329 lines
10 KiB
Python
Executable File
329 lines
10 KiB
Python
Executable File
# -*-coding:utf-8 -*-
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import matplotlib.pyplot as plt
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import numpy as np
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import random
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"""
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Author:
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Jack Cui
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Blog:
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http://blog.csdn.net/c406495762
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Zhihu:
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https://www.zhihu.com/people/Jack--Cui/
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Modify:
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2017-10-03
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"""
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class optStruct:
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"""
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数据结构，维护所有需要操作的值
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Parameters：
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dataMatIn - 数据矩阵
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classLabels - 数据标签
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C - 松弛变量
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toler - 容错率
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kTup - 包含核函数信息的元组,第一个参数存放核函数类别，第二个参数存放必要的核函数需要用到的参数
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"""
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def __init__(self, dataMatIn, classLabels, C, toler, kTup):
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self.X = dataMatIn #数据矩阵
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self.labelMat = classLabels #数据标签
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self.C = C #松弛变量
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self.tol = toler #容错率
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self.m = np.shape(dataMatIn)[0] #数据矩阵行数
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self.alphas = np.mat(np.zeros((self.m,1))) #根据矩阵行数初始化alpha参数为0
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self.b = 0 #初始化b参数为0
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self.eCache = np.mat(np.zeros((self.m,2))) #根据矩阵行数初始化虎误差缓存，第一列为是否有效的标志位，第二列为实际的误差E的值。
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self.K = np.mat(np.zeros((self.m,self.m))) #初始化核K
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for i in range(self.m): #计算所有数据的核K
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self.K[:,i] = kernelTrans(self.X, self.X[i,:], kTup)
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def kernelTrans(X, A, kTup):
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"""
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通过核函数将数据转换更高维的空间
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Parameters：
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X - 数据矩阵
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A - 单个数据的向量
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kTup - 包含核函数信息的元组
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Returns:
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K - 计算的核K
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"""
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m,n = np.shape(X)
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K = np.mat(np.zeros((m,1)))
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if kTup[0] == 'lin': K = X * A.T #线性核函数,只进行内积。
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elif kTup[0] == 'rbf': #高斯核函数,根据高斯核函数公式进行计算
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for j in range(m):
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deltaRow = X[j,:] - A
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K[j] = deltaRow*deltaRow.T
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K = np.exp(K/(-1*kTup[1]**2)) #计算高斯核K
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else: raise NameError('核函数无法识别')
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return K #返回计算的核K
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def loadDataSet(fileName):
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"""
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读取数据
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Parameters:
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fileName - 文件名
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Returns:
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dataMat - 数据矩阵
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labelMat - 数据标签
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"""
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dataMat = []; labelMat = []
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fr = open(fileName)
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for line in fr.readlines(): #逐行读取，滤除空格等
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lineArr = line.strip().split('\t')
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dataMat.append([float(lineArr[0]), float(lineArr[1])]) #添加数据
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labelMat.append(float(lineArr[2])) #添加标签
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return dataMat,labelMat
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def calcEk(oS, k):
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"""
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计算误差
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Parameters：
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oS - 数据结构
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k - 标号为k的数据
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Returns:
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Ek - 标号为k的数据误差
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"""
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fXk = float(np.multiply(oS.alphas,oS.labelMat).T*oS.K[:,k] + oS.b)
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Ek = fXk - float(oS.labelMat[k])
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return Ek
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def selectJrand(i, m):
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"""
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函数说明:随机选择alpha_j的索引值
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Parameters:
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i - alpha_i的索引值
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m - alpha参数个数
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Returns:
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j - alpha_j的索引值
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"""
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j = i #选择一个不等于i的j
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while (j == i):
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j = int(random.uniform(0, m))
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return j
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def selectJ(i, oS, Ei):
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"""
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内循环启发方式2
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Parameters：
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i - 标号为i的数据的索引值
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oS - 数据结构
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Ei - 标号为i的数据误差
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Returns:
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j, maxK - 标号为j或maxK的数据的索引值
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Ej - 标号为j的数据误差
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"""
