林轩田-机器学习基石-作业3-python源码

最新推荐文章于 2021-12-13 16:34:27 发布

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最新推荐文章于 2021-12-13 16:34:27 发布

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大家好，以下是林轩田机器学习基石--作业3的Python的参考代码，自己码的。Python方面没有工程经验，如有错误或者更好的代码优化方法，麻烦大家留言提醒一下下，大家互相交流学习，谢谢。

13-15题主要考察在分类问题上的线性回归和特征转换，所使用的样本点均由目标函数
f(x1; x2) = sign(x1^2 + x2^2 − 0.6)
产生

13.1：在使用线性回归且不进行参数转换的情况下（也就是直接使用特征向量(1; x1; x2)），对数据进行拟合。进行1000次试验，并且画出1000次试验的Ein的直方图，并求出Ein的平均值。

### For Questions 13-15, Generate a training set of N = 1000 points on X = [−1; 1] × [−1; 1] with uniform probability of
### picking each x 2 X. Generate simulated noise by flipping the sign of the output in a random 10% subset
### of the generated training set.

import random
import numpy as np
import matplotlib.pyplot as plt

### target function f(x1, x2) = sign(x1^2 + x2^2 - 0.6)
def target_function(x1, x2):
    return (1 if (x1*x1 + x2*x2 - 0.6) >= 0 else -1)

### plot dot picture, two dimension features
def plot_dot_picture(features, lables, w=np.zeros((3, 1))):
    x1 = features[:,1]
    x2 = features[:,2]
    y = lables[:,0]

    plot_size = 20
    size = np.ones((len(x1)))*plot_size

    size_x1 = np.ma.masked_where(y<0, size)
    size_x2 = np.ma.masked_where(y>0, size)

    ### plot scatter
    plt.scatter(x1, x2, s=size_x1, marker='x', c='r')
    plt.scatter(x1, x2, s=size_x2, marker='o', c='b')

    ### plot w line
    x1_tmp = np.arange(-1,1,0.01)
    x2_tmp = np.arange(-1,1,0.01)

    x1_tmp, x2_tmp = np.meshgrid(x1_tmp, x2_tmp)

    f = x1_tmp*w[1, 0] + x2_tmp*w[2, 0] + w[0, 0]

    try:
        plt.contour(x1_tmp, x2_tmp, f, 0)
    except ValueError:
        pass

    plt.xlabel('X1')
    plt.ylabel('X2')

    plt.title('Feature scatter plot')

    plt.legend()

    plt.show()

### return a numpy array
def training_data_with_random_error(num=1000):
    features = np.zeros((num, 3))
    labels = np.zeros((num, 1))

    points_x1 = np.array([round(random.uniform(-1, 1) ,2) for _ in range(num)])
    points_x2 = np.array([round(random.uniform(-1, 1) ,2) for _ in range(num)])

    for i in range(num):
        features[i, 0] = 1
        features[i, 1] = points_x1[i]
        features[i, 2] = points_x2[i]
        labels[i] = target_function(points_x1[i], points_x2[i])
        ### choose 10 error labels
        if i <= num*0.1:
            labels[i] = (1 if labels[i]<0 else -1)
    return features, labels

def error_rate(features, labels, w):
    wrong = 0
    for i in range(len(labels)):
        if np.dot(features[i], w)*labels[i,0] < 0:
            wrong += 1
    return wrong/(len(labels)*1.0)

(features,labels) = training_data_with_random_error(1000)
plot_dot_picture(features, labels)

因为特征是二维的，很容易用图片表述。从图上可以看出，点的分布和目标方程大致一致。
这里写图片描述

### 13.1 (*) Carry out Linear Regression without transformation, i.e., with feature vector:
### (1; x1; x2);
### to find wlin, and use wlin directly for classification. Run the experiments for 1000 times and plot
### a histogram on the classification (0/1) in-sample error (Ein). What is the average Ein over 1000
### experiments?

