手写svm primal form形式

svm.py

import numpy as np

class SVM:
    def __init__(self,C=1.0,lr=0.01,batch_size=32,epochs=100):
        self.C=C
        self.lr=lr
        self.batch_size=batch_size
        self.epochs=epochs
        self.w=None
        self.b=0.0
        self.epoch=0

    #计算最高得分和对应w，b
    def fit(self,X,y,X_val=None,y_val=None):
        sample,feature=X.shape
        self.w=np.zeros(feature)
        self.b=0.0
        best_score=-np.inf
        #best_w=self.w  错误
        best_w=self.w.copy()
        best_b=self.b
        best_epoch=0

        for epoch in range(self.epochs):
            #打乱顺序
            shu_index=np.random.permutation(sample)
            shu_X=X[shu_index]
            shu_y=y[shu_index]
            for i in range(0,sample,self.batch_size):
                end=i+self.batch_size
                #第x个批量
                x_batch=shu_X[i:end]
                y_batch=shu_y[i:end]
                dw,db=self.com_gradient(x_batch,y_batch)
                self.w-=self.lr*dw
                self.b-=self.lr*db
            if X_val is not None and y_val is not None:
                y_pred=self.predict(X_val)
                #np.mean(x,y)错误
                score=np.mean(y_pred==y_val)
                if score>best_score:
                    best_score=score
                    best_w=self.w.copy()
                    best_b=self.b
                    #best_epoch=self.epoch 错误
                    best_epoch=epoch
                print(f"第{epoch+1}轮训练,准确率为:{score:.4f}")
        if X_val is not None and y_val is not None:
            self.w=best_w
            self.b=best_b
            self.epoch=best_epoch
        
    def com_gradient(self,X_batch,y_batch):
        n=X_batch.shape[0]
        dw_hinge=np.zeros_like(self.w)
        db_hinge=0.0
        for i in range(n):
            xi=X_batch[i]
            yi=y_batch[i]
            #margin=yi*np.dot(xi,self.w)+self.b 注意是xi
            margin=yi*np.dot(xi,self.w)+self.b
            if margin<1:
                dw_hinge+=-yi*xi
                db_hinge+=-yi
            #注意 是计算完n个样本的dw_hinge才算dw
        dw=self.w+(self.C/n)*dw_hinge
        db=(self.C/n)*db_hinge
        return dw,db

    def predict(self,X):
        linear=np.dot(X,self.w)+self.b
        return np.sign(linear)
    
    def evaluate(self,X,y):
        y_true=y
        y_pre=self.predict(X)
        #注意是标签是-1和1，而非0,1
        tp=np.sum((y_pre==1)&(y_true==1))
        fp=np.sum((y_pre==1)&(y_true==-1))
        tn=np.sum((y_pre==-1)&(y_true==-1))
        fn=np.sum((y_pre==-1)&(y_true==1))
        accuracy=(tp+tn)/(tp+tn+fp+fn)
        precision=tp/(tp+fp) if tp+fp!=0 else 0
        recall=tp/(tp+fn) if tp+fn!=0 else 0
        f1=(2*precision*recall)/(precision+recall) if precision+recall!=0 else 0
        #注意字典的键值对xx:xx
        return{
            'accuracy':accuracy,
            'precision':precision,
            'recall':recall,
            'f1':f1
        }
    

    def save_weight(self,filename):
        #注意w和b要保存进文件
        np.savez(filename,w=self.w,b=self.b,epoch=self.epoch,C=self.C,lr=self.lr,batch_size=self.batch_size,epochs=self.epochs)

    @classmethod
    def load_weight(cls,filename):
        data=np.load(filename)
        svm=cls(C=data['C'],lr=data['lr'],batch_size=data['batch_size'],epochs=data['epochs'])
        svm.w=data['w']
        svm.b=data['b']
        svm.epoch=data['epoch']
        return svm


    

train.py

import numpy as np
from sklearn import datasets
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
from joblib import dump
from svm import SVM

data=datasets.load_breast_cancer()
X=data.data
y=data.target
y=np.where(y==0,-1,1)

X_train,X_test,y_train,y_test=train_test_split(X,y,test_size=0.2,random_state=42)
X_train,X_val,y_train,y_val=train_test_split(X_train,y_train,test_size=0.25,random_state=42)

scaler=StandardScaler()
X_train=scaler.fit_transform(X_train)
X_val=scaler.transform(X_val)
X_test=scaler.transform(X_test)
dump(scaler,'scaler.joblib')



#最佳准确率以及最佳模型
best_accu=-np.inf
best_model=None

C_values=[0.1,1,10,100]

for C in C_values:
    print(f"开始C:{C}")
    model=SVM(C=C,lr=0.01,batch_size=32,epochs=100)
    model.fit(X_train,y_train,X_val,y_val)
    #注意要评估X_val,y_val的得分，传参
    m_metrics=model.evaluate(X_val,y_val)
    if m_metrics['accuracy']>best_accu:
        #注意m_metrics['accuracy']传参
        best_accu=m_metrics['accuracy']
        best_model=model
best_model.save_weight("best_weight.npz")
print(f"最优C:{best_model.C}") 
print(f"最优C对应的epoch:{best_model.epoch+1}")   

test.py

import numpy as np
from sklearn import datasets
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler

from svm import SVM
from joblib import load

data=datasets.load_breast_cancer()
X=data.data
y=data.target
y=np.where(y==0,-1,1)

_,X_test,_,y_test=train_test_split(X,y,test_size=0.2,random_state=42)

scaler=load('scaler.joblib')
X_test=scaler.transform(X_test)

model=SVM.load_weight('best_weight.npz')
print(f"C:{model.C}")
print(f"最优C的epoch:{model.epoch+1}")
t_metrics=model.evaluate(X_test,y_test)

print(f"Accuracy:{t_metrics['accuracy']:.4f},Precision:{t_metrics['precision']:.4f},Recall:{t_metrics['recall']:.4f},f1分数:{t_metrics['f1']:.4f}")