SVM算法:
1、算法思想:寻找一个超平面来划分不同类别的数据。http://www.cnblogs.com/end/p/3848740.html用图表很好的解释了什么是SVM
2、损失函数公式:
表示每个样本分类的损失值
对所有测试样本的平均损失值
3、求导(梯度公式) :
在代码理解过程中遇到了一些问题,为什么一个样本对每个分类都要重复计算一遍第二个公式,这是因为在每一个样本进行损失值计算时,对其他所有非真实类都进行了损失值计算。比如有10个类,就需要计算9次损失函数公式中的第一个公式,相应的在计算梯度过程中就需要叠加计算9次梯度公式中的第一个公式。
4、代码实现:
linear_svm.py:
import numpy as np
from random import shuffle
from past.builtins import xrange
def svm_loss_naive(W, X, y, reg):
"""
Structured SVM loss function, naive implementation (with loops).
Inputs have dimension D, there are C classes, and we operate on minibatches
of N examples.
Inputs:
- W: A numpy array of shape (D, C) containing weights.
- X: A numpy array of shape (N, D) containing a minibatch of data.
- y: A numpy array of shape (N,) containing training labels; y[i] = c means
that X[i] has label c, where 0 <= c < C.
- reg: (float) regularization strength
Returns a tuple of:
- loss as single float
- gradient with respect to weights W; an array of same shape as W
"""
dW = np.zeros(W.shape) # initialize the gradient as zero
# compute the loss and the gradient
num_classes = W.shape[1]
num_train = X.shape[0]
loss = 0.0
for i in xrange(num_train):
scores = X[i].dot(W)
correct_class_score = scores[y[i]]
for j in xrange(num_classes):
if j == y[i]:
continue
margin = scores[j] - correct_class_score + 1 # note delta = 1
if margin > 0:
loss += margin
dW[:,y[i]] += -X[i,:]
dW[:,j] += X[i,:]
# Right now the loss is a sum over all training examples, but we want it
# to be an average instead so we divide by num_train.
loss /= num_train
dW /=num_train #
# Add regularization to the loss.
loss += 0.5 * reg * np.sum(W * W)
dW += reg * W
######