726 lines
26 KiB
Python
726 lines
26 KiB
Python
import numpy as np
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import scipy.sparse as sp
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from . import libsvm, liblinear
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from . import libsvm_sparse
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from ..base import BaseEstimator
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from ..utils import array2d, atleast2d_or_csr
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from ..utils.extmath import safe_sparse_dot
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import warnings
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LIBSVM_IMPL = ['c_svc', 'nu_svc', 'one_class', 'epsilon_svr', 'nu_svr']
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def _get_class_weight(class_weight, y):
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"""Estimate class weights for unbalanced datasets."""
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if class_weight == 'auto':
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uy = np.unique(y)
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weight_label = np.asarray(uy, dtype=np.int32, order='C')
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weight = np.array([1.0 / np.sum(y == i) for i in uy],
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dtype=np.float64, order='C')
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weight *= uy.shape[0] / np.sum(weight)
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else:
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if class_weight is None:
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keys = values = []
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else:
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keys = class_weight.keys()
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values = class_weight.values()
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weight = np.asarray(values, dtype=np.float64, order='C')
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weight_label = np.asarray(keys, dtype=np.int32, order='C')
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return weight, weight_label
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class BaseLibSVM(BaseEstimator):
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"""Base class for estimators that use libsvm as backing library
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This implements support vector machine classification and regression.
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"""
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_sparse_kernels = ["linear", "poly", "rbf", "sigmoid", "precomputed"]
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def __init__(self, impl, kernel, degree, gamma, coef0,
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tol, C, nu, epsilon, shrinking, probability, cache_size,
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scale_C, sparse):
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if not impl in LIBSVM_IMPL:
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raise ValueError("impl should be one of %s, %s was given" % (
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LIBSVM_IMPL, impl))
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if hasattr(kernel, '__call__'):
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self.kernel_function = kernel
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self.kernel = 'precomputed'
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else:
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self.kernel = kernel
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if not scale_C:
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warnings.warn('SVM: scale_C will be True by default in '
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'scikit-learn 0.11', FutureWarning,
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stacklevel=2)
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self.impl = impl
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self.degree = degree
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self.gamma = gamma
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self.coef0 = coef0
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self.tol = tol
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self.C = C
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self.nu = nu
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self.epsilon = epsilon
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self.shrinking = shrinking
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self.probability = probability
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self.cache_size = cache_size
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self.scale_C = scale_C
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self.sparse = sparse
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def fit(self, X, y, class_weight=None, sample_weight=None):
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"""Fit the SVM model according to the given training data.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Training vectors, where n_samples is the number of samples
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and n_features is the number of features.
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y : array-like, shape = [n_samples]
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Target values (integers in classification, real numbers in
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regression)
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class_weight : {dict, 'auto'}, optional
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Set the parameter C of class i to class_weight[i]*C for
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SVC. If not given, all classes are supposed to have
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weight one. The 'auto' mode uses the values of y to
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automatically adjust weights inversely proportional to
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class frequencies.
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sample_weight : array-like, shape = [n_samples], optional
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Weights applied to individual samples (1. for unweighted).
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Returns
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-------
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self : object
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Returns self.
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Notes
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------
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If X and y are not C-ordered and contiguous arrays of np.float64 and
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X is not a scipy.sparse.csr_matrix, X and/or y may be copied.
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If X is a dense array, then the other methods will not support sparse
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matrices as input.
