);
Assert.AreEqual(outputCount - 1, analysis.WaldTests.Length);
Assert.AreEqual(outputCount - 1, analysis.Confidences.Length);
for (int i = 0; i < analysis.CoefficientValues.Length; i++)
{
Assert.AreEqual(coeffCount, analysis.CoefficientValues[i].Length);
Assert.AreEqual(coeffCount, analysis.StandardErrors[i].Length);
Assert.AreEqual(coeffCount, analysis.WaldTests[i].Length);
Assert.AreEqual(coeffCount, analysis.Confidences[i].Length);
for (int j = 0; j < analysis.CoefficientValues[i].Length; j++)
{
Assert.IsFalse(double.IsNaN(analysis.CoefficientValues[i][j]));
Assert.IsFalse(double.IsNaN(analysis.StandardErrors[i][j]));
}
}
var coefficients = analysis.CoefficientValues;
// brand 2
Assert.AreEqual(-11.774655, coefficients[0][0], 1e-3); // intercept
Assert.AreEqual(0.523814, coefficients[0][1], 1e-3); // female
Assert.AreEqual(0.368206, coefficients[0][2], 1e-3); // age
// brand 3
Assert.AreEqual(-22.721396, coefficients[1][0], 1e-3); // intercept
Assert.AreEqual(0.465941, coefficients[1][1], 1e-3); // female
Assert.AreEqual(0.685908, coefficients[1][2], 1e-3); // age
var standard = analysis.StandardErrors;
Assert.AreEqual(-702.97, analysis.LogLikelihood, 1e-2);
Assert.AreEqual(185.85, analysis.ChiSquare.Statistic, 1e-2);
Assert.AreEqual(1405.9414080469473, analysis.Deviance, 1e-5);
}
public void CoefficientsTest1()
{
double[][] inputs;
int[] outputs;
MultinomialLogisticRegressionTest.CreateInputOutputsExample2(out inputs, out outputs);
var analysis = new MultinomialLogisticRegressionAnalysis(inputs, outputs);
int inputCount = 5;
int coeffCount = inputCount + 1;
var mlr = analysis.regression;
analysis.Iterations = 100;
analysis.Tolerance = 1e-6;
analysis.Compute();
foreach (var coefficient in analysis.Coefficients)
{
Assert.IsNotNull(coefficient.Analysis);
Assert.IsNotNull(coefficient.Confidence);
Assert.IsNotNull(coefficient.ConfidenceLower);
Assert.IsNotNull(coefficient.ConfidenceUpper);
Assert.IsNotNull(coefficient.Name);
Assert.IsNotNull(coefficient.Class);
Assert.IsNotNull(coefficient.StandardError);
Assert.IsNotNull(coefficient.Value);
}
Assert.AreEqual(13, analysis.Coefficients.Count);
Assert.AreEqual(2, analysis.CoefficientValues.Length);
var class1 = analysis.CoefficientValues[0];
Assert.AreEqual(-11.774547061739975, class1[0]);
Assert.AreEqual(0.523813075806107, class1[1]);
Assert.AreEqual(0.36820307277024716, class1[2]);
Assert.AreEqual(0, class1[3], 1e-6);
Assert.AreEqual(0, class1[4], 1e-6);
Assert.AreEqual(0, class1[5], 1e-6);
var class2 = analysis.CoefficientValues[1];
Assert.AreEqual(-22.721272157115514, class2[0]);
Assert.AreEqual(0.46593949381162203, class2[1]);
Assert.AreEqual(0.68590438098052586, class2[2]);
Assert.AreEqual(0, class2[3], 1e-6);
Assert.AreEqual(0, class2[4], 1e-6);
Assert.AreEqual(0, class2[5], 1e-6);
}
