""" Implementation of sequential minimal optimization (SMO) for support vector machines (SVM). Sequential minimal optimization (SMO) is an algorithm for solving the quadratic programming (QP) problem that arises during the training of support vector machines. It was invented by John Platt in 1998. Input: 0: type: numpy.ndarray. 1: first column of ndarray must be tags of samples, must be 1 or -1. 2: rows of ndarray represent samples. Usage: Command: python3 sequential_minimum_optimization.py Code: from sequential_minimum_optimization import SmoSVM, Kernel kernel = Kernel(kernel='poly', degree=3., coef0=1., gamma=0.5) init_alphas = np.zeros(train.shape[0]) SVM = SmoSVM(train=train, alpha_list=init_alphas, kernel_func=kernel, cost=0.4, b=0.0, tolerance=0.001) SVM.fit() predict = SVM.predict(test_samples) Reference: https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/smo-book.pdf https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/tr-98-14.pdf """ import os import sys import urllib.request import numpy as np import pandas as pd from matplotlib import pyplot as plt from sklearn.datasets import make_blobs, make_circles from sklearn.preprocessing import StandardScaler CANCER_DATASET_URL = ( "https://archive.ics.uci.edu/ml/machine-learning-databases/" "breast-cancer-wisconsin/wdbc.data" ) class SmoSVM: def __init__( self, train, kernel_func, alpha_list=None, cost=0.4, b=0.0, tolerance=0.001, auto_norm=True, ): self._init = True self._auto_norm = auto_norm self._c = np.float64(cost) self._b = np.float64(b) self._tol = np.float64(tolerance) if tolerance > 0.0001 else np.float64(0.001) self.tags = train[:, 0] self.samples = self._norm(train[:, 1:]) if self._auto_norm else train[:, 1:] self.alphas = alpha_list if alpha_list is not None else np.zeros(train.shape[0]) self.Kernel = kernel_func self._eps = 0.001 self._all_samples = list(range(self.length)) self._K_matrix = self._calculate_k_matrix() self._error = np.zeros(self.length) self._unbound = [] self.choose_alpha = self._choose_alphas() # Calculate alphas using SMO algorithm def fit(self): k = self._k state = None while True: # 1: Find alpha1, alpha2 try: i1, i2 = self.choose_alpha.send(state) state = None except StopIteration: print("Optimization done!\nEvery sample satisfy the KKT condition!") break # 2: calculate new alpha2 and new alpha1 y1, y2 = self.tags[i1], self.tags[i2] a1, a2 = self.alphas[i1].copy(), self.alphas[i2].copy() e1, e2 = self._e(i1), self._e(i2) args = (i1, i2, a1, a2, e1, e2, y1, y2) a1_new, a2_new = self._get_new_alpha(*args) if not a1_new and not a2_new: state = False continue self.alphas[i1], self.alphas[i2] = a1_new, a2_new # 3: update threshold(b) b1_new = np.float64( -e1 - y1 * k(i1, i1) * (a1_new - a1) - y2 * k(i2, i1) * (a2_new - a2) + self._b ) b2_new = np.float64( -e2 - y2 * k(i2, i2) * (a2_new - a2) - y1 * k(i1, i2) * (a1_new - a1) + self._b ) if 0.0 < a1_new < self._c: b = b1_new if 0.0 < a2_new < self._c: b = b2_new if not (np.float64(0) < a2_new < self._c) and not ( np.float64(0) < a1_new < self._c ): b = (b1_new + b2_new) / 2.0 b_old = self._b self._b = b # 4: update error value,here we only calculate those non-bound samples' # error self._unbound = [i for i in self._all_samples if self._is_unbound(i)] for s in self.unbound: if s in (i1, i2): continue self._error[s] += ( y1 * (a1_new - a1) * k(i1, s) + y2 * (a2_new - a2) * k(i2, s) + (self._b - b_old) ) # if i1 or i2 is non-bound,update there error value to zero if self._is_unbound(i1): self._error[i1] = 0 if self._is_unbound(i2): self._error[i2] = 0 # Predict test samples def predict(self, test_samples, classify=True): if test_samples.shape[1] > self.samples.shape[1]: raise ValueError( "Test samples' feature length does not equal to that of train samples" ) if self._auto_norm: test_samples = self._norm(test_samples) results = [] for test_sample in test_samples: result = self._predict(test_sample) if classify: results.append(1 if result > 0 else -1) else: results.append(result) return np.array(results) # Check if alpha violate KKT condition def _check_obey_kkt(self, index): alphas = self.alphas tol = self._tol r = self._e(index) * self.tags[index] c = self._c return (r < -tol and alphas[index] < c) or (r > tol and alphas[index] > 0.0) # Get value calculated from kernel function def _k(self, i1, i2): # for test samples,use Kernel function if isinstance(i2, np.ndarray): return self.Kernel(self.samples[i1], i2) # for train samples,Kernel values have been saved in matrix else: return self._K_matrix[i1, i2] # Get sample's error def _e(self, index): """ Two cases: 1:Sample[index] is non-bound,Fetch error from list: _error 2:sample[index] is bound,Use predicted value deduct true value: g(xi) - yi """ # get from error data if self._is_unbound(index): return self._error[index] # get by g(xi) - yi else: gx = np.dot(self.alphas * self.tags, self._K_matrix[:, index]) + self._b yi = self.tags[index] return gx - yi # Calculate Kernel matrix of all possible i1,i2 ,saving time def _calculate_k_matrix(self): k_matrix = np.zeros([self.length, self.length]) for i in self._all_samples: for j in self._all_samples: k_matrix[i, j] = np.float64( self.Kernel(self.samples[i, :], self.samples[j, :]) ) return k_matrix # Predict test sample's tag def _predict(self, sample): k = self._k predicted_value = ( np.sum( [ self.alphas[i1] * self.tags[i1] * k(i1, sample) for i1 in self._all_samples ] ) + self._b ) return predicted_value # Choose alpha1 and alpha2 def _choose_alphas(self): locis = yield from self._choose_a1() if not locis: return None return locis def _choose_a1(self): """ Choose first alpha ;steps: 1:First loop over all sample 2:Second loop over all non-bound samples till all non-bound samples does not voilate kkt condition. 3:Repeat this two process endlessly,till all samples does not voilate kkt condition samples after first loop. """ while True: all_not_obey = True # all sample print("scanning all sample!") for i1 in [i for i in self._all_samples if self._check_obey_kkt(i)]: all_not_obey = False yield from self._choose_a2(i1) # non-bound sample print("scanning non-bound sample!") while True: not_obey = True for i1 in [ i for i in self._all_samples if self._check_obey_kkt(i) and self._is_unbound(i) ]: not_obey = False yield from self._choose_a2(i1) if not_obey: print("all non-bound samples fit the KKT condition!") break if all_not_obey: print("all samples fit the KKT condition! Optimization done!") break return False def _choose_a2(self, i1): """ Choose the second alpha by using heuristic algorithm ;steps: 1: Choose alpha2 which gets the maximum step size (|E1 - E2|). 2: Start in a random point,loop over all non-bound samples till alpha1 and alpha2 are optimized. 3: Start in a random point,loop over all samples till alpha1 and alpha2 are optimized. """ self._unbound = [i for i in self._all_samples if self._is_unbound(i)] if len(self.unbound) > 0: tmp_error = self._error.copy().tolist() tmp_error_dict = { index: value for index, value in enumerate(tmp_error) if self._is_unbound(index) } if self._e(i1) >= 0: i2 = min(tmp_error_dict, key=lambda index: tmp_error_dict[index]) else: i2 = max(tmp_error_dict, key=lambda index: tmp_error_dict[index]) cmd = yield i1, i2 if cmd is None: return for i2 in np.roll(self.unbound, np.random.choice(self.length)): cmd = yield i1, i2 if cmd is None: return for i2 in np.roll(self._all_samples, np.random.choice(self.length)): cmd = yield i1, i2 if cmd is None: return # Get the new alpha2 and new alpha1 def _get_new_alpha(self, i1, i2, a1, a2, e1, e2, y1, y2): k = self._k if i1 == i2: return None, None # calculate L and H which bound the new alpha2 s = y1 * y2 if s == -1: l, h = max(0.0, a2 - a1), min(self._c, self._c + a2 - a1) else: l, h = max(0.0, a2 + a1 - self._c), min(self._c, a2 + a1) if l == h: return None, None # calculate eta k11 = k(i1, i1) k22 = k(i2, i2) k12 = k(i1, i2) # select the new alpha2 which could get the minimal objectives if (eta := k11 + k22 - 2.0 * k12) > 0.0: a2_new_unc = a2 + (y2 * (e1 - e2)) / eta # a2_new has a boundary if a2_new_unc >= h: a2_new = h elif a2_new_unc <= l: a2_new = l else: a2_new = a2_new_unc else: b = self._b l1 = a1 + s * (a2 - l) h1 = a1 + s * (a2 - h) # way 1 f1 = y1 * (e1 + b) - a1 * k(i1, i1) - s * a2 * k(i1, i2) f2 = y2 * (e2 + b) - a2 * k(i2, i2) - s * a1 * k(i1, i2) ol = ( l1 * f1 + l * f2 + 1 / 2 * l1**2 * k(i1, i1) + 1 / 2 * l**2 * k(i2, i2) + s * l * l1 * k(i1, i2) ) oh = ( h1 * f1 + h * f2 + 1 / 2 * h1**2 * k(i1, i1) + 1 / 2 * h**2 * k(i2, i2) + s * h * h1 * k(i1, i2) ) """ # way 2 Use objective function check which alpha2 new could get the minimal objectives """ if ol < (oh - self._eps): a2_new = l elif ol > oh + self._eps: a2_new = h else: a2_new = a2 # a1_new has a boundary too a1_new = a1 + s * (a2 - a2_new) if a1_new < 0: a2_new += s * a1_new a1_new = 0 if a1_new > self._c: a2_new += s * (a1_new - self._c) a1_new = self._c return a1_new, a2_new # Normalise data using min_max way def _norm(self, data): if self._init: self._min = np.min(data, axis=0) self._max = np.max(data, axis=0) self._init = False return (data - self._min) / (self._max - self._min) else: return (data - self._min) / (self._max - self._min) def _is_unbound(self, index): return bool(0.0 < self.alphas[index] < self._c) def _is_support(self, index): return bool(self.alphas[index] > 0) @property def unbound(self): return self._unbound @property def support(self): return [i for i in range(self.length) if self._is_support(i)] @property def length(self): return self.samples.shape[0] class Kernel: def __init__(self, kernel, degree=1.0, coef0=0.0, gamma=1.0): self.degree = np.float64(degree) self.coef0 = np.float64(coef0) self.gamma = np.float64(gamma) self._kernel_name = kernel self._kernel = self._get_kernel(kernel_name=kernel) self._check() def _polynomial(self, v1, v2): return (self.gamma * np.inner(v1, v2) + self.coef0) ** self.degree def _linear(self, v1, v2): return np.inner(v1, v2) + self.coef0 def _rbf(self, v1, v2): return np.exp(-1 * (self.gamma * np.linalg.norm(v1 - v2) ** 2)) def _check(self): if self._kernel == self._rbf and self.gamma < 0: raise ValueError("gamma value must greater than 0") def _get_kernel(self, kernel_name): maps = {"linear": self._linear, "poly": self._polynomial, "rbf": self._rbf} return maps[kernel_name] def __call__(self, v1, v2): return self._kernel(v1, v2) def __repr__(self): return self._kernel_name def count_time(func): def call_func(*args, **kwargs): import time start_time = time.time() func(*args, **kwargs) end_time = time.time() print(f"smo algorithm cost {end_time - start_time} seconds") return call_func @count_time def test_cancel_data(): print("Hello!\nStart test svm by smo algorithm!") # 0: download dataset and load into pandas' dataframe if not os.path.exists(r"cancel_data.csv"): request = urllib.request.Request( CANCER_DATASET_URL, headers={"User-Agent": "Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)"}, ) response = urllib.request.urlopen(request) # noqa: S310 content = response.read().decode("utf-8") with open(r"cancel_data.csv", "w") as f: f.write(content) data = pd.read_csv(r"cancel_data.csv", header=None) # 1: pre-processing data del data[data.columns.tolist()[0]] data = data.dropna(axis=0) data = data.replace({"M": np.float64(1), "B": np.float64(-1)}) samples = np.array(data)[:, :] # 2: dividing data into train_data data and test_data data train_data, test_data = samples[:328, :], samples[328:, :] test_tags, test_samples = test_data[:, 0], test_data[:, 1:] # 3: choose kernel function,and set initial alphas to zero(optional) mykernel = Kernel(kernel="rbf", degree=5, coef0=1, gamma=0.5) al = np.zeros(train_data.shape[0]) # 4: calculating best alphas using SMO algorithm and predict test_data samples mysvm = SmoSVM( train=train_data, kernel_func=mykernel, alpha_list=al, cost=0.4, b=0.0, tolerance=0.001, ) mysvm.fit() predict = mysvm.predict(test_samples) # 5: check accuracy score = 0 test_num = test_tags.shape[0] for i in range(test_tags.shape[0]): if test_tags[i] == predict[i]: score += 1 print(f"\nall: {test_num}\nright: {score}\nfalse: {test_num - score}") print(f"Rough Accuracy: {score / test_tags.shape[0]}") def test_demonstration(): # change stdout print("\nStart plot,please wait!!!") sys.stdout = open(os.devnull, "w") ax1 = plt.subplot2grid((2, 2), (0, 0)) ax2 = plt.subplot2grid((2, 2), (0, 1)) ax3 = plt.subplot2grid((2, 2), (1, 0)) ax4 = plt.subplot2grid((2, 2), (1, 1)) ax1.set_title("linear svm,cost:0.1") test_linear_kernel(ax1, cost=0.1) ax2.set_title("linear svm,cost:500") test_linear_kernel(ax2, cost=500) ax3.set_title("rbf kernel svm,cost:0.1") test_rbf_kernel(ax3, cost=0.1) ax4.set_title("rbf kernel svm,cost:500") test_rbf_kernel(ax4, cost=500) sys.stdout = sys.__stdout__ print("Plot done!!!") def test_linear_kernel(ax, cost): train_x, train_y = make_blobs( n_samples=500, centers=2, n_features=2, random_state=1 ) train_y[train_y == 0] = -1 scaler = StandardScaler() train_x_scaled = scaler.fit_transform(train_x, train_y) train_data = np.hstack((train_y.reshape(500, 1), train_x_scaled)) mykernel = Kernel(kernel="linear", degree=5, coef0=1, gamma=0.5) mysvm = SmoSVM( train=train_data, kernel_func=mykernel, cost=cost, tolerance=0.001, auto_norm=False, ) mysvm.fit() plot_partition_boundary(mysvm, train_data, ax=ax) def test_rbf_kernel(ax, cost): train_x, train_y = make_circles( n_samples=500, noise=0.1, factor=0.1, random_state=1 ) train_y[train_y == 0] = -1 scaler = StandardScaler() train_x_scaled = scaler.fit_transform(train_x, train_y) train_data = np.hstack((train_y.reshape(500, 1), train_x_scaled)) mykernel = Kernel(kernel="rbf", degree=5, coef0=1, gamma=0.5) mysvm = SmoSVM( train=train_data, kernel_func=mykernel, cost=cost, tolerance=0.001, auto_norm=False, ) mysvm.fit() plot_partition_boundary(mysvm, train_data, ax=ax) def plot_partition_boundary( model, train_data, ax, resolution=100, colors=("b", "k", "r") ): """ We can not get the optimum w of our kernel svm model which is different from linear svm. For this reason, we generate randomly distributed points with high desity and prediced values of these points are calculated by using our trained model. Then we could use this prediced values to draw contour map. And this contour map can represent svm's partition boundary. """ train_data_x = train_data[:, 1] train_data_y = train_data[:, 2] train_data_tags = train_data[:, 0] xrange = np.linspace(train_data_x.min(), train_data_x.max(), resolution) yrange = np.linspace(train_data_y.min(), train_data_y.max(), resolution) test_samples = np.array([(x, y) for x in xrange for y in yrange]).reshape( resolution * resolution, 2 ) test_tags = model.predict(test_samples, classify=False) grid = test_tags.reshape((len(xrange), len(yrange))) # Plot contour map which represents the partition boundary ax.contour( xrange, yrange, np.mat(grid).T, levels=(-1, 0, 1), linestyles=("--", "-", "--"), linewidths=(1, 1, 1), colors=colors, ) # Plot all train samples ax.scatter( train_data_x, train_data_y, c=train_data_tags, cmap=plt.cm.Dark2, lw=0, alpha=0.5, ) # Plot support vectors support = model.support ax.scatter( train_data_x[support], train_data_y[support], c=train_data_tags[support], cmap=plt.cm.Dark2, ) if __name__ == "__main__": test_cancel_data() test_demonstration() plt.show()