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maxK = -1; maxDeltaE = 0; Ej = 0 #初始化
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oS.eCache[i] = [1,Ei] #根据Ei更新误差缓存
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validEcacheList = np.nonzero(oS.eCache[:,0].A)[0] #返回误差不为0的数据的索引值
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if (len(validEcacheList)) > 1: #有不为0的误差
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for k in validEcacheList: #遍历,找到最大的Ek
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if k == i: continue #不计算i,浪费时间
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Ek = calcEk(oS, k) #计算Ek
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deltaE = abs(Ei - Ek) #计算|Ei-Ek|
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if (deltaE > maxDeltaE): #找到maxDeltaE
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maxK = k; maxDeltaE = deltaE; Ej = Ek
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return maxK, Ej #返回maxK,Ej
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else: #没有不为0的误差
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j = selectJrand(i, oS.m) #随机选择alpha_j的索引值
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Ej = calcEk(oS, j) #计算Ej
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return j, Ej #j,Ej
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def updateEk(oS, k):
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"""
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计算Ek,并更新误差缓存
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Parameters：
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oS - 数据结构
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k - 标号为k的数据的索引值
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Returns:
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无
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"""
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Ek = calcEk(oS, k) #计算Ek
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oS.eCache[k] = [1,Ek] #更新误差缓存
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def clipAlpha(aj,H,L):
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"""
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修剪alpha_j
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Parameters:
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aj - alpha_j的值
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H - alpha上限
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L - alpha下限
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Returns:
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aj - 修剪后的alpah_j的值
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"""
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if aj > H:
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aj = H
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if L > aj:
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aj = L
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return aj
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def innerL(i, oS):
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"""
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优化的SMO算法
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Parameters：
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i - 标号为i的数据的索引值
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oS - 数据结构
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Returns:
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1 - 有任意一对alpha值发生变化
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0 - 没有任意一对alpha值发生变化或变化太小
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"""
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#步骤1：计算误差Ei
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Ei = calcEk(oS, i)
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#优化alpha,设定一定的容错率。
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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)):
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#使用内循环启发方式2选择alpha_j,并计算Ej
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j,Ej = selectJ(i, oS, Ei)
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#保存更新前的aplpha值，使用深拷贝
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alphaIold = oS.alphas[i].copy(); alphaJold = oS.alphas[j].copy();
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#步骤2：计算上下界L和H
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if (oS.labelMat[i] != oS.labelMat[j]):
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L = max(0, oS.alphas[j] - oS.alphas[i])
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H = min(oS.C, oS.C + oS.alphas[j] - oS.alphas[i])
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else:
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L = max(0, oS.alphas[j] + oS.alphas[i] - oS.C)
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H = min(oS.C, oS.alphas[j] + oS.alphas[i])
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if L == H:
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print("L==H")
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return 0
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#步骤3：计算eta
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eta = 2.0 * oS.K[i,j] - oS.K[i,i] - oS.K[j,j]
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if eta >= 0:
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print("eta>=0")
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return 0
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#步骤4：更新alpha_j
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oS.alphas[j] -= oS.labelMat[j] * (Ei - Ej)/eta
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#步骤5：修剪alpha_j
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oS.alphas[j] = clipAlpha(oS.alphas[j],H,L)
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#更新Ej至误差缓存
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updateEk(oS, j)
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if (abs(oS.alphas[j] - alphaJold) < 0.00001):
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print("alpha_j变化太小")
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return 0
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#步骤6：更新alpha_i
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oS.alphas[i] += oS.labelMat[j]*oS.labelMat[i]*(alphaJold - oS.alphas[j])
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#更新Ei至误差缓存
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updateEk(oS, i)
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#步骤7：更新b_1和b_2
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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]
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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]
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#步骤8：根据b_1和b_2更新b
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if (0 < oS.alphas[i]) and (oS.C > oS.alphas[i]): oS.b = b1
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elif (0 < oS.alphas[j]) and (oS.C > oS.alphas[j]): oS.b = b2
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else: oS.b = (b1 + b2)/2.0
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return 1
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else:
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return 0
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def smoP(dataMatIn, classLabels, C, toler, maxIter, kTup = ('lin',0)):
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"""
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完整的线性SMO算法
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Parameters：
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dataMatIn - 数据矩阵
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classLabels - 数据标签
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C - 松弛变量
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toler - 容错率
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maxIter - 最大迭代次数
