public void LogisticRegresssionAanlysis(float[,] datas, int rowCount, int columnCount, out double[] coef,
out double[] odds, out double[] stde, out double[] min, out double[] max)
{
double[][] inputs = new double[rowCount][];
double[] outputs = new double[rowCount];
//根据给定的数据得到输入、输出数组
SetInputAndOutputData(datas, rowCount, columnCount, ref inputs, ref outputs);
// Create a Logistic Regression analysis
var regression = new LogisticRegressionAnalysis();
regression.Learn(inputs, outputs);
//regression.Compute(); // compute the analysis.
// We can also investigate all parameters individually. For
// example the coefficients values will be available at the
// vector
coef = regression.CoefficientValues;
// The first value refers to the model's intercept term. We
// can also retrieve the odds ratios and standard errors:
odds = regression.OddsRatios;
stde = regression.StandardErrors;
//得到置信区间
Accord.DoubleRange[] confidence = regression.Confidences;
min = new double[confidence.Length];
max = new double[confidence.Length];
for (int i = 0; i < confidence.Length; i++)
{
min[i] = confidence[i].Min;
max[i] = confidence[i].Max;
}
}
protected override void EndProcessing()
{
var model = new LogisticRegressionAnalysis();
double[][] inputs;
double[] outputs;
if (ParameterSetName == "XY")
{
inputs = Converter.ToDoubleJaggedArray(X);
outputs = Converter.ToDoubleArray(Y);
}
else
{
outputs = _data.GetColumn(OutputName).ToDoubleArray();
_data.RemoveColumn(OutputName);
inputs = _data.ToDoubleJaggedArray();
model.Inputs = _data.ColumnNames.ToArray <string>();
model.Output = OutputName;
}
double[] w = null;
if (Weights != null)
{
w = Converter.ToDoubleArray(Weights);
}
model.Learn(inputs, outputs, w);
WriteObject(model);
}
public void learn2()
{
// Test instance 01
double[][] trainInput =
{
new double[] { 1, 1 },
new double[] { 0, 0 },
};
double[] trainOutput = { 1, 0 };
double[] testInput = { 0, 0.2 };
var target = new LogisticRegressionAnalysis();
target.Regularization = 1e-10;
var regression = target.Learn(trainInput, trainOutput);
Assert.AreSame(regression, target.Regression);
double[] coef = target.Coefficients.Apply(x => x.Value);
Assert.AreEqual(coef[0], -19.360661491141897, 1e-6);
Assert.AreEqual(coef[1], 19.702873967721807, 1e-6);
Assert.AreEqual(coef[2], 19.702873967721807, 1e-6);
double output = target.Regression.Score(testInput);
Assert.AreEqual(0, output, 1e-6);
// Test instance 02
trainInput = new double[][]
{
new double[] { 1, 0, 1, 1, 0, 1, 1, 0, 1, 0 },
new double[] { 0, 1, 0, 1, 1, 0, 1, 1, 0, 1 },
new double[] { 1, 1, 0, 0, 1, 1, 0, 1, 1, 1 },
new double[] { 1, 0, 1, 1, 0, 1, 1, 0, 1, 0 },
new double[] { 0, 1, 0, 1, 1, 0, 1, 1, 0, 1 },
new double[] { 1, 1, 0, 0, 1, 1, 0, 1, 1, 1 },
};
trainOutput = new double[6] {
1, 1, 0, 0, 1, 1
};
target = new LogisticRegressionAnalysis();
regression = target.Learn(trainInput, trainOutput);
double[] actual = regression.Score(trainInput);
double[] expected = { 0.500000000158903, 0.999999998410966, 0.500000000913694, 0.500000000158903, 0.999999998410966, 0.500000000913694 };
Assert.IsTrue(actual.IsEqual(expected, 1e-6));
coef = target.Coefficients.Apply(x => x.Value);
//string str = coef.ToCSharp();
expected = new double[] { 1.86680346470929, -3.87720719574071, 2.44120453079343, -0.574401066088034, 5.16960959435804, 2.44120453079343, -3.87720719574087, 5.16960959435804, 2.44120453079343, -3.87720719574087, 2.44120453079343 };
Assert.IsTrue(coef.IsEqual(expected, 1e-6));
}
public LogisticRegressionAnalysis Regress()
{
var analyzer = new LogisticRegressionAnalysis()
{
Iterations = 100,
Inputs = GetInputNames(),
};
analyzer.Learn(InputData(), Filter.FilteredResult().Select(i => resultsFunc(i)?1.0:0.0).ToArray());
return(analyzer);
}
public static void Train()
{
DataHandler.ImportReviewData(3);
var maxCount = 1;
double[][] input = new double[maxCount][];
for (int i = 0; i < maxCount; i++)
{
input[i] = CalculateProbabilities(DataHandler.Reviews[i].reviewText);
}
