Ex06 [coursera] Machine learning - Stanford University - Andrew Ng

最新推荐文章于 2023-12-31 14:37:53 发布

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最新推荐文章于 2023-12-31 14:37:53 发布

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Support Vector Machines

ex6.m

svmTrain.m

visualizeBoundaryLinear.m

Support Vector Machines

ex6.m

%% Machine Learning Online Class
%  Exercise 6 | Support Vector Machines
%
%  Instructions
%  ------------
% 
%  This file contains code that helps you get started on the
%  exercise. You will need to complete the following functions:
%
%     gaussianKernel.m
%     dataset3Params.m
%     processEmail.m
%     emailFeatures.m
%
%  For this exercise, you will not need to change any code in this file,
%  or any other files other than those mentioned above.
%

%% Initialization
clear ; close all; clc

%% =============== Part 1: Loading and Visualizing Data ================
%  We start the exercise by first loading and visualizing the dataset. 
%  The following code will load the dataset into your environment and plot
%  the data.
%

fprintf('Loading and Visualizing Data ...\n')

% Load from ex6data1: 
% You will have X, y in your environment
load('ex6data1.mat');

% Plot training data
plotData(X, y);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ==================== Part 2: Training Linear SVM ====================
%  The following code will train a linear SVM on the dataset and plot the
%  decision boundary learned.
%

% Load from ex6data1: 
% You will have X, y in your environment
load('ex6data1.mat');

fprintf('\nTraining Linear SVM ...\n')

% You should try to change the C value below and see how the decision
% boundary varies (e.g., try C = 1000)
C = 1;
%C = 100;
%C = 1000;
model = svmTrain(X, y, C, @linearKernel, 1e-3, 20);
visualizeBoundaryLinear(X, y, model);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% =============== Part 3: Implementing Gaussian Kernel ===============
%  You will now implement the Gaussian kernel to use
%  with the SVM. You should complete the code in gaussianKernel.m
%
fprintf('\nEvaluating the Gaussian Kernel ...\n')

x1 = [1 2 1]; x2 = [0 4 -1]; sigma = 2;
sim = gaussianKernel(x1, x2, sigma);

fprintf(['Gaussian Kernel between x1 = [1; 2; 1], x2 = [0; 4; -1], sigma = %f :' ...
         '\n\t%f\n(for sigma = 2, this value should be about 0.324652)\n'], sigma, sim);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% =============== Part 4: Visualizing Dataset 2 ================
%  The following code will load the next dataset into your environment and 
%  plot the data. 
%

fprintf('Loading and Visualizing Data ...\n')

% Load from ex6data2: 
% You will have X, y in your environment
load('ex6data2.mat');

% Plot training data
plotData(X, y);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ========== Part 5: Training SVM with RBF Kernel (Dataset 2) ==========
%  After you have implemented the kernel, we can now use it to train the 
%  SVM classifier.
% 
fprintf('\nTraining SVM with RBF Kernel (this may take 1 to 2 minutes) ...\n');

% Load from ex6data2: 
% You will have X, y in your environment
load('ex6data2.mat');

% SVM Parameters
C = 1; sigma = 0.1;

% We set the tolerance and max_passes lower here so that the code will run
% faster. However, in practice, you will want to run the training to
% convergence.
model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma)); 
visualizeBoundary(X, y, model);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% =============== Part 6: Visualizing Dataset 3 ================
%  The following code will load the next dataset into your environment and 
%  plot the data. 
%

fprintf('Loading and Visualizing Data ...\n')

% Load from ex6data3: 
% You will have X, y in your environment
load('ex6data3.mat');

% Plot training data
plotData(X, y);

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ========== Part 7: Training SVM with RBF Kernel (Dataset 3) ==========

%  This is a different dataset that you can use to experiment with. Try
%  different values of C and sigma here.
% 

% Load from ex6data3: 
% You will have X, y in your environment
load('ex6data3.mat');

% Try different SVM Parameters here
[C, sigma] = dataset3Params(X, y, Xval, yval);

