--- a +++ b/conditional_probability/logistic.py @@ -0,0 +1,50 @@ +import numpy as np +from sklearn.linear_model import LogisticRegression +from sklearn.metrics import roc_auc_score +from util import roc_results, results + + +def lr_training(x_train, y_train): + """ + :param x_train: the x-values we want to train on (2D numpy array) + :param y_train: the y-values that correspond to x_train (1D numpy array) + :return: sklearn LogisticRegression object that can now be used for predictions + """ + prob = LogisticRegression(penalty='l1', C=0.185, solver='saga', fit_intercept=True, random_state=0) + prob.fit(x_train, y_train) + return prob + + +def lr_probability(prob, x_test): + """ + :param prob: trained sklearn LogisticRegression object + :param x_test: the x-values we want to get predictions on (2D numpy array) + :return: a 2D numpy array containing the probabilities for both classes + """ + return prob.predict_proba(x_test) + + +def lr_classification(y_pred, threshold=0.5): + """ + :param y_pred: a 1D numpy array containing the probabilities of x belonging to the positive class + :param threshold: determines which class a probability estimate belongs to + :return: a 1D numpy array containing the predictions + """ + for i in range(y_pred.shape[0]): + y_pred[i] = 1 if y_pred[i] > threshold else -1 + return y_pred + + +def lr_pipeline(x_train, y_train, x_test, y_test): + """ + :param x_train: the x-values we want to train on (2D numpy array) + :param y_train: the y-values that correspond to x_train (1D numpy array) + :param x_test: the x-values we want to test on (2D numpy array) + :param y_test: the y-values that correspond to x_test (1D numpy array) + :return: the roc auc score + """ + prob = lr_training(x_train, y_train) + y_pred = lr_probability(prob, x_test) + y_pred_class = lr_classification(np.copy(y_pred[:, 1]), threshold=0.436) + roc_results(y_pred[:, 1], y_test, 'Logistic Regression') + return roc_auc_score(y_test, y_pred[:, 1]), results(y_pred_class, y_test)