double[] output = DataHandler.Reviews.Take(maxCount).Select(r => r.overall).ToArray();
LogisticRegressionAnalysis regression = new LogisticRegressionAnalysis();
LogisticRegression lr = regression.Learn(input, output);
}
private void logReg()
{
int numObs = terrainVisResults[0].visScore.Count * terrainVisResults[0].visScore[0].Count;
foreach (RefPlaneVis rpv in terrainVisResults)
{
double[][] input = new double[numObs][];
double[] output = new double[numObs];
int oNum = 0;
for (int i = 0; i < rpv.visScore.Count; i++)
{
for (int s = 0; s < rpv.visScore[i].Count; s++)
{
double score = rpv.visScore[i][s];
if (Double.IsNaN(score))
{
score = 0;
}
input[oNum] = new double[] { score, rpv.groupNum, score + rpv.groupNum };//score * rpv.groupNum,
if (rpv.observationPts[i][s])
{
output[oNum] = 1;
}
else
{
output[oNum] = 0;
}
oNum++;
}
}
printInputOutput(input, output);
var lra = new LogisticRegressionAnalysis();
// Now, we can use the learner to finally estimate our model:
LogisticRegression regression = lra.Learn(input, output);
var cf = lra.Coefficients;
}
}
public void learn1()
{
double[][] inputs = training.Submatrix(null, 0, 3);
double[] outputs = training.GetColumn(4);
var lra = new LogisticRegressionAnalysis()
{
ComputeInnerModels = true
};
var regression = lra.Learn(inputs, outputs);
double[] actual = regression.Score(inputs);
double[] expected =
{
0.000012, 0.892611, 0.991369, 0.001513, 0.904055,
0.001446, 0.998673, 0.001260, 0.629312, 0.004475,
0.505362, 0.999791, 0.000050, 1.000000, 0.990362,
0.985265, 1.000000, 1.000000, 0.001319, 0.000001,
0.000001, 0.000050, 0.702488, 0.003049, 0.000046,
0.000419, 0.026276, 0.036813, 0.000713, 0.001484,
0.000008, 0.000009, 0.278950, 0.001402, 0.025764,
0.002464, 0.000219, 0.007328, 0.000106, 0.002619,
0.002913, 0.000002,
};
for (int i = 0; i < expected.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 1e-6);
}
Assert.AreEqual(5, lra.LikelihoodRatioTests.Length);
Assert.IsNull(lra.LikelihoodRatioTests[0]);
Assert.AreEqual(0.99999995244237416, lra.LikelihoodRatioTests[1].PValue, 1e-7);
Assert.AreEqual(0.99999993274336052, lra.LikelihoodRatioTests[2].PValue, 1e-7);
Assert.AreEqual(0.99999992480479116, lra.LikelihoodRatioTests[3].PValue, 1e-7);
Assert.AreEqual(0.0000000059730130622305527, lra.LikelihoodRatioTests[4].PValue, 1e-20);
}
public void learn1()
{
double[][] inputs = training.Submatrix(null, 0, 3);
double[] outputs = training.GetColumn(4);
var lra = new LogisticRegressionAnalysis()
{
ComputeInnerModels = true
};
var regression = lra.Learn(inputs, outputs);
double[] actual = regression.Score(inputs);
double[] expected =
{
0.000012, 0.892611, 0.991369, 0.001513, 0.904055,
0.001446, 0.998673, 0.001260, 0.629312, 0.004475,
0.505362, 0.999791, 0.000050, 1.000000, 0.990362,
0.985265, 1.000000, 1.000000, 0.001319, 0.000001,
0.000001, 0.000050, 0.702488, 0.003049, 0.000046,
0.000419, 0.026276, 0.036813, 0.000713, 0.001484,
0.000008, 0.000009, 0.278950, 0.001402, 0.025764,
0.002464, 0.000219, 0.007328, 0.000106, 0.002619,
0.002913, 0.000002,
};
for (int i = 0; i < expected.Length; i++)
Assert.AreEqual(expected[i], actual[i], 1e-6);
Assert.AreEqual(5, lra.LikelihoodRatioTests.Length);
Assert.IsNull(lra.LikelihoodRatioTests[0]);
Assert.AreEqual(0.99999995244237416, lra.LikelihoodRatioTests[1].PValue, 1e-7);
Assert.AreEqual(0.99999993274336052, lra.LikelihoodRatioTests[2].PValue, 1e-7);
Assert.AreEqual(0.99999992480479116, lra.LikelihoodRatioTests[3].PValue, 1e-7);
Assert.AreEqual(0.0000000059730130622305527, lra.LikelihoodRatioTests[4].PValue, 1e-20);
}
public void FromSummary_new_method()
{
#region doc_learn_summary
// Suppose we have a (fictitious) data set about patients who
// underwent cardiac surgery. The first column gives the number
// of arterial bypasses performed during the surgery. The second
// column gives the number of patients whose surgery went well,
// while the third column gives the number of patients who had
// at least one complication during the surgery.
