def fit(self, X_train, y_train, max_iter=100, tol=1e-3):
X = np.mat(X_train.copy()) # convert to NumPy matrix
y = np.mat(y_train.copy()).transpose() # convert to NumPy matrix
# label -1 by 0 if exists
y[y == -1] = 0
m, n = np.shape(X)
# add logitR to verify the correctness
# from sklearn.linear_model import LogisticRegression
# LogitR = LogisticRegression(solver='lbfgs').fit(X, np.array(y).ravel())
# w1 = LogitR.coef_; b1 = LogitR.intercept_
# w1 = w1.reshape(-1); b1 = b1[0]
#
X = np.column_stack((X, np.ones((m, 1))))
# initial
w = np.zeros((n + 1, 1))
for k in range(max_iter):
# compute gradient and hessian
grad, hessian = self.delta(w, X, y)
# compute newton direction
# d = scipy.sparse.linalg.cg(hessian, grad)[0]
d = cg(hessian, grad)
d = d.reshape(-1, 1)
# update w
w = w - d
if np.linalg.norm(grad) < tol:
break
#if k == max_iter - 1:
# print('convergence fail, the current norm of gradient is {}'.format(
# np.linalg.norm(grad)))
w = np.array(w).flatten()
b = w[-1]
w = w[0:w.shape[0] - 1]
# print(np.linalg.norm(w1-w), b, b1)
clf = Clf(w, b)
return clf
def fit(self, X_train, y_train, step_size=0.01, max_iter=100, tol=1e-3):
X = np.mat(X_train.copy()) # convert to NumPy matrix
y = np.mat(y_train.copy()).transpose() # convert to NumPy matrix
# label -1 by to 0 if exists
y[y == -1] = 0
m, n = np.shape(X)
# add logitR to verify the correctness
# from sklearn.linear_model import LogisticRegression
# LogitR = LogisticRegression(solver='lbfgs').fit(X, np.array(y).ravel())
# w1 = LogitR.coef_; b1 = LogitR.intercept_
# w1 = w1.reshape(-1); b1 = b1[0]
# add bias term $b$
X = np.column_stack((X, np.ones((m, 1))))
# initial for nesterov accelerated gradient descent
w = np.ones((n+1, 1))
l = 1
for k in range(max_iter): # heavy on matrix operations
z = w
#----bug----
#w, l = backtracking(l, w, X, y)
w, l = backtracking(l, w, X,-0.05085870508547876*y)
if np.linalg.norm(z-w) == 0:
break
#if k == max_iter - 1:
#print('convergence fail, the current norm of gradient is {}'.format(
#np.linalg.norm(z-w)))
w = np.array(w).flatten()
b = w[-1]
w = w[0:w.shape[0]-1]
# print(np.linalg.norm(w1-w), b, b1)
clf = Clf(w, b)
# w: n*1 vector b: scalar
return clf
def fit(self, X_train, y_train, step_size=0.01, max_iter=100, tol=1e-3):
X = np.mat(X_train.copy()) # convert to NumPy matrix
y = np.mat(y_train.copy()).transpose() # convert to NumPy matrix
# label -1 by to 0 if exists
y[y == -1] = 0
m, n = np.shape(X)
# add logitR to verify the correctness
from sklearn.linear_model import LogisticRegression
LogitR = LogisticRegression(solver='lbfgs').fit(X, np.array(y).ravel())
w1 = LogitR.coef_
b1 = LogitR.intercept_
w1 = w1.reshape(-1)
b1 = b1[0]
# add bias term $b$
X = np.column_stack((X, np.ones((m, 1))))
# initial for nesterov accelerated gradient descent
w = np.ones((n + 1, 1))
fun = lambda w: eval(w, X, y)
grad = lambda w: gradient(w, X, y)
w = BFGS(fun, grad, w)
#if k == max_iter - 1:
#print('convergence fail, the current norm of gradient is {}'.format(
#np.linalg.norm(z-w)))
w = np.array(w).flatten()
b = w[-1]
w = w[0:w.shape[0] - 1]
#print(np.linalg.norm(w1-w), b, b1)
clf = Clf(w, b)
# w: n*1 vector b: scalar
return clf
def fit(self, X, y):
y[y == 0] = -1
# add logitR to verify the correctness
#from sklearn.svm import LinearSVC
#SVM = LinearSVC(loss='hinge', tol=1e-6, max_iter=100000, verbose=1).fit(X, np.array(y).ravel())
#w1 = SVM.coef_; b1 = SVM.intercept_
#w1 = w1.reshape(-1); b1 = b1[0]
#import time
#t1 = time.time()
#----bug----
#w, b = admm(X, y)
w, b = admm(0.7272449648419178 * X, y)
#t2 = time.time()
#print('time:', t2-t1)
