def classifier_train(train_features,
train_labels,
test_features,
svm_eps = 1e-5,
svm_C = 10**4,
classifier_type = "liblinear"
):
""" Classifier training using SVMs
Input:
train_features = training features (both positive and negative)
train_labels = corresponding label vector
svm_eps = eps of svm
svm_C = C parameter of svm
classifier_type = liblinear or libsvm"""
#sphering
train_features, test_features = __sphere(train_features, test_features)
if classifier_type == 'liblinear':
clf = svm.LinearSVC(eps = svm_eps, C = svm_C)
if classifier_type == 'libSVM':
clf = svm.SVC(eps = svm_eps, C = svm_C, probability = True)
elif classifier_type == 'LRL1':
clf = LogisticRegression(C=svm_C, penalty = 'l1')
elif classifier_type == 'LRL2':
clf = LogisticRegression(C=svm_C, penalty = 'l1')
clf.fit(train_features, train_labels)
return clf
def makeLogisticRegression(inData, regularization, penalty):
print "Logistic regression parameters"
print "Regularization = ", regularization
print "Penalty (L1/L2) = ", penalty
print "Starting logistic regression calculation"
sys.stdout.flush()
xData, yData = getXYData(inData)
logRegClassifier = LogisticRegression(C=regularization, penalty=penalty)
logRegClassifier.fit(xData, yData)
print "Finished logistic regression calculation"
return logRegClassifier
def test_dense_tf_idf():
hv = HashingVectorizer(dim=1000, probes=3)
hv.vectorize(JUNK_FOOD_DOCS)
hv.vectorize(NOTJUNK_FOOD_DOCS)
# extract the TF-IDF data
X = hv.get_tfidf()
assert_equal(X.shape, (11, 1000))
# label junk food as -1, the others as +1
y = np.ones(X.shape[0])
y[:6] = -1
# train and test a classifier
clf = LogisticRegression().fit(X[1:-1], y[1:-1])
assert_equal(clf.predict([X[0]]), [-1])
assert_equal(clf.predict([X[-1]]), [1])
def AUCkFoldLogisticRegression(regularization, inData, penalty, kFolds):
print "\n\tCalculating AUC for regularization", regularization, "using", kFolds, "folds"
sys.stdout.flush()
xData, yData = getXYData(inData)
nSamples, nFeatures = xData.shape
if nSamples % kFolds != 0:
raise UserWarning(
"Uneven fold sizes! Must evenly divide 5922 (e.g. 2,3,7 or 9 folds"
)
# 2, 3, 7, and 9 are factors of 5922 (#data points) & yield equal fold sizes
crossValFolds = KFold(nSamples, kFolds)
yTestDataAllFolds = array([])
probasTestDataAllFolds = array([])
sumAUC = 0.0
for foldNum, (train, test) in enumerate(crossValFolds):
# fit a new LR model for each fold's data & evaluate using AUC
LRclassifier = LogisticRegression(C=regularization, penalty=penalty)
probas_ = LRclassifier.fit(xData[train],
yData[train]).predict_proba(xData[test])
numNon0Coefs = sum(
[1 for coef in LRclassifier.coef_[:][0] if coef != 0])
# probas_ contains 2 columns of probabilities, one for each of the 2 classes (0,1)
# In the documentation, seems like col 1 is for class 1,
# but tests show it seems like col 0 is for class 1, so we use that below.
CLASS_1_COL = 0
# Compute ROC curve and area under the curve
FPR, TPR, thresholds = roc(yData[test], probas_[:, CLASS_1_COL])
roc_auc = auc(FPR, TPR)
print "\tFold:", foldNum, " AUC:", roc_auc, "Non0Coefs:", numNon0Coefs,
print "Reg:", regularization,
print localTimeString()
sys.stdout.flush()
sumAUC += roc_auc
yTestDataAllFolds = numpy.concatenate((yTestDataAllFolds, yData[test]))
probasTestDataAllFolds = \
numpy.concatenate((probasTestDataAllFolds,probas_[:,CLASS_1_COL]) )
FPRallFolds, TPRallFolds, thresholds = roc(yTestDataAllFolds,
probasTestDataAllFolds)
roc_auc_allFolds = auc(FPRallFolds, TPRallFolds)
print "AUC_all_folds:", roc_auc_allFolds,
print "Reg:", regularization, "Penalty:", penalty, "kFolds:", kFolds,
print localTimeString()
return roc_auc_allFolds
# $Id$ import numpy as np from scikits.learn.logistic import LogisticRegression from scikits.learn import datasets iris = datasets.load_iris() X = iris.data y = iris.target # Set regularization parameter C = 0.1 classifier_l1_LR = LogisticRegression(C=C, penalty='l1') classifier_l2_LR = LogisticRegression(C=C, penalty='l2') classifier_l1_LR.fit(X, y) classifier_l2_LR.fit(X, y) hyperplane_coefficients_l1_LR = classifier_l1_LR.coef_[:] hyperplane_coefficients_l2_LR = classifier_l2_LR.coef_[:] # hyperplane_coefficients_l1_LR contains zeros due to the # L1 sparsity inducing norm pct_non_zeros_l1_LR = np.mean(hyperplane_coefficients_l1_LR != 0) * 100 pct_non_zeros_l2_LR = np.mean(hyperplane_coefficients_l2_LR != 0) * 100 print "Percentage of non zeros coefficients (L1) : %f" % pct_non_zeros_l1_LR print "Percentage of non zeros coefficients (L2) : %f" % pct_non_zeros_l2_LR
