添加了SVM无核函数的,注释参考有有核函数的

This commit is contained in:
jiangzhonglian
2017-04-18 16:50:38 +08:00
parent fa6fb45082
commit c413c5f626
4 changed files with 592 additions and 12 deletions

100
input/6.SVM/testSetRBF.txt Executable file
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@@ -0,0 +1,100 @@
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100
input/6.SVM/testSetRBF2.txt Executable file
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@@ -123,7 +123,7 @@ def selectJrand(i, m):
def selectJ(i, oS, Ei): # this is the second choice -heurstic, and calcs Ej
"""selectJ()
"""selectJ(返回最优的j和Ej)
内循环的启发式方法。
选择第二个(内循环)alpha的alpha值
@@ -187,9 +187,6 @@ def updateEk(oS, k):
Args:
oS optStruct对象
k 某一列的行号
Returns:
"""
# 求 误差:预测值-真实值的差
@@ -214,14 +211,15 @@ def clipAlpha(aj, H, L):
def innerL(i, oS):
"""
"""innerL
内循环代码
Args:
i 具体的某一行
oS optStruct对象
Returns:
0 找不到最优的值
1 找到了最优的值,并且oS.Cache到缓存中
"""
# 求 Ek误差:预测值-真实值的差
@@ -311,20 +309,29 @@ def smoP(dataMatIn, classLabels, C, toler, maxIter, kTup=('lin', 0)):
entireSet = True
alphaPairsChanged = 0
# 循环遍历:
# 循环遍历:循环maxIter次 并且 (alphaPairsChanged存在可以改变 or 所有行遍历一遍)
while (iter < maxIter) and ((alphaPairsChanged > 0) or (entireSet)):
alphaPairsChanged = 0
if entireSet: # 在数据集上遍历所有可能的alpha
# 当entireSet=true or 非边界alpha对没有了;就开始寻找 alpha对,然后决定是否要进行else。
if entireSet:
# 在数据集上遍历所有可能的alpha
for i in range(oS.m):
# 是否存在alpha对,存在就+1
alphaPairsChanged += innerL(i, oS)
print("fullSet, iter: %d i:%d, pairs changed %d" % (iter, i, alphaPairsChanged))
iter += 1
else: # 遍历所有的非边界alpha值,也就是不在边界0或C上的值。
# 对已存在 alpha对,选出非边界的alpha值,进行优化。
else:
# 遍历所有的非边界alpha值,也就是不在边界0或C上的值。
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
# 如果找到alpha对,就优化非边界alpha值,否则,就重新进行寻找,如果寻找一遍 遍历所有的行还是没找到,就退出循环。
if entireSet:
entireSet = False # toggle entire set loop
elif (alphaPairsChanged == 0):
@@ -438,6 +445,7 @@ if __name__ == "__main__":
def testRbf(k1=1.3):
@@ -548,9 +556,6 @@ def calcEkK(oS, k):
return Ek
def selectJK(i, oS, Ei): # this is the second choice -heurstic, and calcs Ej
maxK = -1
maxDeltaE = 0

