机器学习-SVM-SMO与SGD求解

机器学习-SVM-SMO与SGD求解,第1张

挖个坑先

参考书籍为机器学习实践,之后会做详细解释

SGD算法
import numpy as np
import matplotlib.pyplot as plt
import sklearn.datasets as datasets
def relu(x):
    if x>0:
        return x
    else:
        return 0

def gradient_descent(loss,w,b,exp_loss,x,y,lr=0.0001,lambda0=0.1):#这里没有加lambda
    C=1000
    if exp_loss==0:
        b=b-lr*0
        w=w-lr*0#2*w*lambda0
    else:
        b=b-lr*(-y)*C
        w=w-lr*(-y*x)*C
    return w,b
def Hingeloss_gradient_descent(y_pre,y_label,weight,x,b,lr=0.000001):
    lam=1
    loss=relu(1-y_label * y_pre)+np.linalg.norm(weight)*lam
    weight,b=gradient_descent(loss,weight,b,relu(1-y_label*(y_pre)),x,y_label,lr=lr,lambda0=lam)
    return weight,b
def svm(data,label,epoch):
    w=np.zeros((np.shape(data)[1],1)).T
    b=0
    for i in range(epoch):
        for j in range(np.shape(data)[0]):
            y_pre=np.matmul(w,data[j,:])+b
            w,b=Hingeloss_gradient_descent(y_pre,label[j],w,data[j],b)
    return w,b


def get_data():
    fig = plt.figure()
    x, y1 =datasets.make_circles(n_samples=100, factor=0.1, noise=0.1)
    plt.scatter(x[:, 0], x[:, 1], marker='o', c=y1)
    plt.pause(2)
    for i in range(len(y1)):
        if y1[i]==0:
            y1[i]=-1
    return x,y1


def process(_x):
    '''
    映射到高维核空间
    :param data_point:
    :param data_noise:
    :return:
    '''
    Z = np.zeros([100, 3])
    # 二项式映射
    # X[:,0] = _x[:,0]**2
    # X[:, 1] = math.sqrt(2)*_x[:,0]*_x[:,1]
    # X[:,2] = _x[:,1]**2

    # 高斯核映射
    Z[:, 0] = np.exp(-(_x[:, 0] ** 2)) * np.exp(-(_x[:, 1] ** 2))
    Z[:, 1] = 2 * _x[:, 0] * _x[:, 1] * np.exp(-(_x[:, 0] ** 2)) * np.exp(-(_x[:, 1] ** 2))
    Z[:, 2] = 2 * _x[:, 0] ** 2 * _x[:, 1] ** 2 * np.exp(-(_x[:, 0] ** 2)) * np.exp(-(_x[:, 1] ** 2))

    return Z




#
# sample_size=100
# np.random.seed(0)
# x=np.random.random((2*sample_size,2))
# x[:sample_size,0]+=0.2
# x[sample_size:,1]-=5
#
# y=np.array([0]*2*sample_size)
# y[:sample_size]+=1
# y[sample_size:]-=1
# print('y{}'.format(y))
# plt.scatter(x[:sample_size,0],x[:sample_size,1],c='r')
# plt.scatter(x[sample_size:,0],x[sample_size:,1],c='y')
# plt.pause(2)
# w,b=svm(x,y,700)
# for i in range(2*sample_size):
#     if (np.matmul(w,x[i])+b)>0:
#         plt.scatter(x[i,0],x[i,1],c='blue')
#     elif (np.matmul(w,x[i])+b)<0:
#         plt.scatter(x[i, 0], x[i, 1], c='red')
# plt.pause(5)
X,y=get_data()
x=process(X)
# x=X
print(X,y)
w,b=svm(x,y,700)
for i in range(np.shape(X)[0]):
    if np.matmul(w,x[i])+b > 0:
        plt.scatter(X[i,0],X[i,1],c='red')
        print(np.matmul(w,x[i])+b)
    elif np.matmul(w,x[i])+b < 0:
        plt.scatter(X[i, 0], X[i, 1], c='blue')
plt.pause(8)
print(b,w)

# w=alpha*y*x.T[[0.07103269 0.06852622]] -2.439454888092385e-19
 SMO算法
​
import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets
import torch
import time
iris =datasets.load_iris()
def get_data():
    fig = plt.figure()
    x, y1 =datasets.make_circles(n_samples=100, factor=0.1, noise=0.1)
    plt.scatter(x[:, 0], x[:, 1], marker='o', c=y1)
    plt.pause(2)

    return x,y1


def process(_x):
    '''
    映射到高维核空间
    :param data_point:
    :param data_noise:
    :return:
    '''
    Z = np.zeros([100, 3])
    # 二项式映射
    # X[:,0] = _x[:,0]**2
    # X[:, 1] = math.sqrt(2)*_x[:,0]*_x[:,1]
    # X[:,2] = _x[:,1]**2

