Logistic Regression

The following page contains a step-by-step walkthrough of the logistic regression algorithm in Julia using Flux. We will then create a simple logistic regression model without any usage of Flux and compare the different working parts with Flux's implementation.

Let's start by importing the required Julia packages.

julia> using Flux, Statistics, MLDatasets, DataFrames, OneHotArrays


Let's start by importing a dataset from MLDatasets.jl. We will use the Iris dataset that contains the data of three different Iris species. The data consists of 150 data points (xs), each having four features. Each of these x is mapped to y, the name of a particular Iris specie. The following code will download the Iris dataset when run for the first time.

julia> Iris()
dataset Iris:
  metadata   =>    Dict{String, Any} with 4 entries
  features   =>    150×4 DataFrame
  targets    =>    150×1 DataFrame
  dataframe  =>    150×5 DataFrame

julia> x, y = Iris(as_df=false)[:];

Let's have a look at our dataset -

julia> y
1×150 Matrix{InlineStrings.String15}:
 "Iris-setosa"  "Iris-setosa"  …  "Iris-virginica"  "Iris-virginica"

julia> x |> summary
"4×150 Matrix{Float64}"

The y values here corresponds to a type of iris plant, with a total of 150 data points. The x values depict the sepal length, sepal width, petal length, and petal width (all in cm) of 150 iris plant (hence the matrix size 4×150). Different type of iris plants have different lengths and widths of sepals and petals associated with them, and there is a definitive pattern for this in nature. We can leverage this to train a simple classifier that outputs the type of iris plant using the length and width of sepals and petals as inputs.

Our next step would be to convert this data into a form that can be fed to a machine learning model. The x values are arranged in a matrix and should ideally be converted to Float32 type (see Performance tips), but the labels must be one hot encoded. Here is a great discourse thread on different techniques that can be used to one hot encode data with or without using any external Julia package.

julia> x = Float32.(x);

julia> y = vec(y);

julia> custom_y_onehot = unique(y) .== permutedims(y)
3×150 BitMatrix:
 1  1  1  1  1  1  1  1  1  1  1  1  1  …  0  0  0  0  0  0  0  0  0  0  0  0
 0  0  0  0  0  0  0  0  0  0  0  0  0     0  0  0  0  0  0  0  0  0  0  0  0
 0  0  0  0  0  0  0  0  0  0  0  0  0     1  1  1  1  1  1  1  1  1  1  1  1

This same operation can also be performed using OneHotArrays' onehotbatch function. We will use both of these outputs parallelly to show how intuitive FluxML is!

julia> const classes = ["Iris-setosa", "Iris-versicolor", "Iris-virginica"];

julia> flux_y_onehot = onehotbatch(y, classes)
3×150 OneHotMatrix(::Vector{UInt32}) with eltype Bool:
 1  1  1  1  1  1  1  1  1  1  1  1  1  …  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅
 ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅     ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅
 ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅     1  1  1  1  1  1  1  1  1  1  1  1

Our data is ready. The next step would be to build a classifier for the same.

Building a model

A logistic regression model is defined mathematically as -

\[model(x) = σ(Wx + b)\]

where W is the weight matrix, b is the bias vector, and σ is any activation function. For our case, let's use the softmax activation function as we will be performing a multiclass classification task.

julia> m(W, b, x) = W*x .+ b
m (generic function with 1 method)

Note that this model lacks an activation function, but we will come back to that.

We can now move ahead to initialize the parameters of our model. Given that our model has four inputs (4 features in every data point), and three outputs (3 different classes), the parameters can be initialized in the following way -

julia> W = rand(Float32, 3, 4);

julia> b = [0.0f0, 0.0f0, 0.0f0];

Now our model can take in the complete dataset and predict the class of each x in one go. But, we need to ensure that our model outputs the probabilities of an input belonging to the respective classes. As our model has three outputs, each would denote the probability of the input belonging to a particular class.

We will use an activation function to map our outputs to a probability value. It would make sense to use a softmax activation function here, which is defined mathematically as -

\[σ(\vec{x}) = \frac{\\e^{z_{i}}}{\\sum_{j=1}^{k} \\e^{z_{j}}}\]

The softmax function scales down the outputs to probability values such that the sum of all the final outputs equals 1. Let's implement this in Julia.

julia> custom_softmax(x) = exp.(x) ./ sum(exp.(x), dims=1)
custom_softmax (generic function with 1 method)

The implementation looks straightforward enough! Note that we specify dims=1 in the sum function to calculate the sum of probabilities in each column. Remember, we will have a 3×150 matrix (predicted ys) as the output of our model, where each column would be an output of a corresponding input.