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@@ -0,0 +1,375 @@
#!/usr/bin/python
# coding:utf8
"""
Created on Nov 4, 2010
Update on 2017-03-21
Chapter 5 source file for Machine Learing in Action
@author: Peter/geekidentity/片刻
"""
from numpy import *
import matplotlib.pyplot as plt
def loadDataSet(fileName):
"""loadDataSet(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)
Args:
fileName 文件名
Returns:
dataMat 数据矩阵
labelMat 类标签
"""
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):
"""
随机选择一个整数
Args:
i 第一个alpha的下标
m 所有alpha的数目
Returns:
j 返回一个不为i的随机数,在0~m之间的整数值
"""
j = i
while j == i:
j = int(random.uniform(0, m))
return j
def clipAlpha(aj, H, L):
"""clipAlpha(调整aj的值,使aj处于 L<=aj<=H)
Args:
aj 目标值
H 最大值
L 最小值
Returns:
aj 目标值
"""
if aj > H:
aj = H
if L > aj:
aj = L
return aj
def calcWs(alphas, dataArr, classLabels):
"""
基于alpha计算w值
Args:
alphas 拉格朗日乘子
dataArr feature数据集
classLabels 目标变量数据集
Returns:
wc 回归系数
"""
X = mat(dataArr)
labelMat = mat(classLabels).transpose()
m, n = shape(X)
w = zeros((n, 1))
for i in range(m):
w += multiply(alphas[i] * labelMat[i], X[i, :].T)
return w
'''
#######********************************
Non-Kernel VErsions below
#######********************************
'''
class optStruct:
def __init__(self, dataMatIn, classLabels, C, toler): # 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
def calcEk(oS, k):
fXk = float(multiply(oS.alphas, oS.labelMat).T * (oS.X * oS.X[k, :].T)) + 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.X[i, :] * oS.X[j, :].T - oS.X[i, :] * oS.X[i, :].T - oS.X[j, :] * oS.X[j, :].T
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.X[i, :] * oS.X[i, :].T - oS.labelMat[j] * (
oS.alphas[j] - alphaJold) * oS.X[i, :] * oS.X[j, :].T
b2 = oS.b - Ej - oS.labelMat[i] * (oS.alphas[i] - alphaIold) * oS.X[i, :] * oS.X[j, :].T - oS.labelMat[j] * (
oS.alphas[j] - alphaJold) * oS.X[j, :] * oS.X[j, :].T
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): # full Platt SMO
oS = optStruct(mat(dataMatIn), mat(classLabels).transpose(), C, toler)
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
def plotfig_SVM(xArr, yArr, ws, b, alphas):
"""
参考地址:
http://blog.csdn.net/maoersong/article/details/24315633
http://www.cnblogs.com/JustForCS/p/5283489.html
http://blog.csdn.net/kkxgx/article/details/6951959
"""
xMat = mat(xArr)
yMat = mat(yArr)
# b原来是矩阵,先转为数组类型后其数组大小为(1,1),所以后面加[0],变为(1,)
b = array(b)[0]
fig = plt.figure()
ax = fig.add_subplot(111)
# 注意flatten的用法
ax.scatter(xMat[:, 0].flatten().A[0], xMat[:, 1].flatten().A[0])
# x最大值,最小值根据原数据集dataArr[:, 0]的大小而定
x = arange(-1.0, 10.0, 0.1)
# 根据x.w + b = 0 得到,其式子展开为w0.x1 + w1.x2 + b = 0, x2就是y值
y = (-b-ws[0, 0]*x)/ws[1, 0]
ax.plot(x, y)
for i in range(shape(yMat[0, :])[1]):
if yMat[0, i] > 0:
ax.plot(xMat[i, 0], xMat[i, 1], 'cx')
else:
ax.plot(xMat[i, 0], xMat[i, 1], 'kp')
# 找到支持向量,并在图中标红
for i in range(100):
if alphas[i] > 0.0:
ax.plot(xMat[i, 0], xMat[i, 1], 'ro')
plt.show()
if __name__ == "__main__":
# 获取特征和目标变量
dataArr, labelArr = loadDataSet('input/6.SVM/testSet.txt')
# print labelArr
# b是常量值, alphas是拉格朗日乘子
b, alphas = smoP(dataArr, labelArr, 0.6, 0.001, 40)
print '/n/n/n'
print 'b=', b
print 'alphas[alphas>0]=', alphas[alphas > 0]
print 'shape(alphas[alphas > 0])=', shape(alphas[alphas > 0])
for i in range(100):
if alphas[i] > 0:
print dataArr[i], labelArr[i]
# 画图
ws = calcWs(alphas, dataArr, labelArr)
plotfig_SVM(dataArr, labelArr, ws, b, alphas)
def testRbf(k1=1.3):
dataArr, labelArr = loadDataSet('testSetRBF.txt')
b, alphas = smoP(dataArr, labelArr, 200, 0.0001, 10000, ('rbf', k1)) # C=200 important
datMat = mat(dataArr)
labelMat = mat(labelArr).transpose()
svInd = nonzero(alphas.A > 0)[0]
sVs = datMat[svInd] # get matrix of only support vectors
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, :], ('rbf', k1))
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 = loadDataSet('testSetRBF2.txt')
errorCount = 0
datMat = mat(dataArr)
labelMat = mat(labelArr).transpose()
m, n = shape(datMat)
for i in range(m):
kernelEval = kernelTrans(sVs, datMat[i, :], ('rbf', k1))
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))
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 = []
print(dirName)
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('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('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))