update
This commit is contained in:
Morten Hjorth-Jensen
@@ -8,8 +8,8 @@ doconce format html week46.do.txt --html_style=bootstrap --pygments_html_style=d
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<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
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<meta name="generator" content="DocOnce: https://github.com/doconce/doconce/" />
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<meta name="viewport" content="width=device-width, initial-scale=1.0" />
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<meta name="description" content="Week 46: Support Vector Machines and Project 3">
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<title>Week 46: Support Vector Machines and Project 3</title>
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<meta name="description" content="Week 46: Support Vector Machines and Project 3. Start Principal Component Analysis">
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<title>Week 46: Support Vector Machines and Project 3. Start Principal Component Analysis</title>
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<!-- Bootstrap style: bootstrap -->
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<!-- doconce format html week46.do.txt --html_style=bootstrap --pygments_html_style=default --html_admon=bootstrap_panel --html_output=week46-bs --no_mako -->
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<link href="https://netdna.bootstrapcdn.com/bootstrap/3.1.1/css/bootstrap.min.css" rel="stylesheet">
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@@ -37,14 +37,6 @@ doconce format html week46.do.txt --html_style=bootstrap --pygments_html_style=d
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<!-- tocinfo
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{'highest level': 2,
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'sections': [('Overview of week 46', 2, None, 'overview-of-week-46'),
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('Eventual mini-workshop on project 3, Friday November 18',
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2,
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None,
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'eventual-mini-workshop-on-project-3-friday-november-18'),
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('Workshop topics 2021 (partly online)',
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2,
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None,
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'workshop-topics-2021-partly-online'),
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('Support Vector Machines, overarching aims',
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2,
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None,
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@@ -101,7 +93,64 @@ doconce format html week46.do.txt --html_style=bootstrap --pygments_html_style=d
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('Back to the more realistic cases',
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2,
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None,
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'back-to-the-more-realistic-cases')]}
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'back-to-the-more-realistic-cases'),
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('Basic ideas of the Principal Component Analysis (PCA)',
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2,
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None,
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'basic-ideas-of-the-principal-component-analysis-pca'),
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('Introducing the Covariance and Correlation functions',
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2,
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None,
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'introducing-the-covariance-and-correlation-functions'),
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('More on the covariance', 2, None, 'more-on-the-covariance'),
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('Reminding ourselves about Linear Regression',
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2,
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None,
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'reminding-ourselves-about-linear-regression'),
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('Simple Example', 2, None, 'simple-example'),
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('The Correlation Matrix', 2, None, 'the-correlation-matrix'),
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('Numpy Functionality', 2, None, 'numpy-functionality'),
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('Correlation Matrix again', 2, None, 'correlation-matrix-again'),
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('Using Pandas', 2, None, 'using-pandas'),
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('And then the Franke Function',
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2,
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None,
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'and-then-the-franke-function'),
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('Links with the Design Matrix',
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2,
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None,
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'links-with-the-design-matrix'),
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('Computing the Expectation Values',
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2,
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None,
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'computing-the-expectation-values'),
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('Towards the PCA theorem', 2, None, 'towards-the-pca-theorem'),
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('More on the PCA Theorem', 2, None, 'more-on-the-pca-theorem'),
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('Writing our own PCA code', 2, None, 'writing-our-own-pca-code'),
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('Implementing it', 2, None, 'implementing-it'),
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('First Step', 2, None, 'first-step'),
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('Scaling', 2, None, 'scaling'),
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('Centered Data', 2, None, 'centered-data'),
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('Exploring', 2, None, 'exploring'),
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('Diagonalize the sample covariance matrix to obtain the '
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'principal components',
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2,
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None,
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'diagonalize-the-sample-covariance-matrix-to-obtain-the-principal-components'),
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('Collecting all Steps', 2, None, 'collecting-all-steps'),
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('Classical PCA Theorem', 2, None, 'classical-pca-theorem'),
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('The PCA Theorem', 2, None, 'the-pca-theorem'),
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('Geometric Interpretation and link with Singular Value '
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'Decomposition',
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2,
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None,
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'geometric-interpretation-and-link-with-singular-value-decomposition'),
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('PCA and scikit-learn', 2, None, 'pca-and-scikit-learn'),
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('Back to the Cancer Data', 2, None, 'back-to-the-cancer-data'),
