logistic regression ð ð¶cs.kangwon.ac.kr/~parkce/seminar/2015_machinelearning/04... · 2016....
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ð ðððð ð¶
Machine Learning
ð ðððð ð¶
2015.06.20.
Logistic Regression
ð ðððð ð¶ 2
Linear Regression
⢠ììì ë°ìŽí°ê° ìì ë, ë°ìŽí° ìì§ ê°ì ìêŽêŽê³ë¥Œ ê³ ë €íë ê² ìì¹í 목ì ê° ììž¡
ì¹êµ¬ 1 ì¹êµ¬ 2 ì¹êµ¬ 3 ì¹êµ¬ 4 ì¹êµ¬ 5
í€ 160 165 170 170 175
ëªžë¬Žê² 50 50 55 50 60
ð ðððð ð¶ 3
Classification
⢠ë°ìŽí° ìì§ ê°ì ìêŽêŽê³ë¥Œ ê³ ë €íì¬ í¹ì ëììŒë¡ë¶ë¥íë ê²
⢠ë€ë¥ž ì⢠Email: Spam / Not Spam
⢠Tumor: Malignant / Benign
⢠POS tag: Noun / Not Noun
⢠ðŠ â {0, 1}
ì¹êµ¬ 1 ì¹êµ¬ 2 ì¹êµ¬ 3 ì¹êµ¬ 4 ì¹êµ¬ 5
í€ 160 165 170 170 175
ëªžë¬Žê² 50 50 55 50 60
ìŽìí X O O X O
0:ððððð¡ðð£ð ð¶ððð ð ð. ð. ððð¡ ððð¢ð, ðµððððð ðð¡ð.1: ððð ðð¡ðð£ð ð¶ððð ð (ð. ð. ððð¢ð,ððððððððð¡ ð¡ð¢ððð ðð¡ð. )
ð ðððð ð¶ 4
Classification
ìŽìí조걎
(Yes) 1
(No) 0
Classification of linear regression- Incorrect classification
ð ðððð ð¶ 5
Classification
ìŽìí ?
Threshold classifier output at 0.5:
If , predict ây = 1â
If , predict ây = 0â
ìŽìí조걎
(Yes) 1
(No) 0
PositiveNegative
ð ðððð ð¶ 6
Classification
â¢Classification: y = 0 or 1
⢠âð ð¥ can be > 1 or < 0
⢠Thus, denote range 0 ~ 1
⢠Logistic Regression: 0 †âð 𥠆1
ð ðððð ð¶ 7
Logistic Regression
⢠Classification Problem We want: 0 †âð 𥠆1
⢠Early Hypothesis: âð ð¥ = ð€ððŠ + ð
⢠Need transmutable function by the classification problem activation function
⢠Activation function: ð ð§
⢠Resent Hypothesis: âð ð¥ = ð ð€ððŠ + ð
⢠Sigmoid function ð ð§ =1
1+ðâð§
⢠âð ð¥ =1
1+ðâð€ðð¥
ð ðððð ð¶ 8
Logistic Regression
ð¥ð
ð¥ ð€
âŠ
ð¥ð
ð¥ ð€
âŠ
Linear Regression Logistic Regression
ð ðððð ð¶ 9
Interpretation of Hypothesis Output
⢠âð ð¥ = ðð ð¡ðððð¡ðð ðððððððððð¡ðŠ ð¡âðð¡ ðŠ = 1 ðð ðððð¢ð¡ ð¥
⢠ìŠ, íë¥ ê°ìŽ ëì ê²ìŒë¡ ë¶ë¥
⢠Example:
⢠Conditional Probability likelihood (MLE)
⢠ì ë ¥ xì íëŒë¯ží° wë¡ y륌 ì°Ÿì
⢠âð ð¥ = ððð¥ð ðŠ = 1 ð¥; ð€)
⢠ð ðŠ = 1 ð¥; ð€) + ð ðŠ = 0 ð¥; ð€) = 1
⢠ð ðŠ = 0 ð¥; ð€) = 1 â ð ðŠ = 1 ð¥; ð€)
ðð ð¥ =ð¥0ð¥1=1
ìŽìíâð ð¥ = 0.75
75%ê°ëŽìŽìíìŽë ììì
ð ðððð ð¶ 10
Logistic Regression Decision
⢠Hypothesis: âð ð¥ = ð(ð€ðð¥)
⢠Activation function: ð ð§ =1
1+ðâð§
⢠Prediction
y=1 ðð âð ð¥ ⥠0.5y=0 ðð âð ð¥ < 0.5
ð ðððð ð¶ 11
Decision Boundary
Andrew Ng
ð ðððð ð¶ 12
Non-linear decision boundaries
Andrew Ng
ð ðððð ð¶ 13
Cost Function
Training set:
How to choose parameters ?