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"""
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self._sparse = sp.isspmatrix(X) if self.sparse == "auto" else self.sparse
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fit = self._sparse_fit if self._sparse else self._dense_fit
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fit(X, y, class_weight, sample_weight)
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return self
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def _dense_fit(self, X, y, class_weight=None, sample_weight=None):
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X = np.asarray(X, dtype=np.float64, order='C')
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y = np.asarray(y, dtype=np.float64, order='C')
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sample_weight = np.asarray([] if sample_weight is None
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else sample_weight, dtype=np.float64)
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if hasattr(self, 'kernel_function'):
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# you must store a reference to X to compute the kernel in predict
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# TODO: add keyword copy to copy on demand
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self.__Xfit = X
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X = self._compute_kernel(X)
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class_weight, class_weight_label = \
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_get_class_weight(class_weight, y)
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# check dimensions
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solver_type = LIBSVM_IMPL.index(self.impl)
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if solver_type != 2 and X.shape[0] != y.shape[0]:
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raise ValueError("X and y have incompatible shapes.\n" +
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"X has %s samples, but y has %s." %
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(X.shape[0], y.shape[0]))
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if self.kernel == "precomputed" and X.shape[0] != X.shape[1]:
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raise ValueError("X.shape[0] should be equal to X.shape[1]")
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if (self.kernel in ['poly', 'rbf']) and (self.gamma == 0):
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# if custom gamma is not provided ...
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self.gamma = 1.0 / X.shape[1]
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self.shape_fit_ = X.shape
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params = self.get_params()
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if 'scale_C' in params:
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if params['scale_C']:
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params['C'] = params['C'] / float(X.shape[0])
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del params['scale_C']
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if 'sparse' in params:
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del params['sparse']
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self.support_, self.support_vectors_, self.n_support_, \
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self.dual_coef_, self.intercept_, self.label_, self.probA_, \
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self.probB_ = libsvm.fit(X, y,
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svm_type=solver_type, sample_weight=sample_weight,
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class_weight=class_weight,
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class_weight_label=class_weight_label,
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**params)
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def _sparse_fit(self, X, y, class_weight=None, sample_weight=None):
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"""
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Fit the SVM model according to the given training data and parameters.
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Parameters
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----------
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X : sparse matrix, shape = [n_samples, n_features]
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Training vectors, where n_samples is the number of samples and
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n_features is the number of features.
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y : array-like, shape = [n_samples]
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Target values (integers in classification, real numbers in
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regression)
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class_weight : {dict, 'auto'}, optional
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Weights associated with classes in the form
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{class_label : weight}. If not given, all classes are
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supposed to have weight one.
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The 'auto' mode uses the values of y to automatically adjust
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weights inversely proportional to class frequencies.
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sample_weight : array-like, shape = [n_samples], optional
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Weights applied to individual samples (1. for unweighted).
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Returns
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-------
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self : object
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Returns an instance of self.
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Notes
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-----
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For maximum effiency, use a sparse matrix in csr format
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(scipy.sparse.csr_matrix)
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"""
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X = sp.csr_matrix(X)
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X.data = np.asarray(X.data, dtype=np.float64, order='C')
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y = np.asarray(y, dtype=np.float64, order='C')
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sample_weight = np.asarray([] if sample_weight is None
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else sample_weight, dtype=np.float64)
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if X.shape[0] != y.shape[0]:
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raise ValueError("X and y have incompatible shapes: %r vs %r\n"
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"Note: Sparse matrices cannot be indexed w/"
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"boolean masks (use `indices=True` in CV)."
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% (X.shape, y.shape))
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if sample_weight.shape[0] > 0 and sample_weight.shape[0] != X.shape[0]:
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raise ValueError("sample_weight and X have incompatible shapes:"
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"%r vs %r\n"
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"Note: Sparse matrices cannot be indexed w/"
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"boolean masks (use `indices=True` in CV)."
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% (sample_weight.shape, X.shape))
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solver_type = LIBSVM_IMPL.index(self.impl)
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kernel_type = self._sparse_kernels.index(self.kernel)
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self.class_weight, self.class_weight_label = \
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_get_class_weight(class_weight, y)
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if (kernel_type in [1, 2]) and (self.gamma == 0):
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# if custom gamma is not provided ...
