機器學習實戰(6):SVM-SMO-核函式 手寫識別
阿新 • • 發佈:2019-01-11
SVM判斷模型只與支援向量有關:
# coding=utf-8 #Created on Nov 4, 2010 #Chapter 5 source file for Machine Learing in Action #@author: Peter ##########簡單的SMO程式######################################################################### from numpy import * def loadDataSet(fileName): dataMat = []; labelMat = [] fr = open(fileName) for line in fr.readlines(): lineArr = line.strip().split('\t') dataMat.append([float(lineArr[0]), float(lineArr[1])]) labelMat.append(float(lineArr[2])) return dataMat,labelMat def selectJrand(i,m): j=i #we want to select any J not equal to i while (j==i): j = int(random.uniform(0,m)) return j def clipAlpha(aj,H,L): if aj > H: aj = H if L > aj: aj = L return aj def smoSimple(dataMatIn, classLabels, C, toler, maxIter): #toler:容錯率-KKT條件判定精度 dataMatrix = mat(dataMatIn); labelMat = mat(classLabels).transpose() b = 0; m,n = shape(dataMatrix) alphas = mat(zeros((m,1))) iter = 0 while (iter < maxIter): alphaPairsChanged = 0 for i in range(m): fXi = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[i,:].T)) + b Ei = fXi - float(labelMat[i])#if checks if an example violates KKT conditions if ((labelMat[i]*Ei < -toler) and (alphas[i] < C)) or ((labelMat[i]*Ei > toler) and (alphas[i] > 0)): j = selectJrand(i,m) fXj = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[j,:].T)) + b Ej = fXj - float(labelMat[j]) alphaIold = alphas[i].copy(); alphaJold = alphas[j].copy(); if (labelMat[i] != labelMat[j]): L = max(0, alphas[j] - alphas[i]) H = min(C, C + alphas[j] - alphas[i]) else: L = max(0, alphas[j] + alphas[i] - C) H = min(C, alphas[j] + alphas[i]) if L==H: print ("L==H"); continue eta = 2.0 * dataMatrix[i,:]*dataMatrix[j,:].T - dataMatrix[i,:]*dataMatrix[i,:].T - dataMatrix[j,:]*dataMatrix[j,:].T if eta >= 0: print ("eta>=0"); continue alphas[j] -= labelMat[j]*(Ei - Ej)/eta alphas[j] = clipAlpha(alphas[j],H,L) if (abs(alphas[j] - alphaJold) < 0.00001): print ("j not moving enough"); continue alphas[i] += labelMat[j]*labelMat[i]*(alphaJold - alphas[j])#update i by the same amount as j #the update is in the oppostie direction b1 = b - Ei- labelMat[i]*(alphas[i]-alphaIold)*dataMatrix[i,:]*dataMatrix[i,:].T - labelMat[j]*(alphas[j]-alphaJold)*dataMatrix[i,:]*dataMatrix[j,:].T b2 = b - Ej- labelMat[i]*(alphas[i]-alphaIold)*dataMatrix[i,:]*dataMatrix[j,:].T - labelMat[j]*(alphas[j]-alphaJold)*dataMatrix[j,:]*dataMatrix[j,:].T if (0 < alphas[i]) and (C > alphas[i]): b = b1 elif (0 < alphas[j]) and (C > alphas[j]): b = b2 else: b = (b1 + b2)/2.0 alphaPairsChanged += 1 print ("iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)) if (alphaPairsChanged == 0): iter += 1 else: iter = 0 print ("iteration number: %d" % iter) return b,alphas #dataArr,labelArr=loadDataSet(r'C:\Users\li\Downloads\machinelearninginaction\Ch06\testSet.txt') #b,alphas=smoSimple(dataArr, labelArr, 0.6, 0.001, 40) #print(b) #print(alphas[alphas>0]) #print(shape(alphas[alphas>0])) #for i in range(100): # if alphas[i]>0.0: print(dataArr[i],labelArr[i]) ############################################################################################### ##完整的 Platt SMO程式 增加誤差快取、尋值優化,採用核函式 ##外迴圈,對alpha1,採用兩種方式交替進行,1、對所有資料集上進行單遍掃描;2、在非邊界alpha(0和C之間)中實現單遍掃描, ##先建立非邊界alpha值的列表,再遍歷,並跳過那些已知的不會改變的alpha值。 ##內迴圈,對alpha2,建立全域性快取用於儲存誤差值,並從中選擇使得步長或者說E1-E2最大的alpha值 ############################################################################################### def kernelTrans(X, A, kTup): #calc the kernel or transform data to a higher dimensional space m,n = shape(X) K = mat(zeros((m,1))) if kTup[0]=='lin': K = X * A.T #linear kernel elif kTup[0]=='rbf': #radial basis function for j in range(m): deltaRow = X[j,:] - A K[j] = deltaRow*deltaRow.T K = exp(K/(-1*kTup[1]**2)) #divide in NumPy is element-wise not matrix like Matlab ??why not -2 else: raise NameError('Houston We Have a Problem -- \ That Kernel is not recognized') return K class optStruct: def __init__(self,dataMatIn, classLabels, C, toler, kTup): # Initialize the structure with the parameters self.X = dataMatIn self.labelMat = classLabels self.C = C self.tol = toler self.m = shape(dataMatIn)[0] self.alphas = mat(zeros((self.m,1))) self.b = 0 self.eCache = mat(zeros((self.m,2))) #first column is valid flag self.K = mat(zeros((self.m,self.m))) for i in range(self.m): self.K[:,i] = kernelTrans(self.X, self.X[i,:], kTup) def calcEk(oS, k): fXk = float(multiply(oS.alphas,oS.labelMat).T*oS.K[:,k] + oS.b) Ek = fXk - float(oS.labelMat[k]) return Ek def selectJ(i, oS, Ei): #this is the second choice -heurstic, and calcs Ej maxK = -1; maxDeltaE = 0; Ej = 0 oS.eCache[i] = [1,Ei] #set valid #choose the alpha that gives the maximum delta E validEcacheList = nonzero(oS.eCache[:,0].A)[0] if (len(validEcacheList)) > 1: for k in validEcacheList: #loop through valid Ecache values and find the one that maximizes delta E if k == i: continue #don't calc for i, waste of time Ek = calcEk(oS, k) deltaE = abs(Ei - Ek) if (deltaE > maxDeltaE): maxK = k; maxDeltaE = deltaE; Ej = Ek return maxK, Ej else: #in this case (first time around) we don't have any valid eCache values j = selectJrand(i, oS.m) Ej = calcEk(oS, j) return j, Ej def updateEk(oS, k):#after any alpha has changed update the new value in the cache Ek = calcEk(oS, k) oS.eCache[k] = [1,Ek] def innerL(i, oS): Ei = calcEk(oS, i) if ((oS.labelMat[i]*Ei < -oS.tol) and (oS.alphas[i] < oS.C)) or ((oS.labelMat[i]*Ei > oS.tol) and (oS.alphas[i] > 0)): j,Ej = selectJ(i, oS, Ei) #this has been changed from selectJrand alphaIold = oS.alphas[i].copy(); alphaJold = oS.alphas[j].copy(); if (oS.labelMat[i] != oS.labelMat[j]): L = max(0, oS.alphas[j] - oS.alphas[i]) H = min(oS.C, oS.C + oS.alphas[j] - oS.alphas[i]) else: L = max(0, oS.alphas[j] + oS.alphas[i] - oS.C) H = min(oS.C, oS.alphas[j] + oS.alphas[i]) if L==H: print ("L==H"); return 0 eta = 2.0 * oS.K[i,j] - oS.K[i,i] - oS.K[j,j] #changed for kernel if eta >= 0: print ("eta>=0"); return 0 oS.alphas[j] -= oS.labelMat[j]*(Ei - Ej)/eta oS.alphas[j] = clipAlpha(oS.alphas[j],H,L) updateEk(oS, j) #added this for the Ecache if (abs(oS.alphas[j] - alphaJold) < 0.00001): print ("j not moving enough"); return 0 oS.alphas[i] += oS.labelMat[j]*oS.labelMat[i]*(alphaJold - oS.alphas[j])#update i by the same amount as j updateEk(oS, i) #added this for the Ecache #the update is in the oppostie direction b1 = oS.b - Ei- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.K[i,i] - oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.K[i,j] b2 = oS.b - Ej- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.K[i,j]- oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.K[j,j] if (0 < oS.alphas[i]) and (oS.C > oS.alphas[i]): oS.b = b1 elif (0 < oS.alphas[j]) and (oS.C > oS.alphas[j]): oS.b = b2 else: oS.b = (b1 + b2)/2.0 return 1 else: return 0 def smoP(dataMatIn, classLabels, C, toler, maxIter,kTup=('lin', 0)): #full Platt SMO oS = optStruct(mat(dataMatIn),mat(classLabels).transpose(),C,toler, kTup) iter = 0 entireSet = True; alphaPairsChanged = 0 while (iter < maxIter) and ((alphaPairsChanged > 0) or (entireSet)): alphaPairsChanged = 0 if entireSet: #go over all for i in range(oS.m): alphaPairsChanged += innerL(i,oS) print ("fullSet, iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)) iter += 1 else:#go over non-bound (railed) alphas nonBoundIs = nonzero((oS.alphas.A > 0) * (oS.alphas.A < C))[0] for i in nonBoundIs: alphaPairsChanged += innerL(i,oS) print ("non-bound, iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)) iter += 1 if entireSet: entireSet = False #toggle entire set loop elif (alphaPairsChanged == 0): entireSet = True print ("iteration number: %d" % iter) return oS.b,oS.alphas ############################################## ####SVM SMO求解手寫識別問題 ############################################## def img2vector(filename): returnVect = zeros((1,1024)) fr = open(filename) for i in range(32): lineStr = fr.readline() for j in range(32): returnVect[0,32*i+j] = int(lineStr[j]) return returnVect def loadImages(dirName): from os import listdir hwLabels = [] trainingFileList = listdir(dirName) #load the training set m = len(trainingFileList) trainingMat = zeros((m,1024)) for i in range(m): fileNameStr = trainingFileList[i] fileStr = fileNameStr.split('.')[0] #take off .txt classNumStr = int(fileStr.split('_')[0]) if classNumStr == 9: hwLabels.append(-1) else: hwLabels.append(1) trainingMat[i,:] = img2vector('%s/%s' % (dirName, fileNameStr)) return trainingMat, hwLabels def testDigits(kTup=('rbf', 10)): dataArr,labelArr = loadImages(r'C:\Users\li\Downloads\machinelearninginaction\Ch06\trainingDigits') b,alphas = smoP(dataArr, labelArr, 200, 0.0001, 10000, kTup) datMat=mat(dataArr); labelMat = mat(labelArr).transpose() svInd=nonzero(alphas.A>0)[0] sVs=datMat[svInd] labelSV = labelMat[svInd]; print ("there are %d Support Vectors" % shape(sVs)[0]) m,n = shape(datMat) errorCount = 0 for i in range(m): kernelEval = kernelTrans(sVs,datMat[i,:],kTup) predict=kernelEval.T * multiply(labelSV,alphas[svInd]) + b if sign(predict)!=sign(labelArr[i]): errorCount += 1 print ("the training error rate is: %f" % (float(errorCount)/m)) dataArr,labelArr = loadImages(r'C:\Users\li\Downloads\machinelearninginaction\Ch06\testDigits') errorCount = 0 datMat=mat(dataArr); labelMat = mat(labelArr).transpose() m,n = shape(datMat) for i in range(m): kernelEval = kernelTrans(sVs,datMat[i,:],kTup) predict=kernelEval.T * multiply(labelSV,alphas[svInd]) + b if sign(predict)!=sign(labelArr[i]): errorCount += 1 print ("the test error rate is: %f" % (float(errorCount)/m)) testDigits(('lin',20))