//
int[,] data =
{
// # of stents success complications
{ 1, 140, 45 },
{ 2, 130, 60 },
{ 3, 150, 31 },
{ 4, 96, 65 }
};
// Get input variable and number of positives and negatives
double[][] inputs = data.GetColumn(0).ToDouble().ToJagged();
int[] positive = data.GetColumn(1);
int[] negative = data.GetColumn(2);
// Create a new Logistic Regression Analysis from the summary data
var lra = new LogisticRegressionAnalysis();
// compute the analysis
LogisticRegression regression = lra.Learn(inputs, positive, negative);
// Now we can show a summary of the analysis
// Accord.Controls.DataGridBox.Show(regression.Coefficients);
// We can also investigate all parameters individually. For
// example the coefficients values will be available at the
// vector
double[] coef = lra.CoefficientValues;
// The first value refers to the model's intercept term. We
// can also retrieve the odds ratios and standard errors:
double[] odds = lra.OddsRatios;
double[] stde = lra.StandardErrors;
// Finally, we can use it to estimate risk for a new patient
double y = lra.Regression.Score(new double[] { 4 }); // 67.0
#endregion
Assert.AreEqual(3.7586367581050162, odds[0], 1e-8);
Assert.AreEqual(0.85772731075090014, odds[1], 1e-8);
Assert.AreEqual(0.20884336554629004, stde[0], 1e-6);
Assert.AreEqual(0.075837785246620285, stde[1], 1e-6);
Assert.AreEqual(0.67044096045332713, y, 1e-8);
LogisticRegressionAnalysis expected;
{
int[] qtr = data.GetColumn(0);
var expanded = Accord.Statistics.Tools.Expand(qtr, positive, negative);
double[][] inp = expanded.GetColumn(0).ToDouble().ToJagged();
double[] outputs = expanded.GetColumn(1).ToDouble();
expected = new LogisticRegressionAnalysis();
expected.Learn(inp, outputs);
double slope = expected.Coefficients[1].Value; // should return -0.153
double inter = expected.Coefficients[0].Value;
double value = expected.ChiSquare.PValue; // should return 0.042
Assert.AreEqual(-0.15346904821339602, slope, 1e-8);
Assert.AreEqual(1.324056323049271, inter, 1e-8);
Assert.AreEqual(0.042491262992507946, value, 1e-8);
}
var actual = lra;
Assert.AreEqual(expected.Coefficients[0].Value, actual.Coefficients[0].Value, 1e-8);
Assert.AreEqual(expected.Coefficients[1].Value, actual.Coefficients[1].Value, 1e-8);
Assert.AreEqual(expected.ChiSquare.PValue, actual.ChiSquare.PValue, 1e-8);
Assert.AreEqual(expected.WaldTests[0].PValue, actual.WaldTests[0].PValue, 1e-8);
Assert.AreEqual(expected.WaldTests[1].PValue, actual.WaldTests[1].PValue, 1e-8);
Assert.AreEqual(expected.Confidences[0].Max, actual.Confidences[0].Max, 1e-6);
Assert.AreEqual(expected.Confidences[0].Min, actual.Confidences[0].Min, 1e-6);
Assert.AreEqual(expected.Confidences[1].Max, actual.Confidences[1].Max, 1e-6);
Assert.AreEqual(expected.Confidences[1].Min, actual.Confidences[1].Min, 1e-6);
}
public void example_learn()
{
#region doc_learn_part1
// 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[][] inputs =
{
// Age Smoking
new double[] { 55, 0 },
new double[] { 28, 0 },
new double[] { 65, 1 },
new double[] { 46, 0 },
new double[] { 86, 1 },
new double[] { 56, 1 },
new double[] { 85, 0 },
new double[] { 33, 0 },
new double[] { 21, 1 },
new double[] { 42, 1 },
};
// Additionally, we also have information about whether
// or not they those patients had lung cancer. The array
// below gives 0 for those who did not, and 1 for those
// who did.
