Solving logistic regression problem in Julia

In this post we will try to implement gradient descent approach to solve logistic regression problem.

Please note this is mainly for educational purpose and the aim here is to learn. If you want to “just apply” logistic regression in julia please check out this one

Lets start with basic background.

Logistic regression is a mathematical model serving to predict binary outcome (here we consider binary case) based on set of predictors. Binary outcome (meaning outcome with two possible values, like physiognomical gender spam/not spam email or fraud/legit transaction) is very often called target variable and predictors can be also called features. The latter name is much more intuitive as it is closer to Earth, so to say, it suggests we deal with some sort of objects with known features and we try to predict binary feature that is unknown at the time of prediction. The main idea is to predict the target given set of features based on some training data. Training data is a set of objects for which we know the true target.

So our task is to derive a function that will later serve as a 0/1 labelling machine – mechanism to produce (hopefully) correct target for given object described with features. The class of functions we choose to derive the target is called the model. Such a class is parametrized with set of parameters and the task of learning is in fact to derive these parameters to let our model perform well. Performing well is on the other hand measured with yet another function called goal function. The goal function is what we optimize when we learn parameters for a model. It involves model parameters and training data. It is a function of model parameters and training data with known labels. So the problem of machine learning can be (ignorantly of course) reduce to the problem of estimating set of parameters of given class of functions (model) to minimize given goal function.

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Reading CSV file into Julia

As for someone experienced in R I naturally look for data.frame-like structure in Julia to load csv file into it. And luckily it is present and seems to work pretty well. You need to install package called “DataFrames” to operate on R-like dataframes:


and load it after installation:

using DataFrames;

The whole documentation is available here. For now we will try to load simple CSV file and play with it. You can use iris dataset. It is a toy dataset meant for various machine learning tasks. Lets download it and read into a variable called iris

iris = readtable("iris.csv")

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Warming up

Here it goes. This is my first blog entry with the great purpose to learn Julia language from scratch. The motivation for such is knowledge, of course, but some sort of convenience as well. From what I read already I conclude Julia is promising tool for scientific computing being described as fast and elegant and my goal here is to find out how it’s gonna suit me. Throughout the blog entries you read I will try to solve many small problems you may encounter yourself, so I really hope someone will find whole thing useful.

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