"""
    linear regression:
    model     : g(x) = Wt * X
    strategy  : squared error
    algorithm : close form(matrix)
    result    : w = (Xt.X)^-1.Xt.Y
"""
def linear_regression_closed_form(X, Y):
    return np.linalg.inv(np.dot(X.T, X)).dot(X.T).dot(Y)

w = linear_regression_closed_form(features, labels)

"""
    plot the one result(just for visual)
"""
plot_dot_picture(features, labels, w)

"""
    run 1000 times, and plot histogram
"""
error_rate_array = []
for i in range(1000):
    (features,labels) = training_data_with_random_error(1000)
    w = linear_regression_closed_form(features, labels)
    error_rate_array.append(error_rate(features, labels, w))
bins = np.arange(0,1,0.05)
plt.hist(error_rate_array, bins, rwidth=0.8, histtype='bar')
plt.title("Error rate histogram(without feature transform)")
plt.show()

### error rate, approximately 0.5
avr_err = sum(error_rate_array)/(len(error_rate_array)*1.0)

print "13.1--Linear regression for classification without feature transform:Average error--",avr_err

下面这张图片是执行1次试验学习到的直线，可见效果很糟糕

这里写图片描述

下面这张直方图描述的是执行1000次的Ein的直方图，Ein大概为0.5左右，可以说没什么学习效果。证明我们选择的一次模型不能够满足该数据集。

这里写图片描述

13.1--Linear regression for classification without feature transform:Average error-- 0.50587

### Now, transform the training data into the following nonlinear feature vector:
### (1; x1; x2; x1x2; x1^2; x2^2)
### Find the vector ~w that corresponds to the solution of Linear Regression, and take it for classification.

"""
    feature transform φ(x) = z = (1; x1; x2; x1x2; x1^2; x2^2)
"""
def feature_transform(features):
    new = np.zeros((len(features), 6))
    new[:, 0:3] = features[:,:]*1
    new[:, 3] = features[:, 1] * features[:, 2]
    new[:, 4] = features[:, 1] * features[:, 1]
    new[:, 5] = features[:, 2] * features[:, 2]
    return new

def plot_dot_pictures(features, lables, w=np.zeros((6, 1))):
    x1 = features[:,1]
    x2 = features[:,2]
    y = lables[:,0]

    plot_size = 20
    size = np.ones((len(x1)))*plot_size

    size_x1 = np.ma.masked_where(y<0, size)
    size_x2 = np.ma.masked_where(y>0, size)

    ### plot scatter
    plt.scatter(x1, x2, s=size_x1, marker='x', c='r')
    plt.scatter(x1, x2, s=size_x2, marker='o', c='b')

    ### plot w line
    x1_tmp = np.arange(-1,1,0.01)
    x2_tmp = np.arange(-1,1,0.01)

    x1_tmp, x2_tmp = np.meshgrid(x1_tmp, x2_tmp)

    f = w[0, 0] + x1_tmp*w[1, 0] + x2_tmp*w[2, 0] + x1_tmp*x2_tmp*w[3, 0] \
        + x1_tmp*x1_tmp*w[4, 0] + x2_tmp*x2_tmp*w[5, 0]

    try:
        plt.contour(x1_tmp, x2_tmp, f, 0)
    except ValueError:
        pass

    plt.xlabel('X1')
    plt.ylabel('X2')

    plt.title('Feature scatter plot')

    plt.legend()

    plt.show()

"""
    plot the one result(just for visual)
"""
(features,labels) = training_data_with_random_error(1000)
new_features = feature_transform(features)
w = linear_regression_closed_form(new_features, labels)
plot_dot_pictures(features, labels, w)

"""
    run 1000 times, and plot histogram
"""
error_rate_array = []
for i in range(1000):
    (features,labels) = training_data_with_random_error(1000)
    new_features = feature_transform(features)

    w = linear_regression_closed_form(new_features, labels)
    error_rate_array.append(error_rate(new_features, labels, w))

bins = np.arange(0,1,0.05)
plt.hist(error_rate_array, bins, rwidth=0.8, histtype='bar')
plt.title("Error rate histogram(with feature transform)")
plt.show()

