def looPairRange(params, data, dist = 1.1):
"""Identical to looPair, except you specifiy a distance from the boundary and it retrains for all points in that range, but not for once outside that range. For a value of one, ignoring rounding error, it should be identical to looPair, though in practise you should never do this - dist should always be >1.0. This also has a better than optimisation - if it knows its result is going to be worse than betterThan it gives up and saves computation."""
dataMatrix,y = data
# First train on all the data...
smo = SMO()
smo.setParams(params)
smo.setData(dataMatrix,y)
smo.solve()
onAll = copy.deepcopy(smo.getModel())
# Get set of indices to retrain with, collate statistics for all the non-supporting vectors...
scores = onAll.multiClassify(dataMatrix)*y
indices = numpy.nonzero(scores<dist)[0]
correct = (scores>0).sum() - (scores[indices]>0).sum()
# Now iterate and retrain without each of the supporting vectors, collating the statistics...
for i in xrange(indices.shape[0]):
index = indices[i]
noIndex = numpy.array(range(index)+range(index+1,y.shape[0]))
smo.setData(dataMatrix[noIndex],y[noIndex])
smo.solve()
res = smo.getModel().classify(dataMatrix[index]) * y[index]
if res>0: correct += 1
# Return the loo and initial trainning on all the data...
return (float(correct)/float(y.shape[0]),onAll)
def looPair(params,data):
"""Given a parameters object and a pair of data matrix and y (As returned by dataset.getTrainData.) this returns a (good) approximation of the leave one out negative log likellihood, and a model trained on *all* the data as a pair. Makes the assumption that losing a non-supporting vector does not require retraining, which is correct the vast majority of the time, and as a bonus avoids retrainning for most of the data, making this relativly fast."""
dataMatrix,y = data
# First train on all the data...
smo = SMO()
smo.setParams(params)
smo.setData(dataMatrix,y)
smo.solve()
onAll = copy.deepcopy(smo.getModel())
indices = smo.getIndices()
# Collate statistics for all the non-supporting vectors...
scores = onAll.multiClassify(dataMatrix)*y
correct = (scores>0).sum() - (scores[indices]>0).sum()
# Now iterate and retrain without each of the supporting vectors, collating the statistics...
for i in xrange(indices.shape[0]):
index = indices[i]
noIndex = numpy.array(range(index)+range(index+1,y.shape[0]))
smo.setData(dataMatrix[noIndex],y[noIndex])
smo.solve()
res = smo.getModel().classify(dataMatrix[index]) * y[index]
if res>0: correct += 1
# Return the loo and initial trainning on all the data...
return (float(correct)/float(y.shape[0]),onAll)
def looPairRange(params, data, dist=1.1):
"""Identical to looPair, except you specifiy a distance from the boundary and it retrains for all points in that range, but not for once outside that range. For a value of one, ignoring rounding error, it should be identical to looPair, though in practise you should never do this - dist should always be >1.0. This also has a better than optimisation - if it knows its result is going to be worse than betterThan it gives up and saves computation."""
dataMatrix, y = data
# First train on all the data...
smo = SMO()
smo.setParams(params)
smo.setData(dataMatrix, y)
smo.solve()
onAll = copy.deepcopy(smo.getModel())
# Get set of indices to retrain with, collate statistics for all the non-supporting vectors...
scores = onAll.multiClassify(dataMatrix) * y
indices = numpy.nonzero(scores < dist)[0]
correct = (scores > 0).sum() - (scores[indices] > 0).sum()
# Now iterate and retrain without each of the supporting vectors, collating the statistics...
for i in xrange(indices.shape[0]):
index = indices[i]
noIndex = numpy.array(range(index) + range(index + 1, y.shape[0]))
smo.setData(dataMatrix[noIndex], y[noIndex])
smo.solve()
res = smo.getModel().classify(dataMatrix[index]) * y[index]
if res > 0: correct += 1
# Return the loo and initial trainning on all the data...
return (float(correct) / float(y.shape[0]), onAll)
def looPair(params, data):
"""Given a parameters object and a pair of data matrix and y (As returned by dataset.getTrainData.) this returns a (good) approximation of the leave one out negative log likellihood, and a model trained on *all* the data as a pair. Makes the assumption that losing a non-supporting vector does not require retraining, which is correct the vast majority of the time, and as a bonus avoids retrainning for most of the data, making this relativly fast."""
dataMatrix, y = data
# First train on all the data...
smo = SMO()
smo.setParams(params)
smo.setData(dataMatrix, y)
smo.solve()
onAll = copy.deepcopy(smo.getModel())
indices = smo.getIndices()
# Collate statistics for all the non-supporting vectors...
scores = onAll.multiClassify(dataMatrix) * y
correct = (scores > 0).sum() - (scores[indices] > 0).sum()
# Now iterate and retrain without each of the supporting vectors, collating the statistics...
for i in xrange(indices.shape[0]):
index = indices[i]
noIndex = numpy.array(range(index) + range(index + 1, y.shape[0]))
smo.setData(dataMatrix[noIndex], y[noIndex])
smo.solve()
res = smo.getModel().classify(dataMatrix[index]) * y[index]
if res > 0: correct += 1
# Return the loo and initial trainning on all the data...
return (float(correct) / float(y.shape[0]), onAll)
def looPairBrute(params,data):
"""Same as looPair but does it brute force style - no approximation here."""
dataMatrix,y = data
# First train on all the data...
smo = SMO()
smo.setParams(params)
smo.setData(dataMatrix,y)
smo.solve()
onAll = copy.deepcopy(smo.getModel())
# Now iterate and retrain without each of the vectors, collating the statistics...
correct = 0
for i in xrange(y.shape[0]):
noIndex = numpy.array(range(i)+range(i+1,y.shape[0]))
smo.setData(dataMatrix[noIndex],y[noIndex])
smo.solve()
res = smo.getModel().classify(dataMatrix[i]) * y[i]
if res>0: correct += 1
# Return the loo and initial trainning on all the data...
return (float(correct)/float(y.shape[0]),onAll)
def looPairBrute(params, data):
"""Same as looPair but does it brute force style - no approximation here."""
dataMatrix, y = data
# First train on all the data...
smo = SMO()
smo.setParams(params)
smo.setData(dataMatrix, y)
smo.solve()
onAll = copy.deepcopy(smo.getModel())
# Now iterate and retrain without each of the vectors, collating the statistics...
correct = 0
for i in xrange(y.shape[0]):
noIndex = numpy.array(range(i) + range(i + 1, y.shape[0]))
smo.setData(dataMatrix[noIndex], y[noIndex])
smo.solve()
res = smo.getModel().classify(dataMatrix[i]) * y[i]
if res > 0: correct += 1
# Return the loo and initial trainning on all the data...
return (float(correct) / float(y.shape[0]), onAll)
