04_logistic_regression.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# default_exp logistic_regression"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "from nbdev.showdoc import *"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Logistic Regression\n",
    "> Summary: Classification, Logistic Regression, Gradient Descent, Overfitting, Regularization"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Definition\n",
    "Logistic regression is a classification technique used for binary classification problems such as classifying tumors as malignant / not malignant, classifying emails as spam / not spam."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Recap"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Classification\n",
    "\n",
    "**Classification** is a learning algorithm that determines which discrete category a new example (instance) belongs, given a set of training instances $X$ with their observed categories $Y$. Binary classification is a classification task where $Y$ has two possible values $0,1$. If $Y$ has more than two possible values, it is called a multi-class classification."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Can we use Linear Regression for classification problems?\n",
    "\n",
    "Thare are two main issues with using linear regression for classification:\n",
    "\n",
    "1. Linear regression outputs values for $Y$ that can be much larger than 1 or much lower than 0, but our classes are 0 and 1.\n",
    "\n",
    "2. Our hypothesis or prediction rule can change each time a new training example arrives, which shouldn't. Instead, we should be able to use the learned hypothesis to make correct predictions for the data we haven't seen before.\n",
    "\n",
    "\n",
    "<img src=\"images/linear_regression_not_working.svg\" width=\"800\"/>\n",
    "*Fig1. Comparision between linear regression and logistic regression for a classification task*\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "hide_input": false
   },
   "source": [
    "### Naive Bayes\n",
    "\n",
    "If we have consider Naive Bayes assumption, then we have:\n",
    "$$P(X_1\\cdots X_d|Y)=\\prod_{i=1}^{d}P(X_i|Y)$$\n",
    "\n",
    "We also assume parametric form for $P(X_i|Y)$ and $P(Y)$. Then, we use MLE or MAP to estimate the parameters.\n",
    "\n",
    "At last, Naive Bayes classifier for a $X^{new} = <X_1,X_2,\\cdots X_d>$ is:\n",
    "\n",
    "$$Y^{new} =\\underset{y}{\\arg\\max}\\quad P(Y=y_k)\\prod_i P(X^{new}_i|Y=y_K)$$"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Generative vs Discriminative Classifiers\n",
    "\n",
    "Training a classifier involves estimating $P(Y|X)$.\n",
    "\n",
    "i. Generative classifiers (e.g. Naive Bayes):\n",
    "\n",
    "- Assume some functional form for $P(X,Y)$, i.e. $P(X|Y)$ and $P(Y)$\n",
    "- Estimate parameters of $P(X|Y)$, $P(Y)$ directly from training data\n",
    "- $\\underset{y}{\\arg\\max}\\quad P(X|Y)P(Y)= \\underset{y}{\\arg\\max}\\quad P(Y|X)$\n",
    "\n",
    "**Question:** _Can we learn the $P(Y|X)$ directly from data? Or better yet, can we learn decision boundary directly?_\n",
    "\n",
    "ii. Discriminative classifiers (e.g. Logistic Regression):\n",
    "\n",
    "- Assume some functional form for $P(Y|X)$ or for the decision boundary\n",
    "- Estimate parameters of $P(Y|X)$ directly from training data\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Logistic Regression\n",
    "\n",
    "Logistic regression is a classification method for binary classification problems, where input $X$ is a vector of discrete or real-valued variables and $Y$ is discrete (boolean valued). The idea is to learn $P(Y|X)$ directly from observed data.\n",
    "\n",
    "Let's consider learning $f:X\\rightarrow Y$ where,\n",
    "\n",
    "- $X$ is a vector of real-valued features, $<X_1,\\cdots,X_n>$\n",
    "- $Y$ is boolean\n",
    "- Assume all $X_i$ are conditionally independent given $Y$\n",
    "- Assume $P(X_i|Y=y_k) \\sim N(\\mu_{ik},\\sigma_i)$\n",
    "- Assume $P(Y) \\sim $ Bernoulli($\\pi$)\n",
    "\n",