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('Incremental PCA', 2, None, 'incremental-pca'),
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('Randomized PCA', 3, None, 'randomized-pca'),
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('Kernel PCA', 3, None, 'kernel-pca'),
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('Other techniques', 2, None, 'other-techniques')]}
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end of tocinfo -->
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<body>
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@@ -129,43 +178,72 @@ MathJax.Hub.Config({
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<span class="icon-bar"></span>
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<span class="icon-bar"></span>
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</button>
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<a class="navbar-brand" href="week46-bs.html">Week 46: Support Vector Machines and Project 3</a>
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<a class="navbar-brand" href="week46-bs.html">Week 46: Support Vector Machines and Project 3. Start Principal Component Analysis</a>
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</div>
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<div class="navbar-collapse collapse navbar-responsive-collapse">
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<ul class="nav navbar-nav navbar-right">
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<li class="dropdown">
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<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
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<ul class="dropdown-menu">
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<!-- navigation toc: --> <li><a href="._week46-bs001.html#overview-of-week-46" style="font-size: 80%;">Overview of week 46</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs002.html#eventual-mini-workshop-on-project-3-friday-november-18" style="font-size: 80%;">Eventual mini-workshop on project 3, Friday November 18</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs003.html#workshop-topics-2021-partly-online" style="font-size: 80%;">Workshop topics 2021 (partly online)</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs004.html#support-vector-machines-overarching-aims" style="font-size: 80%;">Support Vector Machines, overarching aims</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs005.html#hyperplanes-and-all-that" style="font-size: 80%;">Hyperplanes and all that</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs006.html#what-is-a-hyperplane" style="font-size: 80%;">What is a hyperplane?</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs007.html#a-p-dimensional-space-of-features" style="font-size: 80%;">A \( p \)-dimensional space of features</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs008.html#the-two-dimensional-case" style="font-size: 80%;">The two-dimensional case</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs009.html#getting-into-the-details" style="font-size: 80%;">Getting into the details</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs010.html#first-attempt-at-a-minimization-approach" style="font-size: 80%;">First attempt at a minimization approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs011.html#solving-the-equations" style="font-size: 80%;">Solving the equations</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs012.html#code-example" style="font-size: 80%;">Code Example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs013.html#problems-with-the-simpler-approach" style="font-size: 80%;">Problems with the Simpler Approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs014.html#a-better-approach" style="font-size: 80%;">A better approach</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs015.html#a-quick-reminder-on-lagrangian-multipliers" style="font-size: 80%;">A quick Reminder on Lagrangian Multipliers</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs016.html#adding-the-multiplier" style="font-size: 80%;">Adding the Multiplier</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs017.html#setting-up-the-problem" style="font-size: 80%;">Setting up the Problem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs024.html#the-problem-to-solve" style="font-size: 80%;">The problem to solve</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs019.html#the-last-steps" style="font-size: 80%;">The last steps</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs020.html#a-soft-classifier" style="font-size: 80%;">A soft classifier</a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs021.html#soft-optmization-problem" style="font-size: 80%;">Soft optmization problem</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs022.html#kernels-and-non-linearity" style="font-size: 80%;">Kernels and non-linearity</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs023.html#the-equations" style="font-size: 80%;">The equations</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs024.html#the-problem-to-solve" style="font-size: 80%;">The problem to solve</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs025.html#different-kernels-and-mercer-s-theorem" style="font-size: 80%;">Different kernels and Mercer's theorem</a></li>
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<!-- navigation toc: --> <li><a href="#the-moons-example" style="font-size: 80%;">The moons example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs027.html#mathematical-optimization-of-convex-functions" style="font-size: 80%;">Mathematical optimization of convex functions</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs028.html#how-do-we-solve-these-problems" style="font-size: 80%;">How do we solve these problems?</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs029.html#a-simple-example" style="font-size: 80%;">A simple example</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs030.html#back-to-the-more-realistic-cases" style="font-size: 80%;">Back to the more realistic cases</a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs001.html#overview-of-week-46" style="font-size: 80%;"><b>Overview of week 46</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs002.html#support-vector-machines-overarching-aims" style="font-size: 80%;"><b>Support Vector Machines, overarching aims</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs003.html#hyperplanes-and-all-that" style="font-size: 80%;"><b>Hyperplanes and all that</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs004.html#what-is-a-hyperplane" style="font-size: 80%;"><b>What is a hyperplane?</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs005.html#a-p-dimensional-space-of-features" style="font-size: 80%;"><b>A \( p \)-dimensional space of features</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs006.html#the-two-dimensional-case" style="font-size: 80%;"><b>The two-dimensional case</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs007.html#getting-into-the-details" style="font-size: 80%;"><b>Getting into the details</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs008.html#first-attempt-at-a-minimization-approach" style="font-size: 80%;"><b>First attempt at a minimization approach</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs009.html#solving-the-equations" style="font-size: 80%;"><b>Solving the equations</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs010.html#code-example" style="font-size: 80%;"><b>Code Example</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs011.html#problems-with-the-simpler-approach" style="font-size: 80%;"><b>Problems with the Simpler Approach</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs012.html#a-better-approach" style="font-size: 80%;"><b>A better approach</b></a></li>
|
||||
