机器学习实战-支持向量机

最新推荐文章于 2022-06-29 16:45:46 发布

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最新推荐文章于 2022-06-29 16:45:46 发布

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本文链接：https://blog.csdn.net/sinat_23085789/article/details/73328048

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支持向量机
优点：泛化错误率低，计算开销不大，结果易于理解
缺点：对参数调节和核函数的选择敏感，原始分类器不加修改仅适用于处理二类问题
适用数据类型：数值型和标称型数据

如果数据集是1024维，需使用一个1023维的某对象来对数据进行分隔，改对象称作超平面。

#6-1 SMO算法辅助函数
def loadDataSet(fileName):#解析
    dataMat = [];labelMat = []
    fr = open(fileName)
    for line in fr.readlines():
        lineArr = line.strip().split("\t")
        dataMat.append([float(lineArr[0]),float(lineArr[1])])
        labelMat.append(float(lineArr[2]))
    return dataMat,labelMat

def selectJrand(i,m):#防止alpha下标和alpha的数目相同
    j=i
    while(j==i):
        j = int(random.uniform(0,m))
    return j

def clipAlpha(aj,H,L):
    if aj > H:
        aj = H
    if L > aj:
        aj = L
    return aj

实验这部分代码

import svmMLiA
dataArr,labelArr = svmMLiA.loadDataSet("testSet.txt")
labelArr
Out[7]: 
[-1.0,
 -1.0,
#略过若干结果...
 -1.0,
 -1.0]

下面开始SMO算法的第一个版本，伪代码大致如下：

创建一个alpha向量并将其初始化为0向量
当迭代次数小于最大迭代次数时（外循环）
    对数据集中的每个数据向量（内循环）：
    如果该数据向量可以被优化：
        随机选择另外一个数据向量
        同事优化这两个向量
        如果两个向量都不能被优化，退出内循环
如果所有向量都没被优化，增加迭代数目，继续下一次循环

#6-2 简化版SMO算法
def smoSimple(dataMatIn,classLabels,C,toler,maxIter):#数据集，类别标签，常数C，容错率，退出前最大的循环次数
    dataMatrix = mat(dataMatIn); labelMat = mat(classLabels).transpose()
    b = 0; m,n = shape(dataMatrix)
    alphas =mat(zeros((m,1)))
    iter = 0
    while(iter < maxIter):
        alphaPairsChanged = 0
        for i in range(m):
            fXi = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[i,:].T))+b
            Ei = fXi - float(labelMat[i])
            if ((labelMat[i]*Ei < -toler) and (alphas[i] < C)) or ((labelMat[i]*Ei > toler) and (alphas[i] > 0)):
                j = selectJrand(i,m)
                fXj = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[j,:].T)) +b
                Ej = fXj - float(labelMat[j])
                alphaIold = alphas[i].copy(); alphaJold = alphas[j].copy();#深度拷贝
                if (labelMat[i]!=labelMat[j]):#保证alpha在0和C之间
                    L = max(0,alphas[j]-alphas[i])
                    H = min(C,C+alphas[j]-alphas[i])
                else:
                    L = max(0,alphas[j]+alphas[i]-C)
                    H = min(C,alphas[j]+alphas[i])
                if L==H:print "L==H"; continue
                #eta是alpha[j]的最优修改量
                eta = 2.0*dataMatrix[i,:]*dataMatrix[j,:].T - dataMatrix[i,:]*dataMatrix[i,:].T - dataMatrix[j,:]*dataMatrix[j,:].T
                if eta>=0:print "eta>=0";continue
                alphas[j]-=labelMat[j]*(Ei-Ej)/eta
                alphas[j]=clipAlpha(alphas[j],H,L)
                if (abs(alphas[j]-alphaJold)<0.00001):print"j not moving enough"; continue
                alphas[i]+=labelMat[j]*labelMat[i]*(alphaJold-alphas[j])#修改方向相反
                b1 = b - Ei- labelMat[i]*(alphas[i]-alphaIold)*dataMatrix[i,:]*dataMatrix[i,:].T - labelMat[j]*(alphas[j]-alphaJold)*dataMatrix[i,:]*dataMatrix[j,:].T
                b2 = b - Ej- labelMat[i]*(alphas[i]-alphaIold)*dataMatrix[i,:]*dataMatrix[j,:].T - labelMat[j]*(alphas[j]-alphaJold)*dataMatrix[j,:]*dataMatrix[j,:].T
                if (0 < alphas[i]) and (C > alphas[i]): b = b1#设置常数项B
                elif (0 < alphas[j]) and (C > alphas[j]): b = b2
                else: b = (b1 + b2)/2.0
                alphaPairsChanged += 1
                print "iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)
        if (alphaPairsChanged == 0): iter += 1
        else: iter = 0
        print "iteration number: %d" % iter
    return b,alphas