    "What does this imply about the form of $P(Y|X)$?\n",
    "\n",
    "$$P(Y=0|X=<X_1,\\cdots,X_n>)=\\frac{1}{1+exp(w_0+\\sum_{i}w_iX_i)}$$\n",
    "\n",
    "\n",
    "\n",
    "$$P(Y=1|X) = 1 - P(Y=1|X) = \\frac{\\exp(w_0+\\sum_{i=1}^{n}w_iX_i)}{1+\\exp(w_0+\\sum_{i=1}^{n}w_iX_i)} $$"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Logistic Function\n",
    "\n",
    "In Logistic regression $P(Y|X)$ follows the form of the sigmoid function, which means logistic regression gives the *probability* that an instance belongs to class $1$ or class $0$.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "import altair as alt\n",
    "import os"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "def sigmoid(z):\n",
    "    return 1.0 / (1 + np.exp(-z))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "x = np.linspace(-10,10)\n",
    "y = sigmoid(x)\n",
    "source = pd.DataFrame({\"z\":x,\"g(z)\":y})\n",
    "base = alt.Chart(source).mark_line(size=3).encode(\n",
    "    x=\"z\",\n",
    "    y=\"g(z)\"\n",
    ")\n",
    "\n",
    "# base\n",
    "# base.save(\"images/sigmoid.svg\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "$$g(z)=\\frac{1}{1+e^{-z}}$$"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![sigmoid](images/sigmoid.svg)\n",
    "*Fig1. Sigmoid Function*"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Logistic Regression is Linear\n",
    "\n",
    "The reason that logistic regression is linear is that, the outcome is a linear combinations of the inputs and parameters.\n",
    "\n",
    "$$\\frac{P(Y=1|X)}{P(Y=0|X)} = \\exp(w_0+\\sum_{i=1}^{n}w_iX_i)$$\n",
    "\n",
    "which implies:\n",
    "\n",
    "$$\\ln\\frac{P(Y=1|X)}{P(Y=0|X)} = w_0+\\sum_{i=1}^{n}w_iX_i$$\n",
    "\n",
    "where $w_0+\\sum_{i=1}^{n}w_iX_i$ is the linear classification rule.\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Decision Boundary\n",
    "\n",
    "Since logistic regression prediction function returns a probability between 0 and 1, in order to predict which class this data belongs we need to set a threshold. For each data point, if the estimated probability is above this threshold, we classify the point into class 1, and if it's below the threshold, we classify the point into class 2.\n",
    "\n",
    "If $P(Y=1|X)\\geq0.5$, class $=1$, and if $P(Y=1|X)<0.5$, class $=0$.\n",
    "\n",
    "> Note: Decision boundary can be linear (a line) or non-linear (a curve or higher order polynomial). Polynomial order can be increased to get complex decision boundary.\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Training Logistic Regression: MLCE\n",
    "\n",
    "We have a collection of training data $D = \\{<X^1,Y^1>,\\cdots,<X^M,Y^M>\\}$. We need to find the parameters $\\mathbf{w}=<w_0,\\cdots,w_n>$ that **maximize the conditional likelihood** of the training data.\n",
    "\n",
    "Data likelihood $=\\prod_j P(<X^j,Y^j>|\\mathbf{w})$, thus data **conditional** likelihood $=\\prod_j P(Y^j|X^j,\\mathbf{w})$.\n",
    "\n",
    "therefore,\n",
    "$$W_{MLCE}=\\underset{\\mathbf{w}}{\\arg\\max}\\prod_j P(Y^j|X^j,\\mathbf{w})$$\n",
    "\n",
    "In order to make arithmetic easier, we work with the conditional log likelihood. Additionally, we know that maximizing a function is equivalent to *minimizing the negative of the function*. Therefore, we convert our problem to a minimization problem and apply the Gradient Descent algorithm to find the minimum.\n",
    "$$\n",
    "\\begin{aligned}\n",
    "  W_{MLCE}&=\\underset{\\mathbf{w}}{\\arg\\max}\\quad \\ln \\prod_j P(Y^j|X^j,\\mathbf{w}) =  \\sum_j \\ln P(Y^j|X^j,\\mathbf{w})\\\\\n",
    "  &=\\underset{W}{\\arg\\max}\\quad\\sum_j \\ln P(Y^j|X^j,\\mathbf{w})\\\\\n",
    "  &=\\underset{W}{\\arg\\min}\\quad -\\sum_j \\ln P(Y^j|X^j,\\mathbf{w})\n",
    "\\end{aligned}\n",
    "$$\n",
    "\n",
    "if $J(\\mathbf{w})=-\\sum_j \\ln P(Y^j|X^j,\\mathbf{w})$, then we have:\n",
    "\n",
    "$$\\begin{aligned}\n",
    "  J(\\mathbf{w})&=-\\sum_j \\left [ Y^j \\ln P(Y^j=1|X^j,\\mathbf{w}) + (1-Y^j) \\ln P(Y^j=0|X^j,\\mathbf{w})\\right ]\\\\\n",