double[] output =
{
0, 0, 0, 1, 1, 1, 0, 0, 0, 1
};
// Create a Logistic Regression analysis
var lra = new LogisticRegressionAnalysis()
{
Regularization = 0
};
// compute the analysis
LogisticRegression regression = lra.Learn(inputs, output);
// Now we can show a summary of the analysis
// Accord.Controls.DataGridBox.Show(regression.Coefficients);
#endregion
#region doc_learn_part2
// We can also investigate all parameters individually. For
// example the coefficients values will be available at the
// vector
double[] coef = lra.CoefficientValues;
// The first value refers to the model's intercept term. We
// can also retrieve the odds ratios and standard errors:
double[] odds = lra.OddsRatios;
double[] stde = lra.StandardErrors;
// We can use the analysis to predict a score for a new patient:
double y = lra.Regression.Score(new double[] { 87, 1 }); // 0.75
// For those inputs, the answer probability is approximately 75%.
// We can also obtain confidence intervals for the probability:
DoubleRange ci = lra.GetConfidenceInterval(new double[] { 87, 1 });
#endregion
Assert.AreEqual(0.085627701183146374, odds[0], 1e-8);
Assert.AreEqual(1.0208597029292648, odds[1], 1e-8);
Assert.AreEqual(5.8584748981777919, odds[2], 1e-8);
Assert.AreEqual(2.1590686019473897, stde[0], 1e-8);
Assert.AreEqual(0.033790422321041035, stde[1], 1e-8);
Assert.AreEqual(1.4729903935788211, stde[2], 1e-8);
Assert.AreEqual(0.75143272858389798, y, 1e-8);
Assert.AreEqual(0.079591541770048527, ci.Min, 1e-8);
Assert.AreEqual(0.99062645401700389, ci.Max, 1e-8);
}
static void Main(string[] args)
{
/*int n = 9;
* double[] a = new double[n];
* double[,] c = new double[n,n];
* a[0] = 0.1;
* double sum = a[0];
* for (int i = 1; i < n; i++)
* {
* a[i] = a[i - 1] + 0.1;
* sum += a[i];
* }
* double[] b = new double[n];
* b[0] = 0.1;
* for (int i = 1; i < n / 2 + 1; i++)
* b[i] = b[i - 1] + 0.01;
* for (int i = n / 2 + 1; i < n; i++)
* b[i] = b[i - 1] - 0.01;
*
* for (int i = 1; i < n; i++)
* {
* c[1, i] = ProbabilityNormalOne(a, b, c[1, i]);
* c[0, i] = a[i];
* }
*
*
*
*
*
* // Console.WriteLine(Round(Dispersion(b, a)));
* //Console.WriteLine(Round(ExpectedValue(b, a)));
* Console.WriteLine(ErrorNormal(b, a));
* var chi = new ChiSquareTest(b, a, n-1);
* double pvalue = chi.PValue;
* bool significant = chi.Significant;
*
* Console.WriteLine("___________");
* for (int i = 0; i < 9; i++)
* {
* Console.Write(b[i]);
* Console.Write(' ');
* Console.WriteLine(Round(ProbabilityNormal(b, a, b[i]), 3));
* }
*
* Console.WriteLine(pvalue);
* Console.WriteLine(significant);
* Console.Read();*/
double[][] inputs = new double[4][] { new double[] { 1, 2 }, new double[] { 1, 3 },
new double[] { 1, 4 }, new double[] { 1, 5 } };
double[] outputs = new double[] { 1, 1, 1, 0 };
double alpha = 0.03;
double[] theta = new double[] { 1, 1 };
double[] newt = Learn(inputs, outputs, theta, alpha);
Console.WriteLine("_____________");
foreach (var i in newt)
{
Console.WriteLine(i);
}
var lra = new LogisticRegressionAnalysis()
{
Regularization = 0.03
};
// compute the analysis
LogisticRegression regression = lra.Learn(inputs, outputs);
_ = Accord.Controls.DataGridBox.Show(regression.Coefficients);
Console.ReadLine();
}
public void gh_937()
{
#region doc_learn_database
// Note: this example uses a System.Data.DataTable to represent input data,
// but note that this is not required. The data could have been represented
// as jagged double matrices (double[][]) directly.
