台大林轩田《机器学习基石》：作业三python实现

台大林轩田《机器学习基石》：作业一python实现
台大林轩田《机器学习基石》：作业二python实现
台大林轩田《机器学习基石》：作业三python实现
台大林轩田《机器学习基石》：作业四python实现

完整代码：
https://github.com/xjwhhh/LearningML/tree/master/MLFoundation
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在学习和总结的过程中参考了不少别的博文，且自己的水平有限，如果有错，希望能指出，共同学习，共同进步

##13

给定target function，我们的工作是在X=[-1,1]x[-1,1]上随机产生1000个点，利用f(x1,x2)计算它的值，然后在基础上添加10%的噪声（二元分类的噪声就是把10%的样本的y值取相反数）。如果不做feacher transform 直接利用数据做线性回归，利用得到的参数做线性分类器，问此时得到的Ein是多少。运行1000次取平均值。

步骤：
1.随机产生训练样本并添加噪声
2.利用训练样本进行线性回归
3.用得到的线性回归参数w作为二元分类器的参数，计算sign(w*x)得到预测值，计算他与y的0/1错误，得到错误率E_in

代码如下：

import random
import numpy as np


# target function f(x1, x2) = sign(x1^2 + x2^2 - 0.6)
def target_function(x1, x2):
    if (x1 * x1 + x2 * x2 - 0.6) >= 0:
        return 1
    else:
        return -1


# create train_set
def training_data_with_random_error(num=1000):
    features = np.zeros((num, 3))
    labels = np.zeros((num, 1))

    points_x1 = np.array([round(random.uniform(-1, 1), 2) for i in range(num)])
    points_x2 = np.array([round(random.uniform(-1, 1), 2) for i in range(num)])

    for i in range(num):
        # create random feature
        features[i, 0] = 1
        features[i, 1] = points_x1[i]
        features[i, 2] = points_x2[i]
        labels[i] = target_function(points_x1[i], points_x2[i])
        # choose 10% error labels
        if i <= num * 0.1:
            if labels[i] < 0:
                labels[i] = 1
            else:
                labels[i] = -1
    return features, labels


def error_rate(features, labels, w):
    wrong = 0
    for i in range(len(labels)):
        if np.dot(features[i], w) * labels[i, 0] < 0:
            wrong += 1
    return wrong / (len(labels) * 1.0)


def linear_regression_closed_form(X, Y):
    """
        linear regression:
        model     : g(x) = Wt * X
        strategy  : squared error
        algorithm : close form(matrix)
        result    : w = (Xt.X)^-1.Xt.Y
        林老师上课讲的公式
    """
    return np.linalg.inv(np.dot(X.T, X)).dot(X.T).dot(Y)


if __name__ == '__main__':

    # 13
    error_rate_array = []
    for i in range(1000):
        (features, labels) = training_data_with_random_error(1000)
        w13 = linear_regression_closed_form(features, labels)
        error_rate_array.append(error_rate(features, labels, w13))

    # error rate, approximately 0.5
    avr_err = sum(error_rate_array) / (len(error_rate_array) * 1.0)

    print("13--Linear regression for classification without feature transform:Average error--", avr_err)

运行结果是0.5079380000000009

##14

在第13题，直接利用逻辑回归做分类是很不理想的，错误率为50%,没有实际意义。但是我们可以先进行特征转换，正确率就会高很多。我们要将特征转换到如题所示

与13题的不同在于多了一个feature_transform(features)方法，在1000次计算中比较得到最好的w

def feature_transform(features):
    new = np.zeros((len(features), 6))
    new[:, 0:3] = features[:, :] * 1
    new[:, 3] = features[:, 1] * features[:, 2]
    new[:, 4] = features[:, 1] * features[:, 1]
    new[:, 5] = features[:, 2] * features[:, 2]
    return new

main方法变为：

# 14
(features, labels) = training_data_with_random_error(1000)
new_features = feature_transform(features)
w14 = linear_regression_closed_form(new_features, labels)
min_error_in = float("inf")
# print(w14)
# plot_dot_pictures(features, labels, w)
error_rate_array = []
for i in range(1000):
    (features, labels) = training_data_with_random_error(1000)
    new_features = feature_transform(features)
    w = linear_regression_closed_form(new_features, labels)
    error_in = error_rate(new_features, labels, w)
    if error_in <= min_error_in:
        w14 = w
        min_error_in = error_in
    error_rate_array.append(error_in)
print("w14", w14)

运行结果为
w14 [[-0.95043879]
[ 0.02597952]
[ 0.00375311]
[ 0.00370397]
[ 1.54904793]
[ 1.60014614]]