    "  &=-\\sum_j \\left[ Y^j(w_0+\\sum_iw_iX_i^j)-\\ln(1+\\exp(w_0+\\sum_iw_iX_i^j))\\right ]\n",
    "\\end{aligned}\n",
    "$$\n",
    "\n",
    "$J(\\mathbf{w})$ is a convex function, so we can always find global minimum. There is no closed-form solution to minimize it. However, we can use gradient descent algorithm to find the minimum.\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Gradient Descent algorithm for Logistic Regression\n",
    "\n",
    "1. Compute the gradient of $J_D(\\mathbf{w})$ over the entire training set $D$:\n",
    "$$\\nabla J_D(\\mathbf{w}) = \\left [\\frac{\\partial J_D(\\mathbf{w})}{\\partial w_0},\\cdots \\frac{\\partial J_D(\\mathbf{w})}{\\partial w_n} \\right]$$\n",
    "\n",
    "$$\\frac{\\partial J_D(\\mathbf{w})}{\\partial w_i}=\\sum_{j=1}^{M}X_i^j\\left[Y^j-\\hat{P}(Y^j=1|X^j,\\mathbf{w})\\right]$$\n",
    "\n",
    "We assume $X_0^j=1$, (for $j=0,1,\\cdots M$)\n",
    "\n",
    "2. Do until satisfied:\n",
    "   - Update the vector of parameters: $w_i=w_i-\\eta \\frac{\\partial J_D(\\mathbf{w})}{\\partial w_i}$, (for $i=0,1,\\cdots n$)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Using Maximum a Posteriori (MAP) to Estimate Parameters\n",
    "We assume Gaussian distributions for the prior: $\\mathbf{w} \\sim N(0,\\sigma I)$.Thus,\n",
    "\n",
    "$$\\mathbf{w^*}=\\underset{\\mathbf{w}}{\\arg\\max}\\quad \\ln\\left[P(\\mathbf{w})\\prod_j P(Y^j|X^j,\\mathbf{w})\\right]$$\n",
    "\n",
    "Therefore,\n",
    "\n",
    "$$J(\\mathbf{w})=-\\sum_j \\left[ Y^j \\ln P(Y^j=1|X^j,\\mathbf{w}) + (1-Y^j) \\ln P(Y^j=0|X^j,\\mathbf{w})\\right]+\\lambda\\sum_{i=1}^{n}w_i^2$$\n",
    "\n",
    "where $\\lambda \\sum_{i=1}^{n}w_i^2$ is called a **regularization** term. Regularization helps reduce the overfitting, and also keeps the weights near to zero (i.e. discourage the weights from getting large values).\n",
    "\n",
    "\n",
    "And the modified gradient descent rule is:\n",
    "\n",
    "$$w_i=w_i-\\eta \\left [\\frac{\\partial J_D(\\mathbf{w})}{\\partial w_i} + \\lambda w_i \\right ]$$"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Logistic Regression Model Fitting using Cost Function\n",
    "\n",
    "In the first part above, we learned how to fit parameters for logistic regression model using two primary principles: (a) maximum likelihood (conditional) estimates (MLE), and (b) map a posteriori estimation. In this section, we show how to train a logistic regression model (i.e. find the parameters $w$) by defining and minimizing a **cost** function.\n",
    "\n",
    "In general, while training a classification model, our goal is to find a model that minimizes the  error. For logistic regression, we would like to find the parameters $w$ that minimize the number of misclassifications. Therefore, we define a cost function based on the parameters and find the set of parameters that give the minimum cost/error."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Cost Function for Logistic Regression\n",
    "\n",
    "*A cost function primarily measures how wrong a machine learning model is in terms of estimating the relationship between $X$ and $y$.* Therefore, a cost function aims to penalize bad choices for the parameters to be optimized.\n",
    "\n",
    "We cannot use the linear regression cost function for logistic regression. If we make use of mean squared error for logistic regression, we will end up with a non-convex function of parameters $w$ (due to non-linear sigmoid function). Thus, gradient descent *cannot* guarantee that it finds the global minimum.\n",
    "\n",
    "\n",
    "![convex](images/con_nonconvex.png)\n",
    "*Fig2. Convex and non-convex functions. ([image source](https://towardsdatascience.com/logistic-regression-detailed-overview-46c4da4303bc))*\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Instead of Mean Squared Error, we use a cost function called **Cross-entropy** (or Log Loss). The cross-entropy cost functions can be divided into two functions: one for $y=0$ and one for $y=1$.\n",
    "\n",
    "Training data:  $D = \\{<x^1,y^1>,\\cdots,<x^m,y^m>\\}$\n",
