利用AdaBoost元算法提高分类性能
生成简单数据集
def loadSimpleData():
dataMat = matrix([[1.,2.1],
[2.,1.1],
[1.3,1.],
[1.,1.],
[2.,1.],
])
classLabels = [1.0,1.0,-1.0,-1.0,1.0]
return dataMat,classLabels
from numpy import *
dataMat,classLabels = loadSimpleData()
print(dataMat)
print(classLabels)
[[1. 2.1]
[2. 1.1]
[1.3 1. ]
[1. 1. ]
[2. 1. ]]
[1.0, 1.0, -1.0, -1.0, 1.0]
单层决策树生成函数
def stumpClassify(dataMatrix,dimen,threshVal,threshIneq):
'''
基于加权输入值
通过阈值比较对数据进行分类
并找到分类效果最好的单层决策树(只用一个特征的)'''
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 = {};bestClassEst = mat(zeros((m,1)))
minError = inf
#对每个特征,最后取分类效果最好的那个特征
for i in range(n):
rangeMin = dataMatrix[:,i].min();rangeMax = dataMatrix[:,i].max()
stepSize = (rangeMax - rangeMin)/numSteps
#对每个步长
for j in range(-1,int(numSteps)+1):
#对每个不等号
for inequal in ['lt','gt']:
threshVal = (rangeMin + float(j) * stepSize)
predictedVals = stumpClassify(dataMatrix,i,threshVal,inequal)
errArr = mat(ones((m,1)))
errArr[predictedVals == labelMat] = 0
weightedError = D.T * errArr #计算加权错误率
#将当前错误率和已有最小错误率比较
if weightedError < minError:
minError = weightedError
bestClassEst = predictedVals.copy()
bestStump['dim'] = i
bestStump['thresh'] = threshVal
bestStump['ineq'] = inequal
return bestStump,minError,bestClassEst
D = mat(ones((5,1))/5)
buildStump(dataMat,classLabels,D)
({'dim': 0, 'thresh': 1.3, 'ineq': 'lt'}, matrix([[0.2]]), array([[-1.],
[ 1.],
[-1.],
[-1.],
[ 1.]]))
基于单层决策树的AdaBoost训练
def adaVoostTrainDS(dataArr,classLabels,numIt=40):
weakClassArr = [] #储存弱分类器
m = shape(dataArr)[0]
D = mat(ones((m,1))/m) #训练集初始权值分布
aggClassEst = mat(zeros((m,1))) #记录每个数据点的类别估计累计值
for i in range(numIt):
bestStump,error,classEst = buildStump(dataArr,classLabels,D) #classEst:估计的类别向量
print('D:{}'.format(D.T))
#max(error,1e-16)
#就是代表科学技术法,即1乘以10的-16次方。注意这里的1不能省略,因为可能造成歧义
#确保在没有错误时不会发生除零溢出
alpha = float(0.5*log((1.0-error)/max(error,1e-16))) #计算当前分类器的系数
bestStump['alpha'] = alpha
weakClassArr.append(bestStump)
print('classEst:{}'.format(classEst.T))
#为下一次迭代更新D
expon = multiply(-1*alpha*mat(classLabels).T,classEst)
D = multiply(D,exp(expon))
D = D/D.sum()
#错误率累加计算,起到检验当前所有弱分类器组合的强分类器的效果的作用
aggClassEst += alpha*classEst
print('aggClasssEst:{}'.format(aggClassEst.T))
aggErrors = multiply(sign(aggClassEst) != mat(classLabels).T,ones((m,1)))
errorRate = aggErrors.sum()/ m
print('total error:{}'.format(errorRate))
if errorRate == 0.0:
break
#在画ROC曲线时测试
#return weakClassArr,aggClassEst
return weakClassArr
classifierArray = adaVoostTrainDS(dataMat,classLabels,9)
D:[[0.2 0.2 0.2 0.2 0.2]]
classEst:[[-1. 1. -1. -1. 1.]]
aggClasssEst:[[-0.69314718 0.69314718 -0.69314718 -0.69314718 0.69314718]]
total error:0.2
D:[[0.5 0.125 0.125 0.125 0.125]]
classEst:[[ 1. 1. -1. -1. -1.]]
