# Logistic regression with Python

I am trying to code up logistic regression in Python using the SciPy fmin_bfgs function, but am running into some issues. I wrote functions for the logistic (sigmoid) transformation function, and the cost function, and those work fine (I have used the optimized values of the parameter vector found via canned software to test the functions, and those match up). I am not that sure of my implementation of the gradient function, but it looks reasonable.

Here is the code:

# purpose: logistic regression
import numpy as np
import scipy as sp
import scipy.optimize

import matplotlib as mpl
import os

# prepare the data
vY = data[:, 0]
mX = data[:, 1:]
intercept = np.ones(mX.shape[0]).reshape(mX.shape[0], 1)
mX = np.concatenate((intercept, mX), axis = 1)
iK = mX.shape[1]
iN = mX.shape[0]

# logistic transformation
def logit(mX, vBeta):
return((1/(1.0 + np.exp(-np.dot(mX, vBeta)))))

# test function call
vBeta0 = np.array([-.10296645, -.0332327, -.01209484, .44626211, .92554137, .53973828,
1.7993371, .7148045  ])
logit(mX, vBeta0)

# cost function
def logLikelihoodLogit(vBeta, mX, vY):
return(-(np.sum(vY*np.log(logit(mX, vBeta)) + (1-vY)*(np.log(1-logit(mX, vBeta))))))
logLikelihoodLogit(vBeta0, mX, vY) # test function call

def likelihoodScore(vBeta, mX, vY):
return(np.dot(mX.T,
((np.dot(mX, vBeta) - vY)/
np.dot(mX, vBeta)).reshape(iN, 1)).reshape(iK, 1))

likelihoodScore(vBeta0, mX, vY).shape # test function call

# optimize the function (without gradient)
optimLogit = scipy.optimize.fmin_bfgs(logLikelihoodLogit,
x0 = np.array([-.1, -.03, -.01, .44, .92, .53,
1.8, .71]),
args = (mX, vY), gtol = 1e-3)

# optimize the function (with gradient)
optimLogit = scipy.optimize.fmin_bfgs(logLikelihoodLogit,
x0 = np.array([-.1, -.03, -.01, .44, .92, .53,
1.8, .71]), fprime = likelihoodScore,
args = (mX, vY), gtol = 1e-3)

• The first optimization (without gradient) ends with a whole lot of stuff about division by zero.

• The second optimization (with gradient) ends with a matrices not aligned error, which probably means I have got the way the gradient is to be returned wrong.

Any help with this is appreciated. If anyone wants to try this, the data is included below.

