def run_gamma(x, y):
perc = 0.6
n = x.shape[0]
gamma_list = (np.power(2.0, range(-4, 12))/(n*perc)).tolist()
n_iter = 2
train_err_libsvm = np.zeros((len(gamma_list), n_iter))
test_err_libsvm = np.zeros((len(gamma_list), n_iter))
train_err_dsvm = np.zeros((len(gamma_list), n_iter))
test_err_dsvm = np.zeros((len(gamma_list), n_iter))
train_err_pegasos = np.zeros((len(gamma_list), n_iter))
test_err_pegasos = np.zeros((len(gamma_list), n_iter))
ss = cv.StratifiedShuffleSplit(y, n_iter=n_iter, test_size=1-perc, train_size=None, random_state=0)
for k, (train, test) in enumerate(ss):
ntr = len(train)
lmda = 1.0 / ntr
print "#iter: %d" % k
x_train, x_test, y_train, y_test = x[train], x[test], y[train], y[test]
mM_scale = preprocessing.MinMaxScaler(feature_range=(-1, 1))
x_train = mM_scale.fit_transform(x_train)
x_test = mM_scale.transform(x_test)
for j, gm in enumerate(gamma_list):
print "check lamda %f, gamma %f" % (lmda, gm)
clf = svm.SVC(C=lmda * ntr, kernel='rbf', gamma=gm, cache_size=600)
clf.fit(x_train, y_train)
pred = clf.predict(x_train)
train_err_libsvm[j, k] = zero_one_loss(y_train, pred)
pred = clf.predict(x_test)
test_err_libsvm[j, k] = zero_one_loss(y_test, pred)
dsvm = DualKSVM(lmda=lmda, gm=gm, kernelstr='rbf', nsweep=ntr/2, b=5, c=1)
dsvm.fit(x_train, y_train, x_test, y_test, )
train_err_dsvm[j, k] = dsvm.err_tr[-1]
test_err_dsvm[j, k] = dsvm.err_te[-1]
kpega = Pegasos(ntr, lmda, gm, nsweep=2, batchsize=2)
kpega.train_test(x_train, y_train, x_test, y_test)
train_err_pegasos[j, k] = kpega.err_tr[-1]
test_err_pegasos[j, k] = kpega.err_te[-1]
avg_train_err_libsvm = np.mean(train_err_libsvm, axis=1)
avg_test_err_libsvm = np.mean(test_err_libsvm, axis=1)
avg_train_err_dsvm = np.mean(train_err_dsvm, axis=1)
avg_test_err_dsvm = np.mean(test_err_dsvm, axis=1)
avg_train_err_pegasos = np.mean(train_err_pegasos, axis=1)
avg_test_err_pegasos = np.mean(test_err_pegasos, axis=1)
plt.figure()
# color_list = ['b', 'r', 'g', 'c', ]
# marker_list = ['o', 'x', '>', 's']
plt.loglog(gamma_list, avg_train_err_libsvm, 'bo-', label='libsvm train')
plt.loglog(gamma_list, avg_test_err_libsvm, 'ro-', label='libsvm test')
plt.loglog(gamma_list, avg_train_err_dsvm, 'gx-', label='dsvm train')
plt.loglog(gamma_list, avg_test_err_dsvm, 'cx-', label='dsvm test')
plt.loglog(gamma_list, avg_train_err_pegasos, 'mD-', label='pegasos train')
plt.loglog(gamma_list, avg_test_err_pegasos, 'kD-', label='pegasos test')
plt.legend(bbox_to_anchor=(0, 1.17, 1, .1), loc=2, ncol=2, mode="expand", borderaxespad=0)
plt.savefig('../output/usps_diff_gamma.pdf')
clf_md = {}
for i, rho in enumerate(rholist):
clf_md[i] = DualKSVM(lmda=C / n, kernelstr='rbf', gm=gamma, nsweep=n, b=b, c=c, verbose=True, rho=rho,
algo_type='sbmd')
clf_md[i].fit(x[train_index, :], y[train_index], x[test_index, :], y[test_index])
trainerr_md[i].append(clf_md[i].err_tr)
testerr_md[i].append(clf_md[i].err_te)
obj_md[i].append(clf_md[i].obj)
# trainerr_md2[i].append(clf_md[i].err_tr2)
# testerr_md2[i].append(clf_md[i].err_te2)
obj_md2[i].append(clf_md[i].obj2)
print "dualsvm time %f " % (time.time() - start_t)
start_t = time.time()
