def test_Kernel(self):
return
d = DigitDataSet()
data_path = os.path.join('..','data', 'sample')
d.load(data_path)
m, n = d.shape()
p = 0
n = 0
el = 0
k = Kernel(d, kernel_func)
for i in range(m):
for j in range(m):
v = k.compute(i, j)
if v == 0:
n += 1
elif v == 1:
p +=1
else:
el +=1
print('p', p)
print('n', n)
print('el',el)
class SMOAlgorithm(object):
def __init__(self, dataSet, C, toler, kernel_func = kernel_func):
self.C = C
self.toler = toler
self.dataSet = dataSet
self.row, self.dim = self.dataSet.shape()
self.alphas = numpy.array([0 for i in range(self.row)], dtype=float) #格朗日乘算子
self.b = 0
self.kernel = Kernel(dataSet, kernel_func) #核函数
self.EiCache = numpy.array([float('inf') for i in range(self.row)], dtype = float) #初始化Ei缓存，q正无穷
def _computeEi(self, i, reCompute = False):
'''
计算Ei
reCompute 标志是否需要重新计算
'''
#Ei被计算过，且不需要重新计算的情况
inf = float('inf')
if self.EiCache[i] != inf and reCompute == False:
yi = self.dataSet.getLabel(i)
eCache = self.EiCache[i]
return eCache + self.b - yi
#Ei未计算过，或需要重新计算的情况
assert (self.EiCache[i] == inf) or (reCompute == True)
Xi = self.dataSet.getData(i)
yi = self.dataSet.getLabel(i)
eCache = 0
for j in range(self.row):
alpha_j = self.alphas[j]
yj = self.dataSet.getLabel(j)
kij = self.kernel.compute(i,j)
eCache += alpha_j * yj * kij
self.EiCache[i] = eCache
return eCache + self.b - yi
def _computeEta(self, i1, i2):
'''计算eta'''
X1 = self.dataSet.getData(i1)
X2 = self.dataSet.getData(i2)
k11 = self.kernel.compute(i1, i1)
k12 = self.kernel.compute(i1, i2)
k22 = self.kernel.compute(i2, i2)
return 2*k12 - k11 - k22
def _selectI(self, i2, E2):
'''
选择第二个优化的变量
即delta = |Ei - Ej|, 选择j使得delta最大
'''
index_list = [] #非0非C alpha的索引值
for index in range(len(self.alphas)):
alpha = self.alphas[index]
if alpha > 0 and alpha < self.C:
index_list.append(index)
if len(index_list) > 0:
'''|Ei - Ej|'''
maxIndex = -1
maxDelta = -1
for i1 in range(len(self.alphas)):
E1 = self._computeEi(i1)
delta = abs(E1 - E2)
if delta > maxDelta:
maxDelta = delta
maxIndex = i1
logging.debug('i2={0}, when (i1={1}) ,|E1-E2|->max, max={2}'.format(i2, maxIndex, maxDelta))
return maxIndex
else:
#0< alpha <C， 符合要求的拉格朗日乘算子小于1,则随机选择j
i1 = selectByRandom(i2, self.row)
logging.debug('i2={0}, select i1 by random, i1={1}'.format(i2,i1))
return i1
def _takeSetp(self, i1, i2, E2):
'''更新alpha[i1], alpha[i2]'''
logging.debug('takeStep({0}, {1})'.format(i1, i2))
assert i1 <= self.row and i2 <= self.row
if i1 == i2:
return 0
y1 = self.dataSet.getLabel(i1)
y2 = self.dataSet.getLabel(i2)
E1 = self._computeEi(i1)
alpha1 = self.alphas[i1]
alpha2 = self.alphas[i2]
if y1 != y2:
L = max(0.0, alpha2 - alpha1)
H = min(self.C, self.C + alpha2 - alpha1)
else:
L = max(0.0, alpha1 + alpha2 - self.C)
H = min(self.C, alpha1 + alpha2)
if L == H:
logging.debug('L = {0}, H = {1}, alpha1 = {2}, alpha2 = {3}'.format(L, H, alpha1, alpha2))
return 0
eta = self._computeEta(i1, i2)
if eta >= 0:
logging.debug('eta >= 0')
return 0
alpha1_old = alpha1
alpha2_old = alpha2
alpha2_new = alpha2_old- y2 * (E1 - E2) / eta
self.alphas[i2] = alpha2_new
if alpha2_new > H:
alpha2_new = H
if L > alpha2_new:
alpha2_new = L
if abs(alpha2_new- alpha2_old) < 0.0001:
logging.debug("alpha2_new ={0}, alpha2_old = {1}, i2 = {2} not moving enough".format(alpha2_new, alpha2_old, i2))
return 0
#更新alpha[i1], alpha[i2], b
alpha1_new = alpha1 + y1 * y2 * (alpha2_old - alpha2_new)
self.alphas[i1] = alpha1_new
#alpha更新导致Ei需要重新计算
ei1 = self._computeEi(i1, reCompute = True)
ei2 = self._computeEi(i2, reCompute = True)
k11 = self.kernel.compute(i1, i1)
k12 = self.kernel.compute(i1, i2)
k22 = self.kernel.compute(i2, i2)
X1 = self.dataSet.getData(i1)
X2 = self.dataSet.getData(i2)
b1 = self.b - E1 - y1 * (alpha1_new- alpha1_old) * k11 - y2 * (alpha2_new - alpha2_old) * k12
b2 = self.b - E2 - y1 * (alpha1_new- alpha1_old) * k12 - y2 * (alpha2_new - alpha2_old) * k22
if (0 < alpha1_new) and (self.C > alpha1_new):
self.b = b1
elif (0 < alpha2_new) and (self.C > alpha2_new):
self.b = b2
else:
self.b = (b1 + b2)/2.0
logging.debug('alphas and b changed')
return 1
def _examine(self, i2):
'''固定第一个参数，选择第二个参数'''
y2 = self.dataSet.getLabel(i2)
alpha2 = self.alphas[i2]
E2 = self._computeEi(i2)
r2 = E2 * y2
#把违背KKT条件的i2作为第一个
if ((r2 < -self.toler) and (alpha2 < self.C)) or ((r2 > self.toler) and (alpha2 > 0)):
i1 = self._selectI(i2, E2)
return self._takeSetp(i1, i2, E2)
else:
return 0
def run(self):
numChanged = 0
examineAll = 1
while(numChanged >0 or examineAll ==1):
numChanged = 0
if examineAll == 1:
for i2 in range(self.row):
numChanged += self._examine(i2)
else:
for i2 in self.alphas:
if i2 > 0 and i2 < self.C:
numChanged += self._examine(i2)
if examineAll == 1:
examineAll = 0
elif numChanged == 0:
examineAll = 1
logging.debug('numChanged = {0}'.format(numChanged))
return self.alphas