ð examples
ð ðððð ð¶ 14
Cost Function
⢠Linear regression: ðœ(ð) =1
2 ð=1ð ðŠð â âð(ð¥ð)
2
⢠Logistic regression (Negative Log Likelihood)
⢠ð¶ðð ð¡ ðŠð , âð ð¥ð =1
2ðŠð â âð ð¥ð
2 NLL (MLE ë묞)
ânon-convexâ âconvexâ
Sigmoid function
ð ðððð ð¶ 15
Cost Function
ð¶ðð ð¡ âð ð¥ , ðŠ ={ â log âð ð¥ , ðð ðŠ = 1
â log 1 â âð ð¥ , ðð ðŠ = 0
ðð ðŠ = 1 ðð ðŠ =0
Negative Log Likelihood
ð ðððð ð¶ 16
Logistic regression cost function
⢠ðœ ð = ð¶ðð ð¡ ðŠ, âð ð¥
⢠ðŠ = 1: ð¶ðð ð¡ ðŠ, âð ð¥ = âlog(âð ð¥ )
⢠ðŠ = 0: ð¶ðð ð¡ ðŠ, âð ð¥ = âlog(1 â âð ð¥ )
⢠ðœ ð = ð¶ðð ð¡ ðŠ, âð ð¥
=- ð=1ð ðŠ(ð) log âð ð¥
ð + 1 â ðŠ ð log 1 â âð ð¥ð
⢠íëŒë¯ží° ð(= ð€) ìµì í: minððœ(ð)
⢠ì ë ¥ ð¥ì ëí ë¶ë¥: ðð¢ð¡ðð¢ð¡ âð ð¥ =1
1+ðâð€ðð¥
ð¶ðð ð¡ âð ð¥ , ðŠ = { â log âð ð¥ , ðð ðŠ = 1
â log 1 â âð ð¥ , ðð ðŠ = 0
â ð ðŠ = ðððð ð ð¥; ð)
ð ðððð ð¶ 17
Gradient Descent
⢠ðœ ð = â ð=1ð ðŠ(ð) log âð ð¥
ð + 1 â ðŠ ð log 1 â âð ð¥ð
⢠Gradient descent minðœ ð
ð ððððð¡ {
ðð â ðð â ðð
ððððœ(ð)
}
ð ðððð ð¶ 18
Gradient Descent
⢠ðœ ð = â ð=1ð ðŠ(ð) log âð ð¥
ð + 1 â ðŠ ð log 1 â âð ð¥ð
â¢ ê° ì¡°ê±Žë¶íë¥ ëì íŽì íë©Ž linear regì gdì ì ì¬
⢠Gradient descent minðœ ð
ð ððððð¡ {
ðð â ðð â ð
ð=1
ð
ðŠ ð â âð ð¥ð ð¥ð
ð
}
ð ðððð ð¶ 19
Multiclass classification
⢠Examples
⢠POS tag: Noun, Verb, Pronoun, âŠ
⢠Named Entity: OUT, PS_NAME, LC_COUNTRY, âŠ
⢠Medical diagrams: Not ill, Cold, Flu, Mers
⢠Image recognition: Cat, Dog, Tiger, âŠ
ð ðððð ð¶ 20
Multiclass classification
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Multiclass classification
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Multiclass classification
â¢ ê° ðððð ð ðì íë¥ (ðŠ = ð)ì Logistic regressionì íìµíì¬ êµ¬íš
⢠ìë¡ìŽ ì ë ¥ xì ëíì¬ íëŒë¯ží° ì°ì° í, ê°ì¥ í° íë¥ ì class륌 ì í
maxâðð(ð¥)
ð ðððð ð¶ 23
References
⢠https://class.coursera.org/ml-007/lecture
⢠http://deepcumen.com/2015/04/linear-regression-2/
ð ðððð ð¶ 24
QA
ê°ì¬í©ëë€.
ë°ì²ì, ë°ì°¬ë¯Œ, ìµì¬í, ë°ìžë¹, ìŽìì
ð ðððð ð¶ , ê°ìëíêµ
Email: [email protected]