Welcome to the 28th part of our machine learning tutorial series and the next part in our Support Vector Machine section. In this tutorial, we're going to finish off our basic Support Vector Machine from scratch and see it visually as well as make a prediction!
Our code up to this point:
import matplotlib.pyplot as plt
from matplotlib import style
import numpy as np
style.use('ggplot')
class Support_Vector_Machine:
def __init__(self, visualization=True):
self.visualization = visualization
self.colors = {1:'r',-1:'b'}
if self.visualization:
self.fig = plt.figure()
self.ax = self.fig.add_subplot(1,1,1)
# train
def fit(self, data):
self.data = data
# { ||w||: [w,b] }
opt_dict = {}
transforms = [[1,1],
[-1,1],
[-1,-1],
[1,-1]]
all_data = []
for yi in self.data:
for featureset in self.data[yi]:
for feature in featureset:
all_data.append(feature)
self.max_feature_value = max(all_data)
self.min_feature_value = min(all_data)
all_data = None
# support vectors yi(xi.w+b) = 1
step_sizes = [self.max_feature_value * 0.1,
self.max_feature_value * 0.01,
# point of expense:
self.max_feature_value * 0.001,]
# extremely expensive
b_range_multiple = 5
# we dont need to take as small of steps
# with b as we do w
b_multiple = 5
latest_optimum = self.max_feature_value*10
for step in step_sizes:
w = np.array([latest_optimum,latest_optimum])
# we can do this because convex
optimized = False
while not optimized:
for b in np.arange(-1*(self.max_feature_value*b_range_multiple),
self.max_feature_value*b_range_multiple,
step*b_multiple):
for transformation in transforms:
w_t = w*transformation
found_option = True
# weakest link in the SVM fundamentally
# SMO attempts to fix this a bit
# yi(xi.w+b) >= 1
#
# #### add a break here later..
for i in self.data:
for xi in self.data[i]:
yi=i
if not yi*(np.dot(w_t,xi)+b) >= 1:
found_option = False
if found_option:
opt_dict[np.linalg.norm(w_t)] = [w_t,b]
if w[0] < 0:
optimized = True
print('Optimized a step.')
else:
w = w - step
norms = sorted([n for n in opt_dict])
#||w|| : [w,b]
opt_choice = opt_dict[norms[0]]
self.w = opt_choice[0]
self.b = opt_choice[1]
latest_optimum = opt_choice[0][0]+step*2
def predict(self,features):
# sign( x.w+b )
classification = np.sign(np.dot(np.array(features),self.w)+self.b)
return classification
data_dict = {-1:np.array([[1,7],
[2,8],
[3,8],]),
1:np.array([[5,1],
[6,-1],
[7,3],])}
We already have a predict method, since that is a fairly easy step, but now we're going to add a bit to it to handle for visualizing the predictions:
def predict(self,features):
# classifiction is just:
# sign(xi.w+b)
classification = np.sign(np.dot(np.array(features),self.w)+self.b)
# if the classification isn't zero, and we have visualization on, we graph
if classification != 0 and self.visualization:
self.ax.scatter(features[0],features[1],s=200,marker='*', c=self.colors[classification])
else:
print('featureset',features,'is on the decision boundary')
return classification
Above, all we've added is handling to also visualize the prediction if we have one. We're just going to do one at a time, but you could augment the code to do many at once like scikit-learn does.
Next, let's begin building our visualize method:
def visualize(self):
#scattering known featuresets.
[[self.ax.scatter(x[0],x[1],s=100,color=self.colors[i]) for x in data_dict[i]] for i in data_dict]
All that one liner is doing is going through our data and graphing it along with its associated color. See the video if you want to see it more broken down.
Next, we want to graph our hyperplanes for the positive and negative support vectors, along with the decision boundary. In order to do this, we need at least two points for each to create a "line" which will be our hyperplane.
Once we know what w and b are, we can use algebra to create a function that will return to us the value needed for our second feature (x2) to make the line:
def hyperplane(x,w,b,v):
# v = (w.x+b)
return (-w[0]*x-b+v) / w[1]
Next up, we create some variables to house various data that we're going to reference:
datarange = (self.min_feature_value*0.9,self.max_feature_value*1.1)
hyp_x_min = datarange[0]
hyp_x_max = datarange[1]
Our main goal here is to establish to what values we want to actually draw our hyperplanes.