### error rate, approximately 0.5
avr_err = sum(error_rate_array)/(len(error_rate_array)*1.0)

print "13.2--Linear regression for classification with feature transform:Average error--",avr_err

所以在13题后面，我们使用二次的假设，并使用使用了特征转换，将非线性问题转换为线性问题，以便于使用线性回归。从图中看出来，我们学习的效果很不错，错误率在12%左右（数据集里面本身有10%的噪声点）

这里写图片描述

13.2--Linear regression for classification with feature transform:Average error-- 0.124849

所以说线性回归总是适合分类分类问题吗？下面做了一个小实验。有意地挑选了六个样本点，分别在[1,1]附近和[-1, -1]附近。

### is linear regression always good for classification, see the following example

features = np.array([[1, 1.1, 1.2], [1, 1.2,1.0], [1, 1.0, 1.0], [1, -1.1, -1.2], [1, -1.2, -1.0], [1, -1.0, -1.0]])
labels = np.array([[1],[1],[1],[-1],[-1],[-1]])

w = linear_regression_closed_form(features, labels)

"""
    plot the one result(just for visual)
"""
plot_dot_picture(features, labels, w)

使用线性回归，得到如图的一条直线（其实该结果出乎了我的意料，我还以为会生成一条类似y=x的直线呢）。
这里写图片描述

### if add a new large x point, what happens?
features = np.array([[1, 100, 100], [1, 1.1, 1.2], [1, 1.2,1.0], [1, 1.0, 1.0], [1, -1.1, -1.2], [1, -1.2, -1.0], [1, -1.0, -1.0]])
labels = np.array([[1], [1],[1],[1],[-1],[-1],[-1]])

w = linear_regression_closed_form(features, labels)

"""
    plot the one result(just for visual)
"""
print w
plot_dot_picture(features, labels, w)
print np.dot(features, w)

### total 7 points, 2 points error!!!!!

现在加入一个[100, 100]的样本点，加入这个点是很合理的，可见生成了一条类似Y=X的直线，但是居然有2个点分类错误（本来有图的。。）。但如果该问题用binary classification或者其他的分类器，均可以很好的工作。所以现行回归并不是总是适合分类问题的。

### 14. (*) Run the experiment for 1000 times, and plot a histogram on ~ w3, the weight associated with
### x1x2. What is the average ~ w3?
"""
    run 1000 times, and plot histogram
"""
w3_array = []
for i in range(1000):
    (features,labels) = training_data_with_random_error(1000)
    new_features = feature_transform(features)

    w = linear_regression_closed_form(new_features, labels)
    w3_array.append(w[3,0])

bins = np.arange(-2,2,0.05)
plt.hist(w3_array, bins, rwidth=0.8, histtype='bar')
plt.title("Parameters W3(with feature transform)")
plt.show()

print "Average of W3 is: ", sum(w3_array)/(len(w3_array)*1.0)

这里写图片描述

Average of W3 is:  0.00120328875641

### 15. (*) Continue from Question 14, and plot a histogram on the classification Eout instead. You can
### estimate it by generating a new set of 1000 points and adding noise as before. What is the average
### Eout?

error_out = []
for i in range(1000):
    (features,labels) = training_data_with_random_error(1000)
    new_features = feature_transform(features)
    error_out.append(error_rate(new_features,labels, w))

bins = np.arange(-1,1,0.05)
plt.hist(error_out, bins, rwidth=0.8, histtype='bar')
plt.title("Error out(with feature transform)")
plt.show()

print "Average of Eout is: ", sum(error_out)/(len(error_out)*1.0)

