/*
* RapidMiner
*
* Copyright (C) 2001-2008 by Rapid-I and the contributors
*
* Complete list of developers available at our web site:
*
* http://rapid-i.com
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see http://www.gnu.org/licenses/.
*/
package com.rapidminer.operator.learner.functions;
import com.rapidminer.example.Attribute;
import com.rapidminer.example.Example;
import com.rapidminer.example.ExampleSet;
import com.rapidminer.operator.learner.SimpleBinaryPredictionModel;
import com.rapidminer.tools.Tools;
/**
* The model determined by the {@link LogisticRegression} operator.
*
* @author Ingo Mierswa, Tobias Malbrecht
* @version $Id: LogisticRegressionModel.java,v 1.8 2008/05/09 19:22:56 ingomierswa Exp $
*/
public class LogisticRegressionModel extends SimpleBinaryPredictionModel {
private static final long serialVersionUID = -966943348790852574L;
private double[] beta = null;
private double[] standardError = null;
private double[] waldStatistic = null;
private String[] attributeNames;
private boolean interceptAdded;
public LogisticRegressionModel(ExampleSet exampleSet, double[] beta, double[] variance, boolean interceptAdded) {
super(exampleSet, 0.5d);
this.attributeNames = com.rapidminer.example.Tools.getRegularAttributeNames(exampleSet);
this.beta = beta;
this.interceptAdded = interceptAdded;
standardError = new double[variance.length];
waldStatistic = new double[variance.length];
for (int j = 0; j < beta.length; j++) {
standardError[j] = Math.sqrt(variance[j]);
waldStatistic[j] = beta[j] * beta[j] / variance[j];
}
}
public double predict(Example example) {
double eta = 0.0d;
int i = 0;
for (Attribute attribute : example.getAttributes()) {
double value = example.getValue(attribute);
eta += beta[i] * value;
i++;
}
if (interceptAdded) {
eta += beta[beta.length - 1];
}
return Math.exp(eta) / (1 + Math.exp(eta));
}
public String toString() {
StringBuffer result = new StringBuffer();
if (interceptAdded) {
result.append("Bias (offset): " + Tools.formatNumber(beta[beta.length - 1]));
result.append(" \t(SE: " + Tools.formatNumber(standardError[standardError.length - 1]));
result.append(", Wald: " + Tools.formatNumber(waldStatistic[waldStatistic.length - 1])+ ")" + Tools.getLineSeparators(2));
}
result.append("Coefficients:" + Tools.getLineSeparator());
for (int j = 0; j < beta.length - 1; j++) {
result.append("beta(" + attributeNames[j] + ") = " + Tools.formatNumber(beta[j]));
result.append(" \t\t(SE: " + Tools.formatNumber(standardError[j]));
result.append(", Wald: " + Tools.formatNumber(waldStatistic[j]) + ")" + Tools.getLineSeparator());
}
result.append(Tools.getLineSeparator() + "Odds Ratios:" + Tools.getLineSeparator());
for (int j = 0; j < beta.length - 1; j++) {
result.append("odds_ratio(" + attributeNames[j] + ") = " + Tools.formatNumber(Math.exp(beta[j])) + Tools.getLineSeparator());
}
return result.toString();
}
}