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編譯 | 林椿眄 出品 | 人工智能頭條(公眾號ID:AI_Thinker)
【AI科技大本營導(dǎo)讀】Python 被稱為是最接近 AI 的語言。最近一位名叫Anna-Lena Popkes的小姐姐在GitHub上分享了自己如何使用Python(3.6及以上版本)實(shí)現(xiàn)7種機(jī)器學(xué)習(xí)算法的筆記,并附有完整代碼。所有這些算法的實(shí)現(xiàn)都沒有使用其他機(jī)器學(xué)習(xí)庫。這份筆記可以幫大家對算法以及其底層結(jié)構(gòu)有個(gè)基本的了解,但并不是提供最有效的實(shí)現(xiàn)。
小姐姐她是德國波恩大學(xué)計(jì)算機(jī)科學(xué)專業(yè)的研究生,主要關(guān)注機(jī)器學(xué)習(xí)和神經(jīng)網(wǎng)絡(luò)。
七種算法包括:
▌1. 線性回歸算法
在線性回歸中,我們想要建立一個(gè)模型,來擬合一個(gè)因變量 y 與一個(gè)或多個(gè)獨(dú)立自變量(預(yù)測變量) x 之間的關(guān)系。
給定:
線性回歸模型可以理解為一個(gè)非常簡單的神經(jīng)網(wǎng)絡(luò):
線性回歸模型可以使用以下方法進(jìn)行訓(xùn)練
a) 梯度下降法
b) 正態(tài)方程(封閉形式解):
其中 X 是一個(gè)矩陣,其形式為,包含所有訓(xùn)練樣本的維度信息。
而正態(tài)方程需要計(jì)算的轉(zhuǎn)置。這個(gè)操作的計(jì)算復(fù)雜度介于)和之間,而這取決于所選擇的實(shí)現(xiàn)方法。因此,如果訓(xùn)練集中數(shù)據(jù)的特征數(shù)量很大,那么使用正態(tài)方程訓(xùn)練的過程將變得非常緩慢。 線性回歸模型的訓(xùn)練過程有不同的步驟。首先(在步驟 0 中),模型的參數(shù)將被初始化。在達(dá)到指定訓(xùn)練次數(shù)或參數(shù)收斂前,重復(fù)以下其他步驟。
第 0 步:
用0 (或小的隨機(jī)值)來初始化權(quán)重向量和偏置量,或者直接使用正態(tài)方程計(jì)算模型參數(shù)
第 1 步(只有在使用梯度下降法訓(xùn)練時(shí)需要):
計(jì)算輸入的特征與權(quán)重值的線性組合,這可以通過矢量化和矢量傳播來對所有訓(xùn)練樣本進(jìn)行處理:
其中 X 是所有訓(xùn)練樣本的維度矩陣,其形式為;· 表示點(diǎn)積。
第 2 步(只有在使用梯度下降法訓(xùn)練時(shí)需要):
用均方誤差計(jì)算訓(xùn)練集上的損失:
第 3 步(只有在使用梯度下降法訓(xùn)練時(shí)需要):
對每個(gè)參數(shù),計(jì)算其對損失函數(shù)的偏導(dǎo)數(shù):
所有偏導(dǎo)數(shù)的梯度計(jì)算如下:
第 4 步(只有在使用梯度下降法訓(xùn)練時(shí)需要):
更新權(quán)重向量和偏置量:
其中,表示學(xué)習(xí)率。
In [4]:
import numpy as np import matplotlib.pyplot as plt from sklearn.model_selection import train_test_split np.random.seed(123)
數(shù)據(jù)集
In [5]:
# We will use a simple training set X = 2 * np.random.rand(500, 1) y = 5 3 * X np.random.randn(500, 1) fig = plt.figure(figsize=(8,6)) plt.scatter(X, y) plt.title('Dataset') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
In [6]:
# Split the data into a training and test set X_train, X_test, y_train, y_test = train_test_split(X, y) print(f'Shape X_train: {X_train.shape}') print(f'Shape y_train: {y_train.shape}') print(f'Shape X_test: {X_test.shape}') print(f'Shape y_test: {y_test.shape}')
Shape X_train: (375, 1)
Shape y_train: (375, 1)
Shape X_test: (125, 1)
Shape y_test: (125, 1)
線性回歸分類
In [23]:
class LinearRegression: def __init__(self): pass def train_gradient_descent(self, X, y, learning_rate=0.01, n_iters=100): ''' Trains a linear regression model using gradient descent ''' # Step 0: Initialize the parameters n_samples, n_features = X.shape self.weights = np.zeros(shape=(n_features,1)) self.bias = 0 costs = [] for i in range(n_iters): # Step 1: Compute a linear combination of the input features and weights y_predict = np.dot(X, self.weights) self.bias # Step 2: Compute cost over training set cost = (1 / n_samples) * np.sum((y_predict - y)**2) costs.append(cost) if i % 100 == 0: print(f'Cost at iteration {i}: {cost}') # Step 3: Compute the gradients dJ_dw = (2 / n_samples) * np.dot(X.T, (y_predict - y)) dJ_db = (2 / n_samples) * np.sum((y_predict - y)) # Step 4: Update the parameters self.weights = self.weights - learning_rate * dJ_dw self.bias = self.bias - learning_rate * dJ_db return self.weights, self.bias, costs def train_normal_equation(self, X, y): ''' Trains a linear regression model using the normal equation ''' self.weights = np.dot(np.dot(np.linalg.inv(np.dot(X.T, X)), X.T), y) self.bias = 0 return self.weights, self.bias def predict(self, X): return np.dot(X, self.weights) self.bias
使用梯度下降進(jìn)行訓(xùn)練
In [24]:
regressor = LinearRegression() w_trained, b_trained, costs = regressor.train_gradient_descent(X_train, y_train, learning_rate=0.005, n_iters=600) fig = plt.figure(figsize=(8,6)) plt.plot(np.arange(n_iters), costs) plt.title('Development of cost during training') plt.xlabel('Number of iterations') plt.ylabel('Cost') plt.show()
Cost at iteration 0: 66.45256981003433
Cost at iteration 100: 2.2084346146095934
Cost at iteration 200: 1.2797812854182806
Cost at iteration 300: 1.2042189195356685
Cost at iteration 400: 1.1564867816573
