From 00fd47eccf62f5657bc32655bdddcf3758d882e2 Mon Sep 17 00:00:00 2001
From: John Darrington <john@darrington.wattle.id.au>
Date: Tue, 20 Nov 2012 10:32:14 +0100
Subject: [PATCH] Logistic Regression: Optimise the classification
calculations.
Instead of calculating the logit of the prediction for each case,
pre-calculate the inverse logit of the threshold before the process
starts. This should give a small performance gain..
---
src/language/stats/logistic.c | 22 ++++++++++++----------
1 file changed, 12 insertions(+), 10 deletions(-)
diff --git a/src/language/stats/logistic.c b/src/language/stats/logistic.c
index cdd31c268d..4645ee14d2 100644
--- a/src/language/stats/logistic.c
+++ b/src/language/stats/logistic.c
@@ -135,7 +135,8 @@ struct lr_spec
/* What results should be presented */
unsigned int print;
- double cut_point;
+ /* Inverse logit of the cut point */
+ double ilogit_cut_point;
};
@@ -372,11 +373,9 @@ xt_times_y_pi (const struct lr_spec *cmd,
pred_y += gsl_vector_get (res->beta_hat, v0) * in0;
}
- pred_y = 1 / (1.0 + exp(-pred_y));
- assert (pred_y >= 0);
- assert (pred_y <= 1);
-
- if (pred_y <= cmd->cut_point)
+ /* Count the number of cases which would be correctly/incorrectly classified by this
+ estimated model */
+ if (pred_y <= cmd->ilogit_cut_point)
{
if (y == 0)
res->tn += weight;
@@ -735,6 +734,7 @@ cmd_logistic (struct lexer *lexer, struct dataset *ds)
These may or may not include the categorical predictors */
const struct variable **pred_vars;
size_t n_pred_vars;
+ double cp = 0.5;
int v, x;
struct lr_spec lr;
@@ -747,7 +747,6 @@ cmd_logistic (struct lexer *lexer, struct dataset *ds)
lr.lcon = 0.0000;
lr.bcon = 0.001;
lr.min_epsilon = 0.00000001;
- lr.cut_point = 0.5;
lr.constant = true;
lr.confidence = 95;
lr.print = PRINT_DEFAULT;
@@ -967,8 +966,9 @@ cmd_logistic (struct lexer *lexer, struct dataset *ds)
lex_error (lexer, NULL);
goto error;
}
- lr.cut_point = lex_number (lexer);
- if (lr.cut_point < 0 || lr.cut_point > 1.0)
+ cp = lex_number (lexer);
+
+ if (cp < 0 || cp > 1.0)
{
msg (ME, _("Cut point value must be in the range [0,1]"));
goto error;
@@ -995,11 +995,13 @@ cmd_logistic (struct lexer *lexer, struct dataset *ds)
}
}
+ lr.ilogit_cut_point = - log (1/cp - 1);
+
+
/* Copy the predictor variables from the temporary location into the
final one, dropping any categorical variables which appear there.
FIXME: This is O(NxM).
*/
-
{
struct variable_node *vn, *next;
struct hmap allvars;
--
2.30.2