low,age,lwt,race,smoke,ptl,ht,ui
0,19,182,2,0,0,0,1
0,33,155,3,0,0,0,0
0,20,105,1,1,0,0,0
0,21,108,1,1,0,0,1
0,18,107,1,1,0,0,1
0,21,124,3,0,0,0,0
0,22,118,1,0,0,0,0
0,17,103,3,0,0,0,0
0,29,123,1,1,0,0,0
0,26,113,1,1,0,0,0
0,19,95,3,0,0,0,0
0,19,150,3,0,0,0,0
0,22,95,3,0,0,1,0
0,30,107,3,0,1,0,1
0,18,100,1,1,0,0,0
0,18,100,1,1,0,0,0
0,15,98,2,0,0,0,0
0,25,118,1,1,0,0,0
0,20,120,3,0,0,0,1
0,28,120,1,1,0,0,0
0,32,121,3,0,0,0,0
0,31,100,1,0,0,0,1
0,36,202,1,0,0,0,0
0,28,120,3,0,0,0,0
0,25,120,3,0,0,0,1
0,28,167,1,0,0,0,0
0,17,122,1,1,0,0,0
0,29,150,1,0,0,0,0
0,26,168,2,1,0,0,0
0,17,113,2,0,0,0,0
0,17,113,2,0,0,0,0
0,24,90,1,1,1,0,0
0,35,121,2,1,1,0,0
0,25,155,1,0,0,0,0
0,25,125,2,0,0,0,0
0,29,140,1,1,0,0,0
0,19,138,1,1,0,0,0
0,27,124,1,1,0,0,0
0,31,215,1,1,0,0,0
0,33,109,1,1,0,0,0
0,21,185,2,1,0,0,0
0,19,189,1,0,0,0,0
0,23,130,2,0,0,0,0
0,21,160,1,0,0,0,0
0,18,90,1,1,0,0,1
0,18,90,1,1,0,0,1
0,32,132,1,0,0,0,0
0,19,132,3,0,0,0,0
0,24,115,1,0,0,0,0
0,22,85,3,1,0,0,0
0,22,120,1,0,0,1,0
0,23,128,3,0,0,0,0
0,22,130,1,1,0,0,0
0,30,95,1,1,0,0,0
0,19,115,3,0,0,0,0
0,16,110,3,0,0,0,0
0,21,110,3,1,0,0,1
0,30,153,3,0,0,0,0
0,20,103,3,0,0,0,0
0,17,119,3,0,0,0,0
0,17,119,3,0,0,0,0
0,23,119,3,0,0,0,0
0,24,110,3,0,0,0,0
0,28,140,1,0,0,0,0
0,26,133,3,1,2,0,0
0,20,169,3,0,1,0,1
0,24,115,3,0,0,0,0
0,28,250,3,1,0,0,0
0,20,141,1,0,2,0,1
0,22,158,2,0,1,0,0
0,22,112,1,1,2,0,0
0,31,150,3,1,0,0,0
0,23,115,3,1,0,0,0
0,16,112,2,0,0,0,0
0,16,135,1,1,0,0,0
0,18,229,2,0,0,0,0
0,25,140,1,0,0,0,0
0,32,134,1,1,1,0,0
0,20,121,2,1,0,0,0
0,23,190,1,0,0,0,0
0,22,131,1,0,0,0,0
0,32,170,1,0,0,0,0
0,30,110,3,0,0,0,0
0,20,127,3,0,0,0,0
0,23,123,3,0,0,0,0
0,17,120,3,1,0,0,0
0,19,105,3,0,0,0,0
0,23,130,1,0,0,0,0
0,36,175,1,0,0,0,0
0,22,125,1,0,0,0,0
0,24,133,1,0,0,0,0
0,21,134,3,0,0,0,0
0,19,235,1,1,0,1,0
0,25,95,1,1,3,0,1
0,16,135,1,1,0,0,0
0,29,135,1,0,0,0,0
0,29,154,1,0,0,0,0
0,19,147,1,1,0,0,0
0,19,147,1,1,0,0,0
0,30,137,1,0,0,0,0
0,24,110,1,0,0,0,0
0,19,184,1,1,0,1,0
0,24,110,3,0,1,0,0
0,23,110,1,0,0,0,0
0,20,120,3,0,0,0,0
0,25,241,2,0,0,1,0
0,30,112,1,0,0,0,0
0,22,169,1,0,0,0,0
0,18,120,1,1,0,0,0
0,16,170,2,0,0,0,0
0,32,186,1,0,0,0,0
0,18,120,3,0,0,0,0
0,29,130,1,1,0,0,0
0,33,117,1,0,0,0,1
0,20,170,1,1,0,0,0
0,28,134,3,0,0,0,0
0,14,135,1,0,0,0,0
0,28,130,3,0,0,0,0
0,25,120,1,0,0,0,0
0,16,95,3,0,0,0,0
0,20,158,1,0,0,0,0
0,26,160,3,0,0,0,0
0,21,115,1,0,0,0,0
0,22,129,1,0,0,0,0
0,25,130,1,0,0,0,0
0,31,120,1,0,0,0,0
0,35,170,1,0,1,0,0
0,19,120,1,1,0,0,0
0,24,116,1,0,0,0,0
0,45,123,1,0,0,0,0
1,28,120,3,1,1,0,1
1,29,130,1,0,0,0,1
1,34,187,2,1,0,1,0
1,25,105,3,0,1,1,0
1,25,85,3,0,0,0,1
1,27,150,3,0,0,0,0
1,23,97,3,0,0,0,1
1,24,128,2,0,1,0,0
1,24,132,3,0,0,1,0
1,21,165,1,1,0,1,0
1,32,105,1,1,0,0,0
1,19,91,1,1,2,0,1
1,25,115,3,0,0,0,0
1,16,130,3,0,0,0,0
1,25,92,1,1,0,0,0
1,20,150,1,1,0,0,0
1,21,200,2,0,0,0,1
1,24,155,1,1,1,0,0
1,21,103,3,0,0,0,0
1,20,125,3,0,0,0,1
1,25,89,3,0,2,0,0
1,19,102,1,0,0,0,0
1,19,112,1,1,0,0,1
1,26,117,1,1,1,0,0
1,24,138,1,0,0,0,0
1,17,130,3,1,1,0,1
1,20,120,2,1,0,0,0
1,22,130,1,1,1,0,1
1,27,130,2,0,0,0,1
1,20,80,3,1,0,0,1
1,17,110,1,1,0,0,0
1,25,105,3,0,1,0,0
1,20,109,3,0,0,0,0
1,18,148,3,0,0,0,0
1,18,110,2,1,1,0,0
1,20,121,1,1,1,0,1
1,21,100,3,0,1,0,0
1,26,96,3,0,0,0,0
1,31,102,1,1,1,0,0
1,15,110,1,0,0,0,0
1,23,187,2,1,0,0,0
1,20,122,2,1,0,0,0
1,24,105,2,1,0,0,0
1,15,115,3,0,0,0,1
1,23,120,3,0,0,0,0
1,30,142,1,1,1,0,0
1,22,130,1,1,0,0,0
1,17,120,1,1,0,0,0
1,23,110,1,1,1,0,0
1,17,120,2,0,0,0,0
1,26,154,3,0,1,1,0
1,20,106,3,0,0,0,0
1,26,190,1,1,0,0,0
1,14,101,3,1,1,0,0
1,28,95,1,1,0,0,0
1,14,100,3,0,0,0,0
1,23,94,3,1,0,0,0
1,17,142,2,0,0,1,0
1,21,130,1,1,0,1,0

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Why don't you just use scikit learn? –  cjordan1 Dec 10 '12 at 0:25
@cjordan1 Thanks for your comment. Primarily because I want to learn how the SciPy optimization interface works. –  fg nu Dec 10 '12 at 3:45
Debugging questions haven't typically performed well here. I appreciate that you've commented your code, and that you've generally used meaningful function names. Those practices will help those people interested in debugging your code. Since your code is probably the best I've seen in a debugging-type question, I'm interested to see if anyone responds meaningfully with help (other than package recommendations). Ordinarily, I close debugging questions on the grounds that they're ill-suited to the site (and I still think so), but I'd like to leave this one up as a test case. –  Geoff Oxberry Dec 16 '12 at 1:31
@GeoffOxberry Thanks, as you can see, it has attracted quite a nice answer from gh ov, and although I had already solved the problem, it is nice to have that answer. One vote for keeping debugging questions! –  fg nu Dec 16 '12 at 2:55