Cost at iteration 500: 1.121391041394467
測試(梯度下降模型)
In [28]:
n_samples, _ = X_train.shape n_samples_test, _ = X_test.shape
y_p_train = regressor.predict(X_train) y_p_test = regressor.predict(X_test)
error_train = (1 / n_samples) * np.sum((y_p_train - y_train) ** 2) error_test = (1 / n_samples_test) * np.sum((y_p_test - y_test) ** 2)
print(f'Error on training set: {np.round(error_train, 4)}') print(f'Error on test set: {np.round(error_test)}')
Error on training set: 1.0955 Error on test set: 1.0
使用正規(guī)方程(normal equation)訓(xùn)練
# To compute the parameters using the normal equation, we add a bias value of 1 to each input example X_b_train = np.c_[np.ones((n_samples)), X_train] X_b_test = np.c_[np.ones((n_samples_test)), X_test]
reg_normal = LinearRegression() w_trained = reg_normal.train_normal_equation(X_b_train, y_train)
測試(正規(guī)方程模型)
y_p_train = reg_normal.predict(X_b_train) y_p_test = reg_normal.predict(X_b_test)
error_train = (1 / n_samples) * np.sum((y_p_train - y_train) ** 2) error_test = (1 / n_samples_test) * np.sum((y_p_test - y_test) ** 2)
print(f'Error on training set: {np.round(error_train, 4)}') print(f'Error on test set: {np.round(error_test, 4)}')
Error on training set: 1.0228 Error on test set: 1.0432
可視化測試預(yù)測
# Plot the test predictions
fig = plt.figure(figsize=(8,6)) plt.scatter(X_train, y_train) plt.scatter(X_test, y_p_test) plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
▌2. Logistic 回歸算法
在 Logistic 回歸中,我們試圖對給定輸入特征的線性組合進(jìn)行建模,來得到其二元變量的輸出結(jié)果。例如,我們可以嘗試使用競選候選人花費(fèi)的金錢和時(shí)間信息來預(yù)測選舉的結(jié)果(勝或負(fù))。Logistic 回歸算法的工作原理如下。
給定:
數(shù)據(jù)集 是d-維向量 是一個(gè)二元的目標(biāo)變量
Logistic 回歸模型可以理解為一個(gè)非常簡單的神經(jīng)網(wǎng)絡(luò):
與線性回歸不同,Logistic 回歸沒有封閉解。但由于損失函數(shù)是凸函數(shù),因此我們可以使用梯度下降法來訓(xùn)練模型。事實(shí)上,在保證學(xué)習(xí)速率足夠小且使用足夠的訓(xùn)練迭代步數(shù)的前提下,梯度下降法(或任何其他優(yōu)化算法)可以是能夠找到全局最小值。
訓(xùn)練 Logistic 回歸模型有不同的步驟。首先(在步驟 0 中),模型的參數(shù)將被初始化。在達(dá)到指定訓(xùn)練次數(shù)或參數(shù)收斂前,重復(fù)以下其他步驟。
第 0 步:用 0 (或小的隨機(jī)值)來初始化權(quán)重向量和偏置值
第 1 步:計(jì)算輸入的特征與權(quán)重值的線性組合,這可以通過矢量化和矢量傳播來對所有訓(xùn)練樣本進(jìn)行處理:
其中 X 是所有訓(xùn)練樣本的維度矩陣,其形式為;·表示點(diǎn)積。
第 2 步:用 sigmoid 函數(shù)作為激活函數(shù),其返回值介于0到1之間:
第 3 步:計(jì)算整個(gè)訓(xùn)練集的損失值。
我們希望模型得到的目標(biāo)值概率落在 0 到 1 之間。因此在訓(xùn)練期間,我們希望調(diào)整參數(shù),使得模型較大的輸出值對應(yīng)正標(biāo)簽(真實(shí)標(biāo)簽為 1),較小的輸出值對應(yīng)負(fù)標(biāo)簽(真實(shí)標(biāo)簽為 0 )。這在損失函數(shù)中表現(xiàn)為如下形式:
第 4 步:對權(quán)重向量和偏置量,計(jì)算其對損失函數(shù)的梯度。
關(guān)于這個(gè)導(dǎo)數(shù)實(shí)現(xiàn)的詳細(xì)解釋,可以參見這里(https://stats./questions/278771/how-is-the-cost-function-from-logistic-regression-derivated)。
一般形式如下:
對于偏置量的導(dǎo)數(shù)計(jì)算,此時(shí)為 1。
第 5 步:更新權(quán)重和偏置值。
其中,表示學(xué)習(xí)率。
In [24]:
import numpy as np from sklearn.model_selection import train_test_split from sklearn.datasets import make_blobs import matplotlib.pyplot as plt np.random.seed(123)
% matplotlib inline
數(shù)據(jù)集
In [25]:
# We will perform logistic regression using a simple toy dataset of two classes X, y_true = make_blobs(n_samples= 1000, centers=2)
fig = plt.figure(figsize=(8,6)) plt.scatter(X[:,0], X[:,1], c=y_true) plt.title('Dataset') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
In [26]:
# Reshape targets to get column vector with shape (n_samples, 1) y_true = y_true[:, np.newaxis] # Split the data into a training and test set X_train, X_test, y_train, y_test = train_test_split(X, y_true) print(f'Shape X_train: {X_train.shape}') print(f'Shape y_train: {y_train.shape}') print(f'Shape X_test: {X_test.shape}') print(f'Shape y_test: {y_test.shape}')
Shape X_train: (750, 2) Shape y_train: (750, 1) Shape X_test: (250, 2) Shape y_test: (250, 1)
Logistic回歸分類
In [27]:
class LogisticRegression: def __init__(self): pass
def sigmoid(self, a): return 1 / (1 np.exp(-a))