    "\n",
    "Every instance has $n+1$ features. $x=<x_0,\\cdots,x_n>$, where $x_0=1$\n",
    "\n",
    "$w$ is the vector of parameters: $w=<w_0,\\cdots,w_n>$\n",
    "\n",
    "And, $h_{w}(x) = P(y=1|x,w)=\\dfrac{1}{1+e^{-wx}}$\n",
    "\n",
    "The cost functions for each data point $i$ are:\n",
    "- $J_{y=1}^i(w)=-\\log(h_{w}(x^i))$ if $y=1$\n",
    "- $J_{y=0}^i(w)=-\\log(1-h_{w}(x^i))$ if $y=0$\n",
    "\n",
    "\n",
    "> Note: The benefit of taking the logarithm is that these smooth monotonic functions (i.e. always increasing or always decreasing functions) make it easy to calculate the gradient and minimize cost.\n",
    "\n",
    "\n",
    "We can interpret cost functions as follows:\n",
    "\n",
    "1. if $y=1$:\n",
    "    - if $h_w(x)=0$ and $y=1$, cost is very large (infinite)\n",
    "    - if $h_w(x)=1$ and $y=1$, cost $=0$\n",
    "\n",
    "\n",
    "![\"cost Function\"](images/cost_1.svg)\n",
    "*Fig3. cost function $-log(h(x))$ vs $h(x)$ when y=1*\n",
    "\n",
    "\n",
    "2. if $y=0$:\n",
    "   - if $h_w(x)=1$ and $y=0$, cost is very large (infinite)\n",
    "    - if $h_w(x)=0$ and $y=0$, cost $=0$\n",
    "    \n",
    "\n",
    "![\"Cost Function\"](images/cost_0.svg)\n",
    "*Fig4. cost function $-log(1-h(x))$ vs $h(x)$ when y=0*\n",
    "\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "The two cost functions can be combined into a single function:\n",
    "\n",
    "$$J(w)=-\\frac{1}{m}\\sum_{i=1}^{m}\\left[y^i\\log(h_{w}(x^i))+(1-y^i)\\log(1-h_{w}(x^i))\\right]$$\n",
    "> Note: $y=0$ or $1$ always"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "If we take the derivative of the cost function $J(w)$, we have:\n",
    "\n",
    "$$\\frac{\\partial J(w)}{\\partial w_j}=\\sum_{i=1}^{m}x_j^i\\left(y^i-h_w(x^i)\\right)$$\n",
    "\n",
    "which is the same function we obtained by taking the derivative of expression while computing MLCE."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "x = np.linspace(-10,10)\n",
    "h = sigmoid(x)\n",
    "j = -np.log(h)\n",
    "source = pd.DataFrame({\"x\":h,\"y\":j})\n",
    "base = alt.Chart(source).mark_line(size=3).encode(\n",
    "    alt.X(\"x\",title=\"h(x)\",scale=alt.Scale(domain=[-0.01,1])),\n",
    "    alt.Y(\"y\", title=\"cost\",scale=alt.Scale(domain=[0,10]))\n",
    ")\n",
    "# base.save(\"images/cost_1.svg\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "x = np.linspace(-10,10)\n",
    "h = sigmoid(x)\n",
    "j = -np.log(1-h)\n",
    "source = pd.DataFrame({\"x\":h,\"y\":j})\n",
    "base = alt.Chart(source).mark_line(size=3).encode(\n",
    "    alt.X(\"x\",title=\"h(x)\",scale=alt.Scale(domain=[0,1.01])),\n",
    "    alt.Y(\"y\", title=\"cost\",scale=alt.Scale(domain=[0,10]))\n",
    ")\n",
    "# base.save(\"images/cost_0.svg\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Example: Predict whether a student will pass or fail an exam\n",
    "\n",
    "We are given a [dataset](\"https://www.scilab.org/tutorials/machine-learning-%E2%80%93-logistic-regression-tutorial\") on students exam results and we would like to predict whether a student will pass or fail based on the number of hours and the amount of sleep they had."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Implemented Functions\n",
    "All the functions, their implementations and documentations are described below. Some of functions are adopted from [here](https://ml-cheatsheet.readthedocs.io/en/latest/logistic_regression.html)."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "import altair as alt\n",
    "from tqdm import tqdm\n",
    "\n",
    "def load_data(file_name):\n",
    "    \"\"\"\n",
    "    Read the csv data file with name `file_name`\n",
    "    and return a Pandas DataFrame.\n",
    "    \"\"\"\n",
    "    data = pd.read_csv(file_name)\n",
    "    return data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def plot_data(data):\n",
    "    \"\"\"\n",
    "    Create the scatter plot of the `data` and\n",
    "    return the chart object\n",
    "    \"\"\"\n",
    "    base = alt.Chart(data).mark_point(size=100,filled=True).encode(\n",