clf_cd = DualKSVM(lmda=C / n, kernelstr='rbf', gm=gamma, nsweep=int(4 * n), algo_type='cd')
clf_cd.fit(x[train_index, :], y[train_index], x[test_index, :], y[test_index])
trainerr_cd.append(clf_cd.err_tr)
testerr_cd.append(clf_cd.err_te)
obj_cd.append(clf_cd.obj)
print "cd svm time %f" % (time.time() - start_t)
start_t = time.time()
clf_pega = Pegasos(lmda=C / n, gm=gamma, kernelstr='rbf', nsweep=5, batchsize=1)
clf_pega.fit(x[train_index, :], y[train_index], x[test_index, :], y[test_index])
trainerr_pega.append(clf_pega.err_tr)
testerr_pega.append(clf_pega.err_te)
obj_pega.append(clf_pega.obj)
trainerr_pega.append(clf_pega.err_tr)
testerr_pega.append(clf_pega.err_te)
obj_pega.append(clf_pega.obj)
print "pegasos time %f" % (time.time() - start_t)
trainerr_cd = {}
testerr_cd = {}
obj_cd = {}
trainerr_pega = {}
testerr_pega = {}
obj_pega = {}
b = 4
c = 1
rs = cv.ShuffleSplit(x.shape[0], n_iter=n_iter, train_size=0.3, test_size=0.5, random_state=None)
for k, (train_index, test_index) in enumerate(rs):
print "iter # %d" % k
n = train_index.size
start_t = time.time()
clf = DualKSVM(lmda=C/n, kernelstr='rbf', gm=gamma, nsweep=n, b=b, c=c, verbose=True, rho=rho1, algo_type='scg_da')
clf.fit(x[train_index, :], y[train_index], x[test_index, :], y[test_index])
if C in trainerr_dasvm:
trainerr_dasvm[C] = np.vstack((trainerr_dasvm[C], clf.err_tr))
testerr_dasvm[C] = np.vstack((testerr_dasvm[C], clf.err_te))
obj_dasvm[C] = np.vstack((obj_dasvm[C], clf.obj))
else:
trainerr_dasvm[C] = clf.err_tr
testerr_dasvm[C] = clf.err_te
obj_dasvm[C] = clf.obj
print "dualsvm time %f " % (time.time()-start_t)
start_t = time.time()
clf2 = DualKSVM(lmda=C/n, kernelstr='rbf', gm=gamma, nsweep=int(4*n), algo_type='cd')
clf2.fit(x[train_index, :], y[train_index], x[test_index, :], y[test_index])
if C in trainerr_cd:
trainerr_cd[C] = np.vstack((trainerr_cd[C], clf2.err_tr))
random_state = np.random.random_integers(low=0, high=1000)
x_train, x_test, y_train, y_test = cv.train_test_split(x, y, test_size=perc, random_state=random_state)
# scalar = preprocessing.StandardScaler().fit(x_train)
# x_test = scalar.transform(x_test)
# x_train = scalar.transform(x_train)
mm_scale = preprocessing.MinMaxScaler(feature_range=(-1, 1))
x_train = mm_scale.fit_transform(x_train)
x_test = mm_scale.transform(x_test)
ntr = x_train.shape[0]
# gm = 1.0/1
gm = 1.0/ntr
# lmda = 1/float(ntr)
lmda = 1000/float(ntr)
print('train dual svm')
dsvm = DualKSVM(lmda=lmda, gm=gm, kernelstr='rbf', nsweep=0.8 * ntr, b=5, c=1)
dsvm.fit(x_train, y_train, x_test, y_test, )
print ('train Pegasos')
kpega = Pegasos(lmda=lmda, gm=gm, kernelstr='rbf', nsweep=3)
kpega.fit(x_train, y_train, x_test, y_test)
clf = svm.SVC(C=lmda*ntr, kernel='rbf', gamma=gm, verbose=True,)
# clf_da = svm.SVC(C=lmda*ntr, kernel='rbf', gamma=gm, fit_intercept=False)
clf.fit(x_train, y_train)
pred = clf.predict(x_test)
err_libsvm = zero_one_loss(pred, y_test)
print "sklearn err %f" % err_libsvm
plt.figure()
plt.plot(dsvm.nker_opers, dsvm.err_tr, 'rx-', label='dc train error')
plt.plot(kpega.nker_opers, kpega.err_tr, 'b.-', label='pegasos train error')