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self.gamma = 1.0 / X.shape[1]
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C = self.C
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if self.scale_C:
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C /= float(X.shape[0])
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self.support_vectors_, dual_coef_data, self.intercept_, self.label_, \
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self.n_support_, self.probA_, self.probB_ = \
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libsvm_sparse.libsvm_sparse_train(
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X.shape[1], X.data, X.indices, X.indptr, y, solver_type,
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kernel_type, self.degree, self.gamma, self.coef0, self.tol,
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C, self.class_weight_label, self.class_weight,
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sample_weight, self.nu, self.cache_size, self.epsilon,
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int(self.shrinking), int(self.probability))
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n_class = len(self.label_) - 1
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n_SV = self.support_vectors_.shape[0]
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dual_coef_indices = np.tile(np.arange(n_SV), n_class)
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dual_coef_indptr = np.arange(0, dual_coef_indices.size + 1,
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dual_coef_indices.size / n_class)
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self.dual_coef_ = sp.csr_matrix(
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(dual_coef_data, dual_coef_indices, dual_coef_indptr),
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(n_class, n_SV))
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def predict(self, X):
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"""Perform classification or regression samples in X.
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For a classification model, the predicted class for each
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sample in X is returned. For a regression model, the function
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value of X calculated is returned.
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For an one-class model, +1 or -1 is returned.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Returns
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-------
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C : array, shape = [n_samples]
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"""
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X = self._validate_for_predict(X)
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predict = self._sparse_predict if self._sparse else self._dense_predict
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return predict(X)
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def _dense_predict(self, X):
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X = np.asarray(X, dtype=np.float64, order='C')
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if X.ndim == 1:
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# don't use np.atleast_2d, it doesn't guarantee C-contiguity
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X = np.reshape(X, (1, -1), order='C')
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n_samples, n_features = X.shape
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X = self._compute_kernel(X)
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if self.kernel == "precomputed":
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if X.shape[1] != self.shape_fit_[0]:
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raise ValueError("X.shape[1] = %d should be equal to %d, "
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"the number of samples at training time" %
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(X.shape[1], self.shape_fit_[0]))
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elif n_features != self.shape_fit_[1]:
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raise ValueError("X.shape[1] = %d should be equal to %d, "
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"the number of features at training time" %
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(n_features, self.shape_fit_[1]))
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params = self.get_params()
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if 'scale_C' in params:
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del params['scale_C']
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if "sparse" in params:
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del params["sparse"]
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svm_type = LIBSVM_IMPL.index(self.impl)
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return libsvm.predict(
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X, self.support_, self.support_vectors_, self.n_support_,
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self.dual_coef_, self.intercept_,
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self.label_, self.probA_, self.probB_,
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svm_type=svm_type, **params)
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def _sparse_predict(self, X):
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X = sp.csr_matrix(X, dtype=np.float64)
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kernel_type = self._sparse_kernels.index(self.kernel)
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return libsvm_sparse.libsvm_sparse_predict(
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X.data, X.indices, X.indptr,
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self.support_vectors_.data,
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self.support_vectors_.indices,
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self.support_vectors_.indptr,
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self.dual_coef_.data, self.intercept_,
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LIBSVM_IMPL.index(self.impl), kernel_type,
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self.degree, self.gamma, self.coef0, self.tol,
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self.C, self.class_weight_label, self.class_weight,
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self.nu, self.epsilon, self.shrinking,
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self.probability, self.n_support_, self.label_,
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self.probA_, self.probB_)
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def predict_proba(self, X):
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"""Compute the likehoods each possible outcomes of samples in T.
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The model need to have probability information computed at training
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time: fit with attribute `probability` set to True.
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Parameters
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----------
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X : array-like, shape = [n_samples, n_features]
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Returns
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-------
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X : array-like, shape = [n_samples, n_classes]
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Returns the probability of the sample for each class in
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the model, where classes are ordered by arithmetical
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order.
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Notes
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-----
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The probability model is created using cross validation, so
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the results can be slightly different than those obtained by
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predict. Also, it will meaningless results on very small
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datasets.
