Softmax

python 实现softmax

1、实验使用的数据来自http://sci2s.ugr.es/keel/category.php?cat=clas
2、有关具体的推导请参考Andrew Ng.的课程http://cs229.stanford.edu/

#-*- coding=utf-8 -*-
import numpy as np
class Softmax(object):
    "class softmax"
    def __init__(self,size,epo=1000,rate=0.001):
        """
        :param size: size=(num of attributes,num of classes)
        :param epo: training
        :param rate:learning rate
        :return:
        """
        self.epo=epo
        self.rate=rate
        self.weights=np.random.normal(size=size)
    def fit(self,traindata,testdata=None):
        "train softmax and use stochastic gradient decent updating weights"
        best_accuracy=-1
        best_epo=-1
        for i in range(self.epo):
            print "epo %d"%i
            for j in range(data.shape[0]):
                x=data[j,:-1]
                y=data[j,-1]
                h=self.softmax(x)
                #print h
                #update weights
                self.weights=self.weights.transpose()
                for k in range(self.weights.shape[0]):
                    if k==y:
                        self.weights[k]+=self.rate*(1-h[k])*x
                    else:
                        self.weights[k]+=self.rate*(-h[k])*x
                self.weights=self.weights.transpose()
            if traindata is not None:
                accu=self.accuracy(traindata)
                if accu>best_accuracy:
                    best_epo=i
                    best_accuracy=accu
            print "best_epo is %d ,best_accuracy is %lf"%(best_epo,best_accuracy)
    def softmax(self,x):
        temp=self.weights.transpose().dot(x)
        max=np.max(temp)
        temp=temp-max
        h=np.exp(temp)/np.sum(np.exp(temp))
        h=np.nan_to_num(h)

        return h
    def predict(self,x):
        h=np.argmax(self.softmax(x))
        return h
    def accuracy(self,data):
        num=0
        for i in range(data.shape[0]):
            x=data[i][:-1]
            y=data[i][-1]
            h=self.predict(x)
            if y==h:
                num+=1
        #print "predict accuracy is %lf"%(num*1.0/data.shape[0])
        return num*1.0/data.shape[0]
def loadData(path):
    data=np.loadtxt(path,skiprows=21,dtype="int32",delimiter=",")
    new_data=np.ones((data.shape[0],data.shape[1]+1))
    """"relarge the dataset with x0=1"""
    new_data[:,1:]=data
    return new_data
data=loadData("D:\\SelfLearning\\Machine Learning\\ClassifyDataSet\\penbased\\penbased.dat")
train_data=data[:8000]
test_data=data[8000:]
lr=Softmax(size=(17,10),epo=150,lamda=0.00001)
lr.fit(train_data,test_data)

print lr.accuracy(test_data)
print lr.accuracy(train_data)

针对penbased.dat数据集进行测试，该数据集为手写体数字的十分类问题。
实验结果：

best_epo is 14 ,best_accuracy is 0.910625