{ "cells": [ { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "**Chapter 5 – Support Vector Machines**\n", "\n", "_This notebook contains all the sample code and solutions to the exercices in chapter 5._" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Setup" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "First, let's make sure this notebook works well in both python 2 and 3, import a few common modules, ensure MatplotLib plots figures inline and prepare a function to save the figures:" ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": true, "deletable": true, "editable": true }, "outputs": [], "source": [ "# To support both python 2 and python 3\n", "from __future__ import division, print_function, unicode_literals\n", "\n", "# Common imports\n", "import numpy as np\n", "import numpy.random as rnd\n", "import os\n", "\n", "# to make this notebook's output stable across runs\n", "rnd.seed(42)\n", "\n", "# To plot pretty figures\n", "%matplotlib inline\n", "import matplotlib\n", "import matplotlib.pyplot as plt\n", "plt.rcParams['axes.labelsize'] = 14\n", "plt.rcParams['xtick.labelsize'] = 12\n", "plt.rcParams['ytick.labelsize'] = 12\n", "\n", "# Where to save the figures\n", "PROJECT_ROOT_DIR = \".\"\n", "CHAPTER_ID = \"svm\"\n", "\n", "def save_fig(fig_id, tight_layout=True):\n", " path = os.path.join(PROJECT_ROOT_DIR, \"images\", CHAPTER_ID, fig_id + \".png\")\n", " print(\"Saving figure\", fig_id)\n", " if tight_layout:\n", " plt.tight_layout()\n", " plt.savefig(path, format='png', dpi=300)" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Large margin classification" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.svm import SVC\n", "from sklearn import datasets\n", "\n", "iris = datasets.load_iris()\n", "X = iris[\"data\"][:, (2, 3)] # petal length, petal width\n", "y = iris[\"target\"]\n", "\n", "setosa_or_versicolour = (y == 0) | (y == 1)\n", "X = X[setosa_or_versicolour]\n", "y = y[setosa_or_versicolour]\n", "\n", "# SVM Classifier model\n", "svm_clf = SVC(kernel=\"linear\", C=float(\"inf\"))\n", "svm_clf.fit(X, y)" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "# Bad models\n", "x0 = np.linspace(0, 5.5, 200)\n", "pred_1 = 5*x0 - 20\n", "pred_2 = x0 - 1.8\n", "pred_3 = 0.1 * x0 + 0.5\n", "\n", "def plot_svc_decision_boundary(svm_clf, xmin, xmax):\n", " w = svm_clf.coef_[0]\n", " b = svm_clf.intercept_[0]\n", "\n", " # At the decision boundary, w0*x0 + w1*x1 + b = 0\n", " # => x1 = -w0/w1 * x0 - b/w1\n", " x0 = np.linspace(xmin, xmax, 200)\n", " decision_boundary = -w[0]/w[1] * x0 - b/w[1]\n", "\n", " margin = 1/w[1]\n", " gutter_up = decision_boundary + margin\n", " gutter_down = decision_boundary - margin\n", "\n", " svs = svm_clf.support_vectors_\n", " plt.scatter(svs[:, 0], svs[:, 1], s=180, facecolors='#FFAAAA')\n", " plt.plot(x0, decision_boundary, \"k-\", linewidth=2)\n", " plt.plot(x0, gutter_up, \"k--\", linewidth=2)\n", " plt.plot(x0, gutter_down, \"k--\", linewidth=2)\n", "\n", "plt.figure(figsize=(12,2.7))\n", "\n", "plt.subplot(121)\n", "plt.plot(x0, pred_1, \"g--\", linewidth=2)\n", "plt.plot(x0, pred_2, \"m-\", linewidth=2)\n", "plt.plot(x0, pred_3, \"r-\", linewidth=2)\n", "plt.plot(X[:, 0][y==1], X[:, 1][y==1], \"bs\", label=\"Iris-Versicolour\")\n", "plt.plot(X[:, 0][y==0], X[:, 1][y==0], \"yo\", label=\"Iris-Setosa\")\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.ylabel(\"Petal width\", fontsize=14)\n", "plt.legend(loc=\"upper left\", fontsize=14)\n", "plt.axis([0, 5.5, 0, 2])\n", "\n", "plt.subplot(122)\n", "plot_svc_decision_boundary(svm_clf, 0, 5.5)\n", "plt.plot(X[:, 0][y==1], X[:, 1][y==1], \"bs\")\n", "plt.plot(X[:, 0][y==0], X[:, 1][y==0], \"yo\")\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.axis([0, 5.5, 0, 2])\n", "\n", "save_fig(\"large_margin_classification_plot\")\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Sensitivity to feature scales" ] }, { "cell_type": "code", "execution_count": 4, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "Xs = np.array([[1, 