线性判别式分析(Linear Discriminant Analysis, LDA),也叫做Fisher线性判别(Fisher Linear Discriminant ,FLD)。鉴别分析的基本思想是将高维的模式样本投影到最佳鉴别矢量空间,以达到抽取分类信息和压缩特征空间维数的效果,投影后保证模式样本在新的子空间有最大的类间距离和最小的类内距离,即模式在该空间中有最佳的可分离性。以利于分类等任务即将不同类的样本有效的分开。LDA 可以提高数据分析过程中的计算效率,对于未能正则化的模型,可以降低维度带来的过拟合
# 鸢尾花数据集LDA线性二分类
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets.samples_generator import make_classification
class LDA():
def Train(self, X, y):
"""X为训练数据集,y为训练label"""
X1 = np.array([X[i] for i in range(len(X)) if y[i] == 0])
X2 = np.array([X[i] for i in range(len(X)) if y[i] == 1])
# 求中心点
mju1 = np.mean(X1, axis=0) # mju1是ndrray类型
mju2 = np.mean(X2, axis=0)
# dot(a, b, out=None) 计算矩阵乘法
cov1 = np.dot((X1 - mju1).T, (X1 - mju1))
cov2 = np.dot((X2 - mju2).T, (X2 - mju2))
Sw = cov1 + cov2
# 计算w
w = np.dot(np.mat(Sw).I, (mju1 - mju2).reshape((len(mju1), 1)))
# 记录训练结果
self.mju1 = mju1 # 第1类的分类中心
self.cov1 = cov1
self.mju2 = mju2 # 第2类的分类中心
self.cov2 = cov2
self.Sw = Sw # 类内散度矩阵
self.w = w # 判别权重矩阵
def Test(self, X, y):
"""X为测试数据集,y为测试label"""
# 分类结果
y_new = np.dot((X), self.w)
# 计算fisher线性判别式
nums = len(y)
c1 = np.dot((self.mju1 - self.mju2).reshape(1, (len(self.mju1))), np.mat(self.Sw).I)
c2 = np.dot(c1, (self.mju1 + self.mju2).reshape((len(self.mju1), 1)))
c = 1/2 * c2 # 2个分类的中心
h = y_new - c
# 判别
y_hat = []
for i in range(nums):
if h[i] >= 0:
y_hat.append(0)
else:
y_hat.append(1)
# 计算分类精度
count = 0
for i in range(nums):
if y_hat[i] == y[i]:
count += 1
precise = count / nums
# 显示信息
print("测试样本数量:", nums)
print("预测正确样本的数量:", count)
print("测试准确度:", precise)
return precise
if '__main__' == __name__:
# 产生分类数据
n_samples = 500
X, y = make_classification(n_samples=n_samples, n_features=2, n_redundant=0, n_classes=2,n_informative=1, n_clusters_per_class=1, class_sep=0.5, random_state=10)
# LDA线性判别分析(二分类)
lda = LDA()
# 60% 用作训练,40%用作测试
Xtrain = X[:299, :]
Ytrain = y[:299]
Xtest = X[300:, :]
Ytest = y[300:]
lda.Train(Xtrain, Ytrain)
precise = lda.Test(Xtest, Ytest)
# 原始数据
plt.scatter(X[:, 0], X[:, 1], marker='o', c=y)
plt.xlabel("x1")
plt.ylabel("x2")
plt.title("Test precise:" + str(precise))
plt.show()
#月亮数据集二分类
import numpy as np
import matplotlib.pyplot as plt
from sklearn.datasets import make_moons
class LDA():
def Train(self, X, y):
"""X为训练数据集,y为训练label"""
X1 = np.array([X[i] for i in range(len(X)) if y[i] == 0])
X2 = np.array([X[i] for i in range(len(X)) if y[i] == 1])
# 求中心点
mju1 = np.mean(X1, axis=0) # mju1是ndrray类型
mju2 = np.mean(X2, axis=0)