public void learn_test_2()
{
double[][] inputs;
int[] outputs;
MultinomialLogisticRegressionTest.CreateInputOutputsExample1(out inputs, out outputs);
var analysis = new MultinomialLogisticRegressionAnalysis();
analysis.Iterations = 100;
analysis.Tolerance = 1e-6;
var regression = analysis.Learn(inputs, outputs);
int inputCount = 2;
int outputCount = 3;
int coeffCount = inputCount + 1;
var mlr = analysis.regression;
Assert.AreEqual(inputCount, mlr.Inputs);
Assert.AreEqual(outputCount, mlr.Categories);
Assert.AreEqual(inputCount, analysis.Inputs.Length);
Assert.AreEqual(outputCount, analysis.OutputNames.Length);
Assert.AreEqual(outputCount - 1, analysis.CoefficientValues.Length);
Assert.AreEqual(outputCount - 1, analysis.StandardErrors.Length);
Assert.AreEqual(outputCount - 1, analysis.WaldTests.Length);
Assert.AreEqual(outputCount - 1, analysis.Confidences.Length);
for (int i = 0; i < analysis.CoefficientValues.Length; i++)
{
Assert.AreEqual(coeffCount, analysis.CoefficientValues[i].Length);
Assert.AreEqual(coeffCount, analysis.StandardErrors[i].Length);
Assert.AreEqual(coeffCount, analysis.WaldTests[i].Length);
Assert.AreEqual(coeffCount, analysis.Confidences[i].Length);
}
var coefficients = analysis.CoefficientValues;
// brand 2
Assert.AreEqual(-11.774655, coefficients[0][0], 1e-3); // intercept
Assert.AreEqual(0.523814, coefficients[0][1], 1e-3); // female
Assert.AreEqual(0.368206, coefficients[0][2], 1e-3); // age
// brand 3
Assert.AreEqual(-22.721396, coefficients[1][0], 1e-3); // intercept
Assert.AreEqual(0.465941, coefficients[1][1], 1e-3); // female
Assert.AreEqual(0.685908, coefficients[1][2], 1e-3); // age
var standard = analysis.StandardErrors;
// Using the lower-bound approximation
Assert.AreEqual(1.047378039787443, standard[0][0], 1e-6);
Assert.AreEqual(0.153150051082552, standard[0][1], 1e-6);
Assert.AreEqual(0.031640507386863, standard[0][2], 1e-6);
Assert.AreEqual(1.047378039787443, standard[1][0], 1e-6);
Assert.AreEqual(0.153150051082552, standard[1][1], 1e-6);
Assert.AreEqual(0.031640507386863, standard[1][2], 1e-6);
Assert.AreEqual(-702.97, analysis.LogLikelihood, 1e-2);
Assert.AreEqual(185.85, analysis.ChiSquare.Statistic, 1e-2);
Assert.AreEqual(1405.9414080469473, analysis.Deviance, 1e-4);
var wald = analysis.WaldTests;
Assert.AreEqual(-11.241995503283842, wald[0][0].Statistic, 1e-3);
Assert.AreEqual(3.4202662152119889, wald[0][1].Statistic, 1e-4);
Assert.AreEqual(11.637150673342207, wald[0][2].Statistic, 1e-3);
Assert.AreEqual(-21.693553825772664, wald[1][0].Statistic, 1e-3);
Assert.AreEqual(3.0423802097069097, wald[1][1].Statistic, 1e-4);
Assert.AreEqual(21.678124991086548, wald[1][2].Statistic, 1e-3);
}
public void ComputeTest1()
{
double[][] inputs;
int[] outputs;
MultinomialLogisticRegressionTest.CreateInputOutputsExample1(out inputs, out outputs);
