var margin = { top: 20, right: 0, bottom: 50, left: 85 },
svg_dx = 500,
svg_dy = 400,
plot_dx = svg_dx - margin.right - margin.left,
plot_dy = svg_dy - margin.top - margin.bottom;
var xPos = d3.scaleLinear().range([margin.left, plot_dx]),
yPos = d3.scaleLinear().range([plot_dy, margin.top]);
var svg = d3.select("#plot")
.append("svg")
.attr("width", svg_dx)
.attr("height", svg_dy);
d3.csv("/data/logistic_reg_grad_descent.csv", d => {
var d_extent_x = d3.extent(d, d => +d.x),
d_extent_y = d3.extent(d, d => +d.y);
xPos.domain(d_extent_x);
yPos.domain(d_extent_y);
var axis_x = d3.axisBottom(xPos),
axis_y = d3.axisLeft(yPos);
svg.append("g")
.attr("id", "axis_x")
.attr("transform", "translate(0," + (plot_dy + margin.bottom / 2) + ")")
.call(axis_x);
svg.append("g")
.attr("id", "axis_y")
.attr("transform", "translate(" + (margin.left / 2) + ", 0)")
.call(axis_y);
svg.append("g")
.selectAll("path")
.data(d)
.enter()
.append("path")
.attr("class", d => d.group == "1" ? "pts group1" : "pts group2")
.attr("d", d3.symbol().type((d,i) => d.group == "1" ? d3.symbolCircle : d3.symbolCross))
.attr("transform", d => "translate(" + xPos(d.x) + "," + yPos(d.y) + ")")
.call(d3.drag()
.on("start", dragstarted)
.on("drag", dragged));
runGradientDescent(400, 0.0004, -24.0, 0.5, 0.2);
});
function dragstarted() {
d3.select(this).raise();
}
function dragged(d) {
var dx = d3.event.sourceEvent.offsetX,
dy = d3.event.sourceEvent.offsetY;
d3.select(this)
.attr("transform", d => "translate(" + dx + "," + dy + ")");
}
function sigmoid(z) {
var s = 1 / (1 + Math.pow(Math.E, -z));
return s;
}
function computeGradient(m, y, h, X) {
// conversion from octave of grad = (1 / m) * (h - y)' * X;
var grad = math.multiply(h.map((h, i) => h - math.subset(y, math.index(i))), X)
.map(d => (1 / m) * d);
return grad;
}
function updateParams(form) {
var iterationNumber = +form.iterationNumber.value,
alpha = +form.alpha.value,
theta0 = +form.theta0.value,
theta1 = +form.theta1.value,
theta2 = +form.theta2.value;
// remove previous decision boundary
d3.select("#dec_boundary").remove();
runGradientDescent(iterationNumber, alpha, theta0, theta1, theta2);
}
function runGradientDescent(iterationNumber, alpha, theta0, theta1, theta2) {
var coords = [],
group = [];
d3.selectAll(".pts")
.each(function() {
var pt = d3.select(this);
var xy_re = /\d+.?\d+,\d+.?\d+/;
// translated x and y values
var xy = pt.attr("transform")
.match(xy_re)[0]
.split(",");
coords.push(xy);
// group data
group.push(pt.data()[0].group);
});
var d = coords.map((coord, i) => {
return { "group": group[i],
"x": xPos.invert(+coord[0]),
"y": yPos.invert(+coord[1])
}
});
var d_extent_x = d3.extent(d, pt => +pt.x);
var X = d.map(pt => [1, +pt.x, +pt.y]),
y = d.map(pt => +pt.group);
X = math.matrix(X);
y = math.matrix(y);
var iteration = 0,
m = math.subset(math.size(X), math.index(0)),
theta = math.matrix([theta0, theta1, theta2])
var dec_bnd = svg.append("line")
.attr("id", "dec_boundary");
var iterate = d3.timer(() => {
var h = math.multiply(X, theta).map(z => sigmoid(z)),
grad = computeGradient(m, y, h, X);
// update theta
theta = theta.map((t, i) => t - (alpha * math.subset(grad, math.index(i))))
var theta0 = math.subset(theta, math.index(0)),
theta1 = math.subset(theta, math.index(1)),
theta2 = math.subset(theta, math.index(2));
dec_bnd.attr("x1",xPos(d_extent_x[0]))
.attr("y1",yPos((-1 / theta2) * (theta1 * d_extent_x[0] + theta0)))
.attr("x2",xPos(d_extent_x[1]))
.attr("y2",yPos((-1 / theta2) * (theta1 * (d_extent_x[1] * .95) + theta0)));
if (iteration++ > iterationNumber) {
iterate.stop();
}
}, 200)
}