50], [5, 20], [3, 80], [5, 60]]).astype(np.float64)\n", "ys = np.array([0, 0, 1, 1])\n", "svm_clf = SVC(kernel=\"linear\", C=100)\n", "svm_clf.fit(Xs, ys)\n", "\n", "plt.figure(figsize=(12,3.2))\n", "plt.subplot(121)\n", "plt.plot(Xs[:, 0][ys==1], Xs[:, 1][ys==1], \"bo\")\n", "plt.plot(Xs[:, 0][ys==0], Xs[:, 1][ys==0], \"ms\")\n", "plot_svc_decision_boundary(svm_clf, 0, 6)\n", "plt.xlabel(\"$x_0$\", fontsize=20)\n", "plt.ylabel(\"$x_1$ \", fontsize=20, rotation=0)\n", "plt.title(\"Unscaled\", fontsize=16)\n", "plt.axis([0, 6, 0, 90])\n", "\n", "from sklearn.preprocessing import StandardScaler\n", "scaler = StandardScaler()\n", "X_scaled = scaler.fit_transform(Xs)\n", "svm_clf.fit(X_scaled, ys)\n", "\n", "plt.subplot(122)\n", "plt.plot(X_scaled[:, 0][ys==1], X_scaled[:, 1][ys==1], \"bo\")\n", "plt.plot(X_scaled[:, 0][ys==0], X_scaled[:, 1][ys==0], \"ms\")\n", "plot_svc_decision_boundary(svm_clf, -2, 2)\n", "plt.xlabel(\"$x_0$\", fontsize=20)\n", "plt.title(\"Scaled\", fontsize=16)\n", "plt.axis([-2, 2, -2, 2])\n", "\n", "save_fig(\"sensitivity_to_feature_scales_plot\")\n" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Sensitivity to outliers" ] }, { "cell_type": "code", "execution_count": 5, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "X_outliers = np.array([[3.4, 1.3], [3.2, 0.8]])\n", "y_outliers = np.array([0, 0])\n", "Xo1 = np.concatenate([X, X_outliers[:1]], axis=0)\n", "yo1 = np.concatenate([y, y_outliers[:1]], axis=0)\n", "Xo2 = np.concatenate([X, X_outliers[1:]], axis=0)\n", "yo2 = np.concatenate([y, y_outliers[1:]], axis=0)\n", "\n", "svm_clf2 = SVC(kernel=\"linear\", C=10**9)#float(\"inf\"))\n", "svm_clf2.fit(Xo2, yo2)\n", "\n", "plt.figure(figsize=(12,2.7))\n", "\n", "plt.subplot(121)\n", "plt.plot(Xo1[:, 0][yo1==1], Xo1[:, 1][yo1==1], \"bs\")\n", "plt.plot(Xo1[:, 0][yo1==0], Xo1[:, 1][yo1==0], \"yo\")\n", "plt.text(0.3, 1.0, \"Impossible!\", fontsize=24, color=\"red\")\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.ylabel(\"Petal width\", fontsize=14)\n", "plt.annotate(\"Outlier\",\n", " xy=(X_outliers[0][0], X_outliers[0][1]),\n", " xytext=(2.5, 1.7),\n", " ha=\"center\",\n", " arrowprops=dict(facecolor='black', shrink=0.1),\n", " fontsize=16,\n", " )\n", "plt.axis([0, 5.5, 0, 2])\n", "\n", "plt.subplot(122)\n", "plt.plot(Xo2[:, 0][yo2==1], Xo2[:, 1][yo2==1], \"bs\")\n", "plt.plot(Xo2[:, 0][yo2==0], Xo2[:, 1][yo2==0], \"yo\")\n", "plot_svc_decision_boundary(svm_clf2, 0, 5.5)\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.annotate(\"Outlier\",\n", " xy=(X_outliers[1][0], X_outliers[1][1]),\n", " xytext=(3.2, 0.08),\n", " ha=\"center\",\n", " arrowprops=dict(facecolor='black', shrink=0.1),\n", " fontsize=16,\n", " )\n", "plt.axis([0, 5.5, 0, 2])\n", "\n", "save_fig(\"sensitivity_to_outliers_plot\")\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Large margin *vs* margin violations" ] }, { "cell_type": "code", "execution_count": 6, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn import datasets\n", "from sklearn.pipeline import Pipeline\n", "from sklearn.preprocessing import StandardScaler\n", "from sklearn.svm import LinearSVC\n", "\n", "iris = datasets.load_iris()\n", "X = iris[\"data\"][:, (2, 3)] # petal length, petal width\n", "y = (iris[\"target\"] == 2).astype(np.float64) # Iris-Virginica\n", "\n", "scaler = StandardScaler()\n", "svm_clf1 = LinearSVC(C=100, loss=\"hinge\")\n", "svm_clf2 = LinearSVC(C=1, loss=\"hinge\")\n", "\n", "scaled_svm_clf1 = Pipeline((\n", " (\"scaler\", scaler),\n", " (\"linear_svc\", svm_clf1),\n", " ))\n", "scaled_svm_clf2 = Pipeline((\n", " (\"scaler\", scaler),\n", " (\"linear_svc\", svm_clf2),\n", " ))\n", "\n", "scaled_svm_clf1.fit(X, y)\n", "scaled_svm_clf2.fit(X, y)\n", "\n", "scaled_svm_clf2.predict([[5.5, 1.7]])" ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "# Convert to unscaled parameters\n", "b1 = svm_clf1.decision_function([-scaler.mean_ / scaler.scale_])\n", "b2 = svm_clf2.decision_function([-scaler.mean_ / scaler.scale_])\n", "w1 = svm_clf1.coef_[0] / scaler.scale_\n", "w2 = svm_clf2.coef_[0] / scaler.scale_\n", "svm_clf1.intercept_ = np.array([b1])\n", "svm_clf2.intercept_ = np.array([b2])\n", "svm_clf1.coef_ = np.array([w1])\n", "svm_clf2.coef_ = np.array([w2])\n", "\n", "# Find support vectors (LinearSVC does not do this automatically)\n", "t = y * 2 - 1\n", "support_vectors_idx1 = (t * (X.dot(w1) + b1) < 1).ravel()\n", "support_vectors_idx2 = (t * (X.dot(w2) + b2) < 1).ravel()\n", "svm_clf1.support_vectors_ = X[support_vectors_idx1]\n", "svm_clf2.support_vectors_ = X[support_vectors_idx2]" ] }, { "cell_type": "code", "execution_count": 8, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "plt.figure(figsize=(12,3.2))\n", "plt.subplot(121)\n", "plt.plot(X[:, 0][y==1], X[:, 1][y==1], \"g^\", label=\"Iris-Virginica\")\n", "plt.plot(X[:, 0][y==0], X[:, 1][y==0], \"bs\", label=\"Iris-Versicolour\")\n", "plot_svc_decision_boundary(svm_clf1, 4, 6)\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.ylabel(\"Petal width\", fontsize=14)\n", "plt.legend(loc=\"upper left\", fontsize=14)\n", "plt.title(\"$C = {}$\".format(svm_clf1.C), fontsize=16)\n", "plt.axis([4, 6, 0.8, 2.8])\n", "\n", "plt.subplot(122)\n", "plt.plot(X[:, 0][y==1], X[:, 1][y==1], \"g^\")\n", "plt.plot(X[:, 0][y==0], X[:, 1][y==0], \"bs\")\n", "plot_svc_decision_boundary(svm_clf2, 4, 6)\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.title(\"$C = {}$\".format(svm_clf2.C), fontsize=16)\n", "plt.axis([4, 6, 0.8, 2.8])\n", "\n", "save_fig(\"regularization_plot\")" ] }, { "cell_type": "markdown", "metadata": { "collapsed": true, "deletable": true, "editable": true }, "source": [ "# Non-linear classification" ] }, { "cell_type": "code", "execution_count": 9, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "X1D = np.linspace(-4, 4, 9).reshape(-1, 1)\n", "X2D = np.c_[X1D, X1D**2]\n", "y = np.array([0, 0, 1, 1, 1, 1, 1, 0, 0])\n", "\n", "plt.figure(figsize=(11, 4))\n", "\n", "plt.subplot(121)\n", "plt.grid(True, which='both')\n", "plt.axhline(y=0, color='k')\n", "plt.plot(X1D[:, 0][y==0], np.zeros(4), \"bs\")\n", "plt.plot(X1D[:, 0][y==1], np.zeros(5), \"g^\")\n", "plt.gca().get_yaxis().set_ticks([])\n", "plt.xlabel(r\"$x_1$\", fontsize=20)\n", "plt.axis([-4.5, 4.5, -0.2, 0.2])\n", "\n", "plt.subplot(122)\n", "plt.grid(True, which='both')\n", "plt.axhline(y=0, color='k')\n", "plt.axvline(x=0, color='k')\n", "plt.plot(X2D[:, 0][y==0], X2D[:, 1][y==0], \"bs\")\n", "plt.plot(X2D[:, 0][y==1], X2D[:, 1][y==1], \"g^\")\n", "plt.xlabel(r\"$x_1$\", fontsize=20)\n", "plt.ylabel(r\"$x_2$\", fontsize=20, rotation=0)\n", "plt.gca().get_yaxis().set_ticks([0, 4, 8, 12, 16])\n", "plt.plot([-4.5, 4.5], [6.5, 6.5], \"r--\", linewidth=3)\n", "plt.axis([-4.5, 4.5, -1, 17])\n", "\n", "plt.subplots_adjust(right=1)\n", "\n", "save_fig(\"higher_dimensions_plot\", tight_layout=False)\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 10, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.datasets import make_moons\n", "X, y = make_moons(n_samples=100, noise=0.15, random_state=42)\n", "\n", "def plot_dataset(X, y, axes):\n", " plt.plot(X[:, 0][y==0], X[:, 1][y==0], \"bs\")\n", " plt.plot(X[:, 0][y==1], X[:, 1][y==1], \"g^\")\n", " plt.axis(axes)\n", " plt.grid(True, which='both')\n", " plt.xlabel(r\"$x_1$\", fontsize=20)\n", " plt.ylabel(r\"$x_2$\", fontsize=20, rotation=0)\n", "\n", "plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 11, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.pipeline import Pipeline\n", "from sklearn.preprocessing import PolynomialFeatures\n", "\n", "polynomial_svm_clf = Pipeline((\n", " (\"poly_features\", PolynomialFeatures(degree=3)),\n", " (\"scaler\", StandardScaler()),\n", " (\"svm_clf\", LinearSVC(C=10, loss=\"hinge\"))\n", " ))\n", "\n", "polynomial_svm_clf.fit(X, y)\n", "\n", "def plot_predictions(clf, axes):\n", " x0s = np.linspace(axes[0], axes[1], 100)\n", " x1s = np.linspace(axes[2], axes[3], 100)\n", " x0, x1 = np.meshgrid(x0s, x1s)\n", " X = np.c_[x0.ravel(), x1.ravel()]\n", " y_pred = clf.predict(X).reshape(x0.shape)\n", " y_decision = clf.decision_function(X).reshape(x0.shape)\n", " plt.contourf(x0, x1, y_pred, cmap=plt.cm.brg, alpha=0.2)\n", " plt.contourf(x0, x1, y_decision, cmap=plt.cm.brg, alpha=0.1)\n", "\n", "plot_predictions(polynomial_svm_clf, [-1.5, 2.5, -1, 1.5])\n", "plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])\n", "\n", "save_fig(\"moons_polynomial_svc_plot\")\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 12, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.svm import SVC\n", "poly_kernel_svm_clf = Pipeline((\n", " (\"scaler\", StandardScaler()),\n", " (\"svm_clf\", SVC(kernel=\"poly\", degree=3, coef0=1, C=5))\n", " ))\n", "poly100_kernel_svm_clf = Pipeline((\n", " (\"scaler\", StandardScaler()),\n", " (\"svm_clf\", SVC(kernel=\"poly\", degree=10, coef0=100, C=5))\n", " ))\n", "\n", "poly_kernel_svm_clf.fit(X, y)\n", "poly100_kernel_svm_clf.fit(X, y)\n", "\n", "plt.figure(figsize=(11, 4))\n", "\n", "plt.subplot(121)\n", "plot_predictions(poly_kernel_svm_clf, [-1.5, 2.5, -1, 1.5])\n", "plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])\n", "plt.title(r\"$d=3, r=1, C=5$\", fontsize=18)\n", "\n", "plt.subplot(122)\n", "plot_predictions(poly100_kernel_svm_clf, [-1.5, 2.5, -1, 1.5])\n", "plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])\n", "plt.title(r\"$d=10, r=100, C=5$\", fontsize=18)\n", "\n", "save_fig(\"moons_kernelized_polynomial_svc_plot\")\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 13, "metadata": { "collapsed": false, "deletable": true, "editable": true, "scrolled": true }, "outputs": [], "source": [ "def gaussian_rbf(x, landmark, gamma):\n", " return np.exp(-gamma * np.linalg.norm(x - landmark, axis=1)**2)\n", "\n", "gamma = 0.3\n", "\n", "x1s = np.linspace(-4.5, 4.5, 200).reshape(-1, 1)\n", "x2s = gaussian_rbf(x1s, -2, gamma)\n", "x3s = gaussian_rbf(x1s, 1, gamma)\n", "\n", "XK = np.c_[gaussian_rbf(X1D, -2, gamma), gaussian_rbf(X1D, 1, gamma)]\n", "yk = np.array([0, 0, 1, 1, 1, 1, 1, 0, 0])\n", "\n", "plt.figure(figsize=(11, 4))\n", "\n", "plt.subplot(121)\n", "plt.grid(True, which='both')\n", "plt.axhline(y=0, color='k')\n", "plt.scatter(x=[-2, 1], y=[0, 0], s=150, alpha=0.5, c=\"red\")\n", "plt.plot(X1D[:, 0][yk==0], np.zeros(4), \"bs\")\n", "plt.plot(X1D[:, 0][yk==1], np.zeros(5), \"g^\")\n", "plt.plot(x1s, x2s, \"g--\")\n", "plt.plot(x1s, x3s, \"b:\")\n", "plt.gca().get_yaxis().set_ticks([0, 0.25, 0.5, 0.75, 1])\n", "plt.xlabel(r\"$x_1$\", fontsize=20)\n", "plt.ylabel(r\"Similarity\", fontsize=14)\n", "plt.annotate(r'$\\mathbf{x}$',\n", " xy=(X1D[3, 0], 0),\n", " xytext=(-0.5, 0.20),\n", " ha=\"center\",\n", " arrowprops=dict(facecolor='black', shrink=0.1),\n", " fontsize=18,\n", " )\n", "plt.text(-2, 0.9, \"$x_2$\", ha=\"center\", fontsize=20)\n", "plt.text(1, 0.9, \"$x_3$\", ha=\"center\", fontsize=20)\n", "plt.axis([-4.5, 4.5, -0.1, 1.1])\n", "\n", "plt.subplot(122)\n", "plt.grid(True, which='both')\n", "plt.axhline(y=0, color='k')\n", "plt.axvline(x=0, color='k')\n", "plt.plot(XK[:, 0][yk==0], XK[:, 1][yk==0], \"bs\")\n", "plt.plot(XK[:, 0][yk==1], XK[:, 1][yk==1], \"g^\")\n", "plt.xlabel(r\"$x_2$\", fontsize=20)\n", "plt.ylabel(r\"$x_3$ \", fontsize=20, rotation=0)\n", "plt.annotate(r'$\\phi\\left(\\mathbf{x}\\right)$',\n", " xy=(XK[3, 0], XK[3, 1]),\n", " xytext=(0.65, 0.50),\n", " ha=\"center\",\n", " arrowprops=dict(facecolor='black', shrink=0.1),\n", " fontsize=18,\n", " )\n", "plt.plot([-0.1, 1.1], [0.57, -0.1], \"r--\", linewidth=3)\n", "plt.axis([-0.1, 1.1, -0.1, 1.1])\n", " \n", "plt.subplots_adjust(right=1)\n", "\n", "save_fig(\"kernel_method_plot\")\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 14, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "x1_example = X1D[3, 0]\n", "for landmark in (-2, 1):\n", " k = gaussian_rbf(np.array([[x1_example]]), np.array([[landmark]]), gamma)\n", " print(\"Phi({}, {}) = {}\".format(x1_example, landmark, k))" ] }, { "cell_type": "code", "execution_count": 15, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "rbf_kernel_svm_clf = Pipeline((\n", " (\"scaler\", StandardScaler()),\n", " (\"svm_clf\", SVC(kernel=\"rbf\", gamma=5, C=0.001))\n", " ))\n", "rbf_kernel_svm_clf.fit(X, y)" ] }, { "cell_type": "code", "execution_count": 16, "metadata": { "collapsed": false, "deletable": true, "editable": true, "scrolled": true }, "outputs": [], "source": [ "from sklearn.svm import SVC\n", "\n", "gamma1, gamma2 = 0.1, 5\n", "C1, C2 = 0.001, 1000\n", "hyperparams = (gamma1, C1), (gamma1, C2), (gamma2, C1), (gamma2, C2)\n", "\n", "svm_clfs = []\n", "for gamma, C in hyperparams:\n", " rbf_kernel_svm_clf = Pipeline((\n", " (\"scaler\", StandardScaler()),\n", " (\"svm_clf\", SVC(kernel=\"rbf\", gamma=gamma, C=C))\n", " ))\n", " rbf_kernel_svm_clf.fit(X, y)\n", " svm_clfs.append(rbf_kernel_svm_clf)\n", "\n", "plt.figure(figsize=(11, 7))\n", "\n", "for i, svm_clf in enumerate(svm_clfs):\n", " plt.subplot(221 + i)\n", " plot_predictions(svm_clf, [-1.5, 2.5, -1, 1.5])\n", " plot_dataset(X, y, [-1.5, 2.5, -1, 1.5])\n", " gamma, C = hyperparams[i]\n", " plt.title(r\"$\\gamma = {}, C = {}$\".format(gamma, C), fontsize=16)\n", "\n", "save_fig(\"moons_rbf_svc_plot\")\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Regression\n" ] }, { "cell_type": "code", "execution_count": 17, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.svm import LinearSVR\n", "\n", "rnd.seed(42)\n", "m = 50\n", "X = 2 * rnd.rand(m, 1)\n", "y = (4 + 3 * X + rnd.randn(m, 1)).ravel()\n", "\n", "svm_reg1 = LinearSVR(epsilon=1.5)\n", "svm_reg2 = LinearSVR(epsilon=0.5)\n", "svm_reg1.fit(X, y)\n", "svm_reg2.fit(X, y)\n", "\n", "def find_support_vectors(svm_reg, X, y):\n", " y_pred = svm_reg.predict(X)\n", " off_margin = (np.abs(y - y_pred) >= svm_reg.epsilon)\n", " return np.argwhere(off_margin)\n", "\n", "svm_reg1.support_ = find_support_vectors(svm_reg1, X, y)\n", "svm_reg2.support_ = find_support_vectors(svm_reg2, X, y)\n", "\n", "eps_x1 = 1\n", "eps_y_pred = svm_reg1.predict([[eps_x1]])" ] }, { "cell_type": "code", "execution_count": 18, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "def plot_svm_regression(svm_reg, X, y, axes):\n", " x1s = np.linspace(axes[0], axes[1], 100).reshape(100, 1)\n", " y_pred = svm_reg.predict(x1s)\n", " plt.plot(x1s, y_pred, \"k-\", linewidth=2, label=r\"$\\hat{y}$\")\n", " plt.plot(x1s, y_pred + svm_reg.epsilon, \"k--\")\n", " plt.plot(x1s, y_pred - svm_reg.epsilon, \"k--\")\n", " plt.scatter(X[svm_reg.support_], y[svm_reg.support_], s=180, facecolors='#FFAAAA')\n", " plt.plot(X, y, \"bo\")\n", " plt.xlabel(r\"$x_1$\", fontsize=18)\n", " plt.legend(loc=\"upper left\", fontsize=18)\n", " plt.axis(axes)\n", "\n", "plt.figure(figsize=(9, 4))\n", "plt.subplot(121)\n", "plot_svm_regression(svm_reg1, X, y, [0, 2, 3, 11])\n", "plt.title(r\"$\\epsilon = {}$\".format(svm_reg1.epsilon), fontsize=18)\n", "plt.ylabel(r\"$y$\", fontsize=18, rotation=0)\n", "#plt.plot([eps_x1, eps_x1], [eps_y_pred, eps_y_pred - svm_reg1.epsilon], \"k-\", linewidth=2)\n", "plt.annotate(\n", " '', xy=(eps_x1, eps_y_pred), xycoords='data',\n", " xytext=(eps_x1, eps_y_pred - svm_reg1.epsilon),\n", " textcoords='data', arrowprops={'arrowstyle': '<->', 'linewidth': 1.5}\n", " )\n", "plt.text(0.91, 5.6, r\"$\\epsilon$\", fontsize=20)\n", "plt.subplot(122)\n", "plot_svm_regression(svm_reg2, X, y, [0, 2, 3, 11])\n", "plt.title(r\"$\\epsilon = {}$\".format(svm_reg2.epsilon), fontsize=18)\n", "save_fig(\"svm_regression_plot\")\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 19, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.svm import SVR\n", "\n", "rnd.seed(42)\n", "m = 100\n", "X = 2 * rnd.rand(m, 1) - 1\n", "y = (0.2 + 0.1 * X + 0.5 * X**2 + rnd.randn(m, 1)/10).ravel()\n", "\n", "svm_poly_reg1 = SVR(kernel=\"poly\", degree=2, C=100, epsilon=0.1)\n", "svm_poly_reg2 = SVR(kernel=\"poly\", degree=2, C=0.01, epsilon=0.1)\n", "svm_poly_reg1.fit(X, y)\n", "svm_poly_reg2.fit(X, y)" ] }, { "cell_type": "code", "execution_count": 20, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "plt.figure(figsize=(9, 