def train_rls(): X_train, Y_train, foo = read_svmlight("a1a.t") X_test, Y_test, foo = read_svmlight("a1a", X_train.shape[1]) learner = RLS(X_train, Y_train) best_regparam = None best_accuracy = 0. #exponential grid of possible regparam values log_regparams = range(-15, 16) for log_regparam in log_regparams: regparam = 2.**log_regparam #RLS is re-trained with the new regparam, this #is very fast due to computational short-cut learner.solve(regparam) #Leave-one-out cross-validation predictions, this is fast due to #computational short-cut P_loo = learner.leave_one_out() acc = accuracy(Y_train, P_loo) print("regparam 2**%d, loo-accuracy %f" %(log_regparam, acc)) if acc > best_accuracy: best_accuracy = acc best_regparam = regparam learner.solve(best_regparam) P_test = learner.predict(X_test) print("best regparam %f with loo-accuracy %f" %(best_regparam, best_accuracy)) print("test set accuracy %f" %accuracy(Y_test, P_test))
def train_rls(): X_train, Y_train, foo = read_svmlight("a1a.t") X_test, Y_test, foo = read_svmlight("a1a") #select randomly 500 basis vectors indices = range(X_train.shape[0]) indices = random.sample(indices, 500) basis_vectors = X_train[indices] regparams = [2.**i for i in range(-15, 16)] gammas = regparams best_regparam = None best_gamma = None best_acc = 0. best_learner = None for gamma in gammas: #New RLS is initialized for each kernel parameter learner = LeaveOneOutRLS(X_train, Y_train, basis_vectors=basis_vectors, kernel="GaussianKernel", gamma=gamma, regparams=regparams, measure=accuracy) acc = np.max(learner.cv_performances) if acc > best_acc: best_acc = acc best_regparam = learner.regparam best_gamma = gamma best_learner = learner P_test = best_learner.predict(X_test) print("best parameters gamma %f regparam %f" % (best_gamma, best_regparam)) print("best leave-one-out accuracy %f" % best_acc) print("test set accuracy %f" % accuracy(Y_test, P_test))
def train_rls(): X_train, Y_train, foo = read_svmlight("a1a.t") X_test, Y_test, foo = read_svmlight("a1a") # select randomly 100 basis vectors indices = range(X_train.shape[0]) indices = random.sample(indices, 100) basis_vectors = X_train[indices] regparams = [2.0 ** i for i in range(-15, 16)] gammas = [2 ** i for i in range(-10, 1)] best_regparam = None best_gamma = None best_acc = 0.0 best_learner = None for gamma in gammas: # New RLS is initialized for each kernel parameter learner = LeaveOneOutRLS( X_train, Y_train, basis_vectors=basis_vectors, kernel="GaussianKernel", gamma=gamma, regparams=regparams, measure=accuracy, ) acc = np.max(learner.cv_performances) print("gamma %f, regparam %f, accuracy %f" % (gamma, learner.regparam, acc)) if acc > best_acc: best_acc = acc best_regparam = learner.regparam best_gamma = gamma best_learner = learner P_test = best_learner.predict(X_test) print("best parameters gamma %f regparam %f" % (best_gamma, best_regparam)) print("best leave-one-out accuracy %f" % best_acc) print("test set accuracy %f" % accuracy(Y_test, P_test))
from rlscore.measure import accuracy #My class labels, three examples in positive and two in negative Y = [-1, -1, -1, 1, 1] #Some predictions P = [-1, -1, 1, 1, 1] print("My accuracy %f" % accuracy(Y, P)) #Accuracy accepts real-valued predictions, P2[i]>0 are mapped to +1, rest to -1 P2 = [-2.7, -1.3, 0.2, 1.3, 1] print("My accuracy with real-valued predictions %f" % accuracy(Y, P2)) Y2 = [2, 1, 3, 4, 1] #Labels must be in the set {-1,1}, this will not work accuracy(Y2, P)
from rlscore.measure import accuracy #My class labels, three examples in positive and two in negative Y = [-1, -1, -1, 1, 1] #Some predictions P = [-1, -1, 1, 1, 1] print("My accuracy %f" %accuracy(Y,P)) #Accuracy accepts real-valued predictions, P2[i]>0 are mapped to +1, rest to -1 P2 = [-2.7, -1.3, 0.2, 1.3, 1] print("My accuracy with real-valued predictions %f" %accuracy(Y,P2)) Y2 = [2, 1 , 3, 4, 1] #Labels must be in the set {-1,1}, this will not work accuracy(Y2, P)