    "        alt.X(\"studied\"),\n",
    "        alt.Y(\"slept\",scale=alt.Scale(domain=[0,11])),\n",
    "        alt.Color(\"passed:N\")\n",
    "    )\n",
    "    return base"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def sigmoid(z):\n",
    "    return 1.0 / (1 + np.exp(-z))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def predict(examples,parameters):\n",
    "    \"\"\"\n",
    "    Compute the probability of being y=1 for all the `examples` given `parameters`. \n",
    "    Return a 1D array of probabilities.\n",
    "    \"\"\"\n",
    "    z = np.dot(examples,parameters)\n",
    "    return sigmoid(z)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def decision_boundary(prob):\n",
    "    \"\"\"\n",
    "    Convert a probability `prob` into a class and \n",
    "    return 1 if `prob` >= 0.5, otherwise return 0\n",
    "    \"\"\"\n",
    "    return 1 if prob >= .5 else 0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def classify(predictions):\n",
    "    \"\"\"\n",
    "    Convert a array of probabilities of the `predictions` into an array of classes. \n",
    "    Return an N-element array of 0s (False) and 1s (True)\n",
    "    \"\"\"\n",
    "    vec_decision_boundary = np.vectorize(decision_boundary)\n",
    "    return vec_decision_boundary(predictions)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def cost_function(examples, labels, parameters):\n",
    "    \"\"\"\n",
    "    Compute the cost using Mean Absolute Error\n",
    "    `examples`: array of (examples,features) of shape (100,3),\n",
    "    `labels`: array of labels with shape (100,1),\n",
    "    `parameters`: array of parameters w of shape (3,1), and \n",
    "     return a 1D matrix of predictions\n",
    "    \"\"\"\n",
    "    observations = len(labels)\n",
    "\n",
    "    predictions = predict(examples, parameters)\n",
    "\n",
    "    #Take the error when label=1\n",
    "    class1_cost = -labels*np.log(predictions)\n",
    "\n",
    "    #Take the error when label=0\n",
    "    class2_cost = -(1-labels)*np.log(1-predictions)\n",
    "\n",
    "    #Take the sum of both costs\n",
    "    cost = class1_cost + class2_cost\n",
    "\n",
    "    #Take the average cost\n",
    "    cost = cost.sum() / observations\n",
    "\n",
    "    return cost\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def train(examples, labels, parameters, learning_rate, iterations):\n",
    "    \"\"\"\n",
    "    Train the logistic regression model\n",
    "    `examples`   : training examples,\n",
    "    `labels`     : class labels, i.e. 0 or 1,\n",
    "    `parameters` : parameters to be fit, i.e. w,\n",
    "    `learning Rate` : learning rate of the gradient descent,\n",
    "    `iterations` : number of gradient descent iterations, and\n",
    "    return the parameters w and an array of all the costs\n",
    "    \n",
    "    \"\"\"\n",
    "    cost_history = []\n",
    "\n",
    "    for i in tqdm(range(1,iterations + 1)):\n",
    "        parameters = update_weights(examples, labels, parameters, learning_rate)\n",
    "\n",
    "        #Calculate error for auditing purposes\n",
    "        cost = cost_function(examples, labels, parameters)\n",
    "        cost_history.append(cost)\n",
    "\n",
    "        # Log Progress\n",
    "        if i % 1000 == 0:\n",
    "            print(\"iter: {:d}, cost: {:.4f}\".format(i,cost))\n",
    "\n",
    "    return parameters, cost_history"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def update_weights(examples, labels, parameters, learning_rate):\n",
    "    \"\"\"\n",
    "    update the vector of parameters using the gradient descent rule\n",
    "    `examples`: array of examples with shape (200, 3),\n",
    "    `labels`: array of class labels for examples with shape (200, 1),\n",
    "    `parameters`: vector of parameters with shape (3, 1), and\n",
    "    return the new vector of parameters\n",
    "    \"\"\"\n",
    "    N = len(examples)\n",
    "\n",
    "    #1 - Get Predictions\n",
    "    predictions = predict(examples, parameters)\n",