4))\n", "plt.subplot(121)\n", "plot_svm_regression(svm_poly_reg1, X, y, [-1, 1, 0, 1])\n", "plt.title(r\"$degree={}, C={}, \\epsilon = {}$\".format(svm_poly_reg1.degree, svm_poly_reg1.C, svm_poly_reg1.epsilon), fontsize=18)\n", "plt.ylabel(r\"$y$\", fontsize=18, rotation=0)\n", "plt.subplot(122)\n", "plot_svm_regression(svm_poly_reg2, X, y, [-1, 1, 0, 1])\n", "plt.title(r\"$degree={}, C={}, \\epsilon = {}$\".format(svm_poly_reg2.degree, svm_poly_reg2.C, svm_poly_reg2.epsilon), fontsize=18)\n", "save_fig(\"svm_with_polynomial_kernel_plot\")\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Under the hood" ] }, { "cell_type": "code", "execution_count": 21, "metadata": { "collapsed": true, "deletable": true, "editable": true }, "outputs": [], "source": [ "iris = datasets.load_iris()\n", "X = iris[\"data\"][:, (2, 3)] # petal length, petal width\n", "y = (iris[\"target\"] == 2).astype(np.float64) # Iris-Virginica" ] }, { "cell_type": "code", "execution_count": 22, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from mpl_toolkits.mplot3d import Axes3D\n", "\n", "def plot_3D_decision_function(ax, w, b, x1_lim=[4, 6], x2_lim=[0.8, 2.8]):\n", " x1_in_bounds = (X[:, 0] > x1_lim[0]) & (X[:, 0] < x1_lim[1])\n", " X_crop = X[x1_in_bounds]\n", " y_crop = y[x1_in_bounds]\n", " x1s = np.linspace(x1_lim[0], x1_lim[1], 20)\n", " x2s = np.linspace(x2_lim[0], x2_lim[1], 20)\n", " x1, x2 = np.meshgrid(x1s, x2s)\n", " xs = np.c_[x1.ravel(), x2.ravel()]\n", " df = (xs.dot(w) + b).reshape(x1.shape)\n", " m = 1 / np.linalg.norm(w)\n", " boundary_x2s = -x1s*(w[0]/w[1])-b/w[1]\n", " margin_x2s_1 = -x1s*(w[0]/w[1])-(b-1)/w[1]\n", " margin_x2s_2 = -x1s*(w[0]/w[1])-(b+1)/w[1]\n", " ax.plot_surface(x1s, x2, 0, color=\"b\", alpha=0.2, cstride=100, rstride=100)\n", " ax.plot(x1s, boundary_x2s, 0, \"k-\", linewidth=2, label=r\"$h=0$\")\n", " ax.plot(x1s, margin_x2s_1, 0, \"k--\", linewidth=2, label=r\"$h=\\pm 1$\")\n", " ax.plot(x1s, margin_x2s_2, 0, \"k--\", linewidth=2)\n", " ax.plot(X_crop[:, 0][y_crop==1], X_crop[:, 1][y_crop==1], 0, \"g^\")\n", " ax.plot_wireframe(x1, x2, df, alpha=0.3, color=\"k\")\n", " ax.plot(X_crop[:, 0][y_crop==0], X_crop[:, 1][y_crop==0], 0, \"bs\")\n", " ax.axis(x1_lim + x2_lim)\n", " ax.text(4.5, 2.5, 3.8, \"Decision function $h$\", fontsize=15)\n", " ax.set_xlabel(r\"Petal length\", fontsize=15)\n", " ax.set_ylabel(r\"Petal width\", fontsize=15)\n", " ax.set_zlabel(r\"$h = \\mathbf{w}^t \\cdot \\mathbf{x} + b$\", fontsize=18)\n", " ax.legend(loc=\"upper left\", fontsize=16)\n", "\n", "fig = plt.figure(figsize=(11, 6))\n", "ax1 = fig.add_subplot(111, projection='3d')\n", "plot_3D_decision_function(ax1, w=svm_clf2.coef_[0], b=svm_clf2.intercept_[0])\n", "\n", "save_fig(\"iris_3D_plot\")\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Small weight vector results in a large margin" ] }, { "cell_type": "code", "execution_count": 23, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "def plot_2D_decision_function(w, b, ylabel=True, x1_lim=[-3, 3]):\n", " x1 = np.linspace(x1_lim[0], x1_lim[1], 200)\n", " y = w * x1 + b\n", " m = 1 / w\n", "\n", " plt.plot(x1, y)\n", " plt.plot(x1_lim, [1, 1], \"k:\")\n", " plt.plot(x1_lim, [-1, -1], \"k:\")\n", " plt.axhline(y=0, color='k')\n", " plt.axvline(x=0, color='k')\n", " plt.plot([m, m], [0, 1], \"k--\")\n", " plt.plot([-m, -m], [0, -1], \"k--\")\n", " plt.plot([-m, m], [0, 0], \"k-o\", linewidth=3)\n", " plt.axis(x1_lim + [-2, 2])\n", " plt.xlabel(r\"$x_1$\", fontsize=16)\n", " if ylabel:\n", " plt.ylabel(r\"$w_1 x_1$ \", rotation=0, fontsize=16)\n", " plt.title(r\"$w_1 = {}$\".format(w), fontsize=16)\n", "\n", "plt.figure(figsize=(12, 3.2))\n", "plt.subplot(121)\n", "plot_2D_decision_function(1, 0)\n", "plt.subplot(122)\n", "plot_2D_decision_function(0.5, 0, ylabel=False)\n", "save_fig(\"small_w_large_margin_plot\")\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": 24, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.svm import SVC\n", "from sklearn import