李宏毅 作业2答案 详解 台大 机器学习HW2 winner or loser

Homework 2 - Classification

作业代码是课程给出的答案
课程主页参见http://speech.ee.ntu.edu.tw/~tlkagk/courses_ML20.html
文件读写的内容参考了关于文件的读写(https://www.cnblogs.com/ymjyqsx/p/6554817.html)

二元分類是機器學習中最基礎的問題之一，在這份教學中，你將學會如何實作一個線性二元分類器，來根據人們的個人資料，判斷其年收入是否高於 50,000 美元。我們將以兩種方法: logistic regression 與 generative model，來達成以上目的，你可以嘗試了解、分析兩者的設計理念及差別

首先载入数据

Downloading : https://drive.google.com/uc?id=1KSFIRh0-_Vr7SdiSCZP1ItV7bXPxMD92

将下载好的压缩包解压：tar -zxvf data.tar.gz。这是Linux下的命令，Windows的环境下可以用wsl。

Logistic Regression

读取数据出来

import numpy as np

np.random.seed(0)
X_train_fpath = './data/X_train'
Y_train_fpath = './data/Y_train'
X_test_fpath = './data/X_test'
output_fpath = './output_{}.csv'

读取数据，但是第一行和第一列是列名和id 所以都不要

# Parse csv files to numpy array
with open(X_train_fpath) as f:
    next(f)  #next的参数是迭代器，在这里目的是跳过第一行
    #去掉每一行末尾的'\n' 用，分开数据
    X_train = np.array([line.strip('\n').split(',')[1:] for line in f], dtype = float)
with open(Y_train_fpath) as f:
    next(f)
    Y_train = np.array([line.strip('\n').split(',')[1] for line in f], dtype = float)
with open(X_test_fpath) as f:
    next(f)
    X_test = np.array([line.strip('\n').split(',')[1:] for line in f], dtype = float)

由于文件读写时都有可能产生IOError，一旦出错，后面的f.close()就不会调用。所以，为了保证无论是否出错都能正确地关闭文件，我们可以使用try … finally来实现f = open()也可以读写文件。Python引入了with语句来自动帮我们调用close()方法。

对数据normalize处理

def _normalize(X, train = True, specified_column = None, X_mean = None, X_std = None):
    # This function normalizes specific columns of X.
    # The mean and standard variance of training data will be reused when processing testing data.
    #
    # Arguments:
    #     X: data to be processed
    #     train: 'True' when processing training data, 'False' for testing data
    #     specific_column: indexes of the columns that will be normalized. If 'None', all columns
    #         will be normalized.
    #     X_mean: mean value of training data, used when train = 'False'
    #     X_std: standard deviation of training data, used when train = 'False'
    # Outputs:
    #     X: normalized data
    #     X_mean: computed mean value of training data
    #     X_std: computed standard deviation of training data

    if specified_column == None:
        specified_column = np.arange(X.shape[1])
    if train:
        #平均值.对每一列进行处理。reshape前的大小：(510,)
        #reshape后还是？？？
        X_mean = np.mean(X[:, specified_column] ,0).reshape(1, -1)
        #方差
        X_std  = np.std(X[:, specified_column], 0).reshape(1, -1)

    X[:,specified_column] = (X[:, specified_column] - X_mean) / (X_std + 1e-8)
     
    return X, X_mean, X_std

分割数据集

def _train_dev_split(X, Y, dev_ratio = 0.25):
    # This function spilts data into training set and development set.
    train_size = int(len(X) * (1 - dev_ratio))
    return X[:train_size], Y[:train_size], X[train_size:], Y[train_size:]

开始对数据进行处理了

X_train, X_mean, X_std = _normalize(X_train, train = True)

X_test, _, _= _normalize(X_test, train = False, specified_column = None, X_mean = X_mean, X_std = X_std)

# Split data into training set and development set
dev_ratio = 0.1
X_train, Y_train, X_dev, Y_dev = _train_dev_split(X_train, Y_train, dev_ratio = dev_ratio)

train_size = X_train.shape[0]
dev_size = X_dev.shape[0]
test_size = X_test.shape[0]
data_dim = X_train.shape[1]
print('Size of training set: {}'.format(train_size))
print('Size of development set: {}'.format(dev_size))
print('Size of testing set: {}'.format(test_size))
print('Dimension of data: {}'.format(data_dim))