这里写图片描述

Average of Eout is:  0.133649

### 18. (*) Implement the fixed learning rate gradient descent algorithm below for logistic regression, initialized with 0. Run the algorithm with η = 0:001 and T = 2000 on the following set for training:
###                http://www.csie.ntu.edu.tw/~htlin/course/ml15fall/hw3/hw3_train.dat
### and the following set for testing:
###                http://www.csie.ntu.edu.tw/~htlin/course/ml15fall/hw3/hw3_test.dat
### What is the weight vector within your g? What is the Eout(g) from your algorithm, evaluated using
### the 0=1 error on the test set?
import math
import numpy as np

"""
Read data from data file
"""
def data_load(file_path):

    ### open file and read lines
    f = open(file_path)
    try:
        lines = f.readlines()
    finally:
        f.close()

    ### create features and lables array
    example_num = len(lines)
    feature_dimension = len(lines[0].strip().split())  ###i do not know how to calculate the dimension  

    features = np.zeros((example_num, feature_dimension))
    features[:,0] = 1
    labels = np.zeros((example_num, 1))

    for index,line in enumerate(lines):
        ### items[0:-1]--features   items[-1]--label
        items = line.strip().split(' ')
        ### get features
        features[index,1:] = [float(str_num) for str_num in items[0:-1]]

        ### get label
        labels[index] = float(items[-1])

    return features,labels

### gradient descent
def gradient_descent(X, Y, w):
    ### -YnWtXn
    tmp = -Y*(np.dot(X, w))

    ### θ(-YnWtXn) = exp(tmp)/1+exp(tmp)
    ### weight_matrix = np.array([math.exp(_)/(1+math.exp(_)) for _ in tmp]).reshape(len(X), 1)
    weight_matrix = np.exp(tmp)/((1+np.exp(tmp))*1.0)
    gradient = 1/(len(X)*1.0)*(sum(weight_matrix*-Y*X).reshape(len(w), 1))

    return gradient

### gradient descent
def stochastic_gradient_descent(X, Y, w):
    ### -YnWtXn
    tmp = -Y*(np.dot(X, w))

    ### θ(-YnWtXn) = exp(tmp)/1+exp(tmp)
    ###weight = math.exp(tmp[0])/((1+math.exp(tmp[0]))*1.0)
    weight = np.exp(tmp)/((1+np.exp(tmp))*1.0)

    gradient = weight*-Y*X
    return gradient.reshape(len(gradient), 1)

### LinearRegression Class,first time use Class, HaHa...
class LinearRegression:
    'Linear Regression of My'

    def __init__(self):
        pass

    ### fit model
    def fit(self, X, Y, Eta=0.001, max_interate=2000, sgd=False):
        ### ∂E/∂w = 1/N * ∑θ(-YnWtXn)(-YnXn)
        self.__w = np.zeros((len(X[0]),1))

        if sgd == False:
            for i in range(max_interate):
                self.__w = self.__w - Eta*gradient_descent(X, Y, self.__w)
        else:
            index = 0
            for i in range(max_interate):
                if (index >= len(X)):
                    index = 0
                self.__w = self.__w - Eta*stochastic_gradient_descent(np.array(X[index]), Y[index], self.__w)
                index += 1
    ### predict
    def predict(self, X):
        binary_result = np.dot(X, self.__w) >= 0
        return np.array([(1 if _ > 0 else -1) for _ in binary_result]).reshape(len(X), 1) 

    ### get vector w
    def get_w(self):
        return self.__w

    ### score(error rate)
    def score(self, X, Y):
        predict_Y = self.predict(X)
        return sum(predict_Y != Y)/(len(Y)*1.0)

