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| 1 | +# -*- coding: utf-8 -*- |
| 2 | +# @Author: lock |
| 3 | +# @Date: 2017-12-21 09:58:01 |
| 4 | +# @Last Modified by: lock |
| 5 | +# @Last Modified time: 2017-12-21 17:41:07 |
| 6 | +# 分类算法之SVM,比KNN算法更加复杂 |
| 7 | +# demo最简单的线性可分离数据 |
| 8 | +# 参考:http://blog.csdn.net/lisi1129/article/details/70209945?locationNum=8&fps=1 |
| 9 | + |
| 10 | +import numpy as np |
| 11 | +from matplotlib import pyplot |
| 12 | +import math |
| 13 | +import sys |
| 14 | + |
| 15 | +class SVM(object): |
| 16 | + def __init__(self, visual=True): |
| 17 | + self.visual = visual |
| 18 | + self.colors = {1:'r', -1:'b'} |
| 19 | + if self.visual: |
| 20 | + self.fig = pyplot.figure() |
| 21 | + self.ax = self.fig.add_subplot(1,1,1) |
| 22 | + |
| 23 | + def train(self, data): |
| 24 | + self.data = data |
| 25 | + opt_dict = {} |
| 26 | + |
| 27 | + transforms = [[1,1], |
| 28 | + [-1,1], |
| 29 | + [-1,-1], |
| 30 | + [1,-1]] |
| 31 | + |
| 32 | + # 找到数据集中最大值和最小值 |
| 33 | + self.max_feature_value = float('-inf') # 正无穷 |
| 34 | + self.min_feature_value = float('inf') # 负无穷 |
| 35 | + for y in self.data: |
| 36 | + for features in self.data[y]: |
| 37 | + for feature in features: |
| 38 | + if feature > self.max_feature_value: |
| 39 | + self.max_feature_value = feature |
| 40 | + if feature < self.min_feature_value: |
| 41 | + self.min_feature_value = feature |
| 42 | + print(self.max_feature_value, self.min_feature_value) |
| 43 | + |
| 44 | + # 和梯度下降一样,定义每一步的大小;开始快,然后慢,越慢越耗时 |
| 45 | + step_sizes = [self.max_feature_value * 0.1, self.max_feature_value * 0.01, self.max_feature_value * 0.001] |
| 46 | + |
| 47 | + b_range_multiple = 5 |
| 48 | + b_multiple = 5 |
| 49 | + lastest_optimum = self.max_feature_value * 10 |
| 50 | + |
| 51 | + for step in step_sizes: |
| 52 | + w = np.array([lastest_optimum,lastest_optimum]) |
| 53 | + optimized = False |
| 54 | + while not optimized: |
| 55 | + for b in np.arange(self.max_feature_value*b_range_multiple*-1, self.max_feature_value*b_range_multiple, step*b_multiple): |
| 56 | + for transformation in transforms: |
| 57 | + w_t = w * transformation |
| 58 | + found_option = True |
| 59 | + for i in self.data: |
| 60 | + for x in self.data[i]: |
| 61 | + y = i |
| 62 | + if not y*(np.dot(w_t, x)+b) >= 1: |
| 63 | + found_option = False |
| 64 | + #print(x,':',y*(np.dot(w_t, x)+b)) 逐渐收敛 |
| 65 | + |
| 66 | + if found_option: |
| 67 | + opt_dict[np.linalg.norm(w_t)] = [w_t,b] |
| 68 | + |
| 69 | + if w[0] < 0: |
| 70 | + optimized = True |
| 71 | + else: |
| 72 | + w = w - step |
| 73 | + |
| 74 | + norms = sorted([n for n in opt_dict]) |
| 75 | + opt_choice = opt_dict[norms[0]] |
| 76 | + self.w = opt_choice[0] |
| 77 | + self.b = opt_choice[1] |
| 78 | + print(self.w, self.b) |
| 79 | + lastest_optimum = opt_choice[0][0] + step*2 |
| 80 | + |
| 81 | + |
| 82 | + def predict(self, features): |
| 83 | + classification = np.sign( np.dot(features, self.w) + self.b ) |
| 84 | + |
| 85 | + if classification != 0 and self.visual: |
| 86 | + self.ax.scatter(features[0], features[1], s=300, marker='*', c=self.colors[classification]) |
| 87 | + |
| 88 | + return classification |
| 89 | + |
| 90 | + |
| 91 | + # 显示picture |
| 92 | + def visualize(self): |
| 93 | + for i in self.data: |
| 94 | + for x in self.data[i]: |
| 95 | + self.ax.scatter(x[0], x[1], s=50, c=self.colors[i]) |
| 96 | + |
| 97 | + # 超平面 |
| 98 | + def hyperplane(x,w,b,v): |
| 99 | + return (-w[0]*x-b+v) / w[1] |
| 100 | + |
| 101 | + data_range = (self.min_feature_value*0.9, self.max_feature_value*1.1) |
| 102 | + |
| 103 | + hyp_x_min = data_range[0] |
| 104 | + hyp_x_man = data_range[1] |
| 105 | + |
| 106 | + psv1 = hyperplane(hyp_x_min, self.w, self.b, 1) |
| 107 | + psv2 = hyperplane(hyp_x_man, self.w, self.b, 1) |
| 108 | + self.ax.plot([hyp_x_min, hyp_x_man], [psv1, psv2], c=self.colors[1]) |
| 109 | + |
| 110 | + nsv1 = hyperplane(hyp_x_min, self.w, self.b, -1) |
| 111 | + nsv2 = hyperplane(hyp_x_man, self.w, self.b, -1) |
| 112 | + self.ax.plot([hyp_x_min, hyp_x_man], [nsv1, nsv2], c=self.colors[-1]) |
| 113 | + |
| 114 | + db1 = hyperplane(hyp_x_min, self.w, self.b, 0) |
| 115 | + db2 = hyperplane(hyp_x_man, self.w, self.b, 0) |
| 116 | + self.ax.plot([hyp_x_min, hyp_x_man], [db1, db2], 'y--') |
| 117 | + |
| 118 | + pyplot.show() |
| 119 | + |
| 120 | +if __name__ == '__main__': |
| 121 | + data_set = {-1:np.array([[1,7], |
| 122 | + [2,8], |
| 123 | + [3,8]]), |
| 124 | + 1:np.array([[5,1], |
| 125 | + [6,-1], |
| 126 | + [7,3]])} |
| 127 | + print(data_set) |
| 128 | + |
| 129 | + svm = SVM() |
| 130 | + svm.train(data_set) |
| 131 | + |
| 132 | + # 预测 |
| 133 | + for predict_feature in [[0,10],[2,6],[1,3], [4,3], [5.5,7.5], [8,3]]: |
| 134 | + print(svm.predict(predict_feature)) |
| 135 | + |
| 136 | + svm.visualize() |
| 137 | + |
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