def train(self, X, y_true, n_iters, learning_rate): ''' Trains the logistic regression model on given data X and targets y ''' # Step 0: Initialize the parameters n_samples, n_features = X.shape self.weights = np.zeros((n_features, 1)) self.bias = 0 costs = [] for i in range(n_iters): # Step 1 and 2: Compute a linear combination of the input features and weights, # apply the sigmoid activation function y_predict = self.sigmoid(np.dot(X, self.weights) self.bias) # Step 3: Compute the cost over the whole training set. cost = (- 1 / n_samples) * np.sum(y_true * np.log(y_predict) (1 - y_true) * (np.log(1 - y_predict)))
# Step 4: Compute the gradients dw = (1 / n_samples) * np.dot(X.T, (y_predict - y_true)) db = (1 / n_samples) * np.sum(y_predict - y_true)
# Step 5: Update the parameters self.weights = self.weights - learning_rate * dw self.bias = self.bias - learning_rate * db
costs.append(cost) if i % 100 == 0: print(f'Cost after iteration {i}: {cost}')
return self.weights, self.bias, costs
def predict(self, X): ''' Predicts binary labels for a set of examples X. ''' y_predict = self.sigmoid(np.dot(X, self.weights) self.bias) y_predict_labels = [1 if elem > 0.5 else 0 for elem in y_predict]
return np.array(y_predict_labels)[:, np.newaxis]
初始化并訓(xùn)練模型
In [29]:
regressor = LogisticRegression() w_trained, b_trained, costs = regressor.train(X_train, y_train, n_iters=600, learning_rate=0.009)
fig = plt.figure(figsize=(8,6)) plt.plot(np.arange(600), costs) plt.title('Development of cost over training') plt.xlabel('Number of iterations') plt.ylabel('Cost') plt.show()
Cost after iteration 0: 0.6931471805599453 Cost after iteration 100: 0.046514002935609956 Cost after iteration 200: 0.02405337743999163 Cost after iteration 300: 0.016354408151412207 Cost after iteration 400: 0.012445770521974634 Cost after iteration 500: 0.010073981792906512
測試模型
In [31]:
y_p_train = regressor.predict(X_train) y_p_test = regressor.predict(X_test)
print(f'train accuracy: {100 - np.mean(np.abs(y_p_train - y_train)) * 100}%') print(f'test accuracy: {100 - np.mean(np.abs(y_p_test - y_test))}%')
train accuracy: 100.0% test accuracy: 100.0%
▌3. 感知器算法
感知器是一種簡單的監(jiān)督式的機(jī)器學(xué)習(xí)算法,也是最早的神經(jīng)網(wǎng)絡(luò)體系結(jié)構(gòu)之一。它由 Rosenblatt 在 20 世紀(jì) 50 年代末提出。感知器是一種二元的線性分類器,其使用 d- 維超平面來將一組訓(xùn)練樣本( d- 維輸入向量)映射成二進(jìn)制輸出值。它的原理如下:
給定:
感知器可以理解為一個(gè)非常簡單的神經(jīng)網(wǎng)絡(luò):
感知器的訓(xùn)練可以使用梯度下降法,訓(xùn)練算法有不同的步驟。首先(在步驟0中),模型的參數(shù)將被初始化。在達(dá)到指定訓(xùn)練次數(shù)或參數(shù)收斂前,重復(fù)以下其他步驟。
第 0 步:用 0 (或小的隨機(jī)值)來初始化權(quán)重向量和偏置值
第 1 步:計(jì)算輸入的特征與權(quán)重值的線性組合,這可以通過矢量化和矢量傳播法則來對所有訓(xùn)練樣本進(jìn)行處理:
其中 X 是所有訓(xùn)練示例的維度矩陣,其形式為;·表示點(diǎn)積。
第 2 步:用 Heaviside step 函數(shù)作為激活函數(shù),其返回一個(gè)二進(jìn)制值:
第 3 步:使用感知器的學(xué)習(xí)規(guī)則來計(jì)算權(quán)重向量和偏置量的更新值。
其中,表示學(xué)習(xí)率。
第 4 步:更新權(quán)重向量和偏置量。
In [1]:
import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import make_blobs from sklearn.model_selection import train_test_split np.random.seed(123)
% matplotlib inline
數(shù)據(jù)集
In [2]:
X, y = make_blobs(n_samples=1000, centers=2) fig = plt.figure(figsize=(8,6)) plt.scatter(X[:,0], X[:,1], c=y) plt.title('Dataset') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
In [3]:
y_true = y[:, np.newaxis]
X_train, X_test, y_train, y_test = train_test_split(X, y_true) print(f'Shape X_train: {X_train.shape}') print(f'Shape y_train: {y_train.shape})') print(f'Shape X_test: {X_test.shape}') print(f'Shape y_test: {y_test.shape}')
Shape X_train: (750, 2) Shape y_train: (750, 1)) Shape X_test: (250, 2) Shape y_test: (250, 1)
感知器分類
In [6]:
class Perceptron():
def __init__(self): pass
def train(self, X, y, learning_rate=0.05, n_iters=100): n_samples, n_features = X.shape
# Step 0: Initialize the parameters self.weights = np.zeros((n_features,1)) self.bias = 0
for i in range(n_iters): # Step 1: Compute the activation a = np.dot(X, self.weights) self.bias
# Step 2: Compute the output y_predict = self.step_function(a)
# Step 3: Compute weight updates delta_w = learning_rate * np.dot(X.T, (y - y_predict)) delta_b = learning_rate * np.sum(y - y_predict)
# Step 4: Update the parameters self.weights = delta_w self.bias = delta_b
return self.weights, self.bias