    # 高斯核映射
    Z[:, 0] = np.exp(-(_x[:, 0] ** 2)) * np.exp(-(_x[:, 1] ** 2))
    Z[:, 1] = 2 * _x[:, 0] * _x[:, 1] * np.exp(-(_x[:, 0] ** 2)) * np.exp(-(_x[:, 1] ** 2))
    Z[:, 2] = 2 * _x[:, 0] ** 2 * _x[:, 1] ** 2 * np.exp(-(_x[:, 0] ** 2)) * np.exp(-(_x[:, 1] ** 2))

    return Z




def selectJ(i,samples_num):
    j=i
    while j==i:
        j=int(np.random.uniform(0,samples_num))

    return  j

def clipAlpha(L,H,alpha):
    if alpha>H:
        alpha= H
    if alpha toler and alpha[i] > 0):  # 和书上kkt不一样为什么?
                j = selectJ(i, m)
                gx_j = float(np.multiply(alpha, labelMat).T * (dataMat * dataMat[j, :].T)) + b
                Ej = gx_j - float(labelMat[j])
                alpha_i_old = alpha[i].copy()
                alpha_j_old = alpha[j].copy()
                print(i, itera, gx_i, gx_j,b,np.sum(alpha))
                time.sleep(0.01)
                if labelMat[i] != labelMat[j]:
                    L = max(0, alpha[j] - alpha[i])
                    H = min(C, C + alpha[j] - alpha[i])
                else:
                    L = max(0, alpha[j] + alpha[i] - C)
                    H = min(C, alpha[j] + alpha[i])
                if L==H:
                    print('L==H')
                    continue
                eta=2.0*dataMat[i,:]*dataMat[j,:].T-dataMat[i,:]*dataMat[i,:].T-dataMat[j,:]*dataMat[j,:].T#什么东西这是?epsilon
                print(eta)
                if eta>=0:
                    print('eta>=0')#why????????????
                    continue

                alpha[j] -= labelMat[j] * (Ei - Ej) / eta  # +or->>>>
                alpha[j] = clipAlpha(L, H, alpha[j])
                if abs(alpha[j] - alpha_j_old) < 0.00001:
                    print('j not moving enough')
                    continue
                alpha[i] += labelMat[j] * labelMat[i] * (alpha_j_old - alpha[j])
                b1 = b - Ei - labelMat[i] * (alpha[i] - alpha_i_old) * dataMat[i, :] * dataMat[i, :].T - labelMat[
                    j] * (alpha[j] - alpha_j_old) * dataMat[i, :] * dataMat[j, :].T
                b2 = b - Ej - labelMat[i] * (alpha[i] - alpha_i_old) * dataMat[i, :] * dataMat[j, :].T - labelMat[
                    j] * (alpha[j] - alpha_j_old) * dataMat[j, :] * dataMat[j, :].T
                if alpha[i] > 0 and alpha[i] < C:
                    b = b1
                elif alpha[j] > 0 and alpha[j] < C:
                    b=b2
                else:
                    b=(b1+b2)/2.0
                alphaPairChange+=1
                print(("iter{},i:{},pairchange{}".format(itera,i,alphaPairChange)))
        if (alphaPairChange==0):
            itera+=1
        else:
            itera=0
        print('iteration{},m{}'.format(itera,i))

    return b,alpha
#
# x0,y0=get_data()
# x=process(x0)
# print(x)
##线性可分

np.random.seed(0)
x=np.random.random((100,2))
x[:50,:]+=0.8
x[50:,:]-=0.8
print
y=np.array([0]*100)
y[:50]+=1
y[50:]-=1
print('y{}'.format(y))
plt.scatter(x[:50,0],x[:50,1],c='r')
plt.scatter(x[50:,0],x[50:,1],c='g')
# plt.pause(3)
b,alpha=smo(dataIn=x,classLabel=y,C=0.6,toler=0.001,maxIter=40)
print(b,alpha)
# w=alpha*y*x.T
#画出分割面
for i in range(100):
    if alpha[i]>0.0:
        print(x[i],y[i])
        plt.scatter(x[i,0], x[i, 1], c='y')

plt.pause(10)

​

后记:一开始写博客是因为自己学的时候感觉合适的参考资料实在太少,自己写出来之后想让其他同学学习时少一点困难,不知道对大家有帮助吗,或者还有什么没写清楚的地方?

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