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"""
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if not self.probability:
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raise ValueError(
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"probability estimates must be enabled to use this method")
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if self.impl not in ('c_svc', 'nu_svc'):
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raise NotImplementedError("predict_proba only implemented for SVC "
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"and NuSVC")
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X = self._validate_for_predict(X)
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pred_proba = self._sparse_predict_proba if self._sparse \
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else self._dense_predict_proba
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return pred_proba(X)
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def _dense_predict_proba(self, X):
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X = self._compute_kernel(X)
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params = self.get_params()
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if 'scale_C' in params:
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del params['scale_C']
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if "sparse" in params:
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del params["sparse"]
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svm_type = LIBSVM_IMPL.index(self.impl)
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pprob = libsvm.predict_proba(
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X, self.support_, self.support_vectors_, self.n_support_,
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self.dual_coef_, self.intercept_, self.label_,
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self.probA_, self.probB_,
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svm_type=svm_type, **params)
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return pprob
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def _compute_kernel(self, X):
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"""Return the data transformed by a callable kernel"""
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if hasattr(self, 'kernel_function'):
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# in the case of precomputed kernel given as a function, we
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# have to compute explicitly the kernel matrix
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X = np.asarray(self.kernel_function(X, self.__Xfit),
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dtype=np.float64, order='C')
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return X
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def _sparse_predict_proba(self, X):
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X.data = np.asarray(X.data, dtype=np.float64, order='C')
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kernel_type = self._sparse_kernels.index(self.kernel)
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return libsvm_sparse.libsvm_sparse_predict_proba(
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X.data, X.indices, X.indptr,
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self.support_vectors_.data,
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self.support_vectors_.indices,
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self.support_vectors_.indptr,
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self.dual_coef_.data, self.intercept_,
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LIBSVM_IMPL.index(self.impl), kernel_type,
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self.degree, self.gamma, self.coef0, self.tol,
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self.C, self.class_weight_label, self.class_weight,
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self.nu, self.epsilon, self.shrinking,
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self.probability, self.n_support_, self.label_,
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self.probA_, self.probB_)
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def predict_log_proba(self, X):
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"""Compute the log likehoods each possible outcomes of samples in X.
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The model need to have probability information computed at training
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time: fit with attribute `probability` set to True.
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Parameters
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----------
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X : array-like, shape = [n_samples, n_features]
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Returns
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-------
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X : array-like, shape = [n_samples, n_classes]
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Returns the log-probabilities of the sample for each class in
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the model, where classes are ordered by arithmetical
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order.
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Notes
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-----
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The probability model is created using cross validation, so
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the results can be slightly different than those obtained by
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predict. Also, it will meaningless results on very small
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datasets.
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"""
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return np.log(self.predict_proba(X))
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def decision_function(self, X):
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"""Distance of the samples X to the separating hyperplane.
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Parameters
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----------
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X : array-like, shape = [n_samples, n_features]
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Returns
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-------
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X : array-like, shape = [n_samples, n_class * (n_class-1) / 2]
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Returns the decision function of the sample for each class
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in the model.