# dot(a, b, out=None) 计算矩阵乘法
cov1 = np.dot((X1 - mju1).T, (X1 - mju1))
cov2 = np.dot((X2 - mju2).T, (X2 - mju2))
Sw = cov1 + cov2
# 计算w
w = np.dot(np.mat(Sw).I, (mju1 - mju2).reshape((len(mju1), 1)))
# 记录训练结果
self.mju1 = mju1 # 第1类的分类中心
self.cov1 = cov1
self.mju2 = mju2 # 第1类的分类中心
self.cov2 = cov2
self.Sw = Sw # 类内散度矩阵
self.w = w # 判别权重矩阵
def Test(self, X, y):
"""X为测试数据集,y为测试label"""
# 分类结果
y_new = np.dot((X), self.w)
# 计算fisher线性判别式
nums = len(y)
c1 = np.dot((self.mju1 - self.mju2).reshape(1, (len(self.mju1))), np.mat(self.Sw).I)
c2 = np.dot(c1, (self.mju1 + self.mju2).reshape((len(self.mju1), 1)))
c = 1/2 * c2 # 2个分类的中心
h = y_new - c
# 判别
y_hat = []
for i in range(nums):
if h[i] >= 0:
y_hat.append(0)
else:
y_hat.append(1)
# 计算分类精度
count = 0
for i in range(nums):
if y_hat[i] == y[i]:
count += 1
precise = count / (nums+0.000001)
# 显示信息
print("测试样本数量:", nums)
print("预测正确样本的数量:", count)
print("测试准确度:", precise)
return precise
if '__main__' == __name__:
# 产生分类数据
X, y = make_moons(n_samples=100, noise=0.15, random_state=42)
# LDA线性判别分析(二分类)
lda = LDA()
# 60% 用作训练,40%用作测试
Xtrain = X[:60, :]
Ytrain = y[:60]
Xtest = X[40:, :]
Ytest = y[40:]
lda.Train(Xtrain, Ytrain)
precise = lda.Test(Xtest, Ytest)
# 原始数据
plt.scatter(X[:, 0], X[:, 1], marker='o', c=y)
plt.xlabel("x1")
plt.ylabel("x2")
plt.title("Test precise:" + str(precise))
plt.show()
K-Means算法的思想很简单,对于给定的样本集,按照样本之间的距离大小,将样本集划分为K个簇。让簇内的点尽量紧密的连在一起,而让簇间的距离尽量的大。
在数据集中根据一定策略选择K个点作为每个簇的初始中心,然后观察剩余的数据,将数据划分到距离这K个点最近的簇中,也就是说将数据划分成K个簇完成一次划分,但形成的新簇并不一定是最好的划分,因此生成的新簇中,重新计算每个簇的中心点,然后在重新进行划分,直到每次划分的结果保持不变。在实际应用中往往经过很多次迭代仍然达不到每次划分结果保持不变,甚至因为数据的关系,根本就达不到这个终止条件,实际应用中往往采用变通的方法设置一个最大迭代次数,当达到最大迭代次数时,终止计算。
#鸢尾花数据集二分类
import matplotlib.pyplot as plt
import numpy as np
from sklearn.cluster import KMeans
from sklearn import datasets
from sklearn.datasets import load_iris
iris = load_iris()
X = iris.data[:] ##表示我们只取特征空间中的后两个维度
estimator = KMeans(n_clusters=5)#构造聚类器
estimator.fit(X)#聚类
label_pred = estimator.labels_ #获取聚类标签
#绘制k-means结果
x0 = X[label_pred == 0]
x1 = X[label_pred == 1]
x2 = X[label_pred == 2]
x3 = X[label_pred == 3]
plt.scatter(x0[:, 0], x0[:, 1], c = "red", marker='o', label='label0')
plt.scatter(x1[:, 0], x1[:, 1], c = "green", marker='*', label='label1')
#plt.scatter(x2[:, 0], x2[:, 1], c = "blue", marker='+', label='label2')
#plt.scatter(x3[:, 0], x3[:, 1], c = "yellow", marker='o', label='label3')
plt.xlabel('petal length')
plt.ylabel('petal width')
plt.legend(loc=2)
plt.show()
#月亮数据集K-Means二分类