<!-- navigation toc: --> <li><a href="._week46-bs013.html#a-quick-reminder-on-lagrangian-multipliers" style="font-size: 80%;"><b>A quick Reminder on Lagrangian Multipliers</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs014.html#adding-the-multiplier" style="font-size: 80%;"><b>Adding the Multiplier</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs015.html#setting-up-the-problem" style="font-size: 80%;"><b>Setting up the Problem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs022.html#the-problem-to-solve" style="font-size: 80%;"><b>The problem to solve</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs017.html#the-last-steps" style="font-size: 80%;"><b>The last steps</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs018.html#a-soft-classifier" style="font-size: 80%;"><b>A soft classifier</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs019.html#soft-optmization-problem" style="font-size: 80%;"><b>Soft optmization problem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs020.html#kernels-and-non-linearity" style="font-size: 80%;"><b>Kernels and non-linearity</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs021.html#the-equations" style="font-size: 80%;"><b>The equations</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs022.html#the-problem-to-solve" style="font-size: 80%;"><b>The problem to solve</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs023.html#different-kernels-and-mercer-s-theorem" style="font-size: 80%;"><b>Different kernels and Mercer's theorem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs024.html#the-moons-example" style="font-size: 80%;"><b>The moons example</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs025.html#mathematical-optimization-of-convex-functions" style="font-size: 80%;"><b>Mathematical optimization of convex functions</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="#how-do-we-solve-these-problems" style="font-size: 80%;"><b>How do we solve these problems?</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs027.html#a-simple-example" style="font-size: 80%;"><b>A simple example</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs028.html#back-to-the-more-realistic-cases" style="font-size: 80%;"><b>Back to the more realistic cases</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs029.html#basic-ideas-of-the-principal-component-analysis-pca" style="font-size: 80%;"><b>Basic ideas of the Principal Component Analysis (PCA)</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs030.html#introducing-the-covariance-and-correlation-functions" style="font-size: 80%;"><b>Introducing the Covariance and Correlation functions</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs031.html#more-on-the-covariance" style="font-size: 80%;"><b>More on the covariance</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs032.html#reminding-ourselves-about-linear-regression" style="font-size: 80%;"><b>Reminding ourselves about Linear Regression</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs033.html#simple-example" style="font-size: 80%;"><b>Simple Example</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs034.html#the-correlation-matrix" style="font-size: 80%;"><b>The Correlation Matrix</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs035.html#numpy-functionality" style="font-size: 80%;"><b>Numpy Functionality</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs036.html#correlation-matrix-again" style="font-size: 80%;"><b>Correlation Matrix again</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs037.html#using-pandas" style="font-size: 80%;"><b>Using Pandas</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs038.html#and-then-the-franke-function" style="font-size: 80%;"><b>And then the Franke Function</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs039.html#links-with-the-design-matrix" style="font-size: 80%;"><b>Links with the Design Matrix</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs040.html#computing-the-expectation-values" style="font-size: 80%;"><b>Computing the Expectation Values</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs041.html#towards-the-pca-theorem" style="font-size: 80%;"><b>Towards the PCA theorem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs042.html#more-on-the-pca-theorem" style="font-size: 80%;"><b>More on the PCA Theorem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs043.html#writing-our-own-pca-code" style="font-size: 80%;"><b>Writing our own PCA code</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs044.html#implementing-it" style="font-size: 80%;"><b>Implementing it</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs045.html#first-step" style="font-size: 80%;"><b>First Step</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs046.html#scaling" style="font-size: 80%;"><b>Scaling</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs047.html#centered-data" style="font-size: 80%;"><b>Centered Data</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs048.html#exploring" style="font-size: 80%;"><b>Exploring</b></a></li>
|
||||
<!-- navigation toc: --> <li><a href="._week46-bs049.html#diagonalize-the-sample-covariance-matrix-to-obtain-the-principal-components" style="font-size: 80%;"><b>Diagonalize the sample covariance matrix to obtain the principal components</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs050.html#collecting-all-steps" style="font-size: 80%;"><b>Collecting all Steps</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs051.html#classical-pca-theorem" style="font-size: 80%;"><b>Classical PCA Theorem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs052.html#the-pca-theorem" style="font-size: 80%;"><b>The PCA Theorem</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs053.html#geometric-interpretation-and-link-with-singular-value-decomposition" style="font-size: 80%;"><b>Geometric Interpretation and link with Singular Value Decomposition</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs054.html#pca-and-scikit-learn" style="font-size: 80%;"><b>PCA and scikit-learn</b></a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs055.html#back-to-the-cancer-data" style="font-size: 80%;"><b>Back to the Cancer Data</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs056.html#incremental-pca" style="font-size: 80%;"><b>Incremental PCA</b></a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs056.html#randomized-pca" style="font-size: 80%;"> Randomized PCA</a></li>
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<!-- navigation toc: --> <li><a href="._week46-bs056.html#kernel-pca" style="font-size: 80%;"> Kernel PCA</a></li>
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||||
<!-- navigation toc: --> <li><a href="._week46-bs057.html#other-techniques" style="font-size: 80%;"><b>Other techniques</b></a></li>
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</ul>
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</li>
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@@ -177,7 +255,19 @@ MathJax.Hub.Config({
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<p> </p><p> </p><p> </p> <!-- add vertical space -->
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<a name="part0026"></a>
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<!-- !split -->
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<h2 id="the-moons-example" class="anchor">The moons example </h2>
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<h2 id="how-do-we-solve-these-problems" class="anchor">How do we solve these problems? </h2>
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<p>If we use Python as programming language and wish to venture beyond
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<b>scikit-learn</b>, <b>tensorflow</b> and similar software which makes our
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lives so much easier, we need to dive into the wonderful world of
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quadratic programming. We can, if we wish, solve the minimization
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problem using say standard gradient methods or conjugate gradient
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methods. However, these methods tend to exhibit a rather slow
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converge. So, welcome to the promised land of quadratic programming.
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</p>
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||||
<p>The functions we need are contained in the <a href="https://cvxopt.org/userguide/coneprog.html" target="_self">quadratic programming library CVXOPT</a> and we need to import it together with <b>numpy</b> as</p>
|
||||
|
||||
|
||||
<!-- code=python (!bc pycod) typeset with pygments style "default" -->
|
||||
<div class="cell border-box-sizing code_cell rendered">
|
||||
@@ -185,194 +275,8 @@ MathJax.Hub.Config({
|
||||
<div class="inner_cell">
|
||||
<div class="input_area">
|
||||
<div class="highlight" style="background: #f8f8f8">
|
||||
<pre style="line-height: 125%;"><span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">__future__</span> <span style="color: #008000; font-weight: bold">import</span> division, print_function, unicode_literals
|
||||
|
||||
<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">numpy</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">np</span>
|
||||
np<span style="color: #666666">.</span>random<span style="color: #666666">.</span>seed(<span style="color: #666666">42</span>)
|
||||
|
||||
<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">matplotlib</span>
|
||||
<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">matplotlib.pyplot</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">plt</span>
|
||||
plt<span style="color: #666666">.</span>rcParams[<span style="color: #BA2121">'axes.labelsize'</span>] <span style="color: #666666">=</span> <span style="color: #666666">14</span>
|
||||
plt<span style="color: #666666">.</span>rcParams[<span style="color: #BA2121">'xtick.labelsize'</span>] <span style="color: #666666">=</span> <span style="color: #666666">12</span>
|
||||
plt<span style="color: #666666">.</span>rcParams[<span style="color: #BA2121">'ytick.labelsize'</span>] <span style="color: #666666">=</span> <span style="color: #666666">12</span>
|
||||
|
||||
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.svm</span> <span style="color: #008000; font-weight: bold">import</span> SVC
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn</span> <span style="color: #008000; font-weight: bold">import</span> datasets
|
||||
|
||||
|
||||
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.pipeline</span> <span style="color: #008000; font-weight: bold">import</span> Pipeline
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.preprocessing</span> <span style="color: #008000; font-weight: bold">import</span> StandardScaler
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.svm</span> <span style="color: #008000; font-weight: bold">import</span> LinearSVC
|
||||
|
||||
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.datasets</span> <span style="color: #008000; font-weight: bold">import</span> make_moons
|
||||
X, y <span style="color: #666666">=</span> make_moons(n_samples<span style="color: #666666">=100</span>, noise<span style="color: #666666">=0.15</span>, random_state<span style="color: #666666">=42</span>)
|
||||
|
||||
<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">plot_dataset</span>(X, y, axes):
|
||||
plt<span style="color: #666666">.</span>plot(X[:, <span style="color: #666666">0</span>][y<span style="color: #666666">==0</span>], X[:, <span style="color: #666666">1</span>][y<span style="color: #666666">==0</span>], <span style="color: #BA2121">"bs"</span>)
|
||||
plt<span style="color: #666666">.</span>plot(X[:, <span style="color: #666666">0</span>][y<span style="color: #666666">==1</span>], X[:, <span style="color: #666666">1</span>][y<span style="color: #666666">==1</span>], <span style="color: #BA2121">"g^"</span>)
|
||||
plt<span style="color: #666666">.</span>axis(axes)
|
||||
plt<span style="color: #666666">.</span>grid(<span style="color: #008000; font-weight: bold">True</span>, which<span style="color: #666666">=</span><span style="color: #BA2121">'both'</span>)
|
||||
plt<span style="color: #666666">.</span>xlabel(<span style="color: #BA2121">r"$x_1$"</span>, fontsize<span style="color: #666666">=20</span>)
|
||||
plt<span style="color: #666666">.</span>ylabel(<span style="color: #BA2121">r"$x_2$"</span>, fontsize<span style="color: #666666">=20</span>, rotation<span style="color: #666666">=0</span>)
|
||||
|
||||
plot_dataset(X, y, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plt<span style="color: #666666">.</span>show()
|
||||
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.datasets</span> <span style="color: #008000; font-weight: bold">import</span> make_moons
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.pipeline</span> <span style="color: #008000; font-weight: bold">import</span> Pipeline
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.preprocessing</span> <span style="color: #008000; font-weight: bold">import</span> PolynomialFeatures
|
||||
|
||||
polynomial_svm_clf <span style="color: #666666">=</span> Pipeline([
|
||||
(<span style="color: #BA2121">"poly_features"</span>, PolynomialFeatures(degree<span style="color: #666666">=3</span>)),
|
||||
(<span style="color: #BA2121">"scaler"</span>, StandardScaler()),
|
||||
(<span style="color: #BA2121">"svm_clf"</span>, LinearSVC(C<span style="color: #666666">=10</span>, loss<span style="color: #666666">=</span><span style="color: #BA2121">"hinge"</span>, random_state<span style="color: #666666">=42</span>))
|
||||
])
|
||||
|
||||
polynomial_svm_clf<span style="color: #666666">.</span>fit(X, y)
|
||||
|
||||
<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">plot_predictions</span>(clf, axes):
|
||||
x0s <span style="color: #666666">=</span> np<span style="color: #666666">.</span>linspace(axes[<span style="color: #666666">0</span>], axes[<span style="color: #666666">1</span>], <span style="color: #666666">100</span>)
|
||||
x1s <span style="color: #666666">=</span> np<span style="color: #666666">.</span>linspace(axes[<span style="color: #666666">2</span>], axes[<span style="color: #666666">3</span>], <span style="color: #666666">100</span>)
|
||||
x0, x1 <span style="color: #666666">=</span> np<span style="color: #666666">.</span>meshgrid(x0s, x1s)
|
||||
X <span style="color: #666666">=</span> np<span style="color: #666666">.</span>c_[x0<span style="color: #666666">.</span>ravel(), x1<span style="color: #666666">.</span>ravel()]
|
||||
y_pred <span style="color: #666666">=</span> clf<span style="color: #666666">.</span>predict(X)<span style="color: #666666">.</span>reshape(x0<span style="color: #666666">.</span>shape)
|
||||
y_decision <span style="color: #666666">=</span> clf<span style="color: #666666">.</span>decision_function(X)<span style="color: #666666">.</span>reshape(x0<span style="color: #666666">.</span>shape)
|
||||
plt<span style="color: #666666">.</span>contourf(x0, x1, y_pred, cmap<span style="color: #666666">=</span>plt<span style="color: #666666">.</span>cm<span style="color: #666666">.</span>brg, alpha<span style="color: #666666">=0.2</span>)
|
||||
plt<span style="color: #666666">.</span>contourf(x0, x1, y_decision, cmap<span style="color: #666666">=</span>plt<span style="color: #666666">.</span>cm<span style="color: #666666">.</span>brg, alpha<span style="color: #666666">=0.1</span>)
|
||||
|
||||
plot_predictions(polynomial_svm_clf, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plot_dataset(X, y, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
|
||||
plt<span style="color: #666666">.</span>show()
|
||||
|
||||
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.svm</span> <span style="color: #008000; font-weight: bold">import</span> SVC
|
||||
|
||||
poly_kernel_svm_clf <span style="color: #666666">=</span> Pipeline([
|
||||
(<span style="color: #BA2121">"scaler"</span>, StandardScaler()),
|
||||
(<span style="color: #BA2121">"svm_clf"</span>, SVC(kernel<span style="color: #666666">=</span><span style="color: #BA2121">"poly"</span>, degree<span style="color: #666666">=3</span>, coef0<span style="color: #666666">=1</span>, C<span style="color: #666666">=5</span>))
|
||||
])
|
||||
poly_kernel_svm_clf<span style="color: #666666">.</span>fit(X, y)
|
||||
|
||||
poly100_kernel_svm_clf <span style="color: #666666">=</span> Pipeline([
|
||||
(<span style="color: #BA2121">"scaler"</span>, StandardScaler()),
|
||||
(<span style="color: #BA2121">"svm_clf"</span>, SVC(kernel<span style="color: #666666">=</span><span style="color: #BA2121">"poly"</span>, degree<span style="color: #666666">=10</span>, coef0<span style="color: #666666">=100</span>, C<span style="color: #666666">=5</span>))
|
||||
])
|
||||
poly100_kernel_svm_clf<span style="color: #666666">.</span>fit(X, y)
|
||||
|
||||
plt<span style="color: #666666">.</span>figure(figsize<span style="color: #666666">=</span>(<span style="color: #666666">11</span>, <span style="color: #666666">4</span>))
|
||||
|
||||
plt<span style="color: #666666">.</span>subplot(<span style="color: #666666">121</span>)
|
||||
plot_predictions(poly_kernel_svm_clf, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plot_dataset(X, y, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plt<span style="color: #666666">.</span>title(<span style="color: #BA2121">r"$d=3, r=1, C=5$"</span>, fontsize<span style="color: #666666">=18</span>)
|
||||
|
||||
plt<span style="color: #666666">.</span>subplot(<span style="color: #666666">122</span>)
|
||||
plot_predictions(poly100_kernel_svm_clf, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plot_dataset(X, y, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plt<span style="color: #666666">.</span>title(<span style="color: #BA2121">r"$d=10, r=100, C=5$"</span>, fontsize<span style="color: #666666">=18</span>)
|
||||
|
||||
plt<span style="color: #666666">.</span>show()
|
||||
|
||||
<span style="color: #008000; font-weight: bold">def</span> <span style="color: #0000FF">gaussian_rbf</span>(x, landmark, gamma):
|
||||