var analysis = new MultinomialLogisticRegressionAnalysis(inputs, outputs);
int inputCount = 2;
int outputCount = 3;
int coeffCount = inputCount + 1;
var mlr = analysis.regression;
Assert.AreEqual(inputCount, mlr.Inputs);
Assert.AreEqual(outputCount, mlr.Categories);
Assert.AreEqual(inputCount, analysis.Inputs.Length);
Assert.AreEqual(outputCount, analysis.OutputNames.Length);
analysis.Iterations = 100;
analysis.Tolerance = 1e-6;
analysis.Compute();
Assert.AreEqual(outputCount - 1, analysis.CoefficientValues.Length);
Assert.AreEqual(outputCount - 1, analysis.StandardErrors.Length);
Assert.AreEqual(outputCount - 1, analysis.WaldTests.Length);
Assert.AreEqual(outputCount - 1, analysis.Confidences.Length);
for (int i = 0; i < analysis.CoefficientValues.Length; i++)
{
Assert.AreEqual(coeffCount, analysis.CoefficientValues[i].Length);
Assert.AreEqual(coeffCount, analysis.StandardErrors[i].Length);
Assert.AreEqual(coeffCount, analysis.WaldTests[i].Length);
Assert.AreEqual(coeffCount, analysis.Confidences[i].Length);
for (int j = 0; j < analysis.CoefficientValues[i].Length; j++)
{
Assert.IsFalse(double.IsNaN(analysis.CoefficientValues[i][j]));
Assert.IsFalse(double.IsNaN(analysis.StandardErrors[i][j]));
}
}
var coefficients = analysis.CoefficientValues;
// brand 2
Assert.AreEqual(-11.774655, coefficients[0][0], 1e-4); // intercept
Assert.AreEqual(0.523814, coefficients[0][1], 1e-4); // female
Assert.AreEqual(0.368206, coefficients[0][2], 1e-4); // age
// brand 3
Assert.AreEqual(-22.721396, coefficients[1][0], 1e-4); // intercept
Assert.AreEqual(0.465941, coefficients[1][1], 1e-4); // female
Assert.AreEqual(0.685908, coefficients[1][2], 1e-4); // age
var standard = analysis.StandardErrors;
// Using the lower-bound approximation
Assert.AreEqual(1.047378039787443, standard[0][0], 1e-6);
Assert.AreEqual(0.153150051082552, standard[0][1], 1e-6);
Assert.AreEqual(0.031640507386863, standard[0][2], 1e-6);
Assert.AreEqual(1.047378039787443, standard[1][0], 1e-6);
Assert.AreEqual(0.153150051082552, standard[1][1], 1e-6);
Assert.AreEqual(0.031640507386863, standard[1][2], 1e-6);
Assert.AreEqual(-702.97, analysis.LogLikelihood, 1e-2);
Assert.AreEqual(185.85, analysis.ChiSquare.Statistic, 1e-2);
Assert.AreEqual(1405.9414080469473, analysis.Deviance, 1e-10);
var wald = analysis.WaldTests;
Assert.AreEqual(-11.241995503283842, wald[0][0].Statistic, 1e-4);
Assert.AreEqual(3.4202662152119889, wald[0][1].Statistic, 1e-4);
Assert.AreEqual(11.637150673342207, wald[0][2].Statistic, 1e-4);
Assert.AreEqual(-21.693553825772664, wald[1][0].Statistic, 1e-4);
Assert.AreEqual(3.0423802097069097, wald[1][1].Statistic, 1e-4);
Assert.AreEqual(21.678124991086548, wald[1][2].Statistic, 1e-4);
}
/// <summary>
/// Creates a Multinomial Logistic Regression Analysis.