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kTup - 包含核函数信息的元组
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Returns:
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oS.b - SMO算法计算的b
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oS.alphas - SMO算法计算的alphas
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"""
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oS = optStruct(np.mat(dataMatIn), np.mat(classLabels).transpose(), C, toler, kTup) #初始化数据结构
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iter = 0 #初始化当前迭代次数
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entireSet = True; alphaPairsChanged = 0
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while (iter < maxIter) and ((alphaPairsChanged > 0) or (entireSet)): #遍历整个数据集都alpha也没有更新或者超过最大迭代次数,则退出循环
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alphaPairsChanged = 0
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if entireSet: #遍历整个数据集
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for i in range(oS.m):
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alphaPairsChanged += innerL(i,oS) #使用优化的SMO算法
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print("全样本遍历:第%d次迭代 样本:%d, alpha优化次数:%d" % (iter,i,alphaPairsChanged))
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iter += 1
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else: #遍历非边界值
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nonBoundIs = np.nonzero((oS.alphas.A > 0) * (oS.alphas.A < C))[0] #遍历不在边界0和C的alpha
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for i in nonBoundIs:
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alphaPairsChanged += innerL(i,oS)
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print("非边界遍历:第%d次迭代 样本:%d, alpha优化次数:%d" % (iter,i,alphaPairsChanged))
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iter += 1
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if entireSet: #遍历一次后改为非边界遍历
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entireSet = False
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elif (alphaPairsChanged == 0): #如果alpha没有更新,计算全样本遍历
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entireSet = True
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print("迭代次数: %d" % iter)
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return oS.b,oS.alphas #返回SMO算法计算的b和alphas
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def img2vector(filename):
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"""
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将32x32的二进制图像转换为1x1024向量。
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Parameters:
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filename - 文件名
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Returns:
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returnVect - 返回的二进制图像的1x1024向量
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"""
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returnVect = np.zeros((1,1024))
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fr = open(filename)
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for i in range(32):
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lineStr = fr.readline()
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for j in range(32):
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returnVect[0,32*i+j] = int(lineStr[j])
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return returnVect
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def loadImages(dirName):
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"""
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加载图片
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Parameters:
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dirName - 文件夹的名字
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Returns:
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trainingMat - 数据矩阵
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hwLabels - 数据标签
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"""
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from os import listdir
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hwLabels = []
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trainingFileList = listdir(dirName)
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m = len(trainingFileList)
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trainingMat = np.zeros((m,1024))
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for i in range(m):
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fileNameStr = trainingFileList[i]
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fileStr = fileNameStr.split('.')[0]
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classNumStr = int(fileStr.split('_')[0])
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if classNumStr == 9: hwLabels.append(-1)
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else: hwLabels.append(1)
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trainingMat[i,:] = img2vector('%s/%s' % (dirName, fileNameStr))
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return trainingMat, hwLabels
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def testDigits(kTup=('rbf', 10)):
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"""
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测试函数
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Parameters:
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kTup - 包含核函数信息的元组
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Returns:
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无
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"""
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dataArr,labelArr = loadImages('trainingDigits')
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b,alphas = smoP(dataArr, labelArr, 200, 0.0001, 10, kTup)
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datMat = np.mat(dataArr); labelMat = np.mat(labelArr).transpose()
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svInd = np.nonzero(alphas.A>0)[0]
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sVs=datMat[svInd]
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labelSV = labelMat[svInd];
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print("支持向量个数:%d" % np.shape(sVs)[0])
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m,n = np.shape(datMat)
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errorCount = 0
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for i in range(m):
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kernelEval = kernelTrans(sVs,datMat[i,:],kTup)
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predict=kernelEval.T * np.multiply(labelSV,alphas[svInd]) + b
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if np.sign(predict) != np.sign(labelArr[i]): errorCount += 1
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print("训练集错误率: %.2f%%" % (float(errorCount)/m))
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dataArr,labelArr = loadImages('testDigits')
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errorCount = 0
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datMat = np.mat(dataArr); labelMat = np.mat(labelArr).transpose()
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m,n = np.shape(datMat)
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for i in range(m):
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kernelEval = kernelTrans(sVs,datMat[i,:],kTup)
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predict=kernelEval.T * np.multiply(labelSV,alphas[svInd]) + b
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if np.sign(predict) != np.sign(labelArr[i]): errorCount += 1
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print("测试集错误率: %.2f%%" % (float(errorCount)/m))
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if __name__ == '__main__':
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testDigits() |