def fit(self, bags, y):
"""
@param bags : a sequence of n bags; each bag is an m-by-k array-like
object containing m instances with k features
@param y : an array-like object of length n containing -1/+1 labels
"""
self._bags = [np.asmatrix(bag) for bag in bags]
y = np.asmatrix(y).reshape((-1, 1))
bs = BagSplitter(self._bags, y)
if self.verbose:
print 'Training initial sMIL classifier for sbMIL...'
initial_classifier = sMIL(kernel=self.kernel, C=self.C, p=self.p, gamma=self.gamma,
scale_C=self.scale_C, verbose=self.verbose,
sv_cutoff=self.sv_cutoff)
initial_classifier.fit(bags, y)
if self.verbose:
print 'Computing initial instance labels for sbMIL...'
f_pos = initial_classifier.predict(bs.pos_inst_as_bags)
# Select nth largest value as cutoff for positive instances
n = int(round(bs.L_p * self.eta))
n = min(bs.L_p, n)
n = max(bs.X_p, n)
f_cutoff = sorted((float(f) for f in f_pos), reverse=True)[n - 1]
# Label all except for n largest as -1
pos_labels = -np.matrix(np.ones((bs.L_p, 1)))
pos_labels[np.nonzero(f_pos >= f_cutoff)] = 1.0
# Train on all instances
if self.verbose:
print 'Retraining with top %d%% as positive...' % int(100 * self.eta)
all_labels = np.vstack([-np.ones((bs.L_n, 1)), pos_labels])
super(SIL, self).fit(bs.instances, all_labels)
def fit(self, bags, y):
"""
@param bags : a sequence of n bags; each bag is an m-by-k array-like
object containing m instances with k features
@param y : an array-like object of length n containing -1/+1 labels
"""
self._bags = [np.asmatrix(bag) for bag in bags]
y = np.asmatrix(y).reshape((-1, 1))
bs = BagSplitter(self._bags, y)
if self.verbose:
print 'Training initial sMIL classifier for sbMIL...'
initial_classifier = sMIL(kernel=self.kernel,
C=self.C,
p=self.p,
gamma=self.gamma,
scale_C=self.scale_C,
verbose=self.verbose,
sv_cutoff=self.sv_cutoff)
initial_classifier.fit(bags, y)
if self.verbose:
print 'Computing initial instance labels for sbMIL...'
f_pos = initial_classifier.predict(bs.pos_inst_as_bags)
# Select nth largest value as cutoff for positive instances
n = int(round(bs.L_p * self.eta))
n = min(bs.L_p, n)
n = max(bs.X_p, n)
f_cutoff = sorted((float(f) for f in f_pos), reverse=True)[n - 1]
# Label all except for n largest as -1
pos_labels = -np.matrix(np.ones((bs.L_p, 1)))
pos_labels[np.nonzero(f_pos >= f_cutoff)] = 1.0
# Train on all instances
if self.verbose:
print 'Retraining with top %d%% as positive...' % int(
100 * self.eta)
all_labels = np.vstack([-np.ones((bs.L_n, 1)), pos_labels])
super(SIL, self).fit(bs.instances, all_labels)
def fit(self, bags, y):
"""
@param bags : a sequence of n bags; each bag is an m-by-k array-like
object containing m instances with k features
@param y : an array-like object of length n containing -1/+1 labels
"""
self._bags = map(np.asmatrix, bags)
bs = BagSplitter(self._bags,
np.asmatrix(y).reshape((-1, 1)))
self._all_bags = bs.neg_inst_as_bags + bs.pos_inst_as_bags + bs.pos_bags
all_classes = np.vstack([-np.ones((bs.L_n, 1)),
np.ones((bs.L_p + bs.X_p, 1))])
if self.scale_C:
niC = float(self.C) / bs.L_n
piC = float(self.C) / bs.L_p
pbC = float(self.C) / bs.X_p
else:
niC = float(self.C)
piC = float(self.C)
pbC = float(self.C)
C = np.vstack([niC*np.ones((bs.L_n, 1)),
piC*np.ones((bs.L_p, 1)),
pbC*np.ones((bs.X_p, 1))])
# Used to adjust balancing terms
factors = np.vstack([np.matrix(np.ones((bs.L_n + bs.L_p, 1))),
np.matrix([2.0/bag.shape[0] - 1.0
for bag in bs.pos_bags]).T])
best_obj = float('inf')
best_svm = None
for rr in range(self.restarts + 1):
if rr == 0:
if self.verbose: print 'Non-random start...'
if self.verbose: print 'Initial sMIL solution...'
smil = sMIL(kernel=self.kernel, C=self.C,
gamma=self.gamma, p=self.p, scale_C=self.scale_C)
smil.fit(bags, y)
if self.verbose: print 'Computing instance classes...'
initial_svm = smil
initial_classes = np.sign(smil.predict(bs.pos_inst_as_bags))
else:
if self.verbose: print 'Random restart %d of %d...' % (rr, self.restarts)
initial_svm = None
initial_classes = np.matrix([np.sign([uniform(-1.0, 1.0)
for i in range(bs.L_p)])]).T
if self.verbose: print 'Setup SVM and QP...'
