def __init__(self, kernel=None, **kwargs):
super(KernelFunction, self).__init__(**kwargs)
if kernel is None:
import parsimony.algorithms.utils as alg_utils
self.kernel = alg_utils.LinearKernel()
else:
self.kernel = kernel
def __init__(self,
C,
kernel=utils.LinearKernel(),
eps=1e-4,
max_iter=consts.MAX_ITER,
min_iter=1,
info=[]):
super(SequentialMinimalOptimization, self).__init__(kernel=kernel,
info=info)
self.C = max(0, float(C))
self.eps = max(consts.FLOAT_EPSILON, float(eps))
self.min_iter = max(1, int(min_iter))
self.max_iter = max(self.min_iter, int(max_iter))
def test_SVM(self):
np.random.seed(42)
n = 100
X = np.vstack([
0.2 * np.random.randn(int(n / 2), 2) + 0.25,
0.2 * np.random.randn(int(n / 2), 2) + 0.75
])
X_1 = np.hstack((-np.ones((X.shape[0], 1)), X))
y = np.vstack(
[1 * np.ones((int(n / 2), 1)), 3 * np.ones((int(n / 2), 1))]) - 2
import parsimony.algorithms.algorithms as alg
info = [utils.Info.func_val]
K = utils.LinearKernel(X=X)
smo = alg.SequentialMinimalOptimization(1.0,
kernel=K,
info=info,
max_iter=100)
w = smo.run(X, y)
# Check that it is never increasing:
f = smo.info_get("func_val")
fdiff = np.array(f[2:]) - np.array(f[:-2])
assert (np.sum(fdiff > 0) == 0)
# from parsimony.algorithms.subgradient import SubGradientDescent
# from parsimony.algorithms.utils import NonSumDimStepSize
# sgd = SubGradientDescent(max_iter=100,
# step_size=NonSumDimStepSize(a=0.01),
# use_gradient=False,
# info=info,
# use_best_f=True)
# K_1 = utils.LinearKernel(X=X_1)
# function = losses.NonlinearSVM(X_1, y, 1.0, kernel=K_1,
# penalty_start=1, mean=False)
# beta_sgd = sgd.run(function, np.zeros((n, 1)))
# w_sgd = np.dot(X_1.T, beta_sgd)
# function = LinearRegressionL1(X, y, l1=0.01, mean=False)
# import matplotlib.pyplot as plt
# plt.plot(X[:50, 0], X[:50, 1], 'g.')
# plt.plot(X[50:, 0], X[50:, 1], 'b.')
# for i in range(10000):
# p = np.random.rand(2, 1)
#
# val = 0.0
# for i in xrange(y.shape[0]):
# val += smo.alpha[i, 0] * y[i, 0] * smo.K(X[i, :], p)
# val -= smo.bias
#
# if np.abs(val) < 0.01:
# plt.plot(p[0], p[1], 'r.')
#
# plt.show()
from parsimony.estimators import RidgeLogisticRegression
from parsimony.estimators import SupportVectorMachine
from parsimony.algorithms.gradient import AcceleratedGradientDescent
lr = RidgeLogisticRegression(
1.0,
algorithm=AcceleratedGradientDescent(max_iter=100),
mean=False,
penalty_start=1)
params = lr.fit(X_1, y).parameters()
w_lr = params["beta"]
n_w = w / np.linalg.norm(w)
# n_w_sgd = w_sgd[1:, :] / np.linalg.norm(w_sgd[1:, :])
n_w_lr = w_lr[1:, :] / np.linalg.norm(w_lr[1:, :])
# print n_w
# print n_beta_lr
# print np.linalg.norm(n_w - n_w_lr)
# print np.linalg.norm(n_w_sgd - n_w_lr)
# print np.linalg.norm(n_w - n_w_sgd)
assert (np.linalg.norm(n_w - n_w_lr) < 0.065)
# assert(np.linalg.norm(n_w_sgd - n_w_lr) < 0.045)
# assert(np.linalg.norm(n_w - n_w_sgd) < 0.11)
smo = SupportVectorMachine(1.0, kernel=K, algorithm=smo)
smo.fit(X, y)
