Source code for sklearn_lvq.glvq

# -*- coding: utf-8 -*-

# Author: Joris Jensen <jjensen@techfak.uni-bielefeld.de>
#
# License: BSD 3 clause

from __future__ import division

import numpy as np
from scipy.optimize import minimize
from scipy.spatial.distance import cdist

from sklearn.utils import validation
from sklearn.utils.multiclass import unique_labels
from sklearn.utils.validation import check_is_fitted
from itertools import product

from sklearn_lvq.lvq import _LvqBaseModel


def _squared_euclidean(a, b=None):
    if b is None:
        d = np.sum(a ** 2, 1)[np.newaxis].T + np.sum(a ** 2, 1) - 2 * a.dot(
            a.T)
    else:
        d = np.sum(a ** 2, 1)[np.newaxis].T + np.sum(b ** 2, 1) - 2 * a.dot(
            b.T)
    return np.maximum(d, 0)


[docs]class GlvqModel(_LvqBaseModel): """Generalized Learning Vector Quantization Parameters ---------- prototypes_per_class : int or list of int, optional (default=1) Number of prototypes per class. Use list to specify different numbers per class. initial_prototypes : array-like, shape = [n_prototypes, n_features + 1], optional Prototypes to start with. If not given initialization near the class means. Class label must be placed as last entry of each prototype. max_iter : int, optional (default=2500) The maximum number of iterations. gtol : float, optional (default=1e-5) Gradient norm must be less than gtol before successful termination of bfgs. beta : int, optional (default=2) Used inside phi. 1 / (1 + np.math.exp(-beta * x)) C : array-like, shape = [2,3] ,optional Weights for wrong classification of form (y_real,y_pred,weight) Per default all weights are one, meaning you only need to specify the weights not equal one. display : boolean, optional (default=False) Print information about the bfgs steps. random_state : int, RandomState instance or None, optional If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- w_ : array-like, shape = [n_prototypes, n_features] Prototype vector, where n_prototypes in the number of prototypes and n_features is the number of features c_w_ : array-like, shape = [n_prototypes] Prototype classes classes_ : array-like, shape = [n_classes] Array containing labels. See also -------- GrlvqModel, GmlvqModel, LgmlvqModel """
[docs] def __init__(self, prototypes_per_class=1, initial_prototypes=None, max_iter=2500, gtol=1e-5, beta=2, C=None, display=False, random_state=None): super(GlvqModel, self).__init__(prototypes_per_class=prototypes_per_class, initial_prototypes=initial_prototypes, max_iter=max_iter, gtol=gtol, display=display, random_state=random_state) self.beta = beta self.c = C
[docs] def phi(self, x): """ Parameters ---------- x : input value """ return 1 / (1 + np.math.exp(-self.beta * x))
[docs] def phi_prime(self, x): """ Parameters ---------- x : input value """ return self.beta * np.math.exp(-self.beta * x) / ( 1 + np.math.exp(-self.beta * x)) ** 2
def _optgrad(self, variables, training_data, label_equals_prototype, random_state): n_data, n_dim = training_data.shape nb_prototypes = self.c_w_.size prototypes = variables.reshape(nb_prototypes, n_dim) dist = _squared_euclidean(training_data, prototypes) d_wrong = dist.copy() d_wrong[label_equals_prototype] = np.inf distwrong = d_wrong.min(1) pidxwrong = d_wrong.argmin(1) d_correct = dist d_correct[np.invert(label_equals_prototype)] = np.inf distcorrect = d_correct.min(1) pidxcorrect = d_correct.argmin(1) distcorrectpluswrong = distcorrect + distwrong distcorectminuswrong = distcorrect - distwrong mu = distcorectminuswrong / distcorrectpluswrong mu = np.vectorize(self.phi_prime)(mu) g = np.zeros(prototypes.shape) distcorrectpluswrong = 4 / distcorrectpluswrong ** 2 for i in range(nb_prototypes): idxc = i == pidxcorrect idxw = i == pidxwrong dcd = mu[idxw] * distcorrect[idxw] * distcorrectpluswrong[idxw] dwd = mu[idxc] * distwrong[idxc] * distcorrectpluswrong[idxc] g[i] = dcd.dot(training_data[idxw]) - dwd.dot( training_data[idxc]) + (dwd.sum(0) - dcd.sum(0)) * prototypes[i] g[:nb_prototypes] = 1 / n_data * g[:nb_prototypes] g = g * (1 + 0.0001 * (random_state.rand(*g.shape) - 0.5)) return g.ravel() def _optfun(self, variables, training_data, label_equals_prototype): n_data, n_dim = training_data.shape nb_prototypes = self.c_w_.size prototypes = variables.reshape(nb_prototypes, n_dim) dist = _squared_euclidean(training_data, prototypes) d_wrong = dist.copy() d_wrong[label_equals_prototype] = np.inf distwrong = d_wrong.min(1) d_correct = dist d_correct[np.invert(label_equals_prototype)] = np.inf distcorrect = d_correct.min(1) distcorrectpluswrong = distcorrect + distwrong distcorectminuswrong = distcorrect - distwrong mu = distcorectminuswrong / distcorrectpluswrong [self._map_to_int(x) for x in self.c_w_[label_equals_prototype.argmax(1)]] mu *= self.c_[label_equals_prototype.argmax(1), d_wrong.argmin(1)] # y_real, y_pred return np.vectorize(self.phi)(mu).sum(0) def _validate_train_parms(self, train_set, train_lab): if not isinstance(self.beta, int): raise ValueError("beta must a an integer") ret = super(GlvqModel, self)._validate_train_parms(train_set, train_lab) self.c_ = np.ones((self.c_w_.size, self.c_w_.size)) if self.c is not None: self.c = validation.check_array(self.c) if self.c.shape != (2, 3): raise ValueError("C must be shape (2,3)") for k1, k2, v in self.c: self.c_[tuple(zip(*product(self._map_to_int(k1), self._map_to_int(k2))))] = float(v) return ret def _map_to_int(self, item): return np.where(self.c_w_ == item)[0] def _optimize(self, x, y, random_state): label_equals_prototype = y[np.newaxis].T == self.c_w_ res = minimize( fun=lambda vs: self._optfun( variables=vs, training_data=x, label_equals_prototype=label_equals_prototype), jac=lambda vs: self._optgrad( variables=vs, training_data=x, label_equals_prototype=label_equals_prototype, random_state=random_state), method='l-bfgs-b', x0=self.w_, options={'disp': self.display, 'gtol': self.gtol, 'maxiter': self.max_iter}) self.w_ = res.x.reshape(self.w_.shape) self.n_iter_ = res.nit def _compute_distance(self, x, w=None): if w is None: w = self.w_ return cdist(x, w, 'euclidean')
[docs] def predict(self, x): """Predict class membership index for each input sample. This function does classification on an array of test vectors X. Parameters ---------- x : array-like, shape = [n_samples, n_features] Returns ------- C : array, shape = (n_samples,) Returns predicted values. """ check_is_fitted(self, ['w_', 'c_w_']) x = validation.check_array(x) if x.shape[1] != self.w_.shape[1]: raise ValueError("X has wrong number of features\n" "found=%d\n" "expected=%d" % (self.w_.shape[1], x.shape[1])) dist = self._compute_distance(x) return (self.c_w_[dist.argmin(1)])
[docs] def decision_function(self, x): """Predict confidence scores for samples. Parameters ---------- x : array-like, shape = [n_samples, n_features] Returns ------- T : array-like, shape=(n_samples,) if n_classes == 2 else (n_samples, n_classes) """ check_is_fitted(self, ['w_', 'c_w_']) x = validation.check_array(x) if x.shape[1] != self.w_.shape[1]: raise ValueError("X has wrong number of features\n" "found=%d\n" "expected=%d" % (self.w_.shape[1], x.shape[1])) dist = self._compute_distance(x) foo = lambda c: dist[:,self.c_w_ != self.classes_[c]].min(1) - dist[:,self.c_w_ == self.classes_[c]].min(1) res = np.vectorize(foo, signature='()->(n)')(self.classes_).T if self.classes_.size <= 2: return res[:,1] else: return res