Now, let's graph our positive support vector hyperplane:
# w.x + b = 1
# pos sv hyperplane
psv1 = hyperplane(hyp_x_min, self.w, self.b, 1)
psv2 = hyperplane(hyp_x_max, self.w, self.b, 1)
self.ax.plot([hyp_x_min,hyp_x_max], [psv1,psv2], "k")
Simple e nough, we get the data for the first and second x2 values, then we graph them. Now we'll do the next two hyperplanes:
# w.x + b = -1
# negative sv hyperplane
nsv1 = hyperplane(hyp_x_min, self.w, self.b, -1)
nsv2 = hyperplane(hyp_x_max, self.w, self.b, -1)
self.ax.plot([hyp_x_min,hyp_x_max], [nsv1,nsv2], "k")
# w.x + b = 0
# decision
db1 = hyperplane(hyp_x_min, self.w, self.b, 0)
db2 = hyperplane(hyp_x_max, self.w, self.b, 0)
self.ax.plot([hyp_x_min,hyp_x_max], [db1,db2], "g--")
plt.show()
Now, adding some code at the bottom for training, predicting, and visualizing:
import matplotlib.pyplot as plt
from matplotlib import style
import numpy as np
style.use('ggplot')
class Support_Vector_Machine:
def __init__(self, visualization=True):
self.visualization = visualization
self.colors = {1:'r',-1:'b'}
if self.visualization:
self.fig = plt.figure()
self.ax = self.fig.add_subplot(1,1,1)
# train
def fit(self, data):
self.data = data
# { ||w||: [w,b] }
opt_dict = {}
transforms = [[1,1],
[-1,1],
[-1,-1],
[1,-1]]
all_data = []
for yi in self.data:
for featureset in self.data[yi]:
for feature in featureset:
all_data.append(feature)
self.max_feature_value = max(all_data)
self.min_feature_value = min(all_data)
all_data = None
# support vectors yi(xi.w+b) = 1
step_sizes = [self.max_feature_value * 0.1,
self.max_feature_value * 0.01,
# point of expense:
self.max_feature_value * 0.001,
]
# extremely expensive
b_range_multiple = 2
# we dont need to take as small of steps
# with b as we do w
b_multiple = 5
latest_optimum = self.max_feature_value*10
for step in step_sizes:
w = np.array([latest_optimum,latest_optimum])
# we can do this because convex
optimized = False
while not optimized:
for b in np.arange(-1*(self.max_feature_value*b_range_multiple),
self.max_feature_value*b_range_multiple,
step*b_multiple):
for transformation in transforms:
w_t = w*transformation
found_option = True
# weakest link in the SVM fundamentally
# SMO attempts to fix this a bit
# yi(xi.w+b) >= 1
#
# #### add a break here later..
for i in self.data:
for xi in self.data[i]:
yi=i
if not yi*(np.dot(w_t,xi)+b) >= 1:
found_option = False
#print(xi,':',yi*(np.dot(w_t,xi)+b))
if found_option:
opt_dict[np.linalg.norm(w_t)] = [w_t,b]
if w[0] < 0:
optimized = True
print('Optimized a step.')
else:
w = w - step
norms = sorted([n for n in opt_dict])
#||w|| : [w,b]
opt_choice = opt_dict[norms[0]]
self.w = opt_choice[0]
self.b = opt_choice[1]
latest_optimum = opt_choice[0][0]+step*2
for i in self.data:
for xi in self.data[i]:
yi=i
print(xi,':',yi*(np.dot(self.w,xi)+self.b))
def predict(self,features):
# sign( x.w+b )
classification = np.sign(np.dot(np.array(features),self.w)+self.b)
if classification !=0 and self.visualization:
self.ax.scatter(features[0], features[1], s=200, marker='*', c=self.colors[classification])
return classification
def visualize(self):
[[self.ax.scatter(x[0],x[1],s=100,color=self.colors[i]) for x in data_dict[i]] for i in data_dict]
# hyperplane = x.w+b
# v = x.w+b
# psv = 1
# nsv = -1
# dec = 0
def hyperplane(x,w,b,v):
return (-w[0]*x-b+v) / w[1]
datarange = (self.min_feature_value*0.9,self.max_feature_value*1.1)
hyp_x_min = datarange[0]
hyp_x_max = datarange[1]
# (w.x+b) = 1
# positive support vector hyperplane
psv1 = hyperplane(hyp_x_min, self.w, self.b, 1)
psv2 = hyperplane(hyp_x_max, self.w, self.b, 1)
self.ax.plot([hyp_x_min,hyp_x_max],[psv1,psv2], 'k')
# (w.x+b) = -1
# negative support vector hyperplane
nsv1 = hyperplane(hyp_x_min, self.w, self.b, -1)
nsv2 = hyperplane(hyp_x_max, self.w, self.b, -1)
self.ax.plot([hyp_x_min,hyp_x_max],[nsv1,nsv2], 'k')
# (w.x+b) = 0
# positive support vector hyperplane
db1 = hyperplane(hyp_x_min, self.w, self.b, 0)
db2 = hyperplane(hyp_x_max, self.w, self.b, 0)
self.ax.plot([hyp_x_min,hyp_x_max],[db1,db2], 'y--')
plt.show()
data_dict = {-1:np.array([[1,7],
[2,8],
[3,8],]),
1:np.array([[5,1],
[6,-1],
[7,3],])}
svm = Support_Vector_Machine()
svm.fit(data=data_dict)
predict_us = [[0,10],
[1,3],
[3,4],
[3,5],
[5,5],
[5,6],
[6,-5],
[5,8]]
for p in predict_us:
svm.predict(p)
svm.visualize()
Our result: