feat: adds 3 more SVM kernels, linalg refactoring

This commit is contained in:
Volodymyr Orlov
2020-10-28 17:10:17 -07:00
parent 1773ed0e6e
commit cf4f658f01
6 changed files with 568 additions and 9 deletions
+81 -8
View File
@@ -5,7 +5,7 @@
//! ```
//! use smartcore::linalg::naive::dense_matrix::*;
//! use smartcore::linear::linear_regression::*;
//! use smartcore::svm::LinearKernel;
//! use smartcore::svm::Kernels;
//! use smartcore::svm::svc::{SVC, SVCParameters};
//!
//! // Iris dataset
@@ -31,11 +31,11 @@
//! &[6.6, 2.9, 4.6, 1.3],
//! &[5.2, 2.7, 3.9, 1.4],
//! ]);
//! let y = vec![ -1., -1., -1., -1., -1., -1., -1., -1.,
//! let y = vec![ 0., 0., 0., 0., 0., 0., 0., 0.,
//! 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.];
//!
//! let svr = SVC::fit(&x, &y,
//! LinearKernel {},
//! Kernels::linear(),
//! SVCParameters {
//! epoch: 2,
//! c: 200.0,
@@ -83,6 +83,7 @@ pub struct SVCParameters<T: RealNumber> {
))]
/// Support Vector Classifier
pub struct SVC<T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> {
classes: Vec<T>,
kernel: K,
instances: Vec<M::RowVector>,
w: Vec<T>,
@@ -150,11 +151,32 @@ impl<T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> SVC<T, M, K> {
)));
}
let optimizer = Optimizer::new(x, y, &kernel, &parameters);
let classes = y.unique();
if classes.len() != 2 {
return Err(Failed::fit(&format!(
"Incorrect number of classes {}", classes.len()
)));
}
// Make sure class labels are either 1 or -1
let mut y = y.clone();
for i in 0..y.len() {
let y_v = y.get(i);
if y_v != -T::one() || y_v != T::one() {
match y_v == classes[0] {
true => y.set(i, -T::one()),
false => y.set(i, T::one())
}
}
}
let optimizer = Optimizer::new(x, &y, &kernel, &parameters);
let (support_vectors, weight, b) = optimizer.optimize();
Ok(SVC {
classes: classes,
kernel: kernel,
instances: support_vectors,
w: weight,
@@ -170,7 +192,11 @@ impl<T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> SVC<T, M, K> {
let mut y_hat = M::RowVector::zeros(n);
for i in 0..n {
y_hat.set(i, self.predict_for_row(x.get_row(i)));
let cls_idx = match self.predict_for_row(x.get_row(i)) == T::one() {
false => self.classes[0],
true => self.classes[1]
};
y_hat.set(i, cls_idx);
}
Ok(y_hat)
@@ -647,13 +673,13 @@ mod tests {
]);
let y: Vec<f64> = vec![
-1., -1., -1., -1., -1., -1., -1., -1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
0., 0., 0., 0., 0., 0., 0., 0., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
];
let y_hat = SVC::fit(
&x,
&y,
LinearKernel {},
Kernels::linear(),
SVCParameters {
epoch: 2,
c: 200.0,
@@ -663,6 +689,53 @@ mod tests {
.and_then(|lr| lr.predict(&x))
.unwrap();
println!("{:?}", y_hat);
assert!(accuracy(&y_hat, &y) >= 0.9);
}
#[test]
fn svc_fit_predict_rbf() {
let x = DenseMatrix::from_2d_array(&[
&[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2],
&[4.6, 3.1, 1.5, 0.2],
&[5.0, 3.6, 1.4, 0.2],
&[5.4, 3.9, 1.7, 0.4],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[5.7, 2.8, 4.5, 1.3],
&[6.3, 3.3, 4.7, 1.6],
&[4.9, 2.4, 3.3, 1.0],
&[6.6, 2.9, 4.6, 1.3],
&[5.2, 2.7, 3.9, 1.4],
]);
let y: Vec<f64> = vec![
-1., -1., -1., -1., -1., -1., -1., -1., -1., -1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
];
let y_hat = SVC::fit(
&x,
&y,
Kernels::rbf(0.7),
SVCParameters {
epoch: 2,
c: 1.0,
tol: 1e-3,
},
)
.and_then(|lr| lr.predict(&x))
.unwrap();
assert!(accuracy(&y_hat, &y) >= 0.9);
}
@@ -695,7 +768,7 @@ mod tests {
-1., -1., -1., -1., -1., -1., -1., -1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
];
let svr = SVC::fit(&x, &y, LinearKernel {}, Default::default()).unwrap();
let svr = SVC::fit(&x, &y, Kernels::linear(), Default::default()).unwrap();
let deserialized_svr: SVC<f64, DenseMatrix<f64>, LinearKernel> =
serde_json::from_str(&serde_json::to_string(&svr).unwrap()).unwrap();