def step_function(self, x): return np.array([1 if elem >= 0 else 0 for elem in x])[:, np.newaxis]
def predict(self, X): a = np.dot(X, self.weights) self.bias return self.step_function(a)
初始化并訓(xùn)練模型
In [7]:
p = Perceptron() w_trained, b_trained = p.train(X_train, y_train,learning_rate=0.05, n_iters=500)
測試
In [10]:
y_p_train = p.predict(X_train) y_p_test = p.predict(X_test)
print(f'training accuracy: {100 - np.mean(np.abs(y_p_train - y_train)) * 100}%') print(f'test accuracy: {100 - np.mean(np.abs(y_p_test - y_test)) * 100}%')
training accuracy: 100.0% test accuracy: 100.0%
可視化決策邊界
In [13]:
def plot_hyperplane(X, y, weights, bias): ''' Plots the dataset and the estimated decision hyperplane ''' slope = - weights[0]/weights[1] intercept = - bias/weights[1] x_hyperplane = np.linspace(-10,10,10) y_hyperplane = slope * x_hyperplane intercept fig = plt.figure(figsize=(8,6)) plt.scatter(X[:,0], X[:,1], c=y) plt.plot(x_hyperplane, y_hyperplane, '-') plt.title('Dataset and fitted decision hyperplane') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
In [14]:
plot_hyperplane(X, y, w_trained, b_trained)
▌4. K 最近鄰算法
k-nn 算法是一種簡單的監(jiān)督式的機(jī)器學(xué)習(xí)算法,可以用于解決分類和回歸問題。這是一個(gè)基于實(shí)例的算法,并不是估算模型,而是將所有訓(xùn)練樣本存儲在內(nèi)存中,并使用相似性度量進(jìn)行預(yù)測。
給定一個(gè)輸入示例,k-nn 算法將從內(nèi)存中檢索 k 個(gè)最相似的實(shí)例。相似性是根據(jù)距離來定義的,也就是說,與輸入示例之間距離最小(歐幾里得距離)的訓(xùn)練樣本被認(rèn)為是最相似的樣本。
輸入示例的目標(biāo)值計(jì)算如下:
分類問題:
a) 不加權(quán):輸出 k 個(gè)最近鄰中最常見的分類 b) 加權(quán):將每個(gè)分類值的k個(gè)最近鄰的權(quán)重相加,輸出權(quán)重最高的分類
回歸問題:
a) 不加權(quán):輸出k個(gè)最近鄰值的平均值 b) 加權(quán):對于所有分類值,將分類值加權(quán)求和并將結(jié)果除以所有權(quán)重的總和
加權(quán)版本的 k-nn 算法是改進(jìn)版本,其中每個(gè)近鄰的貢獻(xiàn)值根據(jù)其與查詢點(diǎn)之間的距離進(jìn)行加權(quán)。下面,我們在 sklearn 用 k-nn 算法的原始版本實(shí)現(xiàn)數(shù)字?jǐn)?shù)據(jù)集的分類。
In [1]:
import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import load_digits from sklearn.model_selection import train_test_split np.random.seed(123)
% matplotlib inline
數(shù)據(jù)集
In [2]:
# We will use the digits dataset as an example. It consists of the 1797 images of hand-written digits. Each digit is # represented by a 64-dimensional vector of pixel values.
digits = load_digits() X, y = digits.data, digits.target
X_train, X_test, y_train, y_test = train_test_split(X, y) print(f'X_train shape: {X_train.shape}') print(f'y_train shape: {y_train.shape}') print(f'X_test shape: {X_test.shape}') print(f'y_test shape: {y_test.shape}')
# Example digits fig = plt.figure(figsize=(10,8)) for i in range(10): ax = fig.add_subplot(2, 5, i 1) plt.imshow(X[i].reshape((8,8)), cmap='gray')
X_train shape: (1347, 64) y_train shape: (1347,) X_test shape: (450, 64) y_test shape: (450,)
K 最鄰近類別
In [3]:
class kNN(): def __init__(self): pass
def fit(self, X, y): self.data = X self.targets = y
def euclidean_distance(self, X): ''' Computes the euclidean distance between the training data and a new input example or matrix of input examples X ''' # input: single data point if X.ndim == 1: l2 = np.sqrt(np.sum((self.data - X)**2, axis=1))
# input: matrix of data points if X.ndim == 2: n_samples, _ = X.shape l2 = [np.sqrt(np.sum((self.data - X[i])**2, axis=1)) for i in range(n_samples)]
return np.array(l2)
def predict(self, X, k=1): ''' Predicts the classification for an input example or matrix of input examples X ''' # step 1: compute distance between input and training data dists = self.euclidean_distance(X)
# step 2: find the k nearest neighbors and their classifications if X.ndim == 1: if k == 1: nn = np.argmin(dists) return self.targets[nn] else: knn = np.argsort(dists)[:k] y_knn = self.targets[knn] max_vote = max(y_knn, key=list(y_knn).count) return max_vote
if X.ndim == 2: knn = np.argsort(dists)[:, :k] y_knn = self.targets[knn] if k == 1: return y_knn.T else: n_samples, _ = X.shape max_votes = [max(y_knn[i], key=list(y_knn[i]).count) for i in range(n_samples)] return max_votes
初始化并訓(xùn)練模型
In [11]:
knn = kNN() knn.fit(X_train, y_train)