// If you have to handle heterogeneus data in your application, such as user records
// in a database, this data is best represented within the framework using a .NET's
// DataTable object. In order to try to learn a classification or regression model
// using this datatable, first we will need to convert the table into a representation
// that the machine learning model can understand. Such representation is quite often,
// a matrix of doubles (double[][]).
var data = new DataTable("Customer Revenue Example");
data.Columns.Add("Day", "CustomerId", "Time (hour)", "Weather", "Buy");
data.Rows.Add("D1", 0, 8, "Sunny", true);
data.Rows.Add("D2", 1, 10, "Sunny", true);
data.Rows.Add("D3", 2, 10, "Rain", false);
data.Rows.Add("D4", 3, 16, "Rain", true);
data.Rows.Add("D5", 4, 15, "Rain", true);
data.Rows.Add("D6", 5, 20, "Rain", false);
data.Rows.Add("D7", 6, 12, "Cloudy", true);
data.Rows.Add("D8", 7, 12, "Sunny", false);
// One way to perform this conversion is by using a Codification filter. The Codification
// filter can take care of converting variables that actually denote symbols (i.e. the
// weather in the example above) into representations that make more sense given the assumption
// of a real vector-based classifier.
// Create a codification codebook
var codebook = new Codification()
{
{ "Weather", CodificationVariable.Categorical },
{ "Time (hour)", CodificationVariable.Continuous },
{ "Revenue", CodificationVariable.Continuous },
};
// Learn from the data
codebook.Learn(data);
// Now, we will use the codebook to transform the DataTable into double[][] vectors. Due
// the way the conversion works, we can end up with more columns in your output vectors
// than the ones started with. If you would like more details about what those columns
// represent, you can pass then as 'out' parameters in the methods that follow below.
string[] inputNames; // (note: if you do not want to run this example yourself, you
string outputName; // can see below the new variable names that will be generated)
// Now, we can translate our training data into integer symbols using our codebook:
double[][] inputs = codebook.Apply(data, "Weather", "Time (hour)").ToJagged(out inputNames);
double[] outputs = codebook.Apply(data, "Buy").ToVector(out outputName);
// (note: the Apply method transform a DataTable into another DataTable containing the codified
// variables. The ToJagged and ToVector methods are then used to transform those tables into
// double[][] matrices and double[] vectors, respectively.
// If we would like to learn a logistic regression model for this data, there are two possible
// ways depending on which aspect of the logistic regression we are interested the most. If we
// are interested in interpreting the logistic regression, performing hypothesis tests with the
// coefficients and performing an actual _logistic regression analysis_, then we can use the
// LogisticRegressionAnalysis class for this. If however we are only interested in using
// the learned model directly to predict new values for the dataset, then we could be using the
// LogisticRegression and IterativeReweightedLeastSquares classes directly instead.
// This example deals with the former case. For the later, please see the documentation page
// for the LogisticRegression class.
