def perform(self):
# Adapted from https://github.com/JonathanTay/CS-7641-assignment-1/blob/master/SVM.py
samples = self._details.ds.features.shape[0]
features = self._details.ds.features.shape[1]
gamma_fracs = np.arange(1 / features, 2.1, 0.2)
tols = np.arange(1e-8, 1e-1, 0.01)
C_values = np.arange(0.001, 2.5, 0.25)
iters = [-1, int((1e6 / samples) / 0.8) + 1]
best_params_linear = None
best_params_rbf = None
# # Uncomment to select known best params from grid search. This will skip the grid search and just rebuild
# # the various graphs
# #
# if self._details.ds_name == "spam":
# best_params_linear = {
# "C": 0.101,
# "class_weight": "balanced",
# "loss": "squared_hinge",
# "max_iter": 33,
# "tol": 1.00e-08,
# }
# best_params_rbf = {
# "C": 0.251,
# "class_weight": "balanced",
# "decision_function_shape": "ovo",
# "tol": 0.07000001,
# }
# elif self._details.ds_name == "poisonous_mushrooms":
# best_params_linear = {
# "C": 0.001,
# "class_weight": "balanced",
# "loss": "squared_hinge",
# "max_iter": 42,
# "tol": 1.00e-08,
# }
# best_params_rbf = {
# "C": 0.251,
# "class_weight": "balanced",
# "decision_function_shape": "ovo",
# "tol": 0.06000001,
# }
# Linear SVM
params = {
"SVM__max_iter": iters,
"SVM__tol": tols,
"SVM__class_weight": [{
1: 10
}],
"SVM__C": C_values,
}
complexity_param = {
"name": "SVM__C",
"display_name": "Penalty",
"values": np.arange(0.001, 2.5, 0.1),
}
iteration_details = {
"x_scale": "log",
"params": {
"SVM__max_iter": [2**x for x in range(12)]
},
}
# NOTE: If this is causing issues, try the RBFSVMLearner. Passing use_linear=True will use a linear kernel
# and passing use_linear=False will use the RBF kernel. This method is slower but if libsvm is not
# available it may be your only option
learner = learners.LinearSVMLearner(dual=False)
if best_params_linear is not None:
learner.set_params(**best_params_linear)
#
best_params = experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
"SVMLinear",
"SVM",
params,
complexity_param=complexity_param,
seed=self._details.seed,
best_params=best_params_linear,
threads=self._details.threads,
verbose=self._verbose,
)
of_params = best_params.copy()
learner = learners.LinearSVMLearner(dual=True)
if best_params_linear is not None:
learner.set_params(**best_params_linear)
experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
"SVMLinear_OF",
"SVM",
of_params,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_linear,
threads=self._details.threads,
verbose=self._verbose,
iteration_lc_only=True,
)
# RBF SVM
params = {
"SVM__max_iter": iters,
"SVM__tol": tols,
"SVM__class_weight": ["balanced"],
"SVM__C": C_values,
"SVM__decision_function_shape": ["ovo", "ovr"],
"SVM__gamma": gamma_fracs,
}
params = {
"SVM__C": C_values,
"SVM__class_weight": ["balanced"],
"SVM__tol": tols,
"SVM__decision_function_shape": ["ovo", "ovr"],
}
complexity_param = {
"name": "SVM__C",
"display_name": "Penalty",
"values": np.arange(0.001, 2.5, 0.25),
}
#
learner = learners.SVMLearner(kernel="rbf")
if best_params_rbf is not None:
learner.set_params(**best_params_rbf)
best_params = experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
"SVM_RBF",
"SVM",
params,
complexity_param=complexity_param,
seed=self._details.seed,
best_params=best_params_rbf,
threads=self._details.threads,
verbose=self._verbose,
)
of_params = best_params.copy()
learner = learners.SVMLearner(kernel="rbf")
if best_params_rbf is not None:
learner.set_params(**best_params_rbf)
experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
"SVM_RBF_OF",
"SVM",
of_params,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_rbf,
threads=self._details.threads,
verbose=self._verbose,
iteration_lc_only=True,
)
def perform(self):
# Adapted from https://github.com/JonathanTay/CS-7641-assignment-1/blob/master/SVM.py
samples = self._details.ds.features.shape[0]
features = self._details.ds.features.shape[1]