Let's combine this softmax function with our model to construct the complete custom_model.

julia> custom_model(W, b, x) = m(W, b, x) |> custom_softmax
custom_model (generic function with 1 method)

Let's check if our model works.

julia> custom_model(W, b, x) |> size
(3, 150)

It works! Let's check if the softmax function is working.

julia> all(0 .<= custom_model(W, b, x) .<= 1)

julia> sum(custom_model(W, b, x), dims=1)
1×150 Matrix{Float32}:
 1.0  1.0  1.0  1.0  1.0  1.0  1.0  1.0  …  1.0  1.0  1.0  1.0  1.0  1.0  1.0

Every output value is between 0 and 1, and every column adds to 1!

Let's convert our custom_model to a Flux model. Flux provides the users with a very elegant API that almost feels like writing your code!

Note, all the flux_* variables in this tutorial would be general, that is, they can be used as it is with some other similar-looking dataset, but the custom_* variables will remain specific to this tutorial.

julia> flux_model = Chain(Dense(4 => 3), softmax)
  Dense(4 => 3),                        # 15 parameters

A Dense(4 => 3) layer denotes a layer with four inputs (four features in every data point) and three outputs (three classes or labels). This layer is the same as the mathematical model defined by us above. Under the hood, Flux too calculates the output using the same expression, but we don't have to initialize the parameters ourselves this time, instead Flux does it for us.

The softmax function provided by NNLib.jl is re-exported by Flux, which has been used here. Lastly, Flux provides users with a Chain struct which makes stacking layers seamless.

A model's weights and biases can be accessed as follows -

julia> flux_model[1].weight, flux_model[1].bias
(Float32[0.78588694 -0.45968163 -0.77409476 0.2358028; -0.9049773 -0.58643705 0.466441 -0.79523873; 0.82426906 0.4143493 0.7630932 0.020588955], Float32[0.0, 0.0, 0.0])

We can now pass the complete data in one go, with each data point having four features (four inputs)!

Loss and accuracy

Our next step should be to define some quantitative values for our model, which we will maximize or minimize during the complete training procedure. These values will be the loss function and the accuracy metric.

Let's start by defining a loss function, a logitcrossentropy function.

julia> custom_logitcrossentropy(ŷ, y) = mean(.-sum(y .* logsoftmax(ŷ; dims = 1); dims = 1));

Now we can wrap the custom_logitcrossentropy inside a function that takes in the model parameters, xs, and ys, and returns the loss value.

julia> function custom_loss(W, b, x, y)
           ŷ = custom_model(W, b, x)
           custom_logitcrossentropy(ŷ, y)

julia> custom_loss(W, b, x, custom_y_onehot)

The loss function works!

Flux provides us with many minimal yet elegant loss functions. In fact, the custom_logitcrossentropy defined above has been taken directly from Flux. The functions present in Flux includes sanity checks, ensures efficient performance, and behaves well with the overall FluxML ecosystem.

julia> function flux_loss(flux_model, x, y)
           ŷ = flux_model(x)
           Flux.logitcrossentropy(ŷ, y)

julia> flux_loss(flux_model, x, flux_y_onehot)

Next, let's define an accuracy function, which we will try to maximize during our training procedure. Before jumping to accuracy, let's define a onecold function. The onecold function would convert our output, which remember, are probability values, to the actual class names.

We can divide this task into two parts -

  1. Identify the index of the maximum element of each column in the output matrix
  2. Convert this index to a class name

The maximum index should be calculated along the columns (remember, each column is the output of a single x data point). We can use Julia's argmax function to achieve this.

julia> argmax(custom_y_onehot, dims=1)  # calculate the cartesian index of max element column-wise
1×150 Matrix{CartesianIndex{2}}:
 CartesianIndex(1, 1)  CartesianIndex(1, 2)  …  CartesianIndex(3, 150)

julia> max_idx = [x[1] for x in argmax(custom_y_onehot; dims=1)]
1×150 Matrix{Int64}:
 1  1  1  1  1  1  1  1  1  1  1  1  1  …  3  3  3  3  3  3  3  3  3  3  3  3

Now we can write a function that calculates the indices of the maximum element in each column, and maps them to a class name.

julia> function custom_onecold(custom_y_onehot)
           max_idx = [x[1] for x in argmax(custom_y_onehot; dims=1)]

julia> custom_onecold(custom_y_onehot)
150-element Vector{String}:

It works!

Flux provides users with the onecold function so that we don't have to write it on our own. Let's see how our custom_onecold function compares to Flux.onecold.

julia> istrue = Flux.onecold(flux_y_onehot, classes) .== custom_onecold(custom_y_onehot);

julia> all(istrue)

Both the functions act identically!