print('Testing one datapoint, k=1') print(f'Predicted label: {knn.predict(X_test[0], k=1)}') print(f'True label: {y_test[0]}') print() print('Testing one datapoint, k=5') print(f'Predicted label: {knn.predict(X_test[20], k=5)}') print(f'True label: {y_test[20]}') print() print('Testing 10 datapoint, k=1') print(f'Predicted labels: {knn.predict(X_test[5:15], k=1)}') print(f'True labels: {y_test[5:15]}') print() print('Testing 10 datapoint, k=4') print(f'Predicted labels: {knn.predict(X_test[5:15], k=4)}') print(f'True labels: {y_test[5:15]}') print()
Testing one datapoint, k=1 Predicted label: 3 True label: 3
Testing one datapoint, k=5 Predicted label: 9 True label: 9
Testing 10 datapoint, k=1 Predicted labels: [[3 1 0 7 4 0 0 5 1 6]] True labels: [3 1 0 7 4 0 0 5 1 6]
Testing 10 datapoint, k=4 Predicted labels: [3, 1, 0, 7, 4, 0, 0, 5, 1, 6] True labels: [3 1 0 7 4 0 0 5 1 6]
測試集精度
In [12]:
# Compute accuracy on test set y_p_test1 = knn.predict(X_test, k=1) test_acc1= np.sum(y_p_test1[0] == y_test)/len(y_p_test1[0]) * 100 print(f'Test accuracy with k = 1: {format(test_acc1)}')
y_p_test8 = knn.predict(X_test, k=5) test_acc8= np.sum(y_p_test8 == y_test)/len(y_p_test8) * 100 print(f'Test accuracy with k = 8: {format(test_acc8)}')
Test accuracy with k = 1: 97.77777777777777 Test accuracy with k = 8: 97.55555555555556
▌5. K均值聚類算法
K-Means 是一種非常簡單的聚類算法(聚類算法都屬于無監(jiān)督學(xué)習(xí))。給定固定數(shù)量的聚類和輸入數(shù)據(jù)集,該算法試圖將數(shù)據(jù)劃分為聚類,使得聚類內(nèi)部具有較高的相似性,聚類與聚類之間具有較低的相似性。
算法原理
1. 初始化聚類中心,或者在輸入數(shù)據(jù)范圍內(nèi)隨機(jī)選擇,或者使用一些現(xiàn)有的訓(xùn)練樣本(推薦) 2. 直到收斂
目標(biāo)函數(shù)
聚類算法的目標(biāo)函數(shù)試圖找到聚類中心,以便數(shù)據(jù)將劃分到相應(yīng)的聚類中,并使得數(shù)據(jù)與其最接近的聚類中心之間的距離盡可能小。
給定一組數(shù)據(jù)X1,...,Xn和一個(gè)正數(shù)k,找到k個(gè)聚類中心C1,...,Ck并最小化目標(biāo)函數(shù):
這里:
K-Means 算法的缺點(diǎn):
聚類的個(gè)數(shù)在開始就要設(shè)定 聚類的結(jié)果取決于初始設(shè)定的聚類中心 對異常值很敏感 不適合用于發(fā)現(xiàn)非凸聚類問題 該算法不能保證能夠找到全局最優(yōu)解,因此它往往會(huì)陷入一個(gè)局部最優(yōu)解
In [21]:
import numpy as np import matplotlib.pyplot as plt import random from sklearn.datasets import make_blobs np.random.seed(123)
% matplotlib inline
數(shù)據(jù)集
In [22]:
X, y = make_blobs(centers=4, n_samples=1000) print(f'Shape of dataset: {X.shape}')
fig = plt.figure(figsize=(8,6)) plt.scatter(X[:,0], X[:,1], c=y) plt.title('Dataset with 4 clusters') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
Shape of dataset: (1000, 2)
K均值分類
In [23]:
class KMeans(): def __init__(self, n_clusters=4): self.k = n_clusters
def fit(self, data): ''' Fits the k-means model to the given dataset ''' n_samples, _ = data.shape # initialize cluster centers self.centers = np.array(random.sample(list(data), self.k)) self.initial_centers = np.copy(self.centers)
# We will keep track of whether the assignment of data points # to the clusters has changed. If it stops changing, we are # done fitting the model old_assigns = None n_iters = 0
while True: new_assigns = [self.classify(datapoint) for datapoint in data]
if new_assigns == old_assigns: print(f'Training finished after {n_iters} iterations!') return
old_assigns = new_assigns n_iters = 1
# recalculate centers for id_ in range(self.k): points_idx = np.where(np.array(new_assigns) == id_) datapoints = data[points_idx] self.centers[id_] = datapoints.mean(axis=0)
def l2_distance(self, datapoint): dists = np.sqrt(np.sum((self.centers - datapoint)**2, axis=1)) return dists
def classify(self, datapoint): ''' Given a datapoint, compute the cluster closest to the datapoint. Return the cluster ID of that cluster. ''' dists = self.l2_distance(datapoint) return np.argmin(dists)
def plot_clusters(self, data): plt.figure(figsize=(12,10)) plt.title('Initial centers in black, final centers in red') plt.scatter(data[:, 0], data[:, 1], marker='.', c=y) plt.scatter(self.centers[:, 0], self.centers[:,1], c='r') plt.scatter(self.initial_centers[:, 0], self.initial_centers[:,1], c='k') plt.show()
初始化并調(diào)整模型
kmeans = KMeans(n_clusters=4) kmeans.fit(X)
Training finished after 4 iterations!