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"""
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if self._sparse:
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raise ValueError("decision_function not supported for sparse SVM")
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X = array2d(X, dtype=np.float64, order="C")
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params = self.get_params()
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if 'scale_C' in params:
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del params['scale_C']
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if "sparse" in params:
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del params["sparse"]
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dec_func = libsvm.decision_function(
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X, self.support_, self.support_vectors_, self.n_support_,
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self.dual_coef_, self.intercept_, self.label_,
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self.probA_, self.probB_,
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svm_type=LIBSVM_IMPL.index(self.impl),
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**params)
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if self.impl != 'one_class':
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# libsvm has the convention of returning negative values for
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# rightmost labels, so we invert the sign since our label_ is
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# sorted by increasing order
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return - dec_func
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else:
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return dec_func
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def _validate_for_predict(self, X):
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X = atleast2d_or_csr(X, dtype=np.float64, order="C")
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if self._sparse and not sp.isspmatrix(X):
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X = sp.csr_matrix(X)
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if sp.issparse(X) and not self._sparse:
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raise ValueError(
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"cannot use sparse input in %r trained on dense data"
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% type(self).__name__)
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return X
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@property
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def coef_(self):
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if self.kernel != 'linear':
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raise ValueError('coef_ is only available when using a '
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'linear kernel')
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coef = safe_sparse_dot(self.dual_coef_, self.support_vectors_)
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# coef_ being a read-only property it's better to mark the value as
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# immutable to avoid hiding potential bugs for the unsuspecting user
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if sp.issparse(coef):
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# sparse matrix do not have global flags
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coef.data.flags.writeable = False
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else:
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# regular dense array
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coef.flags.writeable = False
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return coef
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class BaseLibLinear(BaseEstimator):
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"""Base for classes binding liblinear (dense and sparse versions)"""
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_solver_type_dict = {
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'PL2_LLR_D0': 0, # L2 penalty, logistic regression
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'PL2_LL2_D1': 1, # L2 penalty, L2 loss, dual form
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'PL2_LL2_D0': 2, # L2 penalty, L2 loss, primal form
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'PL2_LL1_D1': 3, # L2 penalty, L1 Loss, dual form
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'MC_SVC': 4, # Multi-class Support Vector Classification
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'PL1_LL2_D0': 5, # L1 penalty, L2 Loss, primal form
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'PL1_LLR_D0': 6, # L1 penalty, logistic regression
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'PL2_LLR_D1': 7, # L2 penalty, logistic regression, dual form
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}
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def __init__(self, penalty='l2', loss='l2', dual=True, tol=1e-4, C=1.0,
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multi_class=False, fit_intercept=True, intercept_scaling=1,
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scale_C=False):
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self.penalty = penalty
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self.loss = loss
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self.dual = dual
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self.tol = tol
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self.C = C
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self.fit_intercept = fit_intercept
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self.intercept_scaling = intercept_scaling
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self.multi_class = multi_class
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self.scale_C = scale_C
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# Check that the arguments given are valid:
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self._get_solver_type()
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def _get_solver_type(self):
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"""Find the liblinear magic number for the solver.
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This number depends on the values of the following attributes:
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- multi_class
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- penalty
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- loss
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- dual
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"""
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if self.multi_class:
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solver_type = 'MC_SVC'
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else:
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solver_type = "P%s_L%s_D%d" % (
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self.penalty.upper(), self.loss.upper(), int(self.dual))
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if not solver_type in self._solver_type_dict:
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if self.penalty.upper() == 'L1' and self.loss.upper() == 'L1':
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error_string = ("The combination of penalty='l1' "
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"and loss='l1' is not supported.")
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elif self.penalty.upper() == 'L2' and self.loss.upper() == 'L1':
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# this has to be in primal
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error_string = ("loss='l2' and penalty='l1' is "
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"only supported when dual='true'.")
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else:
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# only PL1 in dual remains
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error_string = ("penalty='l1' is only supported "
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"when dual='false'.")
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raise ValueError('Not supported set of arguments: '
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+ error_string)
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return self._solver_type_dict[solver_type]
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def fit(self, X, y, class_weight=None):
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"""Fit the model according to the given training data.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Training vector, where n_samples in the number of samples and
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n_features is the number of features.
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y : array-like, shape = [n_samples]
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Target vector relative to X
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class_weight : {dict, 'auto'}, optional
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Weights associated with classes. If not given, all classes
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are supposed to have weight one.
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Returns
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-------
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self : object
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Returns self.