##15

在14题得到的最优w的基础上，我们利用产生训练样本的方法一样产生1000个测试样本，计算误差。重复1000次求平均误差

在14题的main方法里添加：

# 15
error_out = []
for i in range(1000):
    (features, labels) = training_data_with_random_error(1000)
    new_features = feature_transform(features)
    error_out.append(error_rate(new_features, labels, w14))
print("15--Average of E_out is: ", sum(error_out) / (len(error_out) * 1.0))

运行结果为0.1176709999999998

##18

下载训练样本和测试样本,进行逻辑回归。取迭代步长ita = 0.001,迭代次数T=2000，求E_out

梯度下降时注意公式转化为代码

代码如下：

import numpy as np


def data_load(file_path):
    # open file and read lines
    f = open(file_path)
    try:
        lines = f.readlines()
    finally:
        f.close()

    # create features and labels array
    example_num = len(lines)
    feature_dimension = len(lines[0].strip().split())

    features = np.zeros((example_num, feature_dimension))
    features[:, 0] = 1
    labels = np.zeros((example_num, 1))

    for index, line in enumerate(lines):
        # items[0:-1]--features   items[-1]--label
        items = line.strip().split(' ')
        # get features
        features[index, 1:] = [float(str_num) for str_num in items[0:-1]]

        # get label
        labels[index] = float(items[-1])

    return features, labels


# gradient descent
def gradient_descent(X, y, w):
    # -YnWtXn
    tmp = -y * (np.dot(X, w))

    # θ(-YnWtXn) = exp(tmp)/1+exp(tmp)
    # weight_matrix = np.array([math.exp(_)/(1+math.exp(_)) for _ in tmp]).reshape(len(X), 1)
    weight_matrix = np.exp(tmp) / ((1 + np.exp(tmp)) * 1.0)
    gradient = 1 / (len(X) * 1.0) * (sum(weight_matrix * -y * X).reshape(len(w), 1))

    return gradient


# gradient descent
def stochastic_gradient_descent(X, y, w):
    # -YnWtXn
    tmp = -y * (np.dot(X, w))

    # θ(-YnWtXn) = exp(tmp)/1+exp(tmp)
    # weight = math.exp(tmp[0])/((1+math.exp(tmp[0]))*1.0)
    weight = np.exp(tmp) / ((1 + np.exp(tmp)) * 1.0)

    gradient = weight * -y * X
    return gradient.reshape(len(gradient), 1)


# LinearRegression Class
class LinearRegression:

    def __init__(self):
        pass

    # fit model
    def fit(self, X, y, Eta=0.001, max_iteration=2000, sgd=False):
        # ∂E/∂w = 1/N * ∑θ(-YnWtXn)(-YnXn)
        self.__w = np.zeros((len(X[0]), 1))

        # whether use stochastic gradient descent
        if not sgd:
            for i in range(max_iteration):
                self.__w = self.__w - Eta * gradient_descent(X, y, self.__w)
        else:
            index = 0
            for i in range(max_iteration):
                if (index >= len(X)):
                    index = 0
                self.__w = self.__w - Eta * stochastic_gradient_descent(np.array(X[index]), y[index], self.__w)
                index += 1

    # predict
    def predict(self, X):
        binary_result = np.dot(X, self.__w) >= 0
        return np.array([(1 if _ > 0 else -1) for _ in binary_result]).reshape(len(X), 1)

    # get vector w
    def get_w(self):
        return self.__w

    # score(error rate)
    def score(self, X, y):
        predict_y = self.predict(X)
        return sum(predict_y != y) / (len(y) * 1.0)


if __name__ == '__main__':
    # 18
    # training model
    (X, Y) = data_load("hw3_train.dat")
    lr = LinearRegression()
    lr.fit(X, Y, max_iteration=2000)

    # get 0/1 error in test data
    test_X, test_Y = data_load("hw3_test.dat")
    print("E_out: ", lr.score(test_X, test_Y))

运行结果为0.475

##19

把第18题的步长ita=0.001改为0.01，求E_out

只需要更改main函数里的ita

# 19
# training model
(X, Y) = data_load("hw3_train.dat")
lr_eta = LinearRegression()
lr_eta.fit(X, Y, 0.01, 2000)
# get 0/1 error in test data
test_X, test_Y = data_load("hw3_test.dat")
print("E_out: ", lr_eta.score(test_X, test_Y))

运行结果为0.22

##20

ita取0.001，迭代2000次，利用随机梯度下降法（Stostic Gradieng Descent）,求迭代2000次后的Eout

我在18题的代码中给出了随机梯度下降的实现，只要在调用方法时将sgd设为True即可

# 20
(X, Y) = data_load("hw3_train.dat")
lr_sgd = LinearRegression()
lr_sgd.fit(X, Y, sgd=True, max_iteration=2000)
# get 0/1 error in test data
test_X, test_Y = data_load("hw3_test.dat")
print("E_out: ", lr_sgd.score(test_X, test_Y))

运行结果为0.473