We now move to the accuracy metric and run it with the untrained custom_model.

julia> custom_accuracy(W, b, x, y) = mean(custom_onecold(custom_model(W, b, x)) .== y);

julia> custom_accuracy(W, b, x, y)

We could also have used Flux's built-in functionality to define this accuracy function.

julia> flux_accuracy(x, y) = mean(Flux.onecold(flux_model(x), classes) .== y);

julia> flux_accuracy(x, y)

Training the model

Let's train our model using the classic Gradient Descent algorithm. According to the gradient descent algorithm, the weights and biases should be iteratively updated using the following mathematical equations -

\[\begin{aligned} W &= W - \eta * \frac{dL}{dW} \\ b &= b - \eta * \frac{dL}{db} \end{aligned}\]

Here, W is the weight matrix, b is the bias vector, $\eta$ is the learning rate, $\frac{dL}{dW}$ is the derivative of the loss function with respect to the weight, and $\frac{dL}{db}$ is the derivative of the loss function with respect to the bias.

The derivatives are calculated using an Automatic Differentiation tool, and Flux uses Zygote.jl for the same. Since Zygote.jl is an independent Julia package, it can be used outside of Flux as well! Refer to the documentation of Zygote.jl for more information on the same.

Our first step would be to obtain the gradient of the loss function with respect to the weights and the biases. Flux re-exports Zygote's gradient function; hence, we don't need to import Zygote explicitly to use the functionality. gradient takes in a function and its arguments, and returns a tuple containing ∂f/∂x for each argument x. Let's pass in custom_loss and the arguments required by custom_loss to gradient. We will require the derivatives of the loss function (custom_loss) with respect to the weights (∂f/∂w) and the bias (∂f/∂b) to carry out gradient descent, but we can ignore the partial derivatives of the loss function (custom_loss) with respect to x (∂f/∂x) and one hot encoded y (∂f/∂y).

julia> dLdW, dLdb, _, _ = gradient(custom_loss, W, b, x, custom_y_onehot);

We can now update the parameters, following the gradient descent algorithm -

julia> W .= W .- 0.1 .* dLdW;

julia> b .= b .- 0.1 .* dLdb;

The parameters have been updated! We can now check the value of our custom loss function -

julia> custom_loss(W, b, x, custom_y_onehot)

The loss went down! Let's plug our super training logic inside a function.

julia> function train_custom_model()
           dLdW, dLdb, _, _ = gradient(custom_loss, W, b, x, custom_y_onehot)
           W .= W .- 0.1 .* dLdW
           b .= b .- 0.1 .* dLdb

We can plug the training function inside a loop and train the model for more epochs. The loop can be tailored to suit the user's needs, and the conditions can be specified in plain Julia. Here we will train the model for a maximum of 500 epochs, but to ensure that the model does not overfit, we will break as soon as our accuracy value crosses or becomes equal to 0.98.

julia> for i = 1:500
            custom_accuracy(W, b, x, y) >= 0.98 && break
julia> @show custom_accuracy(W, b, x, y);
custom_accuracy(W, b, x, y) = 0.98

Everything works! Our model achieved an accuracy of 0.98! Let's have a look at the loss.

julia> custom_loss(W, b, x, custom_y_onehot)

As expected, the loss went down too! Now, let's repeat the same steps with our flux_model.

We can write a similar-looking training loop for our flux_model and train it similarly.

julia> flux_loss(flux_model, x, flux_y_onehot)

julia> function train_flux_model()
           dLdm, _, _ = gradient(flux_loss, flux_model, x, flux_y_onehot)
           @. flux_model[1].weight = flux_model[1].weight - 0.1 * dLdm[:layers][1][:weight]
           @. flux_model[1].bias = flux_model[1].bias - 0.1 * dLdm[:layers][1][:bias]

julia> for i = 1:500
            flux_accuracy(x, y) >= 0.98 && break

Looking at the accuracy and loss value -

julia> @show flux_accuracy(x, y);
flux_accuracy(x, y) = 0.98

julia> flux_loss(flux_model, x, flux_y_onehot)

We see a very similar final loss and accuracy.

Summarising this tutorial, we saw how we can run a logistic regression algorithm in Julia with and without using Flux. We started by importing the classic Iris dataset, and one hot encoded the labels. Next, we defined our model, the loss function, and the accuracy, all by ourselves.

Finally, we trained the model by manually writing down the Gradient Descent algorithm and optimising the loss. Interestingly, we implemented most of the functions on our own, and then parallelly compared them with the functionalities provided by Flux!


Originally published on 1st April 2023, by Saransh Chopra.