/// </summary>
///
private void btnCreate_Click(object sender, EventArgs e)
{
if (dgvLearningSource.DataSource == null)
{
MessageBox.Show("Please load some data first.");
return;
}
// Finishes and save any pending changes to the given data
dgvLearningSource.EndEdit();
// Creates a matrix from the entire source data table
double[,] table = (dgvLearningSource.DataSource as DataTable).ToMatrix(out columnNames);
// Get only the input vector values (first two columns)
double[][] inputs = table.GetColumns(0, 1).ToArray();
// Get only the output labels (last column)
int[] outputs = table.GetColumn(2).Subtract(1).ToInt32();
// Create and compute a new Simple Descriptive Analysis
var sda = new DescriptiveAnalysis(table, columnNames);
sda.Compute();
// Show the descriptive analysis on the screen
dgvDistributionMeasures.DataSource = sda.Measures;
// Creates the Support Vector Machine for 2 input variables
mlr = new MultinomialLogisticRegressionAnalysis(inputs, outputs);
try
{
// Run
mlr.Compute();
lbStatus.Text = "Analysis complete!";
}
catch (ConvergenceException)
{
lbStatus.Text = "Convergence could not be attained. " +
"The learned machine might still be usable.";
}
createSurface(table);
// Populate details about the fitted model
tbChiSquare.Text = mlr.ChiSquare.Statistic.ToString("N5");
tbPValue.Text = mlr.ChiSquare.PValue.ToString("N5");
checkBox1.Checked = mlr.ChiSquare.Significant;
tbDeviance.Text = mlr.Deviance.ToString("N5");
tbLogLikelihood.Text = mlr.LogLikelihood.ToString("N5");
dgvCoefficients.DataSource = mlr.Coefficients;
}
public void learn_test()
{
// http://www.ats.ucla.edu/stat/stata/dae/mlogit.htm
CsvReader reader = CsvReader.FromText(Properties.Resources.hsbdemo, hasHeaders: true);
var table = reader.ToTable();
var codification = new Codification(table);
codification["ses"].VariableType = CodificationVariable.CategoricalWithBaseline;
codification["prog"].VariableType = CodificationVariable.Categorical;
codification["prog"].Remap("academic", 0);
var inputs = codification.Apply(table, "ses", "write");
var output = codification.Apply(table, "prog");
// Get inputs
string[] inputNames;
var inputsData = inputs.ToArray(out inputNames);
// Get outputs
string[] outputNames;
var outputData = output.ToArray(out outputNames);
var analysis = new MultinomialLogisticRegressionAnalysis(inputNames, outputNames);
var regression = analysis.Learn(inputsData, outputData);
Assert.AreEqual(9, analysis.Coefficients.Count);
int i = 0;
Assert.AreEqual("(baseline)", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: academic", analysis.Coefficients[i].Class);
Assert.AreEqual(0, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("Intercept", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(1.0302662690579185, analysis.Coefficients[i].Value, 1e-5);
i++;
Assert.AreEqual("write", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.083689163424126883, analysis.Coefficients[i].Value, 1e-6);
i++;
Assert.AreEqual("ses: middle", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.58217998138556049, analysis.Coefficients[i].Value, 1e-5);
i++;
Assert.AreEqual("ses: high", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-1.1112048569892283, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("Intercept", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(1.2715455854613191, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("write", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.13231057837059781, analysis.Coefficients[i].Value, 1e-5);
i++;
Assert.AreEqual("ses: middle", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(0.20451187629162043, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("ses: high", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.93207938490449849, analysis.Coefficients[i].Value, 1e-4);
}
public void ComputeTest2()
{
double[][] inputs;
int[] outputs;
MultinomialLogisticRegressionTest.CreateInputOutputsExample2(out inputs, out outputs);
var analysis = new MultinomialLogisticRegressionAnalysis(inputs, outputs);
int inputCount = 5;
int outputCount = 3;
int coeffCount = inputCount + 1;
var mlr = analysis.regression;
Assert.AreEqual(inputCount, mlr.Inputs);
Assert.AreEqual(outputCount, mlr.Categories);
Assert.AreEqual(inputCount, analysis.Inputs.Length);
Assert.AreEqual(outputCount, analysis.OutputNames.Length);
analysis.Iterations = 100;
analysis.Tolerance = 1e-6;
analysis.Compute();
Assert.AreEqual(outputCount - 1, analysis.CoefficientValues.Length);
Assert.AreEqual(outputCount - 1, analysis.StandardErrors.Length);
