CS360 Lab 5: Logistic Regression

Due: Tuesday, October 20 at 11:59pm

Grace period: will be collected Wednesday at midnight


Overview

The goals of this week’s lab:

In this lab we will be analyzing a phoneme dataset:



Partner work

Before getting started on the lab, find your random partner and introduce yourselves. Then complete this short Lab 5 introduction (to practice the theory of SGD for logistic regression).

Lab 5 Intro These are good practice questions for making sure you understand logistic regression before you implement it.


Getting Started

Find your git repo for this lab assignment the lab05 directory. You should have the following files:



Usage and I/O

Usage

Your programs should take in the same command-line arguments as Lab 4 (feel free to reuse the argument parsing code), plus a parameter for the learning rate alpha. For example, to run Logistic Regression on the phoneme example:

python3 run_LR.py -r input/phoneme_train.csv -e input/phoneme_test.csv -a 0.02

Program Inputs

To simplify preprocessing, you may assume the following:

Program Outputs


Logistic Regression

You will implement the logistic regression task discussed in class for binary classification.

Model

For now you should assume that the features will be continuous and the response will be a discrete, binary output. In the case of binary labels, the probability of a positive prediction is:


To model the intercept term, we will include a bias term. In practice, this is equivalent to adding a feature that is always “on”. For each instance in training and testing, append a 1 to the feature vector. Ensure that your logistic regression model has a weight for this feature that it can now learn in the same way it learns all other weights.

Training

To learn the weights, you will apply stochastic gradient descent as discussed in class until the cost function does not change in value (very much) for a given iteration. As a reminder, our cost function is the negative log of the likelihood function, which is:


Our goal is to minimize the cost using SGD. We will use the same idea as in Lab 3 for linear regression. Pseudocode:

initialize weights to 0's
while not converged:
    shuffle the training examples
    for each training example xi:
        calculate derivative of cost with respect to xi
        weights = weights - alpha*derivative
    compute and store current cost

The SGD updates for w term are:


The hyper-parameter alpha (learning rate) should be sent as a parameter to your SGD and used in training. A few notes for the above:

numpy.random.shuffle(A)

which by default shuffles along the first axis.

Prediction

For binary prediction, apply the equation:


and output the more likely binary outcome. You may use the Python math.exp function to make the calculation in the denominator. Alternatively, you may use the weights directly as a decision boundary as discussed in class.

The choice of hyper-parameters will affect the results, but you should be able to obtain at least 90% accuracy on the testing data. Make sure to print a confusion matrix.

Example Output

Here is an example run for testing purposes. You should be able to get a better result than this, but this will check if your algorithm is working. The details are:

$ python3 run_LR.py -r input/phoneme_train.csv -e input/phoneme_test.csv -a 0.02
Accuracy: 0.875000 (70 out of 80 correct)

   prediction
      0  1
    ------
  0| 36  4
  1|  6 34

Labels and Debugging Output


Analysis and Comparison

(See README.md to answer these questions)

  1. So far, we have run logistic regression and Naive Bayes on different types of datasets. Why is that? Discuss the types of features and labels that we worked with in each case.

  2. Explain how you could transform the CSV dataset with continuous features to work for Naive Bayes. You could use something similar to what we did for decision trees, but try to think about alternatives.

  3. Then explain how you could transform the ARFF datasets with discrete features to work with logistic regression. What issues need to be overcome to apply logistic regression to the zoo dataset?


Extensions (optional)

Please include a discussion of your extension in your README. If this week’s lab was quick for you, I strongly recommend thinking about implementing softmax regression (logistic regression extended to the multi-class setting).

  1. Implement one of your suggestions from your README so that you can properly compare these two algorithms. One concrete suggestion: either create a method that will convert ARFF to CSV, or visa versa. You will have to transform some of the features (and possibly outputs) along the way, but that way you won’t have to modify your algorithms directly.

For making logistic regression work in the multi-class setting, you have two options. You can use the likelihood function presented in class and run SGD. Or you can create K separate binary classifiers that separate the data into class k and all the other classes. Then choose the prediction with the highest probability.

  1. So far we have not included regularization. Add an optional parameter lambda and explore adding regularization to the cost function and SGD. Did this improve the results? Did it improve the runtime?

Submitting your work

For the programming portion, be sure to commit your work often to prevent lost data. Only your final pushed solution will be graded. Only files in the main directory will be graded. Please double check all requirements; common errors include:

Acknowledgements

Credit for this lab: modified from material created by Ameet Soni. Phoneme dataset and information created by Jessica Wu.