// We can create a new multiple linear analysis for the variables
var lra = new LogisticRegressionAnalysis()
{
// We can also inform the names of the new variables that have been created by the
// codification filter. Those can help in the visualizing the analysis once it is
// data-bound to a visual control such a Windows.Forms.DataGridView or WPF DataGrid:
Inputs = inputNames, // will be { "Weather: Sunny", "Weather: Rain, "Weather: Cloudy", "Time (hours)" }
Output = outputName // will be "Revenue"
};
// Compute the analysis and obtain the estimated regression
LogisticRegression regression = lra.Learn(inputs, outputs);
// And then predict the label using
double predicted = lra.Transform(inputs[0]); // result will be ~0.287
// Because we opted for doing a MultipleLinearRegressionAnalysis instead of a simple
// linear regression, we will have further information about the regression available:
int inputCount = lra.NumberOfInputs; // should be 4
int outputCount = lra.NumberOfOutputs; // should be 1
double logl = lra.LogLikelihood; // should be -4.6035570737785525
ChiSquareTest x2 = lra.ChiSquare; // should be 1.37789 (p=0.8480, non-significant)
double[] stdErr = lra.StandardErrors; // should be high except for the last value of 0.27122079214927985 (due small data)
double[] or = lra.OddsRatios; // should be 1.1116659950687609 for the last coefficient (related to time of day)
LogisticCoefficientCollection c = lra.Coefficients; // coefficient table (bind to a visual control for quick inspection)
double[][] h = lra.InformationMatrix; // should contain Fisher's information matrix for the problem
#endregion
Assert.AreEqual(0.28703150858677107, predicted, 1e-8);
Assert.AreEqual(4, inputCount, 1e-8);
Assert.AreEqual(1, outputCount, 1e-8);
Assert.AreEqual(-4.6035570737785525, logl, 1e-8);
Assert.IsTrue(new[] { 0.0019604927838235376, 88.043929817973222, 101.42211648160144, 2.1954970044905113E-07, 1.1116659950687609 }.IsEqual(or, 1e-4));
Assert.AreEqual(1.377897662970609, x2.Statistic, 1e-8);
Assert.AreEqual(0.84802726696077046, x2.PValue, 1e-8);
}
private void btnSampleRunAnalysis_Click(object sender, EventArgs e)
{
// Check requirements
if (sourceTable == null)
{
MessageBox.Show("A sample spreadsheet can be found in the " +
"Resources folder in the same directory as this application.",
"Please load some data before attempting an analysis");
return;
}
if (checkedListBox1.CheckedItems.Count == 0)
{
MessageBox.Show("Please select the dependent input variables to be used in the regression model.",
"Please choose at least one input variable");
}
// Finishes and save any pending changes to the given data
dgvAnalysisSource.EndEdit();
sourceTable.AcceptChanges();
// Gets the column of the dependent variable
String dependentName = (string)comboBox1.SelectedItem;
DataTable dependent = sourceTable.DefaultView.ToTable(false, dependentName);
// Gets the columns of the independent variables
List <string> names = new List <string>();
foreach (string name in checkedListBox1.CheckedItems)
{
names.Add(name);
}
String[] independentNames = names.ToArray();
DataTable independent = sourceTable.DefaultView.ToTable(false, independentNames);
// Creates the input and output matrices from the source data table
this.inputs = independent.ToJagged();
this.outputs = dependent.Columns[dependentName].ToArray();
// Creates the Simple Descriptive Analysis of the given source
var sda = new DescriptiveAnalysis()
{
ColumnNames = independentNames
}.Learn(inputs);
// TODO: Standardize the InputNames/OutputNames properties
// Populates statistics overview tab with analysis data
dgvDistributionMeasures.DataSource = sda.Measures;
// Creates the Logistic Regression Analysis of the given source
this.lra = new LogisticRegressionAnalysis()
{
Inputs = independentNames,
Output = dependentName
};
// Compute the Logistic Regression Analysis
LogisticRegression lr = lra.Learn(inputs, outputs);
// Populates coefficient overview with analysis data
dgvLogisticCoefficients.DataSource = lra.Coefficients;
// Populate details about the fitted model
tbChiSquare.Text = lra.ChiSquare.Statistic.ToString("N5");
tbPValue.Text = lra.ChiSquare.PValue.ToString("N5");
checkBox1.Checked = lra.ChiSquare.Significant;
tbDeviance.Text = lra.Deviance.ToString("N5");
tbLogLikelihood.Text = lra.LogLikelihood.ToString("N5");
// Create the Multiple Linear Regression Analysis of the given source
this.mlr = new MultipleLinearRegressionAnalysis(intercept: true)
{
Inputs = independentNames,
Output = dependentName
};
// Compute the Linear Regression Analysis
MultipleLinearRegression reg = mlr.Learn(inputs, outputs);
dgvLinearCoefficients.DataSource = mlr.Coefficients;
dgvRegressionAnova.DataSource = mlr.Table;
tbRSquared.Text = mlr.RSquared.ToString("N5");
tbRSquaredAdj.Text = mlr.RSquareAdjusted.ToString("N5");
tbChiPValue.Text = mlr.ChiSquareTest.PValue.ToString("N5");
tbFPValue.Text = mlr.FTest.PValue.ToString("N5");
tbZPValue.Text = mlr.ZTest.PValue.ToString("N5");
tbChiStatistic.Text = mlr.ChiSquareTest.Statistic.ToString("N5");
tbFStatistic.Text = mlr.FTest.Statistic.ToString("N5");
tbZStatistic.Text = mlr.ZTest.Statistic.ToString("N5");
cbChiSignificant.Checked = mlr.ChiSquareTest.Significant;
cbFSignificant.Checked = mlr.FTest.Significant;
cbZSignificant.Checked = mlr.ZTest.Significant;
// Populate projection source table
string[] cols = independentNames;
if (!independentNames.Contains(dependentName))
{
cols = independentNames.Concatenate(dependentName);
}
DataTable projSource = sourceTable.DefaultView.ToTable(false, cols);
dgvProjectionSource.DataSource = projSource;
}
public void FromSummary_new_method()
{
#region doc_learn_summary
// Suppose we have a (fictitious) data set about patients who
// underwent cardiac surgery. The first column gives the number
// of arterial bypasses performed during the surgery. The second
// column gives the number of patients whose surgery went well,
// while the third column gives the number of patients who had
// at least one complication during the surgery.