# Setup SVM and QP
K, H, f, A, b, lb, ub = self._setup_svm(self._all_bags, all_classes, C)
# Adjust f with balancing terms
f = np.multiply(f, factors)
qp = IterativeQP(H, f, A, b, lb, ub)
class stMILCCCP(CCCP):
def bailout(cself, svm, obj_val, classes):
return svm
def iterate(cself, svm, obj_val, classes):
# Fix classes with zero classification
classes[np.nonzero(classes == 0.0)] = 1.0
cself.mention('Linearalizing constraints...')
all_classes = np.matrix(np.vstack([-np.ones((bs.L_n, 1)),
classes.reshape((-1, 1)),
np.ones((bs.X_p, 1))]))
D = spdiag(all_classes)
# Update QP
qp.update_H(D*K*D)
qp.update_Aeq(all_classes.T)
# Solve QP
alphas, obj = qp.solve(self.verbose)
# Update SVM
svm = NSK(kernel=self.kernel, gamma=self.gamma, p=self.p,
verbose=self.verbose, sv_cutoff=self.sv_cutoff)
svm._bags = self._all_bags
svm._y = all_classes
svm._alphas = alphas
svm._objective = obj
svm._compute_separator(K)
svm._K = K
if cself.check_tolerance(obj_val, obj):
return None, svm
# Use precomputed classifications from SVM
new_classes = np.sign(svm._bag_predictions[bs.L_n:-bs.X_p])
return {'svm': svm, 'obj_val': obj, 'classes': new_classes}, None
cccp = stMILCCCP(verbose=self.verbose, svm=initial_svm, obj_val=None,
classes=initial_classes, max_iters=self.max_iters)
svm = cccp.solve()
if svm is not None:
obj = float(svm._objective)
if obj < best_obj:
best_svm = svm
best_obj = obj
if best_svm is not None:
self._all_bags = best_svm._bags
self._y = best_svm._y
self._alphas = best_svm._alphas
self._objective = best_svm._objective
self._compute_separator(best_svm._K)
def fit(self, bags, y):
"""
@param bags : a sequence of n bags; each bag is an m-by-k array-like
object containing m instances with k features
@param y : an array-like object of length n containing -1/+1 labels
"""
self._bags = map(np.asmatrix, bags)
bs = BagSplitter(self._bags, np.asmatrix(y).reshape((-1, 1)))
self._all_bags = bs.neg_inst_as_bags + bs.pos_inst_as_bags + bs.pos_bags
all_classes = np.vstack(
[-np.ones((bs.L_n, 1)),
np.ones((bs.L_p + bs.X_p, 1))])
if self.scale_C:
niC = float(self.C) / bs.L_n
piC = float(self.C) / bs.L_p
pbC = float(self.C) / bs.X_p
else:
niC = float(self.C)
piC = float(self.C)
pbC = float(self.C)
C = np.vstack([
niC * np.ones((bs.L_n, 1)), piC * np.ones((bs.L_p, 1)),
pbC * np.ones((bs.X_p, 1))
])
# Used to adjust balancing terms
factors = np.vstack([
np.matrix(np.ones((bs.L_n + bs.L_p, 1))),
np.matrix([2.0 / bag.shape[0] - 1.0 for bag in bs.pos_bags]).T
])
best_obj = float('inf')
best_svm = None
for rr in range(self.restarts + 1):
if rr == 0:
if self.verbose:
print 'Non-random start...'
if self.verbose:
print 'Initial sMIL solution...'
smil = sMIL(kernel=self.kernel,
C=self.C,
gamma=self.gamma,
p=self.p,
scale_C=self.scale_C)
smil.fit(bags, y)
if self.verbose:
print 'Computing instance classes...'
initial_svm = smil
initial_classes = np.sign(smil.predict(bs.pos_inst_as_bags))
else:
if self.verbose:
print 'Random restart %d of %d...' % (rr, self.restarts)
initial_svm = None
initial_classes = np.matrix(
[np.sign([uniform(-1.0, 1.0) for i in range(bs.L_p)])]).T
if self.verbose:
print 'Setup SVM and QP...'
# Setup SVM and QP
K, H, f, A, b, lb, ub = self._setup_svm(self._all_bags,
all_classes, C)
# Adjust f with balancing terms
f = np.multiply(f, factors)
qp = IterativeQP(H, f, A, b, lb, ub)
class stMILCCCP(CCCP):
def bailout(cself, svm, obj_val, classes):
return svm
def iterate(cself, svm, obj_val, classes):
# Fix classes with zero classification
classes[np.nonzero(classes == 0.0)] = 1.0
cself.mention('Linearalizing constraints...')
all_classes = np.matrix(
np.vstack([
-np.ones((bs.L_n, 1)),
classes.reshape((-1, 1)),
np.ones((bs.X_p, 1))
]))
D = spdiag(all_classes)
# Update QP
qp.update_H(D * K * D)
qp.update_Aeq(all_classes.T)
# Solve QP
alphas, obj = qp.solve(self.verbose)
# Update SVM
svm = NSK(kernel=self.kernel,
gamma=self.gamma,
p=self.p,
verbose=self.verbose,
sv_cutoff=self.sv_cutoff)
svm._bags = self._all_bags
svm._y = all_classes
svm._alphas = alphas
svm._objective = obj
svm._compute_separator(K)
svm._K = K
if cself.check_tolerance(obj_val, obj):
return None, svm
# Use precomputed classifications from SVM
new_classes = np.sign(svm._bag_predictions[bs.L_n:-bs.X_p])
return {
'svm': svm,
'obj_val': obj,
'classes': new_classes
}, None
cccp = stMILCCCP(verbose=self.verbose,
svm=initial_svm,
obj_val=None,
classes=initial_classes,
max_iters=self.max_iters)
svm = cccp.solve()
if svm is not None:
obj = float(svm._objective)
if obj < best_obj:
best_svm = svm
best_obj = obj
if best_svm is not None:
self._all_bags = best_svm._bags
self._y = best_svm._y
self._alphas = best_svm._alphas
self._objective = best_svm._objective
self._compute_separator(best_svm._K)