描繪初始和最終的聚類中心
▌6. 簡單的神經(jīng)網(wǎng)絡(luò)
在這一章節(jié)里,我們將實(shí)現(xiàn)一個(gè)簡單的神經(jīng)網(wǎng)絡(luò)架構(gòu),將 2 維的輸入向量映射成二進(jìn)制輸出值。我們的神經(jīng)網(wǎng)絡(luò)有 2 個(gè)輸入神經(jīng)元,含 6 個(gè)隱藏神經(jīng)元隱藏層及 1 個(gè)輸出神經(jīng)元。
我們將通過層之間的權(quán)重矩陣來表示神經(jīng)網(wǎng)絡(luò)結(jié)構(gòu)。在下面的例子中,輸入層和隱藏層之間的權(quán)重矩陣將被表示為,隱藏層和輸出層之間的權(quán)重矩陣為。除了連接神經(jīng)元的權(quán)重向量外,每個(gè)隱藏和輸出的神經(jīng)元都會(huì)有一個(gè)大小為 1 的偏置量。
我們的訓(xùn)練集由 m = 750 個(gè)樣本組成。因此,我們的矩陣維度如下:
訓(xùn)練集維度: X = (750,2) 目標(biāo)維度: Y = (750,1) 維度:(m,nhidden) = (2,6)
維度:(bias vector):(1,nhidden) = (1,6) 維度: (nhidden,noutput)= (6,1) 維度:(bias vector):(1,noutput) = (1,1)
損失函數(shù)
我們使用與 Logistic 回歸算法相同的損失函數(shù):
對于多類別的分類任務(wù),我們將使用這個(gè)函數(shù)的通用形式作為損失函數(shù),稱之為分類交叉熵函數(shù)。
訓(xùn)練 我們將用梯度下降法來訓(xùn)練我們的神經(jīng)網(wǎng)絡(luò),并通過反向傳播法來計(jì)算所需的偏導(dǎo)數(shù)。訓(xùn)練過程主要有以下幾個(gè)步驟:
1. 初始化參數(shù)(即權(quán)重量和偏差量) 2. 重復(fù)以下過程,直到收斂:
前向傳播過程
首先,我們計(jì)算網(wǎng)絡(luò)中每個(gè)單元的激活值和輸出值。為了加速這個(gè)過程的實(shí)現(xiàn),我們不會(huì)單獨(dú)為每個(gè)輸入樣本執(zhí)行此操作,而是通過矢量化對所有樣本一次性進(jìn)行處理。其中:
表示對所有訓(xùn)練樣本激活隱層單元的矩陣 表示對所有訓(xùn)練樣本輸出隱層單位的矩陣
隱層神經(jīng)元將使用 tanh 函數(shù)作為其激活函數(shù):
輸出層神經(jīng)元將使用 sigmoid 函數(shù)作為激活函數(shù):
激活值和輸出值計(jì)算如下(·表示點(diǎn)乘):
反向傳播過程
為了計(jì)算權(quán)重向量的更新值,我們需要計(jì)算每個(gè)神經(jīng)元對損失函數(shù)的偏導(dǎo)數(shù)。這里不會(huì)給出這些公式的推導(dǎo),你會(huì)在其他網(wǎng)站上找到很多更好的解釋(https:///2015/03/17/a-step-by-step-backpropagation-example/)。
對于輸出神經(jīng)元,梯度計(jì)算如下(矩陣符號):
對于輸入和隱層的權(quán)重矩陣,梯度計(jì)算如下:
權(quán)重更新
In [3]:
import numpy as np import pandas as pd import matplotlib.pyplot as plt from sklearn.datasets import make_circles from sklearn.model_selection import train_test_split np.random.seed(123) % matplotlib inline
數(shù)據(jù)集
In [4]:
X, y = make_circles(n_samples=1000, factor=0.5, noise=.1) fig = plt.figure(figsize=(8,6)) plt.scatter(X[:,0], X[:,1], c=y) plt.xlim([-1.5, 1.5]) plt.ylim([-1.5, 1.5]) plt.title('Dataset') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
In [5]:
# reshape targets to get column vector with shape (n_samples, 1) y_true = y[:, np.newaxis] # Split the data into a training and test set X_train, X_test, y_train, y_test = train_test_split(X, y_true) print(f'Shape X_train: {X_train.shape}') print(f'Shape y_train: {y_train.shape}') print(f'Shape X_test: {X_test.shape}') print(f'Shape y_test: {y_test.shape}')
Shape X_train: (750, 2) Shape y_train: (750, 1) Shape X_test: (250, 2) Shape y_test: (250, 1)
Neural Network Class
以下部分實(shí)現(xiàn)受益于吳恩達(dá)的課程 https://www./learn/neural-networks-deep-learning
class NeuralNet(): def __init__(self, n_inputs, n_outputs, n_hidden): self.n_inputs = n_inputs self.n_outputs = n_outputs self.hidden = n_hidden # Initialize weight matrices and bias vectors self.W_h = np.random.randn(self.n_inputs, self.hidden) self.b_h = np.zeros((1, self.hidden)) self.W_o = np.random.randn(self.hidden, self.n_outputs) self.b_o = np.zeros((1, self.n_outputs)) def sigmoid(self, a): return 1 / (1 np.exp(-a)) def forward_pass(self, X): ''' Propagates the given input X forward through the net. Returns: A_h: matrix with activations of all hidden neurons for all input examples O_h: matrix with outputs of all hidden neurons for all input examples A_o: matrix with activations of all output neurons for all input examples O_o: matrix with outputs of all output neurons for all input examples ''' # Compute activations and outputs of hidden units A_h = np.dot(X, self.W_h) self.b_h O_h = np.tanh(A_h) # Compute activations and outputs of output units A_o = np.dot(O_h, self.W_o) self.b_o O_o = self.sigmoid(A_o) outputs = { 'A_h': A_h, 'A_o': A_o, 'O_h': O_h, 'O_o': O_o, } return outputs def cost(self, y_true, y_predict, n_samples): ''' Computes and returns the cost over all examples ''' # same cost function as in logistic regression cost = (- 1 / n_samples) * np.sum(y_true * np.log(y_predict) (1 - y_true) * (np.log(1 - y_predict))) cost = np.squeeze(cost) assert isinstance(cost, float) return cost def backward_pass(self, X, Y, n_samples, outputs): ''' Propagates the errors backward through the net. Returns: dW_h: partial derivatives of loss function w.r.t hidden weights db_h: partial derivatives of loss function w.r.t hidden bias dW_o: partial derivatives of loss function w.r.t output weights db_o: partial derivatives of