    "    \n",
    "    # Transpose features from (200, 3) to (3, 200)\n",
    "    # So we can multiply w the (200,1)  cost matrix.\n",
    "    # Returns a (3,1) matrix holding 3 partial derivatives --\n",
    "    # one for each feature -- representing the aggregate\n",
    "    # slope of the cost function across all observations\n",
    "    gradient = np.dot(examples.T,  predictions - labels)\n",
    "\n",
    "    #3 Take the average cost derivative for each feature\n",
    "    gradient /= N\n",
    "\n",
    "    #4 - Multiply the gradient by our learning rate\n",
    "    gradient *= learning_rate\n",
    "\n",
    "    #5 - Subtract from our weights to minimize cost\n",
    "    parameters -= gradient\n",
    "\n",
    "    return parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#export\n",
    "def get_accuracy(predicted_labels, actual_labels):\n",
    "    \"\"\"\n",
    "    Measure the accuracy of the model\n",
    "    `predicted_labels`: labels that the model is predicted,\n",
    "    `actual_labels`: actual labels of the examples\n",
    "    \"\"\"\n",
    "    diff = predicted_labels - actual_labels\n",
    "    return 1.0 - (np.count_nonzero(diff) / len(diff))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Explore and Run the Code\n",
    "\n",
    "Let's take a look at the data."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>studied</th>\n",
       "      <th>slept</th>\n",
       "      <th>passed</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>4.855064</td>\n",
       "      <td>9.639962</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>8.625440</td>\n",
       "      <td>0.058927</td>\n",
       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>3.828192</td>\n",
       "      <td>0.723199</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>7.150955</td>\n",
       "      <td>3.899420</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>6.477900</td>\n",
       "      <td>8.198181</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>95</th>\n",
       "      <td>0.022280</td>\n",
       "      <td>2.658428</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>96</th>\n",
       "      <td>7.630637</td>\n",
       "      <td>7.405351</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>97</th>\n",
       "      <td>3.684997</td>\n",
       "      <td>5.049965</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>98</th>\n",
       "      <td>7.484260</td>\n",
       "      <td>6.059396</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>99</th>\n",
       "      <td>2.030708</td>\n",
       "      <td>3.937267</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>100 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "     studied     slept  passed\n",
       "0   4.855064  9.639962       1\n",
       "1   8.625440  0.058927       0\n",
       "2   3.828192  0.723199       0\n",
       "3   7.150955  3.899420       1\n",
       "4   6.477900  8.198181       1\n",
       "..       ...       ...     ...\n",
       "95  0.022280  2.658428       0\n",
       "96  7.630637  7.405351       1\n",
       "97  3.684997  5.049965       0\n",
       "98  7.484260  6.059396       1\n",
       "99  2.030708  3.937267       0\n",
       "\n",
       "[100 rows x 3 columns]"
      ]
     },
     "execution_count": null,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Read the training set file and create a data object\n",
    "file_name = os.path.join(\"data\",\"data_logregression.csv\")\n",
    "data = load_data(file_name)\n",
    "data\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Feature vector $x=[x_0,x_1,x_2]$ where $x_0=1, x_1=\"studied\", x_2=\"slept\"$. The labels are $y=\\{0,1\\}$ and parameters include $w=[w_0,w_1,w_2]$\n",
    "\n",
    "$P(y=1|x,w)=\\frac{1}{1+e^{-z}}$ where $z=w_0+w_1x_1+w_2x_2$\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Let's represent the data with scatter plot."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
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       "alt.Chart(...)"