#测试实际效果
import svmMLiA
dataArr,labelArr = svmMLiA.loadDataSet("testSet.txt")
b,alphas = svmMLiA.smoSimple(dataArr,labelArr,0.6,0.001,40)

#略过部分
iteration number: 28
iter: 28 i:29, pairs changed 1
iteration number: 0
j not moving enough
iteration number: 1
j not moving enough
j not moving enough
iteration number: 40

对结果进行观察

In [27]: b
Out[27]: matrix([[-3.83810926]])

我们可以直接观察alpha本身，但是其中的0元素过多，为了观察大于0的元素的数量，可以

alphas[alphas>0]#适用于NumPy类型
Out[28]: matrix([[ 0.12749752,  0.24132585,  0.36882337]])

由于SMO算法的随机性，读者运行后的结果可能不同。

#获得支持向量的格式
In [30]: shape(alphas[alphas>0])
Out[30]: (1L, 3L)
#了解哪些数据点是支持向量
In [32]: for i in range(100):
    ...:     if alphas[i]>0.0:print dataArr[i],labelArr[i]
    ...:     
[4.658191, 3.507396] -1.0
[3.457096, -0.082216] -1.0
[6.080573, 0.418886] 1.0

下面开始讨论完整版Platt SMO算法。他通过一个外循环来选择第一个alpha值，并且选择过程会在两种方式之间进行交替：一种是在所有数据集是进行单遍扫描，另一种方式则是非边界alpha中实现单遍扫描。

class optStruct:
    def __init__(self,dataMatIn,classLabels,C,toler):
        self.X = dataMatIn
        self.labelMat = classLabels
        self.C = C
        self.tol = toler
        self.m = shape(dataMatIn)[0]
        self.alphas = mat(zeros((self.m,1)))#是否有效的标志位和实际的E值
        self.b = 0
        self.eCache = mat(zeros((self.m,2)))
        #self.K = mat(zeros((self.m,self.m)))
        #for i in range(self.m):
           # self.K[:,i] = kernelTrans(self.X,self.X[i,:],kTup)

def calcEk(oS,k):
    fXk = float(multiply(oS.alphas,oS.labelMat).T*(oS.X*oS.X[k,:].T)) + oS.b
    Ek = fXk - float(oS.labelMat[k])
    return Ek

def selectJ(i,oS,Ei):
    maxK = -1; maxDeltaE=0; Ej=0
    oS.eCache[i] = [1,Ei]
    validEcacheList=nonzero(oS.eCache[:,0].A)[0]
    if(len(validEcacheList))>1:
        for k in validEcacheList:
            if k==i: continue
            Ek = calcEk(oS,k)
            deltaE=abs(Ei-Ek)
            if(deltaE>maxDeltaE):#选择最大步长
                maxK=k;maxDeltaE=deltaE;Ej=Ek
        return maxK,Ej
    else:
        j=selectJrand(i,oS.m)
        Ej=calcEk(oS,j)
    return j,Ej

def updateEk(oS, k):
    Ek = calcEk(oS, k)
    oS.eCache[k] = [1,Ek]

