adaboost分类算法

#!usr/bin/env python
#-*- encoding:utf-8 -*-
from numpy import *

#创建数据
def loadSimpleData():
    datMax = matrix(
        [[1.0,2.1],
         [2.0,1.1],
        [1.3,1.0],
        [1.0,1.0],
        [2.0,1.0]]
    )
    classLables = [1.0,1.0,-1.0,-1.0,1.0]
    return datMax,classLables

dataMax,classLables = loadSimpleData()

#单层决策胡生成函数
def stumpClassify(dataMatrix,dimen,threshVal,threshIneq):
    retArray = ones((shape(dataMatrix)[0],1))
    if threshIneq == 'lt':
        retArray[dataMatrix[:,dimen] <= threshVal] = -1.0
    else:
        retArray[dataMatrix[:,dimen] > threshVal] = -1.0
        return retArray

#datArr,labelArr = loadSimpleData()

def buildStump(dataArr,classLabels,D):
    dataMatrix = mat(dataArr)
    labelMat = mat(classLables).T
    m,n = shape(dataMatrix)
    numSteps = 10.0
    bestStump = {}
    bestClasEst = mat(zeros((m,1)))
    minError = inf
    for i in range(n):
        rangeMin = dataMatrix[:,i].min()
        rangeMax = dataMatrix[:,i].max()
        stepSize = (rangeMax - rangeMin) / numSteps
        for j in range(-1,int(numSteps)+1):
            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
                #print "split: dim %d, thresh %.2f,thresh inequal:%s,the weighted error is %.3f" % (i,threshVal,inequal,weightedError)
                if weightedError < minError:
                    minError = weightedError
                    bestClasEst = predictedVals
                    bestStump['dim'] = i
                    bestStump['thresh'] = threshVal
                    bestStump['ineq'] = inequal
    return bestStump,minError,bestClasEst


def adaBoostTrainDS(dataArr,classLabels,numIt=40):
    weakClassArr = []
    m = shape(dataArr)[0]
    D = mat(ones((m,1))/m)
    aggClassEst = mat(zeros((m,1)))
    for i in range(numIt):
        bestStump,error,classEst = buildStump(dataArr,classLables,D)
        print "D:",D.T
        alpha = float(0.5*log(1.0-error)/max(error,1e-16))
        bestStump['alpha'] = alpha
        weakClassArr.append(bestStump)
        print "classEst: ",classEst.T
        expon = multiply(-1*alpha*mat(classLables).T,classEst)
        D = multiply(D,exp(expon))
        D = D / D.sum()
        aggClassEst += alpha*classEst
        print "aggClassEst: ",aggClassEst.T
        aggErrors = multiply(sign(aggClassEst) != mat(classLables).T,ones((m,1)))
        errorRate = aggErrors.sum() / m
        print "total error: ",errorRate,"\n"
        if errorRate == 0.0:break
    #return weakClassArr
    return weakClassArr

def adaClassify(datToClass,classifierArr):
    dataMatrix = mat(datToClass)
    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)

#ROC曲线的控制及AUC计算函数
def plotROC(predStrenghts,classLabels):
    import matplotlib.pyplot as plt
    cur = (1.0,1.0)
    ySum = 0.0
    numPosCLas = sum(array(classLabels) == 1.0)
    yStep = 1 / float(numPosCLas)
    xStep = 1 / float(len(classLabels) - numPosCLas)
    sortedIndicies = predStrenghts.argsort()
    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 = 0
            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 "this Ares Under the Curve is: ",ySum*xStep




#D = mat(ones((5,1)) / 5)
#   print buildStump(dataMax,classLables,D)
#datArr,labelArr = loadSimpleData()
dataMax,classLables = loadSimpleData()
classifierArr = adaBoostTrainDS(dataMax,classLables,30)
adaClassify([5,5],classifierArr)