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     },
     "execution_count": null,
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   "source": [
    "# Display the scatter chart of the training data\n",
    "plot_data(data)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "We initialize the variables before start training (i.e. fitting the paramaters)."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "100%|██████████| 3000/3000 [00:00<00:00, 23169.45it/s]"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "iter: 1000, cost: 0.3025\n",
      "iter: 2000, cost: 0.2644\n",
      "iter: 3000, cost: 0.2487\n",
      "w = [[-8.19752993]\n",
      " [ 0.92123834]\n",
      " [ 0.73888818]]\n",
      "accuracy = 0.89\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\n"
     ]
    }
   ],
   "source": [
    "# emprical value. Experiment with different learning rates.\n",
    "learning_rate = 0.1\n",
    "\n",
    "# x_0, x_1, x_2 where x_0 = 1\n",
    "num_features = 3\n",
    "\n",
    "# w_0, w_1, w_2\n",
    "parameters = np.zeros((num_features,1))\n",
    "iterations = 3000\n",
    "\n",
    "# number of training examples\n",
    "num_examples = len(data)\n",
    "\n",
    "# class labels (i.e. passed/failed) of the training examples\n",
    "labels = np.array(data[\"passed\"]).reshape(100,1)\n",
    "\n",
    "# matrix of (examples, features)\n",
    "x = np.ones((num_examples,1))\n",
    "examples = np.array(data[[\"studied\",\"slept\"]])\n",
    "x  = np.append(x,examples, axis=1)\n",
    "\n",
    "# Fit the model\n",
    "parameters, cost_history = train(x,labels,parameters,learning_rate,iterations)\n",
    "\n",
    "print(\"w = {}\".format(parameters))\n",
    "\n",
    "# Compute the accuracy i.e. total number of correctly predicted labels\n",
    "# divide by total number of predictions\n",
    "predictions = predict(x,parameters)\n",
    "predicted_labels = classify(predictions)\n",
    "accuracy = get_accuracy(predicted_labels,labels)\n",
    "print(\"accuracy = {}\".format(accuracy))\n",
    "\n",
    "\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Verify Gradient Descent is Running Correctly\n",
    "\n",
    "We plot the cost $J(w)$ as a function of the number or iterations, and ensure that $J(w)$ is decreasing in every iteration."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
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      "text/plain": [
       "alt.Chart(...)"
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     },
     "execution_count": null,
     "metadata": {},
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    }
   ],
   "source": [
    "# prepare the data to plot cost vs. iterations\n",
    "xx = np.arange(0,iterations)\n",
    "yy = np.array(cost_history)\n",
    "source = pd.DataFrame({\"x\":xx, \"y\":yy})\n",
    "\n",
    "# plot the cost vs. iterations chart\n",
    "alt.Chart(source).mark_line(size=3,color=\"red\").encode(\n",
    "    alt.X(\"x\",title=\"Iterations\"),\n",
    "    alt.Y(\"y\",title=\"cost\",scale=alt.Scale(domain=[0.2,0.7]))\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Plot the Decision Boundary\n",
    "\n",
    "We also can plot the decision boundary and see how two classes (passed/failed) are separated. The decision boundary equation is $w_0+w_1x_1+w_2x_2=0$. Therefore, we predict $y=1$ if $w_0+w_1x_1+w_2x_2\\geq 0$, otherwise we predict $y=0$. Considering our example, the decision boundary is a line with equation: $$x_2 = -\\frac{w_0}{w_2}-\\frac{w_1}{w_2}x_1$$"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [
    {
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       "</script>"
      ],
      "text/plain": [
       "alt.LayerChart(...)"