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"""
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X = atleast2d_or_csr(X, dtype=np.float64, order="C")
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y = np.asarray(y, dtype=np.int32).ravel()
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self._sparse = sp.isspmatrix(X)
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self.class_weight, self.class_weight_label = \
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_get_class_weight(class_weight, y)
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if X.shape[0] != y.shape[0]:
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raise ValueError("X and y have incompatible shapes.\n" +
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"X has %s samples, but y has %s." % \
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(X.shape[0], y.shape[0]))
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C = self.C
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if self.scale_C:
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C = C / float(X.shape[0])
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train = liblinear.csr_train_wrap if self._sparse \
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else liblinear.train_wrap
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self.raw_coef_, self.label_ = train(X, y, self._get_solver_type(),
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self.tol, self._get_bias(), C,
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self.class_weight_label,
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self.class_weight)
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return self
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def predict(self, X):
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"""Predict target values of X according to the fitted model.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Returns
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-------
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C : array, shape = [n_samples]
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"""
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X = self._validate_for_predict(X)
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self._check_n_features(X)
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predict = liblinear.csr_predict_wrap if self._sparse \
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else liblinear.predict_wrap
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return predict(X, self.raw_coef_, self._get_solver_type(), self.tol,
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self.C, self.class_weight_label, self.class_weight,
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self.label_, self._get_bias())
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def decision_function(self, X):
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"""Decision function value for X according to the trained model.
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Parameters
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----------
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X : array-like, shape = [n_samples, n_features]
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Returns
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-------
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T : array-like, shape = [n_samples, n_class]
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Returns the decision function of the sample for each class
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in the model.
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"""
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X = self._validate_for_predict(X)
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self._check_n_features(X)
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dfunc_wrap = liblinear.csr_decision_function_wrap \
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if self._sparse \
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else liblinear.decision_function_wrap
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dec_func = dfunc_wrap(X, self.raw_coef_, self._get_solver_type(),
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self.tol, self.C, self.class_weight_label,
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self.class_weight, self.label_, self._get_bias())
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if len(self.label_) <= 2:
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# in the two-class case, the decision sign needs be flipped
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# due to liblinear's design
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return -dec_func
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else:
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return dec_func
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def _check_n_features(self, X):
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n_features = self.raw_coef_.shape[1]
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if self.fit_intercept:
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n_features -= 1
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if X.shape[1] != n_features:
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raise ValueError("X.shape[1] should be %d, not %d." % (n_features,
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X.shape[1]))
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def _validate_for_predict(self, X):
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X = atleast2d_or_csr(X, dtype=np.float64, order="C")
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if self._sparse and not sp.isspmatrix(X):
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X = sp.csr_matrix(X)
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elif sp.isspmatrix(X) and not self._sparse:
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raise ValueError(
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"cannot use sparse input in %r trained on dense data"
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% type(self).__name__)
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return X
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def _get_intercept_(self):
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if self.fit_intercept:
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ret = self.intercept_scaling * self.raw_coef_[:, -1]
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if len(self.label_) <= 2:
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ret *= -1
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return ret
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return 0.0
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def _set_intercept_(self, intercept):
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self.fit_intercept = True
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if len(self.label_) <= 2:
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intercept = intercept * -1
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intercept /= self.intercept_scaling
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intercept = intercept.reshape(-1, 1)
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self.raw_coef_ = np.hstack((self.raw_coef_[:, : -1], intercept))
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intercept_ = property(_get_intercept_, _set_intercept_)
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def _get_coef_(self):
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if self.fit_intercept:
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ret = self.raw_coef_[:, : -1].copy()
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else:
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ret = self.raw_coef_.copy()
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# mark the returned value as immutable
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# to avoid silencing potential bugs
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if len(self.label_) <= 2:
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ret *= -1
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ret.flags.writeable = False
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return ret
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else:
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ret.flags.writeable = False
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return ret
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def _set_coef_(self, coef):
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if len(self.label_) <= 2:
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coef = coef * -1
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raw_intercept = self.raw_coef_[:, -1].reshape(-1, 1)
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self.raw_coef_ = coef
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if self.fit_intercept:
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self.raw_coef_ = np.hstack((self.raw_coef_, raw_intercept))
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coef_ = property(_get_coef_, _set_coef_)
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def _get_bias(self):
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if self.fit_intercept:
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return self.intercept_scaling
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else:
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return -1.0
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libsvm.set_verbosity_wrap(0)
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libsvm_sparse.set_verbosity_wrap(0)
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