<span style="color: #008000; font-weight: bold">return</span> np<span style="color: #666666">.</span>exp(<span style="color: #666666">-</span>gamma <span style="color: #666666">*</span> np<span style="color: #666666">.</span>linalg<span style="color: #666666">.</span>norm(x <span style="color: #666666">-</span> landmark, axis<span style="color: #666666">=1</span>)<span style="color: #666666">**2</span>)
|
||||
|
||||
gamma <span style="color: #666666">=</span> <span style="color: #666666">0.3</span>
|
||||
|
||||
x1s <span style="color: #666666">=</span> np<span style="color: #666666">.</span>linspace(<span style="color: #666666">-4.5</span>, <span style="color: #666666">4.5</span>, <span style="color: #666666">200</span>)<span style="color: #666666">.</span>reshape(<span style="color: #666666">-1</span>, <span style="color: #666666">1</span>)
|
||||
x2s <span style="color: #666666">=</span> gaussian_rbf(x1s, <span style="color: #666666">-2</span>, gamma)
|
||||
x3s <span style="color: #666666">=</span> gaussian_rbf(x1s, <span style="color: #666666">1</span>, gamma)
|
||||
|
||||
XK <span style="color: #666666">=</span> np<span style="color: #666666">.</span>c_[gaussian_rbf(X1D, <span style="color: #666666">-2</span>, gamma), gaussian_rbf(X1D, <span style="color: #666666">1</span>, gamma)]
|
||||
yk <span style="color: #666666">=</span> np<span style="color: #666666">.</span>array([<span style="color: #666666">0</span>, <span style="color: #666666">0</span>, <span style="color: #666666">1</span>, <span style="color: #666666">1</span>, <span style="color: #666666">1</span>, <span style="color: #666666">1</span>, <span style="color: #666666">1</span>, <span style="color: #666666">0</span>, <span style="color: #666666">0</span>])
|
||||
|
||||
plt<span style="color: #666666">.</span>figure(figsize<span style="color: #666666">=</span>(<span style="color: #666666">11</span>, <span style="color: #666666">4</span>))
|
||||
|
||||
plt<span style="color: #666666">.</span>subplot(<span style="color: #666666">121</span>)
|
||||
plt<span style="color: #666666">.</span>grid(<span style="color: #008000; font-weight: bold">True</span>, which<span style="color: #666666">=</span><span style="color: #BA2121">'both'</span>)
|
||||
plt<span style="color: #666666">.</span>axhline(y<span style="color: #666666">=0</span>, color<span style="color: #666666">=</span><span style="color: #BA2121">'k'</span>)
|
||||
plt<span style="color: #666666">.</span>scatter(x<span style="color: #666666">=</span>[<span style="color: #666666">-2</span>, <span style="color: #666666">1</span>], y<span style="color: #666666">=</span>[<span style="color: #666666">0</span>, <span style="color: #666666">0</span>], s<span style="color: #666666">=150</span>, alpha<span style="color: #666666">=0.5</span>, c<span style="color: #666666">=</span><span style="color: #BA2121">"red"</span>)
|
||||
plt<span style="color: #666666">.</span>plot(X1D[:, <span style="color: #666666">0</span>][yk<span style="color: #666666">==0</span>], np<span style="color: #666666">.</span>zeros(<span style="color: #666666">4</span>), <span style="color: #BA2121">"bs"</span>)
|
||||
plt<span style="color: #666666">.</span>plot(X1D[:, <span style="color: #666666">0</span>][yk<span style="color: #666666">==1</span>], np<span style="color: #666666">.</span>zeros(<span style="color: #666666">5</span>), <span style="color: #BA2121">"g^"</span>)
|
||||
plt<span style="color: #666666">.</span>plot(x1s, x2s, <span style="color: #BA2121">"g--"</span>)
|
||||
plt<span style="color: #666666">.</span>plot(x1s, x3s, <span style="color: #BA2121">"b:"</span>)
|
||||
plt<span style="color: #666666">.</span>gca()<span style="color: #666666">.</span>get_yaxis()<span style="color: #666666">.</span>set_ticks([<span style="color: #666666">0</span>, <span style="color: #666666">0.25</span>, <span style="color: #666666">0.5</span>, <span style="color: #666666">0.75</span>, <span style="color: #666666">1</span>])
|
||||
plt<span style="color: #666666">.</span>xlabel(<span style="color: #BA2121">r"$x_1$"</span>, fontsize<span style="color: #666666">=20</span>)
|
||||
plt<span style="color: #666666">.</span>ylabel(<span style="color: #BA2121">r"Similarity"</span>, fontsize<span style="color: #666666">=14</span>)
|
||||
plt<span style="color: #666666">.</span>annotate(<span style="color: #BA2121">r'$\mathbf</span><span style="color: #BB6688; font-weight: bold">{x}</span><span style="color: #BA2121">$'</span>,
|
||||
xy<span style="color: #666666">=</span>(X1D[<span style="color: #666666">3</span>, <span style="color: #666666">0</span>], <span style="color: #666666">0</span>),
|
||||
xytext<span style="color: #666666">=</span>(<span style="color: #666666">-0.5</span>, <span style="color: #666666">0.20</span>),
|
||||
ha<span style="color: #666666">=</span><span style="color: #BA2121">"center"</span>,
|
||||