import matplotlib.pyplot as plt
import numpy as np
from sklearn.cluster import KMeans
from sklearn.datasets import make_moons
X, y = make_moons(n_samples=100, noise=0.15, random_state=42)
estimator = KMeans(n_clusters=5)#构造聚类器
estimator.fit(X)#聚类
label_pred = estimator.labels_ #获取聚类标签
#绘制k-means结果
x0 = X[label_pred == 0]
x1 = X[label_pred == 1]
x2 = X[label_pred == 2]
x3 = X[label_pred == 3]
plt.scatter(x0[:, 0], x0[:, 1], c = "red", marker='o', label='label0')
plt.scatter(x1[:, 0], x1[:, 1], c = "green", marker='*', label='label1')
#plt.scatter(x2[:, 0], x2[:, 1], c = "blue", marker='+', label='label2')
#plt.scatter(x3[:, 0], x3[:, 1], c = "yellow", marker='o', label='label3')
plt.xlabel('petal length')
plt.ylabel('petal width')
plt.legend(loc=2)
plt.show()
Svm(support Vector Mac)又称为支持向量机,是一种二分类的模型。当然如果进行修改之后也是可以用于多类别问题的分类。支持向量机可以分为线性核非线性两大类。其主要思想为找到空间中的一个更够将所有数据样本划开的超平面,并且使得本本集中所有数据到这个超平面的距离最短。
# 鸢尾花数据集SVM算法二分类
import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets, svm
import pandas as pd
from pylab import *
mpl.rcParams['font.sans-serif'] = ['SimHei']
iris = datasets.load_iris()
iris = datasets.load_iris()
X = iris.data
y = iris.target
X = X[y != 0, :2] # 选择X的前两个特性
y = y[y != 0]
n_sample = len(X)
np.random.seed(0)
order = np.random.permutation(n_sample) # 排列,置换
X = X[order]
y = y[order].astype(np.float)
X_train = X[:int(.9 * n_sample)]
y_train = y[:int(.9 * n_sample)]
X_test = X[int(.9 * n_sample):]
y_test = y[int(.9 * n_sample):]
#合适的模型
for fig_num, kernel in enumerate(('linear', 'rbf','poly')): # 径向基函数 (Radial Basis Function 简称 RBF),常用的是高斯基函数
clf = svm.SVC(kernel=kernel, gamma=10) # gamma是“rbf”、“poly”和“sigmoid”的核系数。
clf.fit(X_train, y_train)
plt.figure(str(kernel))
plt.xlabel('x1')
plt.ylabel('x2')
plt.scatter(X[:, 0], X[:, 1], c=y, zorder=10, cmap=plt.cm.Paired, edgecolor='k', s=20)
# zorder: z方向上排列顺序,数值越大,在上方显示
# paired两个色彩相近输出(paired)
# 圈出测试数据
plt.scatter(X_test[:, 0], X_test[:, 1], s=80, facecolors='none',zorder=10, edgecolor='k')
plt.axis('tight') #更改 x 和 y 轴限制,以便显示所有数据
x_min = X[:, 0].min()
x_max = X[:, 0].max()
y_min = X[:, 1].min()
y_max = X[:, 1].max()
XX, YY = np.mgrid[x_min:x_max:200j, y_min:y_max:200j]
Z = clf.decision_function(np.c_[XX.ravel(), YY.ravel()]) # 样本X到分离超平面的距离
Z = Z.reshape(XX.shape)
plt.contourf(XX,YY,Z>0,cmap=plt.cm.Paired)
plt.contour(XX, YY, Z, colors=['r', 'k', 'b'],
linestyles=['--', '-', '--'], levels=[-0.5, 0, 0.5]) # 范围
plt.title(kernel)
plt.show()