% Train the SVM
model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma));
visualizeBoundary(X, y, model);

fprintf('Program paused. Press enter to continue.\n');
pause;

svmTrain.m

function [model] = svmTrain(X, Y, C, kernelFunction, ...
                            tol, max_passes)
%SVMTRAIN Trains an SVM classifier using a simplified version of the SMO 
%algorithm. 
%   [model] = SVMTRAIN(X, Y, C, kernelFunction, tol, max_passes) trains an
%   SVM classifier and returns trained model. X is the matrix of training 
%   examples.  Each row is a training example, and the jth column holds the 
%   jth feature.  Y is a column matrix containing 1 for positive examples 
%   and 0 for negative examples.  C is the standard SVM regularization 
%   parameter.  tol is a tolerance value used for determining equality of 
%   floating point numbers. max_passes controls the number of iterations
%   over the dataset (without changes to alpha) before the algorithm quits.
%
% Note: This is a simplified version of the SMO algorithm for training
%       SVMs. In practice, if you want to train an SVM classifier, we
%       recommend using an optimized package such as:  
%
%           LIBSVM   (http://www.csie.ntu.edu.tw/~cjlin/libsvm/)
%           SVMLight (http://svmlight.joachims.org/)
%
%

if ~exist('tol', 'var') || isempty(tol)
    tol = 1e-3;
end

if ~exist('max_passes', 'var') || isempty(max_passes)
    max_passes = 5;
end

% Data parameters
m = size(X, 1);
n = size(X, 2);

% Map 0 to -1
Y(Y==0) = -1;

% Variables
alphas = zeros(m, 1);
b = 0;
E = zeros(m, 1);
passes = 0;
eta = 0;
L = 0;
H = 0;

% Pre-compute the Kernel Matrix since our dataset is small
% (in practice, optimized SVM packages that handle large datasets
%  gracefully will _not_ do this)
% 
% We have implemented optimized vectorized version of the Kernels here so
% that the svm training will run faster.
if strcmp(func2str(kernelFunction), 'linearKernel')
    % Vectorized computation for the Linear Kernel
    % This is equivalent to computing the kernel on every pair of examples
    K = X*X';
elseif strfind(func2str(kernelFunction), 'gaussianKernel')
    % Vectorized RBF Kernel
    % This is equivalent to computing the kernel on every pair of examples
    X2 = sum(X.^2, 2);
    K = bsxfun(@plus, X2, bsxfun(@plus, X2', - 2 * (X * X')));
    K = kernelFunction(1, 0) .^ K;
else
    % Pre-compute the Kernel Matrix
    % The following can be slow due to the lack of vectorization
    K = zeros(m);
    for i = 1:m
        for j = i:m
             K(i,j) = kernelFunction(X(i,:)', X(j,:)');
             K(j,i) = K(i,j); %the matrix is symmetric
        end
    end
end

% Train
fprintf('\nTraining ...');
dots = 12;
while passes < max_passes,
            
    num_changed_alphas = 0;
    for i = 1:m,
        
        % Calculate Ei = f(x(i)) - y(i) using (2). 
        % E(i) = b + sum (X(i, :) * (repmat(alphas.*Y,1,n).*X)') - Y(i);
        E(i) = b + sum (alphas.*Y.*K(:,i)) - Y(i);
        
        if ((Y(i)*E(i) < -tol && alphas(i) < C) || (Y(i)*E(i) > tol && alphas(i) > 0)),
            
            % In practice, there are many heuristics one can use to select
            % the i and j. In this simplified code, we select them randomly.
            j = ceil(m * rand());
            while j == i,  % Make sure i \neq j
                j = ceil(m * rand());
            end

            % Calculate Ej = f(x(j)) - y(j) using (2).
            E(j) = b + sum (alphas.*Y.*K(:,j)) - Y(j);

            % Save old alphas
            alpha_i_old = alphas(i);
            alpha_j_old = alphas(j);
            
            % Compute L and H by (10) or (11). 
            if (Y(i) == Y(j)),
                L = max(0, alphas(j) + alphas(i) - C);
                H = min(C, alphas(j) + alphas(i));
            else
                L = max(0, alphas(j) - alphas(i));
                H = min(C, C + alphas(j) - alphas(i));
            end
           
            if (L == H),
                % continue to next i. 
                continue;
            end

            % Compute eta by (14).
            eta = 2 * K(i,j) - K(i,i) - K(j,j);
            if (eta >= 0),
                % continue to next i. 
                continue;
            end
            
            % Compute and clip new value for alpha j using (12) and (15).
            alphas(j) = alphas(j) - (Y(j) * (E(i) - E(j))) / eta;
            
            % Clip
            alphas(j) = min (H, alphas(j));
            alphas(j) = max (L, alphas(j));
            
            % Check if change in alpha is significant
            if (abs(alphas(j) - alpha_j_old) < tol),
                % continue to next i. 
                % replace anyway
                alphas(j) = alpha_j_old;
                continue;
            end
            