loss function w.r.t output bias ''' dA_o = (outputs['O_o'] - Y) dW_o = (1 / n_samples) * np.dot(outputs['O_h'].T, dA_o) db_o = (1 / n_samples) * np.sum(dA_o) dA_h = (np.dot(dA_o, self.W_o.T)) * (1 - np.power(outputs['O_h'], 2)) dW_h = (1 / n_samples) * np.dot(X.T, dA_h) db_h = (1 / n_samples) * np.sum(dA_h) gradients = { 'dW_o': dW_o, 'db_o': db_o, 'dW_h': dW_h, 'db_h': db_h, } return gradients def update_weights(self, gradients, eta): ''' Updates the model parameters using a fixed learning rate ''' self.W_o = self.W_o - eta * gradients['dW_o'] self.W_h = self.W_h - eta * gradients['dW_h'] self.b_o = self.b_o - eta * gradients['db_o'] self.b_h = self.b_h - eta * gradients['db_h'] def train(self, X, y, n_iters=500, eta=0.3): ''' Trains the neural net on the given input data ''' n_samples, _ = X.shape for i in range(n_iters): outputs = self.forward_pass(X) cost = self.cost(y, outputs['O_o'], n_samples=n_samples) gradients = self.backward_pass(X, y, n_samples, outputs) if i % 100 == 0: print(f'Cost at iteration {i}: {np.round(cost, 4)}') self.update_weights(gradients, eta) def predict(self, X): ''' Computes and returns network predictions for given dataset ''' outputs = self.forward_pass(X) y_pred = [1 if elem >= 0.5 else 0 for elem in outputs['O_o']] return np.array(y_pred)[:, np.newaxis]
初始化并訓(xùn)練神經(jīng)網(wǎng)絡(luò)
nn = NeuralNet(n_inputs=2, n_hidden=6, n_outputs=1) print('Shape of weight matrices and bias vectors:') print(f'W_h shape: {nn.W_h.shape}') print(f'b_h shape: {nn.b_h.shape}') print(f'W_o shape: {nn.W_o.shape}') print(f'b_o shape: {nn.b_o.shape}') print() print('Training:') nn.train(X_train, y_train, n_iters=2000, eta=0.7)
Shape of weight matrices and bias vectors: W_h shape: (2, 6) b_h shape: (1, 6) W_o shape: (6, 1) b_o shape: (1, 1)
Training: Cost at iteration 0: 1.0872 Cost at iteration 100: 0.2723 Cost at iteration 200: 0.1712 Cost at iteration 300: 0.1386 Cost at iteration 400: 0.1208 Cost at iteration 500: 0.1084 Cost at iteration 600: 0.0986 Cost at iteration 700: 0.0907 Cost at iteration 800: 0.0841 Cost at iteration 900: 0.0785 Cost at iteration 1000: 0.0739 Cost at iteration 1100: 0.0699 Cost at iteration 1200: 0.0665 Cost at iteration 1300: 0.0635 Cost at iteration 1400: 0.061 Cost at iteration 1500: 0.0587 Cost at iteration 1600: 0.0566 Cost at iteration 1700: 0.0547 Cost at iteration 1800: 0.0531 Cost at iteration 1900: 0.0515
測試神經(jīng)網(wǎng)絡(luò)
n_test_samples, _ = X_test.shape y_predict = nn.predict(X_test) print(f'Classification accuracy on test set: {(np.sum(y_predict == y_test)/n_test_samples)*100} %')
Classification accuracy on test set: 98.4 %
可視化決策邊界
X_temp, y_temp = make_circles(n_samples=60000, noise=.5) y_predict_temp = nn.predict(X_temp) y_predict_temp = np.ravel(y_predict_temp)
fig = plt.figure(figsize=(8,12)) ax = fig.add_subplot(2,1,1) plt.scatter(X[:,0], X[:,1], c=y) plt.xlim([-1.5, 1.5]) plt.ylim([-1.5, 1.5]) plt.xlabel('First feature') plt.ylabel('Second feature') plt.title('Training and test set') ax = fig.add_subplot(2,1,2) plt.scatter(X_temp[:,0], X_temp[:,1], c=y_predict_temp) plt.xlim([-1.5, 1.5]) plt.ylim([-1.5, 1.5]) plt.xlabel('First feature') plt.ylabel('Second feature') plt.title('Decision boundary')
Out[11]:Text(0.5,1,'Decision boundary')
▌7. Softmax 回歸算法
Softmax 回歸算法,又稱為多項(xiàng)式或多類別的 Logistic 回歸算法。
給定:
數(shù)據(jù)集
Softmax 回歸模型有以下幾個(gè)特點(diǎn):
對于每個(gè)類別,都存在一個(gè)獨(dú)立的、實(shí)值加權(quán)向量 這個(gè)權(quán)重向量通常作為權(quán)重矩陣中的行。 對于每個(gè)類別,都存在一個(gè)獨(dú)立的、實(shí)值偏置量b 它使用 softmax 函數(shù)作為其激活函數(shù) 它使用交叉熵( cross-entropy )作為損失函數(shù)
訓(xùn)練 Softmax 回歸模型有不同步驟。首先(在步驟0中),模型的參數(shù)將被初始化。在達(dá)到指定訓(xùn)練次數(shù)或參數(shù)收斂前,重復(fù)以下其他步驟。
第 0 步:用 0 (或小的隨機(jī)值)來初始化權(quán)重向量和偏置值
第 1 步:對于每個(gè)類別k,計(jì)算其輸入的特征與權(quán)重值的線性組合,也就是說為每個(gè)類別的訓(xùn)練樣本計(jì)算一個(gè)得分值。對于類別k,輸入向量為,則得分值的計(jì)算如下:
其中表示類別k的權(quán)重矩陣,·表示點(diǎn)積。
我們可以通過矢量化和矢量傳播法則計(jì)算所有類別及其訓(xùn)練樣本的得分值:
其中 X 是所有訓(xùn)練樣本的維度矩陣,W 表示每個(gè)類別的權(quán)重矩陣維度,其形式為;
第 2 步:用 softmax 函數(shù)作為激活函數(shù),將得分值轉(zhuǎn)化為概率值形式。屬于類別 k 的輸入向量的概率值為:
同樣地,我們可以通過矢量化來對所有類別同時(shí)處理,得到其概率輸出。模型預(yù)測出的表示的是該類別的最高概率。
第 3 步:計(jì)算整個(gè)訓(xùn)練集的損失值。
我們希望模型預(yù)測出的高概率值是目標(biāo)類別,而低概率值表示其他類別。這可以通過以下的交叉熵?fù)p失函數(shù)來實(shí)現(xiàn):
在上面公式中,目標(biāo)類別標(biāo)簽表示成獨(dú)熱編碼形式( one-hot )。因此為1時(shí)表示的目標(biāo)類別是 k,反之則為 0。