Size of training set: 48830
Size of development set: 5426
Size of testing set: 27622
Dimension of data: 510

numpy.random.shuffle(x)是打乱顺序。多维矩阵中，只对第一维（行）做打乱顺序操作。
也就是每一行的数据不动，但是行的顺序改变。

Some Useful Functions

def _shuffle(X, Y):
    # This function shuffles two equal-length list/array, X and Y, together.
    randomize = np.arange(len(X))
    np.random.shuffle(randomize)
    return (X[randomize], Y[randomize])
"""
打乱顺序。多维矩阵中，只对第一维（行）做打乱顺序操作。
也就是每一行的数据不动，但是行的顺序改变。
"""

def _sigmoid(z):
    # Sigmoid function can be used to calculate probability.
    # To avoid overflow, minimum/maximum output value is set.
    return np.clip(1 / (1.0 + np.exp(-z)), 1e-8, 1 - (1e-8))
"""
clip这个函数将将数组中的元素限制在a_min, a_max之间。
numpy.clip(a, a_min, a_max, out=None)
"""
def _f(X, w, b):
    # This is the logistic regression function, parameterized by w and b
    #
    # Arguements:
    #     X: input data, shape = [batch_size, data_dimension]
    #     w: weight vector, shape = [data_dimension, ]
    #     b: bias, scalar
    # Output:
    #     predicted probability of each row of X being positively labeled, shape = [batch_size, ]
    return _sigmoid(np.matmul(X, w) + b) 
"""
multiply 数量积
np.matmul() 矢量积

"""

def _predict(X, w, b):
    # This function returns a truth value prediction for each row of X 
    # by rounding the result of logistic regression function.
    return np.round(_f(X, w, b)).astype(np.int)
"""
np.around 四舍五入
"""
    
def _accuracy(Y_pred, Y_label):
    # This function calculates prediction accuracy
    acc = 1 - np.mean(np.abs(Y_pred - Y_label))
    return acc
#np.abs求绝对值

Functions about gradient and loss

def _cross_entropy_loss(y_pred, Y_label):
    # This function computes the cross entropy.
    #
    # Arguements:
    #     y_pred: probabilistic predictions, float vector
    #     Y_label: ground truth labels, bool vector
    # Output:
    #     cross entropy, scalar
    cross_entropy = -np.dot(Y_label, np.log(y_pred)) - np.dot((1 - Y_label), np.log(1 - y_pred))
    return cross_entropy

def _gradient(X, Y_label, w, b):
    # This function computes the gradient of cross entropy loss with respect to weight w and bias b.
    y_pred = _f(X, w, b)
    pred_error = Y_label - y_pred
    w_grad = -np.sum(pred_error * X.T, 1)
    b_grad = -np.sum(pred_error)
    return w_grad, b_grad

Training

Mini-batch gradient descent 。对每一个小batch分别计算梯度和损失，更新参数。所有的小batch用完一次后，对data打乱，重新分成小批次。

# Zero initialization for weights ans bias
w = np.zeros((data_dim,)) 
b = np.zeros((1,))

# Some parameters for training    
max_iter = 10
batch_size = 8
learning_rate = 0.2

# Keep the loss and accuracy at every iteration for plotting
train_loss = []
dev_loss = []
train_acc = []
dev_acc = []

# Calcuate the number of parameter updates
step = 1

# Iterative training
for epoch in range(max_iter):
    # Random shuffle at the begging of each epoch
    X_train, Y_train = _shuffle(X_train, Y_train)
        
    # Mini-batch training
    for idx in range(int(np.floor(train_size / batch_size))): #data分成多少个batch
        X = X_train[idx*batch_size:(idx+1)*batch_size]
        Y = Y_train[idx*batch_size:(idx+1)*batch_size]

        # Compute the gradient
        w_grad, b_grad = _gradient(X, Y, w, b)
            
        # gradient descent update
        # learning rate decay with time
        w = w - learning_rate/np.sqrt(step) * w_grad
        b = b - learning_rate/np.sqrt(step) * b_grad

        step = step + 1
            
    # Compute loss and accuracy of training set and development set
    y_train_pred = _f(X_train, w, b)
    Y_train_pred = np.round(y_train_pred)
    train_acc.append(_accuracy(Y_train_pred, Y_train))
    train_loss.append(_cross_entropy_loss(y_train_pred, Y_train) / train_size)

    y_dev_pred = _f(X_dev, w, b)
    Y_dev_pred = np.round(y_dev_pred)
    dev_acc.append(_accuracy(Y_dev_pred, Y_dev))
    dev_loss.append(_cross_entropy_loss(y_dev_pred, Y_dev) / dev_size)

print('Training loss: {}'.format(train_loss[-1]))
print('Development loss: {}'.format(dev_loss[-1]))
print('Training accuracy: {}'.format(train_acc[-1]))
print('Development accuracy: {}'.format(dev_acc[-1]))