# original
# gamma_fracs = np.arange(1/features, 2.1, 0.2)
# tols = np.arange(1e-8, 1e-1, 0.01)
# C_values = np.arange(0.001, 2.5, 0.25)
# iters = [-1, int((1e6/samples)/.8)+1]
# YS changed
gamma_fracs = np.arange(1 / features, 1.1, 0.25)
tols = np.arange(1e-3, 1e-1, 0.03)
C_values = np.arange(0.1, 2.5, 0.5)
iters = [-1, int((1e6 / samples) / .8) + 1]
best_params_linear = None
best_params_rbf = None
# Uncomment to select known best params from grid search. This will skip the grid search and just rebuild
# the various graphs
#
# Dataset 1:
# best_params_linear = {'C': 0.5, 'class_weight': 'balanced', 'loss': 'squared_hinge',
# 'max_iter': 1478, 'tol': 0.06000001}
# best_params_rbf = {'C': 2.0, 'class_weight': 'balanced', 'decision_function_shape': 'ovo',
# 'gamma': 0.05555555555555555, 'max_iter': -1, 'tol': 1e-08}
# Dataset 2:
# best_params_linear = {'C': 1.0, 'class_weight': 'balanced', 'loss': 'hinge', 'dual': True,
# 'max_iter': 70, 'tol': 0.08000001}
# best_params_rbf = {'C': 1.5, 'class_weight': 'balanced', 'decision_function_shape': 'ovo',
# 'gamma': 0.125, 'max_iter': -1, 'tol': 0.07000001}
# Linear SVM
params = {
'SVM__max_iter': iters,
'SVM__tol': tols,
'SVM__class_weight': ['balanced'],
'SVM__C': C_values
}
# original
# complexity_param = {'name': 'SVM__C', 'display_name': 'Penalty', 'values': np.arange(0.001, 2.5, 0.1)}
# YS changed
complexity_param = {
'name': 'SVM__C',
'display_name': 'Penalty',
'values': np.arange(0.1, 2.5, 0.5)
}
iteration_details = {
'x_scale': 'log',
# original
# 'params': {'SVM__max_iter': [2**x for x in range(12)]},
# YS changed from range(12)
'params': {
'SVM__max_iter': [4**x for x in range(6)]
},
}
# NOTE: If this is causing issues, try the RBFSVMLearner. Passing use_linear=True will use a linear kernel
# and passing use_linear=False will use the RBF kernel. This method is slower but if libsvm is not
# available it may be your only option
learner = learners.LinearSVMLearner(dual=False)
if best_params_linear is not None:
learner.set_params(**best_params_linear)
best_params = experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVMLinear',
'SVM',
params,
complexity_param=complexity_param,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_linear,
threads=self._details.threads,
verbose=self._verbose)
of_params = best_params.copy()
learner = learners.LinearSVMLearner(dual=True)
if best_params_linear is not None:
learner.set_params(**best_params_linear)
experiments.perform_experiment(self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVMLinear_OF',
'SVM',
of_params,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_linear,
threads=self._details.threads,
verbose=self._verbose,
iteration_lc_only=True)
# RBF SVM
params = {
'SVM__max_iter': iters,
'SVM__tol': tols,
'SVM__class_weight': ['balanced'],
'SVM__C': C_values,
'SVM__decision_function_shape': ['ovo', 'ovr'],
'SVM__gamma': gamma_fracs
}
# original
# complexity_param = {'name': 'SVM__C', 'display_name': 'Penalty', 'values': np.arange(0.001, 2.5, 0.1)}
# YS changed
complexity_param = {
'name': 'SVM__C',
'display_name': 'Penalty',
'values': np.arange(0.1, 2.5, 0.5)
}
learner = learners.SVMLearner(kernel='rbf')
if best_params_rbf is not None:
learner.set_params(**best_params_rbf)
best_params = experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVM_RBF',
'SVM',
params,
complexity_param=complexity_param,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_rbf,
threads=self._details.threads,
verbose=self._verbose)
of_params = best_params.copy()
learner = learners.SVMLearner(kernel='rbf')
if best_params_rbf is not None:
learner.set_params(**best_params_rbf)
experiments.perform_experiment(self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVM_RBF_OF',
'SVM',
of_params,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_rbf,
threads=self._details.threads,
verbose=self._verbose,
iteration_lc_only=True)
def perform(self):
# Adapted from https://github.com/JonathanTay/CS-7641-assignment-1/blob/master/SVM.py
samples = self._details.ds.features.shape[0]
features = self._details.ds.features.shape[1]
