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svmMLiA.py 注释

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geekidentity
2017-03-31 00:20:09 +08:00
parent 5b94656ef6
commit 170aa190b8
2 changed files with 65 additions and 13 deletions
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76
src/python/06.SVM/svmMLiA.py
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@@ -5,8 +5,13 @@ Chapter 5 source file for Machine Learing in Action
@author: Peter/geekidentity
"""
from numpy import *
import pylab
from time import sleep
def main():
dataArr, labelArr = loadDataSet('testSet.txt')
smoSimple(dataArr, labelArr, 0.6, 0.001, 40)
def loadDataSet(fileName):
"""
对文件进行逐行解析，从而得到第行的类标签和整个数据矩阵
@@ -82,29 +87,35 @@ def smoSimple(dataMatIn, classLabels, C, toler, maxIter):
alphas = mat(zeros((m,1)))
iter = 0 # 没有任何alpha改变的情况下遍历数据的次数
while (iter < maxIter):
w = calcWs(alphas, dataMatIn, classLabels)
print("w:", w)
alphaPairsChanged = 0 #记录alpha是否已经进行优化，每次循环时设为0，然后再对整个集合顺序遍历
for i in range(m):
fXi = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[i,:].T)) + b # 我们预测的类别
Ei = fXi - float(labelMat[i])#if checks if an example violates KKT conditions 误差
if ((labelMat[i]*Ei < -toler) and (alphas[i] < C)) or ((labelMat[i]*Ei > toler) and (alphas[i] > 0)):
Ei = fXi - float(labelMat[i])#检查是否违反KKT条件 误差：基于这个实例的预测结果和真实结果的比对，计算误差Ei 参考：http://blog.csdn.net/puqutogether/article/details/44587653
if ((labelMat[i]*Ei < -toler) and (alphas[i] < C)) or ((labelMat[i]*Ei > toler) and (alphas[i] > 0)): #不管是正负间隔都会测试，同时检查alpha值，保证其不能等于0或C
j = selectJrand(i,m) # 误差很大时进行优化
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]):
alphaIold = alphas[i].copy()
alphaJold = alphas[j].copy()
if (labelMat[i] != labelMat[j]): # 将alpha调整到0-C之间
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
eta = 2.0 * dataMatrix[i,:]*dataMatrix[j,:].T - dataMatrix[i,:]*dataMatrix[i,:].T - dataMatrix[j,:]*dataMatrix[j,:].T #最优修改量
if eta >= 0: print("eta>=0"); continue # 如果ETA为0，那么计算新的alphas[j]就比较麻烦了
alphas[j] -= labelMat[j]*(Ei - Ej)/eta
alphas[j] = clipAlpha(alphas[j],H,L)
# 检查alpha[j]是否有轻微的改变，如果是的话，就退出for循环。
if (abs(alphas[j] - alphaJold) < 0.00001): print("j not moving enough"); continue
# 对alpha[i], alpha[j]同样进行改变，改变方向一样
alphas[i] += labelMat[j]*labelMat[i]*(alphaJold - alphas[j])#update i by the same amount as j
#the update is in the oppostie direction
# 在对alpha[i], alpha[j] 进行优化之后，给这两个alpha值设置一个常数b。
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
@@ -112,8 +123,9 @@ def smoSimple(dataMatIn, classLabels, C, toler, maxIter):
else: b = (b1 + b2)/2.0
alphaPairsChanged += 1
print("iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged))
# 在for循环外，检查alpha值是否做了更新，如果在更新则将iter设为0后继续运行程序
if (alphaPairsChanged == 0): iter += 1
else: iter = 0
else:iter = 0
print("iteration number: %d" % iter)
return b,alphas
@@ -135,6 +147,9 @@ def kernelTrans(X, A, kTup): # calc the kernel or transform data to a higher di
class optStruct:
"""
建立的数据结构来保存所有的重要值
"""
def __init__(self, dataMatIn, classLabels, C, toler, kTup): # Initialize the structure with the parameters
self.X = dataMatIn
self.labelMat = classLabels
@@ -143,26 +158,48 @@ class optStruct:
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.eCache = mat(zeros((self.m, 2))) # 第一列给出的是eCache是否有效的标志位，第二列给出的是实际的E值。
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):
"""
计算E值并返回
该过程在完整版的SMO算法中陪出现次数较多，因此将其单独作为一个方法
Args:
oS:
k:
Returns:
"""
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
"""
选择第二个(内循环)alpha的alpha值
这里的目标是选择合适的第二个alpha值以保证每次优化中采用最大步长。
该函数的误差与第一个alpha值Ei和下标i有关。
Args:
i:
oS:
Ei:
Returns:
"""
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]
oS.eCache[i] = [1, Ei] # 首先将输入值Ei在缓存中设置成为有效的。这里的有效意味着它已经计算好了。
validEcacheList = nonzero(oS.eCache[:, 0].A)[0] # 非零E值所对应的alpha值
if (len(validEcacheList)) > 1:
for k in validEcacheList: # loop through valid Ecache values and find the one that maximizes delta E
for k in validEcacheList: # 在所有的值上进行循环，并选择其中使得改变最大的那个值
if k == i: continue # don't calc for i, waste of time
Ek = calcEk(oS, k)
deltaE = abs(Ei - Ek)
@@ -171,13 +208,23 @@ def selectJ(i, oS, Ei): # this is the second choice -heurstic, and calcs Ej
maxDeltaE = deltaE;
Ej = Ek
return maxK, Ej
else: # in this case (first time around) we don't have any valid eCache values
else: # 如果是第一次循环，则随机选择一个alpha值
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
"""
计算误差值并存入缓存中。
在对alpha值进行优化之后会用到这个值。
Args:
oS:
k:
Returns:
"""
Ek = calcEk(oS, k)
oS.eCache[k] = [1, Ek]
@@ -455,4 +502,7 @@ def smoPK(dataMatIn, classLabels, C, toler, maxIter): # full Platt SMO
elif (alphaPairsChanged == 0):
entireSet = True
print("iteration number: %d" % iter)
return oS.b, oS.alphas
return oS.b, oS.alphas
if __name__ == "__main__":
main()