Assert.AreEqual(outputCount - 1, analysis.WaldTests.Length);
Assert.AreEqual(outputCount - 1, analysis.Confidences.Length);
for (int i = 0; i < analysis.CoefficientValues.Length; i++)
{
Assert.AreEqual(coeffCount, analysis.CoefficientValues[i].Length);
Assert.AreEqual(coeffCount, analysis.StandardErrors[i].Length);
Assert.AreEqual(coeffCount, analysis.WaldTests[i].Length);
Assert.AreEqual(coeffCount, analysis.Confidences[i].Length);
for (int j = 0; j < analysis.CoefficientValues[i].Length; j++)
{
Assert.IsFalse(double.IsNaN(analysis.CoefficientValues[i][j]));
Assert.IsFalse(double.IsNaN(analysis.StandardErrors[i][j]));
}
}
var coefficients = analysis.CoefficientValues;
// brand 2
Assert.AreEqual(-11.774655, coefficients[0][0], 1e-3); // intercept
Assert.AreEqual(0.523814, coefficients[0][1], 1e-3); // female
Assert.AreEqual(0.368206, coefficients[0][2], 1e-3); // age
// brand 3
Assert.AreEqual(-22.721396, coefficients[1][0], 1e-3); // intercept
Assert.AreEqual(0.465941, coefficients[1][1], 1e-3); // female
Assert.AreEqual(0.685908, coefficients[1][2], 1e-3); // age
var standard = analysis.StandardErrors;
Assert.AreEqual(-702.97, analysis.LogLikelihood, 1e-2);
Assert.AreEqual(185.85, analysis.ChiSquare.Statistic, 1e-2);
Assert.AreEqual(1405.9414080469473, analysis.Deviance, 1e-5);
}
private static void testmlr(MultinomialLogisticRegressionAnalysis analysis)
{
Assert.AreEqual(9, analysis.Coefficients.Count);
Assert.AreEqual(3, analysis.NumberOfInputs);
Assert.AreEqual(3, analysis.NumberOfOutputs);
Assert.AreEqual(new[] { "write", "ses: middle", "ses: high" }, analysis.InputNames);
Assert.AreEqual(new[] { "prog: academic", "prog: general", "prog: vocation" }, analysis.OutputNames);
int i = 0;
Assert.AreEqual("(baseline)", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: academic", analysis.Coefficients[i].Class);
Assert.AreEqual(0, analysis.Coefficients[i].Value);
i++;
Assert.AreEqual("Intercept", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(2.8521777575247067, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("write", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.057928272352042558, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("ses: middle", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.533293368378012, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("ses: high", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: general", analysis.Coefficients[i].Class);
Assert.AreEqual(-1.1628385060528876, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("Intercept", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(5.21813357698422, analysis.Coefficients[i].Value, 1e-3);
i++;
Assert.AreEqual("write", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.11360118666081663, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("ses: middle", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(0.29138704135836724, analysis.Coefficients[i].Value, 1e-4);
i++;
Assert.AreEqual("ses: high", analysis.Coefficients[i].Name);
Assert.AreEqual("prog: vocation", analysis.Coefficients[i].Class);
Assert.AreEqual(-0.98263693874810032, analysis.Coefficients[i].Value, 1e-3);
double[][] coef = analysis.CoefficientValues;
string str = coef.ToCSharp();
double[][] expectedCoef = new double[][]
{
new double[] { 2.85217775752471, -0.0579282723520426, -0.533293368378012, -1.16283850605289 },
new double[] { 5.21813357698422, -0.113601186660817, 0.291387041358367, -0.9826369387481 }
};
Assert.IsTrue(expectedCoef.IsEqual(coef, 1e-3));
}
public void learn_test_4()
{
#region doc_learn_2
// This example shows how to learn a multinomial logistic regression
// analysis in the famous Fisher's Iris dataset. It should serve to
// demonstrate that this class does not really need to be used with
// DataTables, Codification codebooks and other supplementary features.
Iris iris = new Iris();
// Load Fisher's Iris dataset:
double[][] x = iris.Instances;
int[] y = iris.ClassLabels;
// Create a new Multinomial Logistic Regression Analysis:
var analysis = new MultinomialLogisticRegressionAnalysis();
// Note: we could have passed the class names from iris.ClassNames and
// variable names from iris.VariableNames during MLR instantiation as:
//
// var analysis = new MultinomialLogisticRegressionAnalysis()
// {
// InputNames = iris.VariableNames,
// OutputNames = iris.ClassNames
// };
// However, this example is also intended to demonstrate that
// those are not required when learning a regression analysis.