#寻找决策边界的优化例程
def innerL(i,oS):
    Ei=calcEk(oS,i)
    if((oS.labelMat[i]*Ei<-oS.tol)and(oS.alphas[i]< oS.C)) or ((oS.labelMat[i]*Ei > oS.tol) and (oS.alphas[i] > 0)):
        j,Ej = selectJ(i, oS, Ei)
        alphaIold = oS.alphas[i].copy();alphaJold = oS.alphas[j].copy();
        if (oS.labelMat[i] != oS.labelMat[j]):
            L = max(0,oS.alphas[j] - oS.alphas[i])
            H = min(oS.C, oS.C + oS.alphas[j] - oS.alphas[i])
        else:
            L = max(0,oS.alphas[j] + oS.alphas[i] - oS.C)
            H = min(oS.C, oS.alphas[j] + oS.alphas[i]) 
        if L==H: print "L==H"; return 0
        eta = 2.0*oS.X[i,:]*oS.X[j,:].T - oS.X[i,:]*oS.X[i,:].T - oS.X[j,:]*oS.X[j,:].T
        if eta >= 0: print "eta>=0"; return 0
        oS.alphas[j] -= oS.labelMat[j]*(Ei - Ej)/eta
        oS.alphas[j] = clipAlpha(oS.alphas[j],H,L)
        updateEk(oS, j)#更新缓存误差
        if (abs(oS.alphas[j] - alphaJold) < 0.00001):print "j not moving enough"; return 0
        oS.alphas[i] += oS.labelMat[j]*oS.labelMat[i]*(alphaJold - oS.alphas[j])
        updateEk(oS, i)
        b1 = oS.b - Ei- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.X[i,:]*oS.X[i,:].T - oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.X[i,:]*oS.X[j,:].T
        b2 = oS.b - Ej- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.X[i,:]*oS.X[j,:].T- oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.X[j,:]*oS.X[j,:].T
        if (0 < oS.alphas[i]) and (oS.C > oS.alphas[i]): oS.b = b1
        elif (0 < oS.alphas[j]) and (oS.C > oS.alphas[j]): oS.b = b2
        else: oS.b = (b1 + b2)/2.0
        return 1
    else: return 0

def smoP(dataMatIn, classLabels, C, toler, maxIter):
    oS = optStruct(mat(dataMatIn),mat(classLabels).transpose(),C,toler)#构建数据结构容纳所有数据
    iter = 0
    entireSet = True; alphaPairsChanged = 0
    while (iter < maxIter) and ((alphaPairsChanged > 0) or (entireSet)):
        alphaPairsChanged = 0
        if entireSet: 
            for i in range(oS.m):                        
                alphaPairsChanged += innerL(i,oS)
                print "fullSet, iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)
            iter += 1
        else:
            nonBoundIs = nonzero((oS.alphas.A > 0) * (oS.alphas.A < C))[0]
            for i in nonBoundIs:
                alphaPairsChanged += innerL(i,oS)
                print "non-bound, iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)
            iter += 1
        if entireSet: entireSet = False
        elif (alphaPairsChanged == 0): entireSet = True  
        print "iteration number: %d" % iter
    return oS.b,oS.alphas

下面观察上述执行结果：

import svmMLiAli
dataArr,labelArr = svmMLiAli.loadDataSet("testSet.txt")
b,alphas = svmMLiAli.smoP(dataArr,labelArr,0.6,0.001,40)

fullSet, iter: 0 i:0, pairs changed 1
fullSet, iter: 0 i:1, pairs changed 1
fullSet, iter: 0 i:2, pairs changed 2
fullSet, iter: 0 i:3, pairs changed 3
L==H
fullSet, iter: 0 i:4, pairs changed 3
L==H
fullSet, iter: 0 i:5, pairs changed 3
L==H
fullSet, iter: 0 i:6, pairs changed 3
fullSet, iter: 0 i:7, pairs changed 3
fullSet, iter: 0 i:8, pairs changed 4
fullSet, iter: 0 i:9, pairs changed 4
j not moving enough
fullSet, iter: 0 i:10, pairs changed 4
fullSet, iter: 0 i:11, pairs changed 4
fullSet, iter: 0 i:12, pairs changed 4
fullSet, iter: 0 i:13, pairs changed 4
fullSet, iter: 0 i:14, pairs changed 4
fullSet, iter: 0 i:15, pairs changed 4
fullSet, iter: 0 i:16, pairs changed 4
j not moving enough#省略部分结果

下面开始计算w

def calcWs(alphas,dataArr,classLabels):
    X = mat(dataArr); labelMat = mat(classLabels).transpose()
    m,n = shape(X)
    w = zeros((n,1))
    for i in range(m):
        w += multiply(alphas[i]*labelMat[i],X[i,:].T)
    return w

In [2]: ws = calcWs(alphas,dataArr,labelArr)