      ]
     },
     "execution_count": null,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(w_0,w_1,w_2) = parameters\n",
    "x_points = np.linspace(0,10,100)\n",
    "\n",
    "# decision boundary line rule\n",
    "decision_boundary_line = -(w_1/w_2) * x_points -(w_0 / w_2)\n",
    "\n",
    "source = pd.DataFrame({\"x\":x_points, \"y\":decision_boundary_line})\n",
    "db_chart = alt.Chart(source).mark_line(size=3,color=\"red\").encode(\n",
    "    alt.X(\"x\",title=\"studied\"),\n",
    "    alt.Y(\"y\",title=\"slept\",scale=alt.Scale(domain=[-2,10]))\n",
    ")\n",
    "data_chart = plot_data(data)\n",
    "\n",
    "# plot the training data and the decision boundary line\n",
    "data_chart + db_chart"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Multi-class Logistic Regression\n",
    "\n",
    "If we have $K$ classes, $y=\\{0,1,\\cdots,K-1\\}$ instead of two, $y=\\{0,1\\}$, we can expand our binary logistic regression into a multiclass classification. There are two approaches for multiclass logistic regression:\n",
    "\n",
    "1- One versus all:\n",
    "    \n",
    "- We train $K$ binary logistic regression classifier for each class, and choose the class with the biggest probability (i.e. most likely class).\n",
    "\n",
    "2- Softmax:\n",
    "\n",
    "- Softmax is a function that takes as input a vector of $K$ real numbers, and normalizes it into a probability distribution consisting of $K$ probabilities proportional to the exponentials of the input numbers. Thus, the predicted probability for the $i'th$ class given a sample vector $x$ and a weighting vector $w$ is:\n",
    "\n",
    "$$P(y=i|x,w) = \\dfrac{e^{w^Tx}}{\\sum_{i=1}^{K}e^{w_i^Tx}}$$"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## How to deal with categorical (discrete) input features?\n",
    "\n",
    "The input features often include numeric (continuous) as well as categorical (discrete) features. For instance,  salary, age, price, etc. are numeric features and gender (male/female), country of birth (e.g. US, Australia, ...), color (e.g. yellow, blue,...) and zip codes (10005, 98360,...) are categorical features.  Therefore, the questions becomes: How to multiply categorical features by coefficients?\n",
    "\n",
    "When we have categorical input features, we must convert them into numeric features. One common way to encode categories as numeric features is via *one-hot encoding*.\n",
    "\n",
    "![](images/logistic_regression_2_onehot.png)\n",
    "*Fig5. One-hot encoding. [[Image Source](https://naadispeaks.wordpress.com/2018/04/09/one-hot-encoding-in-practice/)]*"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## References\n",
    "[1] Tom Mitchell. [Naive Bayes and Logistic Regression](http://www.cs.cmu.edu/~tom/mlbook/NBayesLogReg.pdf)\n",
    "\n",
    "[2] Machine Learning Glossary. [Logistic Regression](https://ml-cheatsheet.readthedocs.io/en/latest/logistic_regression.html)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "# x = np.linspace(0,10)\n",
    "# y = 1/4*x-1\n",
    "# source = pd.DataFrame({\"x\":x,\"y\":y})\n",
    "# base = alt.Chart(source).mark_line(size=3,clip=True,color=\"purple\").encode(\n",
    "#     alt.X('x'),\n",
    "#     alt.Y(\"y\",scale=alt.Scale(domain=[-.2,1.2]))\n",
    "# )\n",
    "\n",
    "# a = alt.Chart(data).mark_point(size=70).encode(\n",
    "#     alt.X('studied:Q',title='studied'),\n",
    "#     alt.Y('passed:Q',title='passed'),\n",
    "#     alt.Color('passed:O',scale=alt.Scale(range=['blue','red']))\n",
    "# ).properties(\n",
    "#     title=\"Linear Regression\")\n",
    "# d = a + base\n",
    "# d"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#hide\n",
    "# x = np.linspace(-10,10)\n",
    "# y = sigmoid(x)\n",
    "# source = pd.DataFrame({\"x\":x,\"y\":y})\n",
    "# s = alt.Chart(source).mark_line(size=3,clip=False,color=\"purple\").encode(\n",
    "#     alt.X('x'),\n",
    "#     alt.Y(\"y\",scale=alt.Scale(domain=[-0.2,1.2]))\n",
    "# )\n",
    "\n",
    "# a = alt.Chart(data).mark_point(size=100,filled=False).encode(\n",
    "#     alt.X('studied:Q',title='studied'),\n",
    "#     alt.Y('passed:Q',title='passed'),\n",
    "#     alt.Color('passed:O',scale=alt.Scale(range=['blue','red']))\n",
    "# ).properties(\n",
    "#     title=\"Logistic Regression\")\n",
    "# e = a + s\n",
    "# g = d | e\n",
    "\n",
    "# g.save('vis.svg')"
   ]
  }
 ],
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  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
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