// Learn the regression from the input and output pairs:
MultinomialLogisticRegression regression = analysis.Learn(x, y);
// Let's retrieve some information about what we just learned:
int coefficients = analysis.Coefficients.Count; // should be 11
int numberOfInputs = analysis.NumberOfInputs; // should be 4
int numberOfOutputs = analysis.NumberOfOutputs; // should be 3
string[] inputNames = analysis.InputNames; // should be "Input 1", "Input 2", "Input 3", "Input 4"
string[] outputNames = analysis.OutputNames; // should be "Class 0", "class 1", "class 2"
// The regression is best visualized when it is data-bound to a
// Windows.Forms DataGridView or WPF DataGrid. You can get the
// values for all different coefficients and discrete values:
// DataGridBox.Show(regression.Coefficients); // uncomment this line
// You can get the matrix of coefficients:
double[][] coef = analysis.CoefficientValues;
// Should be equal to:
double[][] expectedCoef = new double[][]
{
new double[] { 2.85217775752471, -0.0579282723520426, -0.533293368378012, -1.16283850605289 },
new double[] { 5.21813357698422, -0.113601186660817, 0.291387041358367, -0.9826369387481 }
};
// And their associated standard errors:
double[][] stdErr = analysis.StandardErrors;
// Should be equal to:
double[][] expectedErr = new double[][]
{
new double[] { -2.02458003380033, -0.339533576505471, -1.164084923948, -0.520961533343425, 0.0556314901718 },
new double[] { -3.73971589217449, -1.47672790071382, -1.76795568348094, -0.495032307980058, 0.113563519656386 }
};
// We can also get statistics and hypothesis tests:
WaldTest[][] wald = analysis.WaldTests; // should all have p < 0.05
ChiSquareTest chiSquare = analysis.ChiSquare; // should be p=0
double logLikelihood = analysis.LogLikelihood; // should be -29.558338705646587
// You can use the regression to predict the values:
int[] pred = regression.Transform(x);
// And get the accuracy of the prediction if needed:
var cm = GeneralConfusionMatrix.Estimate(regression, x, y);
double acc = cm.Accuracy; // should be 0.94666666666666666
double kappa = cm.Kappa; // should be 0.91999999999999982
#endregion
Assert.AreEqual(11, coefficients);
Assert.AreEqual(4, numberOfInputs);
Assert.AreEqual(3, numberOfOutputs);
Assert.AreEqual(new[] { "Input 0", "Input 1", "Input 2", "Input 3" }, inputNames);
Assert.AreEqual(new[] { "Class 0", "Class 1", "Class 2" }, outputNames);
Assert.AreEqual(0.94666666666666666, acc, 1e-10);
Assert.AreEqual(0.91999999999999982, kappa, 1e-10);
Assert.AreEqual(7.8271969268290043E-54, chiSquare.PValue, 1e-8);
Assert.AreEqual(-29.558338705646587, logLikelihood, 1e-8);
}
public void learn_test()
{
// http://www.ats.ucla.edu/stat/stata/dae/mlogit.htm
#region doc_learn_1
// This example downloads an example dataset from the web and learns a multinomial logistic
// regression on it. However, please keep in mind that the Multinomial Logistic Regression
// can also work without many of the elements that will be shown below, like the codebook,
// DataTables, and a CsvReader.
