《Machine Learning in Action》读书笔记之五：AdaBoost Classification

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最新推荐文章于 2019-09-12 10:13:18 发布

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分类专栏：机器学习文章标签： ML in Action

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1.bagging：对给定的原始数据集，“有放回”地随机取S次数量为N的数据集，这样得到S个新dataset，学习训练得到S个classifiers，对测试集进行均等投票得到分类结果。

2.boosting：多个分类器是序列的方式训练得到的，每一个新的分类器是基于已有所有分类器的performance进行训练，使新分类器集中对付已有分类器分错的样本数据。最后的决策也不像bagging那样均等投票，而是根据每个分类器的表现赋予相应的权重系数。

3.AdaBoost：是“adaptive boosting”的缩写，一个权重被分配给训练集中的每一个样本上，在训练过程中，该权重会相应发生变化。关于权重系数，看到过两种说法：一是根据权重的大小来选择下一次训练使用的样本；一是通过权重作为计算error的加权系数来提高前面分错样本的下轮分对几率。现在看来这两种情况可能对应一是从全部样本中每次有放回的取样，一是用全部样本。

4. 构建弱分离器decision stump：

def stumpClassify(dataMatrix,dimen,threshVal,threshIneq):#just classify the data
    retArray = ones((shape(dataMatrix)[0],1))
    if threshIneq == 'lt':
        retArray[dataMatrix[:,dimen] <= threshVal] = -1.0
    else:
        retArray[dataMatrix[:,dimen] > threshVal] = -1.0
    return retArray
              
          
def buildStump(dataArr,classLabels,D):
    dataMatrix = mat(dataArr); labelMat = mat(classLabels).T
    m,n = shape(dataMatrix)
    numSteps = 10.0; bestStump = {}; bestClasEst = mat(zeros((m,1)))
    minError = inf #init error sum, to +infinity
    for i in range(n):#loop over all dimensions
        rangeMin = dataMatrix[:,i].min(); rangeMax = dataMatrix[:,i].max();
        stepSize = (rangeMax-rangeMin)/numSteps
        for j in range(-1,int(numSteps)+1):#loop over all range in current dimension
            for inequal in ['lt', 'gt']: #go over less than and greater than
                threshVal = (rangeMin + float(j) * stepSize)
                predictedVals = stumpClassify(dataMatrix,i,threshVal,inequal)#call stump classify with i, j, lessThan
                errArr = mat(ones((m,1)))
                errArr[predictedVals == labelMat] = 0
                weightedError = D.T*errArr  #calc total error multiplied by D
                #print "split: dim %d, thresh %.2f, thresh ineqal: %s, the weighted error is %.3f" % (i, threshVal, inequal, weightedError)
                if weightedError < minError:
                    minError = weightedError
                    bestClasEst = predictedVals.copy()
                    bestStump['dim'] = i
                    bestStump['thresh'] = threshVal
                    bestStump['ineq'] = inequal
    return bestStump,minError,bestClasEst

5. Adaboost模型训练：

与SVM不同，Adaboost在确定弱分类器以后，只需输入一个参数，即循环的次数，或者允许error的大小，用来结束循环，这样也确定了弱分类器的个数。

def adaBoostTrainDS(dataArr,classLabels,numIt=40):
    weakClassArr = []
    m = shape(dataArr)[0]
    D = mat(ones((m,1))/m)   #init D to all equal
    aggClassEst = mat(zeros((m,1)))
    for i in range(numIt):
        bestStump,error,classEst = buildStump(dataArr,classLabels,D)#build Stump
        #print "D:",D.T
        alpha = float(0.5*log((1.0-error)/max(error,1e-16)))#calc alpha, throw in max(error,eps) to account for error=0
        bestStump['alpha'] = alpha  
        weakClassArr.append(bestStump)                  #store Stump Params in Array
        #print "classEst: ",classEst.T
        expon = multiply(-1*alpha*mat(classLabels).T,classEst) #exponent for D calc, getting messy
        D = multiply(D,exp(expon))                              #Calc New D for next iteration
        D = D/D.sum()
        #calc training error of all classifiers, if this is 0 quit for loop early (use break)
        aggClassEst += alpha*classEst
        #print "aggClassEst: ",aggClassEst.T
        aggErrors = multiply(sign(aggClassEst) != mat(classLabels).T,ones((m,1)))
        errorRate = aggErrors.sum()/m
        print "total error: ",errorRate
        if errorRate == 0.0: break
    return weakClassArr,aggClassEst

6.adaboost的测试

def adaClassify(datToClass,classifierArr):
    dataMatrix = mat(datToClass)#do stuff similar to last aggClassEst in adaBoostTrainDS
    m = shape(dataMatrix)[0]
    aggClassEst = mat(zeros((m,1)))
    for i in range(len(classifierArr)):
        classEst = stumpClassify(dataMatrix,classifierArr[i]['dim'],\
                                 classifierArr[i]['thresh'],\
                                 classifierArr[i]['ineq'])#call stump classify
        aggClassEst += classifierArr[i]['alpha']*classEst
        print aggClassEst
    return sign(aggClassEst)