//
int[,] data =
{
// # of stents success complications
{ 1, 140, 45 },
{ 2, 130, 60 },
{ 3, 150, 31 },
{ 4, 96, 65 }
};
// Get input variable and number of positives and negatives
double[][] inputs = data.GetColumn(0).ToDouble().ToJagged();
int[] positive = data.GetColumn(1);
int[] negative = data.GetColumn(2);
// Create a new Logistic Regression Analysis from the summary data
var lra = new LogisticRegressionAnalysis();
// compute the analysis
LogisticRegression regression = lra.Learn(inputs, positive, negative);
// Now we can show a summary of the analysis
// Accord.Controls.DataGridBox.Show(regression.Coefficients);
// We can also investigate all parameters individually. For
// example the coefficients values will be available at the
// vector
double[] coef = lra.CoefficientValues;
// The first value refers to the model's intercept term. We
// can also retrieve the odds ratios and standard errors:
double[] odds = lra.OddsRatios;
double[] stde = lra.StandardErrors;
// Finally, we can use it to estimate risk for a new patient
double y = lra.Regression.Score(new double[] { 4 }); // 67.0
#endregion
Assert.AreEqual(3.7586367581050162, odds[0], 1e-8);
Assert.AreEqual(0.85772731075090014, odds[1], 1e-8);
Assert.AreEqual(0.20884336554629004, stde[0], 1e-6);
Assert.AreEqual(0.075837785246620285, stde[1], 1e-6);
Assert.AreEqual(0.67044096045332713, y, 1e-8);
LogisticRegressionAnalysis expected;
{
int[] qtr = data.GetColumn(0);
var expanded = Accord.Statistics.Tools.Expand(qtr, positive, negative);
double[][] inp = expanded.GetColumn(0).ToDouble().ToJagged();
double[] outputs = expanded.GetColumn(1).ToDouble();
expected = new LogisticRegressionAnalysis();
expected.Learn(inp, outputs);
double slope = expected.Coefficients[1].Value; // should return -0.153
double inter = expected.Coefficients[0].Value;
double value = expected.ChiSquare.PValue; // should return 0.042
Assert.AreEqual(-0.15346904821339602, slope, 1e-8);
Assert.AreEqual(1.324056323049271, inter, 1e-8);
Assert.AreEqual(0.042491262992507946, value, 1e-8);
}
var actual = lra;
Assert.AreEqual(expected.Coefficients[0].Value, actual.Coefficients[0].Value, 1e-8);
Assert.AreEqual(expected.Coefficients[1].Value, actual.Coefficients[1].Value, 1e-8);
Assert.AreEqual(expected.ChiSquare.PValue, actual.ChiSquare.PValue, 1e-8);
Assert.AreEqual(expected.WaldTests[0].PValue, actual.WaldTests[0].PValue, 1e-8);
Assert.AreEqual(expected.WaldTests[1].PValue, actual.WaldTests[1].PValue, 1e-8);
Assert.AreEqual(expected.Confidences[0].Max, actual.Confidences[0].Max, 1e-6);
Assert.AreEqual(expected.Confidences[0].Min, actual.Confidences[0].Min, 1e-6);
Assert.AreEqual(expected.Confidences[1].Max, actual.Confidences[1].Max, 1e-6);
Assert.AreEqual(expected.Confidences[1].Min, actual.Confidences[1].Min, 1e-6);
}
public void example_learn()
{
#region doc_learn_part1
// 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[][] inputs =
{
// Age Smoking
new double[] { 55, 0 },
new double[] { 28, 0 },
new double[] { 65, 1 },
new double[] { 46, 0 },
new double[] { 86, 1 },
new double[] { 56, 1 },
new double[] { 85, 0 },
new double[] { 33, 0 },
new double[] { 21, 1 },
new double[] { 42, 1 },
};
// Additionally, we also have information about whether
// or not they those patients had lung cancer. The array
// below gives 0 for those who did not, and 1 for those
// who did.