arrowprops<span style="color: #666666">=</span><span style="color: #008000">dict</span>(facecolor<span style="color: #666666">=</span><span style="color: #BA2121">'black'</span>, shrink<span style="color: #666666">=0.1</span>),
|
||||
fontsize<span style="color: #666666">=18</span>,
|
||||
)
|
||||
plt<span style="color: #666666">.</span>text(<span style="color: #666666">-2</span>, <span style="color: #666666">0.9</span>, <span style="color: #BA2121">"$x_2$"</span>, ha<span style="color: #666666">=</span><span style="color: #BA2121">"center"</span>, fontsize<span style="color: #666666">=20</span>)
|
||||
plt<span style="color: #666666">.</span>text(<span style="color: #666666">1</span>, <span style="color: #666666">0.9</span>, <span style="color: #BA2121">"$x_3$"</span>, ha<span style="color: #666666">=</span><span style="color: #BA2121">"center"</span>, fontsize<span style="color: #666666">=20</span>)
|
||||
plt<span style="color: #666666">.</span>axis([<span style="color: #666666">-4.5</span>, <span style="color: #666666">4.5</span>, <span style="color: #666666">-0.1</span>, <span style="color: #666666">1.1</span>])
|
||||
|
||||
plt<span style="color: #666666">.</span>subplot(<span style="color: #666666">122</span>)
|
||||
plt<span style="color: #666666">.</span>grid(<span style="color: #008000; font-weight: bold">True</span>, which<span style="color: #666666">=</span><span style="color: #BA2121">'both'</span>)
|
||||
plt<span style="color: #666666">.</span>axhline(y<span style="color: #666666">=0</span>, color<span style="color: #666666">=</span><span style="color: #BA2121">'k'</span>)
|
||||
plt<span style="color: #666666">.</span>axvline(x<span style="color: #666666">=0</span>, color<span style="color: #666666">=</span><span style="color: #BA2121">'k'</span>)
|
||||
plt<span style="color: #666666">.</span>plot(XK[:, <span style="color: #666666">0</span>][yk<span style="color: #666666">==0</span>], XK[:, <span style="color: #666666">1</span>][yk<span style="color: #666666">==0</span>], <span style="color: #BA2121">"bs"</span>)
|
||||
plt<span style="color: #666666">.</span>plot(XK[:, <span style="color: #666666">0</span>][yk<span style="color: #666666">==1</span>], XK[:, <span style="color: #666666">1</span>][yk<span style="color: #666666">==1</span>], <span style="color: #BA2121">"g^"</span>)
|
||||
plt<span style="color: #666666">.</span>xlabel(<span style="color: #BA2121">r"$x_2$"</span>, fontsize<span style="color: #666666">=20</span>)
|
||||
plt<span style="color: #666666">.</span>ylabel(<span style="color: #BA2121">r"$x_3$ "</span>, fontsize<span style="color: #666666">=20</span>, rotation<span style="color: #666666">=0</span>)
|
||||
plt<span style="color: #666666">.</span>annotate(<span style="color: #BA2121">r'$\phi\left(\mathbf</span><span style="color: #BB6688; font-weight: bold">{x}</span><span style="color: #BA2121">\right)$'</span>,
|
||||
xy<span style="color: #666666">=</span>(XK[<span style="color: #666666">3</span>, <span style="color: #666666">0</span>], XK[<span style="color: #666666">3</span>, <span style="color: #666666">1</span>]),
|
||||
xytext<span style="color: #666666">=</span>(<span style="color: #666666">0.65</span>, <span style="color: #666666">0.50</span>),
|
||||
ha<span style="color: #666666">=</span><span style="color: #BA2121">"center"</span>,
|
||||
arrowprops<span style="color: #666666">=</span><span style="color: #008000">dict</span>(facecolor<span style="color: #666666">=</span><span style="color: #BA2121">'black'</span>, shrink<span style="color: #666666">=0.1</span>),
|
||||
fontsize<span style="color: #666666">=18</span>,
|
||||
)
|
||||
plt<span style="color: #666666">.</span>plot([<span style="color: #666666">-0.1</span>, <span style="color: #666666">1.1</span>], [<span style="color: #666666">0.57</span>, <span style="color: #666666">-0.1</span>], <span style="color: #BA2121">"r--"</span>, linewidth<span style="color: #666666">=3</span>)
|
||||
plt<span style="color: #666666">.</span>axis([<span style="color: #666666">-0.1</span>, <span style="color: #666666">1.1</span>, <span style="color: #666666">-0.1</span>, <span style="color: #666666">1.1</span>])
|
||||
|
||||
plt<span style="color: #666666">.</span>subplots_adjust(right<span style="color: #666666">=1</span>)
|
||||
|
||||
plt<span style="color: #666666">.</span>show()
|
||||
|
||||
|
||||
x1_example <span style="color: #666666">=</span> X1D[<span style="color: #666666">3</span>, <span style="color: #666666">0</span>]
|
||||
<span style="color: #008000; font-weight: bold">for</span> landmark <span style="color: #AA22FF; font-weight: bold">in</span> (<span style="color: #666666">-2</span>, <span style="color: #666666">1</span>):
|
||||
k <span style="color: #666666">=</span> gaussian_rbf(np<span style="color: #666666">.</span>array([[x1_example]]), np<span style="color: #666666">.</span>array([[landmark]]), gamma)
|
||||