// Let's download an example dataset from the web to learn a multinomial logistic regression:
CsvReader reader = CsvReader.FromUrl("https://raw.githubusercontent.com/rlowrance/re/master/hsbdemo.csv", hasHeaders: true);
// Let's read the CSV into a DataTable. As mentioned above, this step
// can help, but is not necessarily required for learning a the model:
DataTable table = reader.ToTable();
// We will learn a MLR regression between the following input and output fields of this table:
string[] inputNames = new[] { "write", "ses" };
string[] outputNames = new[] { "prog" };
// Now let's create a codification codebook to convert the string fields in the data
// into integer symbols. This is required because the MLR model can only learn from
// numeric data, so strings have to be transformed first. We can force a particular
// interpretation for those columns if needed, as shown in the initializer below:
var codification = new Codification()
{
{ "write", CodificationVariable.Continuous },
{ "ses", CodificationVariable.CategoricalWithBaseline, new[] { "low", "middle", "high" } },
{ "prog", CodificationVariable.Categorical, new[] { "academic", "general" } },
};
// Learn the codification
codification.Learn(table);
// Now, transform symbols into a vector representation, growing the number of inputs:
double[][] x = codification.Transform(table, inputNames, out inputNames).ToDouble();
double[][] y = codification.Transform(table, outputNames, out outputNames).ToDouble();
// Create a new Multinomial Logistic Regression Analysis:
var analysis = new MultinomialLogisticRegressionAnalysis()
{
InputNames = inputNames,
OutputNames = outputNames,
};
// Learn the regression from the input and output pairs:
MultinomialLogisticRegression regression = analysis.Learn(x, y);
// Let's retrieve some information about what we just learned:
int coefficients = analysis.Coefficients.Count; // should be 9
int numberOfInputs = analysis.NumberOfInputs; // should be 3
int numberOfOutputs = analysis.NumberOfOutputs; // should be 3
inputNames = analysis.InputNames; // should be "write", "ses: middle", "ses: high"
outputNames = analysis.OutputNames; // should be "prog: academic", "prog: general", "prog: vocation"
// The regression is best visualized when it is data-bound to a
// Windows.Forms DataGridView or WPF DataGrid. You can get the
// values for all different coefficients and discrete values:
// DataGridBox.Show(regression.Coefficients); // uncomment this line
// You can get the matrix of coefficients:
double[][] coef = analysis.CoefficientValues;
// Should be equal to:
double[][] expectedCoef = new double[][]
{
new double[] { 2.85217775752471, -0.0579282723520426, -0.533293368378012, -1.16283850605289 },
new double[] { 5.21813357698422, -0.113601186660817, 0.291387041358367, -0.9826369387481 }
};
// And their associated standard errors:
double[][] stdErr = analysis.StandardErrors;
// Should be equal to:
double[][] expectedErr = new double[][]
{
new double[] { -2.02458003380033, -0.339533576505471, -1.164084923948, -0.520961533343425, 0.0556314901718 },
new double[] { -3.73971589217449, -1.47672790071382, -1.76795568348094, -0.495032307980058, 0.113563519656386 }
};
// We can also get statistics and hypothesis tests:
WaldTest[][] wald = analysis.WaldTests; // should all have p < 0.05
ChiSquareTest chiSquare = analysis.ChiSquare; // should be p=1.06300120956871E-08
double logLikelihood = analysis.LogLikelihood; // should be -179.98173272217591
// You can use the regression to predict the values:
int[] pred = regression.Transform(x);
// And get the accuracy of the prediction if needed:
var cm = GeneralConfusionMatrix.Estimate(regression, x, y.ArgMax(dimension: 1));
double acc = cm.Accuracy; // should be 0.61
double kappa = cm.Kappa; // should be 0.2993487536492252
#endregion
Assert.AreEqual(9, coefficients);
Assert.AreEqual(3, numberOfInputs);
Assert.AreEqual(3, numberOfOutputs);
Assert.AreEqual(new[] { "write", "ses: middle", "ses: high" }, inputNames);
Assert.AreEqual(new[] { "prog: academic", "prog: general", "prog: vocation" }, outputNames);
Assert.AreEqual(0.61, acc, 1e-10);
Assert.AreEqual(0.2993487536492252, kappa, 1e-10);
Assert.AreEqual(1.06300120956871E-08, chiSquare.PValue, 1e-8);
Assert.AreEqual(-179.98172637136295, logLikelihood, 1e-8);
testmlr(analysis);
}
public void MultinomialLogisticRegressionAnalysisTraining(double[][] input, int [] output, string modelName)
{
MultinomialLogisticRegressionAnalysis maxEnt = new MultinomialLogisticRegressionAnalysis();
maxEnt.Learn(input, output);
}