double[] output =
{
0, 0, 0, 1, 1, 1, 0, 0, 0, 1
};
// Create a Logistic Regression analysis
var lra = new LogisticRegressionAnalysis()
{
Regularization = 0
};
// compute the analysis
LogisticRegression regression = lra.Learn(inputs, output);
// Now we can show a summary of the analysis
// Accord.Controls.DataGridBox.Show(regression.Coefficients);
#endregion
#region doc_learn_part2
// We can also investigate all parameters individually. For
// example the coefficients values will be available at the
// vector
double[] coef = lra.CoefficientValues;
// The first value refers to the model's intercept term. We
// can also retrieve the odds ratios and standard errors:
double[] odds = lra.OddsRatios;
double[] stde = lra.StandardErrors;
// We can use the analysis to predict a score for a new patient:
double y = lra.Regression.Score(new double[] { 87, 1 }); // 0.75
// For those inputs, the answer probability is approximately 75%.
// We can also obtain confidence intervals for the probability:
DoubleRange ci = lra.GetConfidenceInterval(new double[] { 87, 1 });
#endregion
Assert.AreEqual(0.085627701183146374, odds[0], 1e-8);
Assert.AreEqual(1.0208597029292648, odds[1], 1e-8);
Assert.AreEqual(5.8584748981777919, odds[2], 1e-8);
Assert.AreEqual(2.1590686019473897, stde[0], 1e-8);
Assert.AreEqual(0.033790422321041035, stde[1], 1e-8);
Assert.AreEqual(1.4729903935788211, stde[2], 1e-8);
Assert.AreEqual(0.75143272858389798, y, 1e-8);
Assert.AreEqual(0.079591541770048527, ci.Min, 1e-8);
Assert.AreEqual(0.99062645401700389, ci.Max, 1e-8);
}
public void learn2()
{
// Test instance 01
double[][] trainInput =
{
new double[] { 1, 1 },
new double[] { 0, 0 },
};
double[] trainOutput = { 1, 0 };
double[] testInput = { 0, 0.2 };
var target = new LogisticRegressionAnalysis();
target.Regularization = 1e-10;
var regression = target.Learn(trainInput, trainOutput);
Assert.AreSame(regression, target.Regression);
double[] coef = target.Coefficients.Apply(x => x.Value);
Assert.AreEqual(coef[0], -19.360661491141897, 1e-6);
Assert.AreEqual(coef[1], 19.702873967721807, 1e-6);
Assert.AreEqual(coef[2], 19.702873967721807, 1e-6);
double output = target.Regression.Score(testInput);
Assert.AreEqual(0, output, 1e-6);
// Test instance 02
trainInput = new double[][]
{
new double[] { 1, 0, 1, 1, 0, 1, 1, 0, 1, 0 },
new double[] { 0, 1, 0, 1, 1, 0, 1, 1, 0, 1 },
new double[] { 1, 1, 0, 0, 1, 1, 0, 1, 1, 1 },
new double[] { 1, 0, 1, 1, 0, 1, 1, 0, 1, 0 },
new double[] { 0, 1, 0, 1, 1, 0, 1, 1, 0, 1 },
new double[] { 1, 1, 0, 0, 1, 1, 0, 1, 1, 1 },
};
trainOutput = new double[6] { 1, 1, 0, 0, 1, 1 };
target = new LogisticRegressionAnalysis();
regression = target.Learn(trainInput, trainOutput);
double[] actual = regression.Score(trainInput);
double[] expected = { 0.500000000158903, 0.999999998410966, 0.500000000913694, 0.500000000158903, 0.999999998410966, 0.500000000913694 };
Assert.IsTrue(actual.IsEqual(expected, 1e-6));
coef = target.Coefficients.Apply(x => x.Value);
//string str = coef.ToCSharp();
expected = new double[] { 1.86680346470929, -3.87720719574071, 2.44120453079343, -0.574401066088034, 5.16960959435804, 2.44120453079343, -3.87720719574087, 5.16960959435804, 2.44120453079343, -3.87720719574087, 2.44120453079343 };
Assert.IsTrue(coef.IsEqual(expected, 1e-6));
}