In [3]: ws
Out[3]: 
array([[ 0.65307162],
       [-0.17196128]])

现在对数据进行分类处理，比如对第一个数据分类，可以：

In [4]: datMat = mat(dataArr)

In [5]: datMat[0]*mat(ws) + b
Out[5]: matrix([[-0.92555695]])

如果该数字大于0，则属于1类，小于则属于-1类：

In [6]: labelArr[0]
Out[6]: -1.0

In [7]: datMat[2]*mat(ws) + b
Out[7]: matrix([[ 2.30436336]])

In [8]: labelArr[2]
Out[8]: 1.0

In [9]: datMat[1]*mat(ws) + b
Out[9]: matrix([[-1.36706674]])

In [10]: labelArr[1]
Out[10]: -1.0

下面研究不能线性处理的情况，需要使用核函数（kernel）。我们需要将数据从一个特征空间转换到另外一个特征空间。

#6-6 核转换函数
def kernelTrans(X, A, kTup):#kT是核函数信息，第一个是类型，另外两个是可选参数
    m,n = shape(X)
    K = mat(zeros((m,1)))
    if kTup[0]=="lin":K = X * A.T
    elif kTup[0] == "rbf":
        for j in range(m):
            deltaRow = X[j,:] - A
            K[j] = deltaRow*deltaRow.T
        K = exp(K/(-1*kTup[1]**2))#元素除，NumPy中指矩阵元素展开计算
    else: raise NameError("Houston We Have a Problem -- That Kernel is not recognized")
    return K

class optStruct:
    def __init__(self,dataMatIn,classLabels,C,toler, kTup):#增加kTup
        self.X = dataMatIn
        self.labelMat = classLabels
        self.C = C
        self.tol = toler
        self.m = shape(dataMatIn)[0]
        self.alphas = mat(zeros((self.m,1)))#是否有效的标志位和实际的E值
        self.b = 0
        self.eCache = mat(zeros((self.m,2)))
        #更新部分
        self.K = mat(zeros((self.m,self.m)))
        for i in range(self.m):
            self.K[:,i] = kernelTrans(self.X,self.X[i,:],kTup)

另外还需要修改：

def innerL(i,oS):
        #eta = 2.0*oS.X[i,:]*oS.X[j,:].T - oS.X[i,:]*oS.X[i,:].T - oS.X[j,:]*oS.X[j,:].T
        eta = 2.0*oS.K[i,j] - oS.K[i,i] - oS.K[j,j]
        #b1 = oS.b - Ei- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.X[i,:]*oS.X[i,:].T - oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.X[i,:]*oS.X[j,:].T
        #b2 = oS.b - Ej- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.X[i,:]*oS.X[j,:].T- oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.X[j,:]*oS.X[j,:].T
        b1 = oS.b - Ei- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.K[i,i] - oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.K[i,j]
        b2 = oS.b - Ej- oS.labelMat[i]*(oS.alphas[i]-alphaIold)*oS.K[i,j]- oS.labelMat[j]*(oS.alphas[j]-alphaJold)*oS.K[j,j]
def calcEk(oS,k):
        #fXk = float(multiply(oS.alphas,oS.labelMat).T*(oS.X*oS.X[k,:].T)) + oS.b
        fXk = float(multiply(oS.alphas,oS.labelMat).T*oS.K[:,k] + oS.b)

#6-8 利用核函数进行分类的径向基测试函数
def testRbf(k1=1.3):
    dataArr,labelArr = loadDataSet("testSetRBF.txt")
    b,alphas = smoP(dataArr, labelArr, 200, 0.0001, 10000, ("rbf", k1))
    datMat = mat(dataArr); labelMat = mat(labelArr).transpose()
    svInd = nonzero(alphas.A>0)[0] #返回数组中值不为零的元素的下标
    sVs = datMat[svInd]
    labelSV = labelMat[svInd]
    print "there are %d Support Vectors" % shape(sVs)[0]
    m,n = shape(datMat)
    errorCount = 0
    for i in range(m):
        kernelEval = kernelTrans(sVs,datMat[i,:],("rbf",k1))
        predict=kernelEval.T * multiply(labelSV,alphas[svInd]) + b
        if sign(predict)!=sign(labelArr[i]): errorCount += 1
    print "the training error rate is: %f" % (float(errorCount)/m)
    dataArr,labelArr = loadDataSet('testSetRBF2.txt')
    errorCount = 0
    datMat=mat(dataArr); labelMat = mat(labelArr).transpose()
    m,n = shape(datMat)
    for i in range(m):#测试数据集
        kernelEval = kernelTrans(sVs,datMat[i,:],('rbf', k1))
        predict=kernelEval.T * multiply(labelSV,alphas[svInd]) + b
        if sign(predict)!=sign(labelArr[i]): errorCount += 1    
    print "the test error rate is: %f" % (float(errorCount)/m)

