上节基本完成了SVM的理论推倒,寻找最大化间隔的目标最终转换成求解拉格朗日乘子变量alpha的求解问题,求出了alpha即可求解出SVM的权重W,有了权重也就有了最大间隔距离,但是其实上节我们有个假设:就是训练集是线性可分的,这样求出的alpha在[0,infinite]。但是如果数据不是线性可分的呢?此时我们就要允许部分的样本可以越过分类器,这样优化的目标函数就可以不变,只要引入松弛变量即可,它表示错分类样本点的代价,分类正确时它等于0,当分类错误时,其中Tn表示样本的真实标签-1或者1,回顾上节中,我们把支持向量到分类器的距离固定为1,因此两类的支持向量间的距离肯定大于1的,当分类错误时肯定也大于1,如(图五)所示(这里公式和图标序号都接上一节)。
(图五)
这样有了错分类的代价,我们把上节(公式四)的目标函数上添加上这一项错分类代价,得到如(公式八)的形式:
(公式八)
重复上节的拉格朗日乘子法步骤,得到(公式九):
(公式九)
多了一个Un乘子,当然我们的工作就是继续求解此目标函数,继续重复上节的步骤,求导得到(公式十):
(公式十)
又因为alpha大于0,而且Un大于0,所以0<alpha<C,为了解释的清晰一些,我们把(公式九)的KKT条件也发出来(上节中的第三类优化问题),注意Un是大于等于0:
推导到现在,优化函数的形式基本没变,只是多了一项错分类的价值,但是多了一个条件,0<alpha<C,C是一个常数,它的作用就是在允许有错误分类的情况下,控制最大化间距,它太大了会导致过拟合,太小了会导致欠拟合。接下来的步骤貌似大家都应该知道了,多了一个C常量的限制条件,然后继续用SMO算法优化求解二次规划,但是我想继续把核函数也一次说了,如果样本线性不可分,引入核函数后,把样本映射到高维空间就可以线性可分,如(图六)所示的线性不可分的样本:
(图六)
在(图六)中,现有的样本是很明显线性不可分,但是加入我们利用现有的样本X之间作些不同的运算,如(图六)右边所示的样子,而让f作为新的样本(或者说新的特征)是不是更好些?现在把X已经投射到高维度上去了,但是f我们不知道,此时核函数就该上场了,以高斯核函数为例,在(图七)中选几个样本点作为基准点,来利用核函数计算f,如(图七)所示:
(图七)
这样就有了f,而核函数此时相当于对样本的X和基准点一个度量,做权重衰减,形成依赖于x的新的特征f,把f放在上面说的SVM中继续求解alpha,然后得出权重就行了,原理很简单吧,为了显得有点学术味道,把核函数也做个样子加入目标函数中去吧,如(公式十一)所示:
(公式十一)
其中K(Xn,Xm)是核函数,和上面目标函数比没有多大的变化,用SMO优化求解就行了,代码如下:
def smoPK(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
下面演示一个小例子,手写识别。
(1)收集数据:提供文本文件
(2)准备数据:基于二值图像构造向量
(3)分析数据:对图像向量进行目测
(4)训练算法:采用两种不同的核函数,并对径向基函数采用不同的设置来运行SMO算法。
(5)测试算法:编写一个函数来测试不同的核函数,并计算错误率
(6)使用算法:一个图像识别的完整应用还需要一些图像处理的只是,此demo略。
完整代码如下:
from numpy import * from time import sleep 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): 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 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': 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 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 def calcWs(alphas,dataArr,classLabels): 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 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 = [] 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) '''''#######******************************** Non-Kernel VErsions below '''#######******************************** class optStructK: 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 calcEkK(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 selectJK(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 updateEkK(oS, k):#after any alpha has changed update the new value in the cache Ek = calcEk(oS, k) oS.eCache[k] = [1,Ek] def innerLK(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 smoPK(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
运行结果如(图八)所示:
(图八)
上面代码有兴趣的可以读读,用的话,建议使用libsvm。
参考文献:
[1]machine learning in action. PeterHarrington
[2] pattern recognition and machinelearning. Christopher M. Bishop
[3]machine learning.Andrew Ng
以上就是本文的全部内容,希望对大家的学习有所帮助,也希望大家多多支持。
稳了!魔兽国服回归的3条重磅消息!官宣时间再确认!
昨天有一位朋友在大神群里分享,自己亚服账号被封号之后居然弹出了国服的封号信息对话框。
这里面让他访问的是一个国服的战网网址,com.cn和后面的zh都非常明白地表明这就是国服战网。
而他在复制这个网址并且进行登录之后,确实是网易的网址,也就是我们熟悉的停服之后国服发布的暴雪游戏产品运营到期开放退款的说明。这是一件比较奇怪的事情,因为以前都没有出现这样的情况,现在突然提示跳转到国服战网的网址,是不是说明了简体中文客户端已经开始进行更新了呢?
更新动态
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