gamma_fracs = np.arange(1 / features, 2.1, 0.2)
tols = np.arange(1e-8, 1e-1, 0.01)
C_values = np.arange(0.001, 2.5, 0.25)
iters = [-1, int((1e6 / samples) / .8) + 1]
best_params_linear = None
best_params_rbf = None
# Uncomment to select known best params from grid search. This will skip the grid search and just rebuild
# the various graphs
#
# Dataset 1 (credit default):
'''
best_params_linear = {
"C": 0.251,
"class_weight": "balanced",
"dual": False,
"fit_intercept": True,
"intercept_scaling": 1,
"loss": "squared_hinge",
"max_iter": 42,
"multi_class": "ovr",
"penalty": "l2",
"tol": 0.020000010000000002,
"verbose": False
}
best_params_rbf = {
"C": 0.751,
"cache_size": 200,
"class_weight": "balanced",
"coef0": 0,
"decision_function_shape": "ovo",
"degree": 3,
"gamma": 0.043478260869565216,
"kernel": "rbf",
"max_iter": -1,
"probability": False,
"shrinking": True,
"tol": 0.08000001,
"verbose": False
}
# Dataset 2:
best_params_linear = {
"C": 0.251,
"class_weight": "balanced",
"dual": False,
"fit_intercept": True,
"intercept_scaling": 1,
"loss": "squared_hinge",
"max_iter": 42,
"multi_class": "ovr",
"penalty": "l2",
"tol": 0.020000010000000002,
"verbose": False
}
best_params_rbf = {
"C": 1.501,
"cache_size": 200,
"class_weight": "balanced",
"coef0": 0,
"decision_function_shape": "ovo",
"degree": 3,
"gamma": 0.0056179775280898875,
"kernel": "rbf",
"max_iter": -1,
"probability": False,
"shrinking": True,
"tol": 0.09000000999999999,
"verbose": False
}
'''
# Linear SVM
params = {
'SVM__max_iter': iters,
'SVM__tol': tols,
'SVM__class_weight': ['balanced'],
'SVM__C': C_values
}
complexity_param = {
'name': 'SVM__C',
'display_name': 'Penalty',
'values': np.arange(0.001, 2.5, 0.1)
}
iteration_details = {
'x_scale': 'log',
'params': {
'SVM__max_iter': [2**x for x in range(12)]
},
}
# NOTE: If this is causing issues, try the RBFSVMLearner. Passing use_linear=True will use a linear kernel
# and passing use_linear=False will use the RBF kernel. This method is slower but if libsvm is not
# available it may be your only option
learner = learners.LinearSVMLearner(dual=False)
if best_params_linear is not None:
learner.set_params(**best_params_linear)
best_params = experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVMLinear',
'SVM',
params,
complexity_param=complexity_param,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_linear,
threads=self._details.threads,
verbose=self._verbose)
of_params = best_params.copy()
learner = learners.LinearSVMLearner(dual=True)
if best_params_linear is not None:
learner.set_params(**best_params_linear)
experiments.perform_experiment(self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVMLinear_OF',
'SVM',
of_params,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_linear,
threads=self._details.threads,
verbose=self._verbose,
iteration_lc_only=True)
# RBF SVM
params = {
'SVM__max_iter': iters,
'SVM__tol': tols,
'SVM__class_weight': ['balanced'],
'SVM__C': C_values,
'SVM__decision_function_shape': ['ovo', 'ovr'],
'SVM__gamma': gamma_fracs
}
complexity_param = {
'name': 'SVM__C',
'display_name': 'Penalty',
'values': np.arange(0.001, 2.5, 0.1)
}
learner = learners.SVMLearner(kernel='rbf')
if best_params_rbf is not None:
learner.set_params(**best_params_rbf)
best_params = experiments.perform_experiment(
self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVM_RBF',
'SVM',
params,
complexity_param=complexity_param,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_rbf,
threads=self._details.threads,
verbose=self._verbose)
of_params = best_params.copy()
learner = learners.SVMLearner(kernel='rbf')
if best_params_rbf is not None:
learner.set_params(**best_params_rbf)
experiments.perform_experiment(self._details.ds,
self._details.ds_name,
self._details.ds_readable_name,
learner,
'SVM_RBF_OF',
'SVM',
of_params,
seed=self._details.seed,
iteration_details=iteration_details,
best_params=best_params_rbf,
threads=self._details.threads,
verbose=self._verbose,
iteration_lc_only=True)