<span style="color: #008000">print</span>(<span style="color: #BA2121">"Phi(</span><span style="color: #BB6688; font-weight: bold">{}</span><span style="color: #BA2121">, </span><span style="color: #BB6688; font-weight: bold">{}</span><span style="color: #BA2121">) = </span><span style="color: #BB6688; font-weight: bold">{}</span><span style="color: #BA2121">"</span><span style="color: #666666">.</span>format(x1_example, landmark, k))
|
||||
|
||||
rbf_kernel_svm_clf <span style="color: #666666">=</span> Pipeline([
|
||||
(<span style="color: #BA2121">"scaler"</span>, StandardScaler()),
|
||||
(<span style="color: #BA2121">"svm_clf"</span>, SVC(kernel<span style="color: #666666">=</span><span style="color: #BA2121">"rbf"</span>, gamma<span style="color: #666666">=5</span>, C<span style="color: #666666">=0.001</span>))
|
||||
])
|
||||
rbf_kernel_svm_clf<span style="color: #666666">.</span>fit(X, y)
|
||||
|
||||
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.svm</span> <span style="color: #008000; font-weight: bold">import</span> SVC
|
||||
|
||||
gamma1, gamma2 <span style="color: #666666">=</span> <span style="color: #666666">0.1</span>, <span style="color: #666666">5</span>
|
||||
C1, C2 <span style="color: #666666">=</span> <span style="color: #666666">0.001</span>, <span style="color: #666666">1000</span>
|
||||
hyperparams <span style="color: #666666">=</span> (gamma1, C1), (gamma1, C2), (gamma2, C1), (gamma2, C2)
|
||||
|
||||
svm_clfs <span style="color: #666666">=</span> []
|
||||
<span style="color: #008000; font-weight: bold">for</span> gamma, C <span style="color: #AA22FF; font-weight: bold">in</span> hyperparams:
|
||||
rbf_kernel_svm_clf <span style="color: #666666">=</span> Pipeline([
|
||||
(<span style="color: #BA2121">"scaler"</span>, StandardScaler()),
|
||||
(<span style="color: #BA2121">"svm_clf"</span>, SVC(kernel<span style="color: #666666">=</span><span style="color: #BA2121">"rbf"</span>, gamma<span style="color: #666666">=</span>gamma, C<span style="color: #666666">=</span>C))
|
||||
])
|
||||
rbf_kernel_svm_clf<span style="color: #666666">.</span>fit(X, y)
|
||||
svm_clfs<span style="color: #666666">.</span>append(rbf_kernel_svm_clf)
|
||||
|
||||
plt<span style="color: #666666">.</span>figure(figsize<span style="color: #666666">=</span>(<span style="color: #666666">11</span>, <span style="color: #666666">7</span>))
|
||||
|
||||
<span style="color: #008000; font-weight: bold">for</span> i, svm_clf <span style="color: #AA22FF; font-weight: bold">in</span> <span style="color: #008000">enumerate</span>(svm_clfs):
|
||||
plt<span style="color: #666666">.</span>subplot(<span style="color: #666666">221</span> <span style="color: #666666">+</span> i)
|
||||
plot_predictions(svm_clf, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
plot_dataset(X, y, [<span style="color: #666666">-1.5</span>, <span style="color: #666666">2.5</span>, <span style="color: #666666">-1</span>, <span style="color: #666666">1.5</span>])
|
||||
gamma, C <span style="color: #666666">=</span> hyperparams[i]
|
||||
plt<span style="color: #666666">.</span>title(<span style="color: #BA2121">r"$\gamma = </span><span style="color: #BB6688; font-weight: bold">{}</span><span style="color: #BA2121">, C = </span><span style="color: #BB6688; font-weight: bold">{}</span><span style="color: #BA2121">$"</span><span style="color: #666666">.</span>format(gamma, C), fontsize<span style="color: #666666">=16</span>)
|
||||
|
||||
plt<span style="color: #666666">.</span>show()
|
||||
<pre style="line-height: 125%;"><span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">numpy</span>
|
||||
<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">cvxopt</span>
|
||||
</pre>
|
||||
</div>
|
||||
</div>
|
||||
@@ -388,6 +292,7 @@ plt<span style="color: #666666">.</span>show()
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<p>This will make our life much easier. You don't need t0 write your own optimizer.</p>
|
||||
|
||||
<p>
|
||||
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|
||||
@@ -408,6 +313,13 @@ plt<span style="color: #666666">.</span>show()
|
||||
<li><a href="._week46-bs028.html">29</a></li>
|
||||
<li><a href="._week46-bs029.html">30</a></li>
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<li><a href="._week46-bs030.html">31</a></li>
|
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<li><a href="._week46-bs031.html">32</a></li>
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<li><a href="._week46-bs032.html">33</a></li>
|
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<li><a href="._week46-bs033.html">34</a></li>
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|
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|
||||
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|
||||
<li><a href="._week46-bs057.html">58</a></li>
|
||||
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|
||||
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|
||||
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|
||||
|
||||
Reference in New Issue
Block a user