python mkl有什么用_python MKL SVM(多核学习)

import math

import pandas as pd

from sklearn.linear_model import LassoCV

from sklearn.feature_selection import SelectFromModel

from sklearn import preprocessing

import numpy as np

import matplotlib.pyplot as plt

from sklearn import svm

from sklearn.model_selection import train_test_split

import itertools

import datetime

from sklearn.model_selection import cross_val_score

"定义核函数"

"np.linalg.norm(求范数)"

"范数的定义 eg向量x=[2,4,8]T(转至)的范数为:||x||=根号(2*2+4*4+8*8)=9.165"

"math.exp(1)返回e的一次方"

def rbf(gamma=1.0):

def rbf_fun(x1,x2):

return math.exp((np.linalg.norm(x1-x2))*(-1.0*gamma))

return rbf_fun

"x2.transpose()是对矩阵的转置"

def lin(offset=0):

def lin_fun(x1,x2):

return x1.dot(x2.transpose())+offset

return lin_fun

"pow(x1.dot(x2.transpose())+offset,power)指的是对得到x1.dot(x2.transpose())+offset的power次方"

def poly(power=2,offset=0):

def poly_fun(x1,x2):

return pow(x1.dot(x2.transpose())+offset,power)

return poly_fun

def sig(alpha=1.0,offset=0):

def sig_fun(x1,x2):

return math.tanh(alpha*1.0*x1.dot(x2.transpose())+offset)

return sig_fun

"根据输入X的大小构造核矩阵"

def kernel_matrix(x,kernel):

mat=np.zeros((x.shape[0],x.shape[0]))

for a in range(x.shape[0]):

for b in range(x.shape[0]):

mat[a][b]=kernel(x[a],x[b])

return mat

".trace()得到矩阵的迹eg a=[[a11,a12],[a21,a22]] a的迹就是a11+a22的值"

"f_dot函数最后得到一个值"

def f_dot(kernel_mat1,kernel_mat2):

return (kernel_mat1.dot(kernel_mat2.transpose())).trace()

def A(kernel_mat1,kernel_mat2):

return (f_dot(kernel_mat1,kernel_mat2))/(math.sqrt(f_dot(kernel_mat1,kernel_mat1)*f_dot(kernel_mat2,kernel_mat2)))

'''

求betas

1.形成一个y行y列的矩阵yyT,由y*yT得到

2.通过kernel_matrix,得到对X数据进行核函数的映射后的矩阵，

和X的行数列数相同，设为data

3.通过f_dot函数,将data和y相乘，返回相乘得到的矩阵f_mat,再返回矩阵的迹，记为J

4.通过A函数将f_mat和yyT相乘得到的迹，再除以根号下(f_mat*f_matT)*(yyT*yyTT)得到的矩阵的迹

5.将不同核函数在第四步得到的值相加，得到deno值

6.得到使用不同核函数情况下的betas值，

通过A函数将f_mat和yyT相乘得到的迹，再除以根号下

(f_mat*f_matT)*(yyT*yyTT)得到的矩阵的迹，最后除以deno

就的到每个核函数的betas值了

betas值是每个核函数的比重

'''

def beta_finder(x,y,kernel_list):

y=np.matrix(y)

yyT=y.dot(y.transpose())

deno=sum([A(kernel_matrix(x,kernel),yyT) for kernel in kernel_list])

betas=[A(kernel_matrix(x,kernel),yyT)/deno for kernel in kernel_list]

print (betas)

return betas

"产生multi核"

'''

1.得到betas

2.生成矩阵XxY维的矩阵

3.得到不同核函数对X数据映射后的数据data，再乘以该核函数对应的beta值(比重)，再

4.将上述得到的矩阵相加得到最融合的矩阵

'''

def multi_kernel_maker(x,y,kernel_list):

betas=[float(b) for b in beta_finder(x,y,kernel_list)]

#print " ",betas

def multi_kernal(x1,x2):

mat=np.zeros((x1.shape[0],x2.shape[0]))

for a in range(x1.shape[0]):

for b in range(x2.shape[0]):

mat[a][b]=sum([betas[i]*kernel(x1[a],x2[b]) for i,kernel in enumerate(kernel_list)])

return mat

return multi_kernal

"制造多核"

#kernels = [lin(),lin(2),poly(),poly(3),poly(4),rbf(),rbf(1.5),sig(),sig(1.5)]

kernels = [lin(),poly(),rbf(),sig(),rbf(10)]

kernel_numbers=5

multi_kernels = [mult for mult in itertools.combinations(kernels, kernel_numbers)]#itertools.combinations迭代器eg。(combinations('ABC', 2))得到[('A', 'B'), ('A', 'C'), ('B', 'C')]

"训练模型"

def mk_train(x_train,y_train,multi_kernels):

y=[[t] for t in y_train[:]]

# y=[[t] for t in y_train[:,i]]

for k_list in multi_kernels:

mk_train_start_time=datetime.datetime.now()

multi_kernel=multi_kernel_maker(x_train,y,k_list)

print(k_list,'multi kernel maked! !')

clf=svm.SVC(kernel=multi_kernel)

results=cross_val_score(clf,x_train, y_train, scoring='accuracy',cv=10)

print(results.mean())

mk_train_end_time=datetime.datetime.now()

print('mk_train_time:',(mk_train_end_time-mk_train_start_time).seconds,'seconds')

"导入数据"

file_path=r'C:\\Users\\DengBY\\Desktop\\liver_Lasso_features\\ALL_V.csv'

data = pd.read_csv(file_path)

a=pd.DataFrame(data)

X=a.values[:,1:597]

y=a.values[:,598]

min_max_scaler = preprocessing.MinMaxScaler()#范围0-1缩放标准化

X=min_max_scaler.fit_transform(X)

"基于Lasso的特征选择"

lsvc=LassoCV().fit(X, y)

model = SelectFromModel(lsvc, prefit=True)

X_lsvc = model.transform(X)

df_X_lsvc=pd.DataFrame(X_lsvc)

y=pd.DataFrame(y)

b=df_X_lsvc

objs=[b,y]

"features select 后的数据"

data=pd.concat(objs, axis=1, join='outer', join_axes=None, ignore_index=False,

keys=None, levels=None, names=None, verify_integrity=False

'打乱数据，重新排序'

data=data.sample(frac=1)

X=data.values[:,:14]

y=data.values[:,15]

X_train,X_test,y_train,y_test=train_test_split(X,y,random_state=200)

print('model training starting')

mk_train(X_train,y_train,multi_kernels)

print('model training finishing')

#保存日志

#import sys

#f_handler=open('out.log', 'w')

#sys.stdout=f_handler