第 4 步:對權(quán)重向量和偏置量,計(jì)算其對損失函數(shù)的梯度。
關(guān)于這個(gè)導(dǎo)數(shù)實(shí)現(xiàn)的詳細(xì)解釋,可以參見這里(http://ufldl./tutorial/supervised/SoftmaxRegression/)。
一般形式如下:
對于偏置量的導(dǎo)數(shù)計(jì)算,此時(shí)為1。
第 5 步:對每個(gè)類別k,更新其權(quán)重和偏置值。
其中,表示學(xué)習(xí)率。
In [1]:
from sklearn.datasets import load_iris import numpy as np from sklearn.model_selection import train_test_split from sklearn.datasets import make_blobs import matplotlib.pyplot as plt np.random.seed(13)
數(shù)據(jù)集
In [2]:
X, y_true = make_blobs(centers=4, n_samples = 5000) fig = plt.figure(figsize=(8,6)) plt.scatter(X[:,0], X[:,1], c=y_true) plt.title('Dataset') plt.xlabel('First feature') plt.ylabel('Second feature') plt.show()
In [3]:
# reshape targets to get column vector with shape (n_samples, 1) y_true = y_true[:, np.newaxis] # Split the data into a training and test set X_train, X_test, y_train, y_test = train_test_split(X, y_true) print(f'Shape X_train: {X_train.shape}') print(f'Shape y_train: {y_train.shape}') print(f'Shape X_test: {X_test.shape}') print(f'Shape y_test: {y_test.shape}')
Shape X_train: (3750, 2) Shape y_train: (3750, 1) Shape X_test: (1250, 2) Shape y_test: (1250, 1)
Softmax回歸分類
class SoftmaxRegressor: def __init__(self): pass def train(self, X, y_true, n_classes, n_iters=10, learning_rate=0.1): ''' Trains a multinomial logistic regression model on given set of training data ''' self.n_samples, n_features = X.shape self.n_classes = n_classes self.weights = np.random.rand(self.n_classes, n_features) self.bias = np.zeros((1, self.n_classes)) all_losses = [] for i in range(n_iters): scores = self.compute_scores(X) probs = self.softmax(scores) y_predict = np.argmax(probs, axis=1)[:, np.newaxis] y_one_hot = self.one_hot(y_true) loss = self.cross_entropy(y_one_hot, probs) all_losses.append(loss) dw = (1 / self.n_samples) * np.dot(X.T, (probs - y_one_hot)) db = (1 / self.n_samples) * np.sum(probs - y_one_hot, axis=0) self.weights = self.weights - learning_rate * dw.T self.bias = self.bias - learning_rate * db if i % 100 == 0: print(f'Iteration number: {i}, loss: {np.round(loss, 4)}') return self.weights, self.bias, all_losses def predict(self, X): ''' Predict class labels for samples in X. Args: X: numpy array of shape (n_samples, n_features) Returns: numpy array of shape (n_samples, 1) with predicted classes ''' scores = self.compute_scores(X) probs = self.softmax(scores) return np.argmax(probs, axis=1)[:, np.newaxis] def softmax(self, scores): ''' Tranforms matrix of predicted scores to matrix of probabilities Args: scores: numpy array of shape (n_samples, n_classes) with unnormalized scores Returns: softmax: numpy array of shape (n_samples, n_classes) with probabilities ''' exp = np.exp(scores) sum_exp = np.sum(np.exp(scores), axis=1, keepdims=True) softmax = exp / sum_exp return softmax def compute_scores(self, X): ''' Computes class-scores for samples in X Args: X: numpy array of shape (n_samples, n_features) Returns: scores: numpy array of shape (n_samples, n_classes) ''' return np.dot(X, self.weights.T) self.bias def cross_entropy(self, y_true, scores): loss = - (1 / self.n_samples) * np.sum(y_true * np.log(scores)) return loss def one_hot(self, y): ''' Tranforms vector y of labels to one-hot encoded matrix ''' one_hot = np.zeros((self.n_samples, self.n_classes)) one_hot[np.arange(self.n_samples), y.T] = 1 return one_hot
初始化并訓(xùn)練模型
regressor = SoftmaxRegressor() w_trained, b_trained, loss = regressor.train(X_train, y_train, learning_rate=0.1, n_iters=800, n_classes=4) fig = plt.figure(figsize=(8,6)) plt.plot(np.arange(800), loss) plt.title('Development of loss during training') plt.xlabel('Number of iterations') plt.ylabel('Loss') plt.show()Iteration number: 0, loss: 1.393 Iteration number: 100, loss: 0.2051 Iteration number: 200, loss: 0.1605 Iteration number: 300, loss: 0.1371 Iteration number: 400, loss: 0.121 Iteration number: 500, loss: 0.1087 Iteration number: 600, loss: 0.0989 Iteration number: 700, loss: 0.0909
測試模型
n_test_samples, _ = X_test.shape y_predict = regressor.predict(X_test) print(f'Classification accuracy on test set: {(np.sum(y_predict == y_test)/n_test_samples) * 100}%')
測試集分類準(zhǔn)確率:99.03999999999999%
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