# 月亮数据集SVM二分类
import matplotlib.pyplot as plt
from sklearn.pipeline import Pipeline
import numpy as np
import matplotlib as mpl
from sklearn.datasets import make_moons
from sklearn.preprocessing import PolynomialFeatures
from sklearn.preprocessing import StandardScaler
from sklearn.svm import LinearSVC
# 为了显示中文
mpl.rcParams['font.sans-serif'] = [u'SimHei']
mpl.rcParams['axes.unicode_minus'] = False
X, y = make_moons(n_samples=100, noise=0.15, random_state=42)
def plot_dataset(X, y, axes):
plt.plot(X[:, 0][y==0], X[:, 1][y==0], "bs")
plt.plot(X[:, 0][y==1], X[:, 1][y==1], "g^")
plt.axis(axes)
plt.grid(True, which='both')
plt.xlabel(r"$x_1$", fontsize=20)
plt.ylabel(r"$x_2$", fontsize=20, rotation=0)
plt.title("月亮数据",fontsize=20)
plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])
polynomial_svm_clf = Pipeline([
# 将源数据 映射到 3阶多项式
("poly_features", PolynomialFeatures(degree=3)),
# 标准化
("scaler", StandardScaler()),
# SVC线性分类器
("svm_clf", LinearSVC(C=10, loss="hinge", random_state=42))
])
polynomial_svm_clf.fit(X, y)
def plot_predictions(clf, axes):
# 打表
x0s = np.linspace(axes[0], axes[1], 100)
x1s = np.linspace(axes[2], axes[3], 100)
x0, x1 = np.meshgrid(x0s, x1s)
X = np.c_[x0.ravel(), x1.ravel()]
y_pred = clf.predict(X).reshape(x0.shape)
y_decision = clf.decision_function(X).reshape(x0.shape)
# print(y_pred)
# print(y_decision)
plt.contourf(x0, x1, y_pred, cmap=plt.cm.brg, alpha=0.2)
plt.contourf(x0, x1, y_decision, cmap=plt.cm.brg, alpha=0.1)
plot_predictions(polynomial_svm_clf, [-1.5, 2.5, -1, 1.5])
plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])
plt.show()
from sklearn.svm import SVC
gamma1, gamma2 = 0.1, 5
C1, C2 = 0.001, 1000
hyperparams = (gamma1, C1), (gamma1, C2)
svm_clfs = []
for gamma, C in hyperparams:
rbf_kernel_svm_clf = Pipeline([
("scaler", StandardScaler()),
("svm_clf", SVC(kernel="rbf", gamma=gamma, C=C))
])
rbf_kernel_svm_clf.fit(X, y)
svm_clfs.append(rbf_kernel_svm_clf)
plt.figure(figsize=(11, 7))
for i, svm_clf in enumerate(svm_clfs):
plt.subplot(221 + i)
plot_predictions(svm_clf, [-1.5, 2.5, -1, 1.5])
plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])
gamma, C = hyperparams[i]
plt.title(r"$\gamma = {}, C = {}$".format(gamma, C), fontsize=16)
plt.tight_layout()
plt.show()
(1)SVM算法既可以解决线性问题,又可以解决非线性问题
(2)非线性映射是SVM方法的理论基础,SVM利用内积核函数代替向高维空间的非线性映射
(3)对特征空间划分的最优超平面是SVM的目标,最大化分类边际的思想是SVM方法的核心
(4)支持向量是SVM的训练结果,在SVM分类决策中起决定作用的是支持向量
(1)对参数调节和核函数的选择敏感
(2)不易处理多分类问题
(3)对大规模训练样本难以实施
(4)SVM的可解释性较差,无法给出决策树那样的规则