Training loss: 0.27135543524640593
Development loss: 0.2896359675026286
Training accuracy: 0.8836166291214418
Development accuracy: 0.8733873940287504

Plotting Loss and accuracy curve

把loss的降低曲线和准确率的折线图画出来。

import matplotlib.pyplot as plt
# Loss curve
plt.plot(train_loss)
plt.plot(dev_loss)
plt.title('Loss')
plt.legend(['train', 'dev'])
plt.savefig('loss.png')
plt.show()

# Accuracy curve
plt.plot(train_acc)
plt.plot(dev_acc)
plt.title('Accuracy')
plt.legend(['train', 'dev'])
plt.savefig('acc.png')
plt.show()

Predicting testing labels

Predictions are saved to output_logistic.csv.

預測測試集的資料標籤並且存在 output_logistic.csv 中。

# Predict testing labels
predictions = _predict(X_test, w, b)
with open(output_fpath.format('logistic'), 'w') as f:
    f.write('id,label\n')
    for i, label in  enumerate(predictions):
        f.write('{},{}\n'.format(i, label))

# Print out the most significant weights
ind = np.argsort(np.abs(w))[::-1]
with open(X_test_fpath) as f:
    content = f.readline().strip('\n').split(',')
features = np.array(content)
for i in ind[0:10]:
    print(features[i], w[i])

 Retail trade 8.3359375
 Not in universe -6.703125
 34 -6.33203125
 37 -5.80859375
 Different county same state -5.65625
 Other service -5.42578125
 Abroad 4.625
 Finance insurance and real estate 4.0
 Same county 4.0
 Other Rel 18+ never marr RP of subfamily 3.9375

Porbabilistic generative model

因為 generative model 有可解析的最佳解，因此不必使用到 development set。？

# Parse csv files to numpy array
with open(X_train_fpath) as f:
    next(f)
    X_train = np.array([line.strip('\n').split(',')[1:] for line in f], dtype = float)
with open(Y_train_fpath) as f:
    next(f)
    Y_train = np.array([line.strip('\n').split(',')[1] for line in f], dtype = float)
with open(X_test_fpath) as f:
    next(f)
    X_test = np.array([line.strip('\n').split(',')[1:] for line in f], dtype = float)

# Normalize training and testing data
X_train, X_mean, X_std = _normalize(X_train, train = True)
X_test, _, _= _normalize(X_test, train = False, specified_column = None, X_mean = X_mean, X_std = X_std)

Mean and Covariance 均值和协方差

计算成功和不成功这两个class的高斯分布。找到最有可能sample出这些train data的两个高斯分布。

# Compute in-class mean
X_train_0 = np.array([x for x, y in zip(X_train, Y_train) if y == 0])
X_train_1 = np.array([x for x, y in zip(X_train, Y_train) if y == 1])

mean_0 = np.mean(X_train_0, axis = 0)
mean_1 = np.mean(X_train_1, axis = 0)  

# Compute in-class covariance
cov_0 = np.zeros((data_dim, data_dim))
cov_1 = np.zeros((data_dim, data_dim))

for x in X_train_0:
    cov_0 += np.dot(np.transpose([x - mean_0]), [x - mean_0]) / X_train_0.shape[0]
for x in X_train_1:
    cov_1 += np.dot(np.transpose([x - mean_1]), [x - mean_1]) / X_train_1.shape[0]

# Shared covariance is taken as a weighted average of individual in-class covariance.
cov = (cov_0 * X_train_0.shape[0] + cov_1 * X_train_1.shape[0]) / (X_train_0.shape[0] + X_train_1.shape[0])

公用covariance会让表现变好

Computing weights and bias

经过一系列的推导，得到generative model的公式

#计算协方差矩阵的逆
# Compute inverse of covariance matrix.
# Since covariance matrix may be nearly singular, np.linalg.inv() may give a large numerical error.
# Via SVD decomposition, one can get matrix inverse efficiently and accurately.
u, s, v = np.linalg.svd(cov, full_matrices=False)
inv = np.matmul(v.T * 1 / s, u.T)

# Directly compute weights and bias
w = np.dot(inv, mean_0 - mean_1)
b =  (-0.5) * np.dot(mean_0, np.dot(inv, mean_0)) + 0.5 * np.dot(mean_1, np.dot(inv, mean_1))\
    + np.log(float(X_train_0.shape[0]) / X_train_1.shape[0]) 

# Compute accuracy on training set
Y_train_pred = 1 - _predict(X_train, w, b)
print('Training accuracy: {}'.format(_accuracy(Y_train_pred, Y_train)))