测试

In [19]: svmMLiA.testRbf()
#省略部分数据
L==H
fullSet, iter: 4 i:91, pairs changed 0
L==H
fullSet, iter: 4 i:92, pairs changed 0
fullSet, iter: 4 i:93, pairs changed 0
fullSet, iter: 4 i:94, pairs changed 0
fullSet, iter: 4 i:95, pairs changed 0
L==H
fullSet, iter: 4 i:96, pairs changed 0
fullSet, iter: 4 i:97, pairs changed 0
fullSet, iter: 4 i:98, pairs changed 0
fullSet, iter: 4 i:99, pairs changed 0
iteration number: 5
there are 29 Support Vectors
the training error rate is: 0.130000
the test error rate is: 0.150000

支持向量的数目存在一个最优值。SVM的优点在于它能对数据进行高效分类。如果支持向量太少，就可能会得到一个很差的决策边界；如果支持向量太多，也就相当于每次都利用整个数据集进行分类，这种分类情况称作k近邻。
先加入第二章knn算法中的img2vector()函数，然后加入如下代码：

#6-9 基于SVM的手写数字识别
def loadImages(dirName):
    from os import listdir
    hwLabels = []
    trainingFileList = listdir(dirName)
    m = len(trainingFileList)#总文件个数
    trainingMat = zeros((m,1024))
    for i in range(m):
        fileNameStr = trainingFileList[i]
        fileStr = fileNameStr.split('.')[0]#按“.”分开，取第0行
        classNumStr = int(fileStr.split('_')[0])
        if classNumStr == 9: hwLabels.append(-1)
        else: hwLabels.append(1)
        trainingMat[i,:] = img2vector('%s/%s' % (dirName, fileNameStr))
    return trainingMat, hwLabels    

def testDigits(kTup=('rbf', 10)):
    dataArr,labelArr = loadImages('trainingDigits')
    b,alphas = smoP(dataArr, labelArr, 200, 0.0001, 10000, kTup)
    datMat=mat(dataArr); labelMat = mat(labelArr).transpose()
    svInd=nonzero(alphas.A>0)[0]
    sVs=datMat[svInd] 
    labelSV = labelMat[svInd];
    print "there are %d Support Vectors" % shape(sVs)[0]
    m,n = shape(datMat)
    errorCount = 0
    for i in range(m):
        kernelEval = kernelTrans(sVs,datMat[i,:],kTup)
        predict=kernelEval.T * multiply(labelSV,alphas[svInd]) + b
        if sign(predict)!=sign(labelArr[i]): errorCount += 1
    print "the training error rate is: %f" % (float(errorCount)/m)
    dataArr,labelArr = loadImages('testDigits')
    errorCount = 0
    datMat=mat(dataArr); labelMat = mat(labelArr).transpose()
    m,n = shape(datMat)
    for i in range(m):
        kernelEval = kernelTrans(sVs,datMat[i,:],kTup)
        predict=kernelEval.T * multiply(labelSV,alphas[svInd]) + b
        if sign(predict)!=sign(labelArr[i]): errorCount += 1    
    print "the test error rate is: %f" % (float(errorCount)/m)

In [35]: svmMLiA.testDigits(("rbf",20))
#省略部分结果
L==H
fullSet, iter: 3 i:397, pairs changed 0
L==H
fullSet, iter: 3 i:398, pairs changed 0
L==H
fullSet, iter: 3 i:399, pairs changed 0
fullSet, iter: 3 i:400, pairs changed 0
j not moving enough
fullSet, iter: 3 i:401, pairs changed 0
iteration number: 4
there are 51 Support Vectors
the training error rate is: 0.000000
the test error rate is: 0.016129