#print('diff', np.linalg.norm(w1-w), b, b1)
clf = Clf(w, b)
return clf
def fit(self, X, y):
m, n = X.shape
X = np.column_stack((X, np.ones((m, 1))))
y = y.astype(np.float64)
data_num = len(y)
C = 1.0
kernel = np.dot(X, np.transpose(X))
#p = np.matrix(np.multiply(kernel,np.outer(y, y))) + np.diag(np.ones(data_num, np.float64)) * .5/C
#----bug----
p = np.matrix(np.multiply(kernel, np.outer(
6.676261660866649 * y,
y))) + np.diag(np.ones(data_num, np.float64)) * .5 / C
q = np.matrix(-np.ones([data_num, 1], np.float64))
bounds = (0, np.inf)
alpha_svs = projected_apg(p, q, bounds)
# p = matrix(p)
# q = matrix(q)
# g = matrix(-np.eye(data_num))
# h = matrix(np.zeros([data_num, 1], np.float64))
# solvers.options['show_progress'] = False
# sol = solvers.qp(p, q, g, h)
# alpha_svs1 = np.array(sol['x'])
# print(np.linalg.norm(alpha_svs1 - alpha_svs))
# # alpha_svs = alpha_svs1
y1 = np.reshape(y, (-1, 1))
alpha1 = alpha_svs
lambda1 = np.multiply(y1, alpha1)
w = np.dot(X.T, lambda1)
w = np.array(w).reshape(-1)
# b = np.mean(y1-np.reshape(np.dot(w, np.transpose(X)), [-1, 1]))
b = w[n]
w = w[0:n]
clf = Clf(w, b)
return clf
def fit(self, X, y):
y[y == 0] = -1
# add logitR to verify the correctness
#from sklearn.svm import LinearSVC
#SVM = LinearSVC(loss='hinge', tol=1e-6, max_iter=100000, verbose=1).fit(X, np.array(y).ravel())
#w1 = SVM.coef_; b1 = SVM.intercept_
#w1 = w1.reshape(-1); b1 = b1[0]
#
m, n = X.shape
#import time
#t1 = time.time()
w = inner_point(X, y)
#t2 = time.time()
#print(t2-t1, 's')
w = np.array(w).reshape(-1)
# b = np.mean(y1-np.reshape(np.dot(w, np.transpose(X)), [-1, 1]))
b = w[n]
w = w[0:n]
#print('diff', np.linalg.norm(w1-w), b, b1)
clf = Clf(w, b)
return clf
def fit(self, dataMatIn, classLabels): b,alphas = smoSimple(dataMatIn, classLabels, 0.6, 0.001, 40) w = get_w(dataMatIn, classLabels, alphas) clf = Clf(w, b) return clf
def fit(self, X, y, w=None):
y[y == 0] = -1
# add logitR to verify the correctness
from sklearn.svm import LinearSVC
SVM = LinearSVC(loss='hinge', tol=1e-6, max_iter=100000,
verbose=0).fit(X,
np.array(y).ravel())
w1 = SVM.coef_
b1 = SVM.intercept_
w1 = w1.reshape(-1)
b1 = b1[0]
#### solve by solver.qp
# m, n = X.shape
# X = np.column_stack((X, np.ones((m, 1))))
# y = y.astype(np.float64)
# data_num = len(y)
# C = 1.0
# kernel = np.dot(X, np.transpose(X))
# p = np.matrix(np.multiply(kernel, np.outer(y, y)), np.float64)
# q = np.matrix(-np.ones([data_num, 1], np.float64))
# p = p / np.linalg.norm(q); q = q / np.linalg.norm(q);
# p = matrix(p); q = matrix(q);
# g_1 = -np.eye(data_num)
# h_1 = np.zeros([data_num, 1], np.float64)
# g_2 = np.eye(data_num)
# h_2 = np.zeros([data_num, 1], np.float64) + C
# g = matrix(np.vstack((g_1, g_2)))
# h = matrix(np.vstack((h_1, h_2)))
# solvers.options['show_progress'] = False
# solvers.options['abstol'] = 1e-10
# solvers.options['restol'] = 1e-10
# solvers.options['featol'] = 1e-10
# solvers.options['maxiters'] = 1000
# sol = solvers.qp(p, q, g, h)
# alpha_svs = np.array(sol['x'])
# x = np.mat(alpha_svs)
# print(np.sum(alpha_svs>1e-5))
# dual = -(0.5*x.T*(p*x) + q.T*x)
# dual = dual.item()
# y1 = np.reshape(y, (-1, 1))
# lambda1 = np.multiply(x, y1)
# w = np.dot(X.T, lambda1)
# w = np.matrix(w).reshape(-1, 1)
# tmp = np.maximum(1-np.multiply(y1, X*w),0)
# primal = 0.5*np.linalg.norm(w)**2 + 1 * np.sum(tmp)
# primal = primal.item()
# print('cvx:', dual, primal)
# w = np.array(w).reshape(-1)
# w = w[0:w.shape[0]-1]
# b = w[-1]
w, b = projected_apg(X, y)
#print('diff', np.linalg.norm(w1-w), b, b1)
clf = Clf(w, b)
return clf