            % Determine value for alpha i using (16). 
            alphas(i) = alphas(i) + Y(i)*Y(j)*(alpha_j_old - alphas(j));
            
            % Compute b1 and b2 using (17) and (18) respectively. 
            b1 = b - E(i) ...
                 - Y(i) * (alphas(i) - alpha_i_old) *  K(i,j)' ...
                 - Y(j) * (alphas(j) - alpha_j_old) *  K(i,j)';
            b2 = b - E(j) ...
                 - Y(i) * (alphas(i) - alpha_i_old) *  K(i,j)' ...
                 - Y(j) * (alphas(j) - alpha_j_old) *  K(j,j)';

            % Compute b by (19). 
            if (0 < alphas(i) && alphas(i) < C),
                b = b1;
            elseif (0 < alphas(j) && alphas(j) < C),
                b = b2;
            else
                b = (b1+b2)/2;
            end

            num_changed_alphas = num_changed_alphas + 1;

        end
        
    end
    
    if (num_changed_alphas == 0),
        passes = passes + 1;
    else
        passes = 0;
    end

    fprintf('.');
    dots = dots + 1;
    if dots > 78
        dots = 0;
        fprintf('\n');
    end
    if exist('OCTAVE_VERSION')
        fflush(stdout);
    end
end
fprintf(' Done! \n\n');

% Save the model
idx = alphas > 0;
model.X= X(idx,:);
model.y= Y(idx);
model.kernelFunction = kernelFunction;
model.b= b;
model.alphas= alphas(idx);
model.w = ((alphas.*Y)'*X)';

end

visualizeBoundaryLinear.m

function visualizeBoundaryLinear(X, y, model)
%VISUALIZEBOUNDARYLINEAR plots a linear decision boundary learned by the
%SVM
%   VISUALIZEBOUNDARYLINEAR(X, y, model) plots a linear decision boundary 
%   learned by the SVM and overlays the data on it

w = model.w;
b = model.b;
xp = linspace(min(X(:,1)), max(X(:,1)), 100);
yp = - (w(1)*xp + b)/w(2);
plotData(X, y);
hold on;
plot(xp, yp, '-b'); 
hold off

end

gaussianKernel.m

function sim = gaussianKernel(x1, x2, sigma)
%RBFKERNEL returns a radial basis function kernel between x1 and x2
%   sim = gaussianKernel(x1, x2) returns a gaussian kernel between x1 and x2
%   and returns the value in sim

% Ensure that x1 and x2 are column vectors
x1 = x1(:); x2 = x2(:);

% You need to return the following variables correctly.
sim = 0;

% ====================== YOUR CODE HERE ======================
% Instructions: Fill in this function to return the similarity between x1
%               and x2 computed using a Gaussian kernel with bandwidth
%               sigma
%
%
sim = exp(-sum((x1-x2).^2) / (2*sigma^2));
% =============================================================
    
end

visualizeBoundary.m

function visualizeBoundary(X, y, model, varargin)
%VISUALIZEBOUNDARY plots a non-linear decision boundary learned by the SVM
%   VISUALIZEBOUNDARYLINEAR(X, y, model) plots a non-linear decision 
%   boundary learned by the SVM and overlays the data on it

% Plot the training data on top of the boundary
plotData(X, y)

% Make classification predictions over a grid of values
x1plot = linspace(min(X(:,1)), max(X(:,1)), 100)';
x2plot = linspace(min(X(:,2)), max(X(:,2)), 100)';
[X1, X2] = meshgrid(x1plot, x2plot);
vals = zeros(size(X1));
for i = 1:size(X1, 2)
   this_X = [X1(:, i), X2(:, i)];
   vals(:, i) = svmPredict(model, this_X);
end

% Plot the SVM boundary
hold on
contour(X1, X2, vals, [0.5 0.5], 'b');
hold off;

end

svmPredict.m

function pred = svmPredict(model, X)
%SVMPREDICT returns a vector of predictions using a trained SVM model
%(svmTrain). 
%   pred = SVMPREDICT(model, X) returns a vector of predictions using a 
%   trained SVM model (svmTrain). X is a mxn matrix where there each 
%   example is a row. model is a svm model returned from svmTrain.
%   predictions pred is a m x 1 column of predictions of {0, 1} values.
%

% Check if we are getting a column vector, if so, then assume that we only
% need to do prediction for a single example
if (size(X, 2) == 1)
    % Examples should be in rows
    X = X';
end