aggClasssEst:[[ 0.27980789 1.66610226 -1.66610226 -1.66610226 -0.27980789]]
total error:0.2
D:[[0.28571429 0.07142857 0.07142857 0.07142857 0.5 ]]
classEst:[[1. 1. 1. 1. 1.]]
aggClasssEst:[[ 1.17568763 2.56198199 -0.77022252 -0.77022252 0.61607184]]
total error:0.0
AdaBoost的分类函数
def adaClassify(dataToClass,classifierArr):
dataMatrix = mat(dataToClass)
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'])
aggClassEst += classifierArr[i]['alpha']*classEst
print(aggClassEst)
return sign(aggClassEst)
adaClassify([[5,5],[0,0]],classifierArray)
[[ 0.69314718]
[-0.69314718]]
[[ 1.66610226]
[-1.66610226]]
[[ 2.56198199]
[-2.56198199]]
matrix([[ 1.],
[-1.]])
在马疝病预测中应用分类器
def loaddataSet(fileName):
numFeat = len(open(fileName).readline().split('\t'))
dataMat = [];labelMat = []
fr = open(fileName)
for line in fr.readlines():
lineArr = []
curLine = line.strip().split('\t')
for i in range(numFeat-1):
lineArr.append(float(curLine[i]))
dataMat.append(lineArr)
labelMat.append(float(curLine[-1]))
return dataMat,labelMat
dataArr,labelArr = loaddataSet('E:\\DataMining\\资料\\machinelearninginaction\\Ch07\\horseColicTraining2.txt')
classifierArr = adaVoostTrainDS(dataArr,labelArr,10)
D:[[0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.05809528 -0.65208904 -1.02662219 0.27123572 0.5606821 ]]
total error:0.23076923076923078
testArr,testLabelArr = loaddataSet('E:\\DataMining\\资料\\machinelearninginaction\\Ch07\\horseColicTest2.txt')
prediction10 = adaClassify(testArr,classifierArray)
[[ 0.69314718]
[ 0.69314718]
[-0.69314718]
[-0.69314718]
[ 0.69314718]
[-0.69314718]
[ 0.69314718]
[ 0.69314718]
[ 0.69314718]
[-0.77022252]
[ 0.61607184]
[ 0.61607184]]
测试的错误率
errArr = mat(ones((67,1)))
errArr[prediction10 != mat(testLabelArr).T].sum()/67
0.417910447761194
非均衡分类问题
ROC曲线的绘制和AUC计算函数
def plotROC(predStrengths,classLabels):
import matplotlib.pyplot as plt
cur = (1.0,1.0) #当前光标的位置
ySum = 0.0 #计算AUC的值
numPosClas = sum(array(classLabels) == 1.0) #计算正例的数目
yStep = 1/float(numPosClas)
xStep = 1/float(len(classLabels) - numPosClas)
sortedIndicies = predStrengths.argsort() #获取排好序的索引
fig = plt.figure()
fig.clf()
ax = plt.subplot(111)
for index in sortedIndicies.tolist()[0]:
if classLabels[index] ==1.0:
delX = 0;delY= yStep
else:
delX = xStep;delY = yStep
ySum += cur[1]
ax.plot([cur[0],cur[0]-delX],[cur[1],cur[1]-delY],c='b')
cur = (cur[0]-delX,cur[1]-delY)
ax.plot([0,1],[0,1],'b--')
plt.xlabel('False Positive Rate');plt.ylabel('True Positive Rate')
plt.title('ROC curve for AdaBoost Horse Colic Detection System')
ax.axis([0,1,0,1])
plt.show()
print('the Area Under the Curve is{}'.format(ySum*xStep))
测试
classifierArr,aggClassEst = adaVoostTrainDS(dataArr,labelArr,10)
D:[[0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.00334448
0.00334448 0.00334448 0.00334448 0.00334448 0.00334448 0.0033444
-0.01293737 1.53203035 0.95841088 -1.04249592 0.23749438 0.5606821
1.20719077 0.91726555 -0.10329743 -0.57967867 0.27123572 1.69342306
0.05809528 -0.65208904 -1.02662219 0.27123572 0.5606821 ]]
total error:0.23076923076923078
plotROC(aggClassEst.T,labelArr)
the Area Under the Curve is0.5212183118209663
测试可以看出分类效果并不理想