基本定义
给定一个训练样本集,分类学习最基本的想法就是基于训练集D在样本空间中找到一个划分超平面,将不同的类别的样本分开。这个划分超平面越鲁棒,对未见示例的泛化能力就越强。划分超平面可通过如下线性方程来描述。
对偶问题
对于SVM的基本型,可以使用拉格朗日乘子法的到其对偶类型。
下面将对在多个约束的情况下的对偶问题进行一定的推倒。考虑具有m个等式和n个不等式的约束。
由上述条件显然 ∑mi=1λihi(x)+∑nj=1μjgj(x)≤0 ∑ i = 1 m λ i h i ( x ) + ∑ j = 1 n μ j g j ( x ) ≤ 0
因此有
下面考虑原问题。该问题的拉格朗日函数可以写为
那么应该如何计算 α α 呢?
SMO算法
SMO的基本思路是先固定 αi α i 之外的所有参数,然后求 αi α i 上的极值。由于存在约束 ∑mi=1αiyi=0 ∑ i = 1 m α i y i = 0 若固定 αi α i 之外的其他变量,则 αi α i 可由其它变量打出。于是每次选择两个变量 αi α i 和 αj α j 并固定其它参数。不断执行如下步骤直至收敛。
- 选取一对更新的变量 αi α i 、 αj α j
- 固定 αi α i 和 αj α j 以外的参数,求解更新后的 αi α i 和 αj α j 。
SMO首先选取违背KKT条件程度最大的变量。选取的第二个变量则应该使对应样本间的间隔最大。
对于b则使用所有支持向量求解的平均值。
核函数
对于某些原始样本空间内不存在一个能正确划分两类样本的超平面的问题,可将样本从原始空间映射到一个更高维的特征空间,使得样本在这个特征空间内线性可分。令 ϕ(x) ϕ ( x ) 表示将 x x 映射后的特征向量,于是在特征空间内划分超平面所对应的模型可表示为
对于映射有一些基本的经验,例如对于文本数据通常采用线性核,情况不明可以先采取高斯核。
- 线性核: κ(xi,xj)=xTixj κ ( x i , x j ) = x i T x j
- 高斯核: κ(xi,xj)=e−||xi−xj||22σ2 κ ( x i , x j ) = e − | | x i − x j | | 2 2 σ 2
实战
from numpy import *
from time import sleep
def loadDataSet(filename):
dataMat=[]
labelMat=[]
with open(filename,'r') as fr:
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
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(((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])
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.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.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))