% Dataset 
m = size(X, 1);
p = zeros(m, 1);
pred = zeros(m, 1);

if strcmp(func2str(model.kernelFunction), 'linearKernel')
    % We can use the weights and bias directly if working with the 
    % linear kernel
    p = X * model.w + model.b;
elseif strfind(func2str(model.kernelFunction), 'gaussianKernel')
    % Vectorized RBF Kernel
    % This is equivalent to computing the kernel on every pair of examples
    X1 = sum(X.^2, 2);
    X2 = sum(model.X.^2, 2)';
    K = bsxfun(@plus, X1, bsxfun(@plus, X2, - 2 * X * model.X'));
    K = model.kernelFunction(1, 0) .^ K;
    K = bsxfun(@times, model.y', K);
    K = bsxfun(@times, model.alphas', K);
    p = sum(K, 2);
else
    % Other Non-linear kernel
    for i = 1:m
        prediction = 0;
        for j = 1:size(model.X, 1)
            prediction = prediction + ...
                model.alphas(j) * model.y(j) * ...
                model.kernelFunction(X(i,:)', model.X(j,:)');
        end
        p(i) = prediction + model.b;
    end
end

% Convert predictions into 0 / 1
pred(p >= 0) =  1;
pred(p <  0) =  0;

end

dataset3Params.m

function [C, sigma] = dataset3Params(X, y, Xval, yval)
%DATASET3PARAMS returns your choice of C and sigma for Part 3 of the exercise
%where you select the optimal (C, sigma) learning parameters to use for SVM
%with RBF kernel
%   [C, sigma] = DATASET3PARAMS(X, y, Xval, yval) returns your choice of C and 
%   sigma. You should complete this function to return the optimal C and 
%   sigma based on a cross-validation set.
%

% You need to return the following variables correctly.
C = 1;
sigma = 0.1;

% ====================== YOUR CODE HERE ======================
% Instructions: Fill in this function to return the optimal C and sigma
%               learning parameters found using the cross validation set.
%               You can use svmPredict to predict the labels on the cross
%               validation set. For example, 
%                   predictions = svmPredict(model, Xval);
%               will return the predictions on the cross validation set.
%
%  Note: You can compute the prediction error using 
%        mean(double(predictions ~= yval))
%

%{
C_list = [0.01 0.03 0.1 0.3 1 3 10 30];
sigma_list = [0.01 0.03 0.1 0.3 1 3 10 30];
min_error = length(yval)+1;
for i = 1:length(C_list)
  C = C_list(i);
  for j = 1:length(sigma_list)
    sigma = sigma_list(j);
    model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma));
    predictions = svmPredict(model, Xval);
    cur_error = mean(double(predictions ~= yval));
    if cur_error < min_error
      min_error = cur_error;
      min_i = i;
      min_j = j;
    endif
  endfor
endfor
C = C_list(min_i);
sigma = sigma_list(min_j);
fprintf('min_error: %f, C: %f, sigma: %f\n', min_error, C, sigma);
%%%   min_error: 0.030000, C: 1.000000, sigma: 0.100000   %%%
%}

% =========================================================================

end

Prompt Output

Loading and Visualizing Data ...
Program paused. Press enter to continue.

Training Linear SVM ...

Training ......................................................................
......... Done!

Program paused. Press enter to continue.

Evaluating the Gaussian Kernel ...
Gaussian Kernel between x1 = [1; 2; 1], x2 = [0; 4; -1], sigma = 2.000000 :
        0.324652
(for sigma = 2, this value should be about 0.324652)
Program paused. Press enter to continue.
Loading and Visualizing Data ...
Program paused. Press enter to continue.

Training SVM with RBF Kernel (this may take 1 to 2 minutes) ...

Training ......................................................................
...............................................................................
...............................................................................
...............................................................................
...............................................................................
...............................................................................
...............................................................................
. Done!

Program paused. Press enter to continue.
Loading and Visualizing Data ...
Program paused. Press enter to continue.

Training ......................................................................
...............................................................................
...............................................................................
........................................................................ Done!

min_error: 0.030000, C: 1.000000, sigma: 0.100000
Program paused. Press enter to continue.

Figure Output

Example Dataset 1

SVM Decision Boundary with C = 1 (Example Dataset 1)

SVM Decision Boundary with C = 100 (Example Dataset 1)

SVM Decision Boundary with C = 1000 (Example Dataset 1)

Example Dataset 2

SVM (Gaussian Kernel) Decision Boundary (Example Dataset 2)

Example Dataset 3

SVM (Gaussian Kernel) Decision Boundary (Example Dataset 3)