### training model
(X, Y) = data_load("hw3_train.dat")
lr = LinearRegression()
lr.fit(X, Y, max_interate = 2000)

### get weight vector
print "weight vector: ", lr.get_w()

### get 0/1 error in test data
test_X, test_Y = data_load("hw3_test.dat")
###print "Eout: ", lr.score(test_X,test_Y)     
lr.score(test_X,test_Y)

weight vector:  [[ 0.01878417]
 [-0.01260595]
 [ 0.04084862]
 [-0.03266317]
 [ 0.01502334]
 [-0.03667437]
 [ 0.01255934]
 [ 0.04815065]
 [-0.02206419]
 [ 0.02479605]
 [ 0.06899284]
 [ 0.0193719 ]
 [-0.01988549]
 [-0.0087049 ]
 [ 0.04605863]
 [ 0.05793382]
 [ 0.061218  ]
 [-0.04720391]
 [ 0.06070375]
 [-0.01610907]
 [-0.03484607]]





array([ 0.475])

### 19. (*) Implement the fixed learning rate gradient descent algorithm below for logistic regression,
### initialized with 0. Run the algorithm with η = 0:01 and T = 2000 on the following set for training:
###                http://www.csie.ntu.edu.tw/~htlin/course/ml15fall/hw3/hw3_train.dat
### and the following set for testing:
###                http://www.csie.ntu.edu.tw/~htlin/course/ml15fall/hw3/hw3_test.dat
### What is the weight vector within your g? What is the Eout(g) from your algorithm, evaluated using
### the 0=1 error on the test set?

### training model
(X, Y) = data_load("hw3_train.dat")
lr_eta = LinearRegression()
lr_eta.fit(X, Y, 0.01, 2000)

### get weight vector
print "weight vector: ", lr_eta.get_w()

### get 0/1 error in test data
test_X, test_Y = data_load("hw3_test.dat")
print "Eout: ", lr_eta.score(test_X,test_Y)

weight vector:  [[-0.00385379]
 [-0.18914564]
 [ 0.26625908]
 [-0.35356593]
 [ 0.04088776]
 [-0.3794296 ]
 [ 0.01982783]
 [ 0.33391527]
 [-0.26386754]
 [ 0.13489328]
 [ 0.4914191 ]
 [ 0.08726107]
 [-0.25537728]
 [-0.16291797]
 [ 0.30073678]
 [ 0.40014954]
 [ 0.43218808]
 [-0.46227968]
 [ 0.43230193]
 [-0.20786372]
 [-0.36936337]]
Eout:  [ 0.22]

### 20. (*) Implement the fixed learning rate stochastic gradient descent algorithm below for logistic regression,
### initialized with 0. Instead of randomly choosing n in each iteration, please simply pick
### the example with the cyclic order n = 1; 2; : : : ; N; 1; 2; : : :. Run the algorithm with η = 0:001 and
### T = 2000 on the following set for training:
### http://www.csie.ntu.edu.tw/~htlin/course/ml15fall/hw3/hw3_train.dat
### and the following set for testing:
### http://www.csie.ntu.edu.tw/~htlin/course/ml15fall/hw3/hw3_test.dat
### What is the weight vector within your g? What is the Eout(g) from your algorithm, evaluated using
### the 0=1 error on the test set?
### training model
(X, Y) = data_load("hw3_train.dat")
lr_sgd = LinearRegression()
lr_sgd.fit(X, Y, sgd=True, max_interate = 2000)

### get weight vector
print "weight vector: ", lr_sgd.get_w()

### get 0/1 error in test data
test_X, test_Y = data_load("hw3_test.dat")
print "Eout: ", lr_sgd.score(test_X,test_Y)

weight vector:  [[ 0.01826899]
 [-0.01308051]
 [ 0.04072894]
 [-0.03295698]
 [ 0.01498363]
 [-0.03691042]
 [ 0.01232819]
 [ 0.04791334]
 [-0.02244958]
 [ 0.02470544]
 [ 0.06878235]
 [ 0.01897378]
 [-0.02032107]
 [-0.00901469]
 [ 0.04589259]
 [ 0.05776824]
 [ 0.06102487]
 [-0.04756147]
 [ 0.06035018]
 [-0.01660574]
 [-0.03509342]]
Eout:  [ 0.473]