datasets\n", "\n", "iris = datasets.load_iris()\n", "X = iris[\"data\"][:, (2, 3)] # petal length, petal width\n", "y = (iris[\"target\"] == 2).astype(np.float64) # Iris-Virginica\n", "\n", "svm_clf = SVC(kernel=\"linear\", C=1)\n", "svm_clf.fit(X, y)\n", "svm_clf.predict([[5.3, 1.3]])" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Hinge loss" ] }, { "cell_type": "code", "execution_count": 25, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "t = np.linspace(-2, 4, 200)\n", "h = np.where(1 - t < 0, 0, 1 - t) # max(0, 1-t)\n", "\n", "plt.figure(figsize=(5,2.8))\n", "plt.plot(t, h, \"b-\", linewidth=2, label=\"$max(0, 1 - t)$\")\n", "plt.grid(True, which='both')\n", "plt.axhline(y=0, color='k')\n", "plt.axvline(x=0, color='k')\n", "plt.yticks(np.arange(-1, 2.5, 1))\n", "plt.xlabel(\"$t$\", fontsize=16)\n", "plt.axis([-2, 4, -1, 2.5])\n", "plt.legend(loc=\"upper right\", fontsize=16)\n", "save_fig(\"hinge_plot\")\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Extra material" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "## Training time" ] }, { "cell_type": "code", "execution_count": 26, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "X, y = make_moons(n_samples=1000, noise=0.4)\n", "plt.plot(X[:, 0][y==0], X[:, 1][y==0], \"bs\")\n", "plt.plot(X[:, 0][y==1], X[:, 1][y==1], \"g^\")" ] }, { "cell_type": "code", "execution_count": 27, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "import time\n", "\n", "tol = 0.1\n", "tols = []\n", "times = []\n", "for i in range(10):\n", " svm_clf = SVC(kernel=\"poly\", gamma=3, C=10, tol=tol, verbose=1)\n", " t1 = time.time()\n", " svm_clf.fit(X, y)\n", " t2 = time.time()\n", " times.append(t2-t1)\n", " tols.append(tol)\n", " print(i, tol, t2-t1)\n", " tol /= 10\n", "plt.semilogx(tols, times)" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "## Identical linear classifiers" ] }, { "cell_type": "code", "execution_count": 28, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.svm import SVC, LinearSVC\n", "from sklearn.linear_model import SGDClassifier\n", "from sklearn.datasets import make_moons\n", "from sklearn.preprocessing import StandardScaler\n", "\n", "X, y = make_moons(n_samples=100, noise=0.15, random_state=42)\n", "\n", "C = 5\n", "alpha = 1 / (C * len(X))\n", "\n", "sgd_clf = SGDClassifier(loss=\"hinge\", learning_rate=\"constant\", eta0=0.001, alpha=alpha, n_iter=100000, random_state=42)\n", "svm_clf = SVC(kernel=\"linear\", C=C)\n", "lin_clf = LinearSVC(loss=\"hinge\", C=C)\n", "\n", "X_scaled = StandardScaler().fit_transform(X)\n", "sgd_clf.fit(X_scaled, y)\n", "svm_clf.fit(X_scaled, y)\n", "lin_clf.fit(X_scaled, y)\n", "\n", "print(\"SGDClassifier(alpha={}): \".format(sgd_clf.alpha), sgd_clf.intercept_, sgd_clf.coef_)\n", "print(\"SVC: \", svm_clf.intercept_, svm_clf.coef_)\n", "print(\"LinearSVC: \", lin_clf.intercept_, lin_clf.coef_)" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "## Linear SVM classifier implementation using Batch Gradient Descent" ] }, { "cell_type": "code", "execution_count": 29, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "# Training set\n", "X = iris[\"data\"][:, (2, 3)] # petal length, petal width\n", "y = (iris[\"target\"] == 2).astype(np.float64).reshape(-1, 1) # Iris-Virginica" ] }, { "cell_type": "code", "execution_count": 30, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "from sklearn.base import BaseEstimator\n", "\n", "class MyLinearSVC(BaseEstimator):\n", " def __init__(self, C=1, eta0=1, eta_d=10000, n_epochs=1000, random_state=None):\n", " self.C = C\n", " self.eta0 = eta0\n", " self.n_epochs = n_epochs\n", " self.random_state = random_state\n", " self.eta_d = eta_d\n", "\n", " def eta(self, epoch):\n", " return self.eta0 / (epoch + self.eta_d)\n", " \n", " def fit(self, X, y):\n", " # Random initialization\n", " if self.random_state:\n", " rnd.seed(self.random_state)\n", " w = rnd.randn(X.shape[1], 1) # n feature weights\n", " b = 0\n", "\n", " m = len(X)\n", " t = y * 2 - 1 # -1 if t==0, +1 if t==1\n", " X_t = X * t\n", " self.Js=[]\n", "\n", " # Training\n", " for epoch in range(self.n_epochs):\n", " support_vectors_idx = (X_t.dot(w) + t * b < 1).ravel()\n", " X_t_sv = X_t[support_vectors_idx]\n", " t_sv = t[support_vectors_idx]\n", "\n", " J = 1/2 * np.sum(w * w) + self.C * (np.sum(1 - X_t_sv.dot(w)) - b * np.sum(t_sv))\n", " self.Js.append(J)\n", "\n", " w_gradient_vector = w - self.C * np.sum(X_t_sv, axis=0).reshape(-1, 1)\n", " b_derivative = -C * np.sum(t_sv)\n", " \n", " w = w - self.eta(epoch) * w_gradient_vector\n", " b = b - self.eta(epoch) * b_derivative\n", " \n", "\n", " self.intercept_ = np.array([b])\n", " self.coef_ = np.array([w])\n", " support_vectors_idx = (X_t.dot(w) + b < 1).ravel()\n", " self.support_vectors_ = X[support_vectors_idx]\n", " return self\n", "\n", " def decision_function(self, X):\n", " return X.dot(self.coef_[0]) + self.intercept_[0]\n", "\n", " def predict(self, X):\n", " return (self.decision_function(X) >= 0).astype(np.float64)\n", "\n", "C=2\n", "svm_clf = MyLinearSVC(C=C, eta0 = 10, eta_d = 1000, n_epochs=60000, random_state=2)\n", "svm_clf.fit(X, y)\n", "svm_clf.predict(np.array([[5, 2], [4, 1]]))" ] }, { "cell_type": "code", "execution_count": 31, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "plt.plot(range(svm_clf.n_epochs), svm_clf.Js)\n", "plt.axis([0, svm_clf.n_epochs, 0, 100])" ] }, { "cell_type": "code", "execution_count": 32, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "print(svm_clf.intercept_, svm_clf.coef_)" ] }, { "cell_type": "code", "execution_count": 33, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "svm_clf2 = SVC(kernel=\"linear\", C=C)\n", "svm_clf2.fit(X, y.ravel())\n", "print(svm_clf2.intercept_, svm_clf2.coef_)" ] }, { "cell_type": "code", "execution_count": 34, "metadata": { "collapsed": false, "deletable": true, "editable": true }, "outputs": [], "source": [ "yr = y.ravel()\n", "plt.figure(figsize=(12,3.2))\n", "plt.subplot(121)\n", "plt.plot(X[:, 0][yr==1], X[:, 1][yr==1], \"g^\", label=\"Iris-Virginica\")\n", "plt.plot(X[:, 0][yr==0], X[:, 1][yr==0], \"bs\", label=\"Not Iris-Virginica\")\n", "plot_svc_decision_boundary(svm_clf, 4, 6)\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.ylabel(\"Petal width\", fontsize=14)\n", "plt.title(\"MyLinearSVC\", fontsize=14)\n", "plt.axis([4, 6, 0.8, 2.8])\n", "\n", "plt.subplot(122)\n", "plt.plot(X[:, 0][yr==1], X[:, 1][yr==1], \"g^\")\n", "plt.plot(X[:, 0][yr==0], X[:, 1][yr==0], \"bs\")\n", "plot_svc_decision_boundary(svm_clf2, 4, 6)\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.title(\"SVC\", fontsize=14)\n", "plt.axis([4, 6, 0.8, 2.8])\n" ] }, { "cell_type": "code", "execution_count": 35, "metadata": { "collapsed": false, "deletable": true, "editable": true, "scrolled": true }, "outputs": [], "source": [ "from sklearn.linear_model import SGDClassifier\n", "\n", "sgd_clf = SGDClassifier(loss=\"hinge\", alpha = 0.017, n_iter = 50, random_state=42)\n", "sgd_clf.fit(X, y.ravel())\n", "\n", "m = len(X)\n", "t = y * 2 - 1 # -1 if t==0, +1 if t==1\n", "X_b = np.c_[np.ones((m, 1)), X] # Add bias input x0=1\n", "X_b_t = X_b * t\n", "sgd_theta = np.r_[sgd_clf.intercept_[0], sgd_clf.coef_[0]]\n", "print(sgd_theta)\n", "support_vectors_idx = (X_b_t.dot(sgd_theta) < 1).ravel()\n", "sgd_clf.support_vectors_ = X[support_vectors_idx]\n", "sgd_clf.C = C\n", "\n", "plt.figure(figsize=(5.5,3.2))\n", "plt.plot(X[:, 0][yr==1], X[:, 1][yr==1], \"g^\")\n", "plt.plot(X[:, 0][yr==0], X[:, 1][yr==0], \"bs\")\n", "plot_svc_decision_boundary(sgd_clf, 4, 6)\n", "plt.xlabel(\"Petal length\", fontsize=14)\n", "plt.ylabel(\"Petal width\", fontsize=14)\n", "plt.title(\"SGDClassifier\", fontsize=14)\n", "plt.axis([4, 6, 0.8, 2.8])\n" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Exercise solutions" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "**Coming soon**" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": true, "deletable": true, "editable": true }, "outputs": [], "source": [] } ], 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