机器学习——方差与偏差

读取数据

import numpy as np
import pandas as pd
import scipy.io as sio
import  matplotlib.pyplot as plt
plt.rcParams['font.sans-serif'] = 'SimHei'
plt.rcParams['axes.unicode_minus'] = False
data = sio.loadmat("D:\吴恩达机器学习与深度学习\CourseraML\ex5\data\ex5data1.mat") #加载数据
X, y  = data['X'], data['y'] #训练集
Xtest, ytest = data['Xtest'], data['ytest'] #测试集
Xval, yval = data['Xval'], data['yval']   #验证集

X = np.insert(X, 0, 1, axis =1)
Xtest = np.insert(Xtest, 0, 1, axis =1)
Xval = np.insert(Xval, 0, 1, axis =1)

数据可视化

def dataPlot():  #数据可视化函数
    plt.figure(figsize=(6, 4)) #新建画布
    plt.plot(X[:,1], y, 'x' )
    plt.xlabel("Change in water level")
    plt.ylabel("Water flowing out of the dam")
    plt.grid(True)
    
dataPlot()

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假设函数和损失函数

def h(mytheta, myx): #定义假设函数
    return np.dot(myx, mytheta)

def costFunction(mytheta, myx, myy, mylambda = 0): #定义损失函数
    m = myx.shape[0] #样本数
    myh = h(mytheta, myx).reshape(m, 1)
    mycost = float(1./(2*m)*np.dot((myh - myy).T, (myh-myy)))
    regterm = mylambda/(2*m)*np.dot(mytheta, mytheta.T)
    return  mycost + regterm

梯度函数

def computeGradient(mytheta, myx, myy, mylambda = 0): #定义梯度函数
    mytheta = mytheta.reshape((mytheta.shape[0],1))
    m = myx.shape[0]
    myh = h(mytheta,myx).reshape((m,1))
    grad = 1/(m)*np.dot(myx.T, (h(mytheta, myx)-myy))
    regterm = mylambda/m*mytheta
    regterm[0] = 0
    regterm.reshape((grad.shape[0],1))
    return (grad + regterm).flatten()

mytheta = np.array([1, 1]).T
print(computeGradient(mytheta, X, y, 1.))

最优化参数θ

from scipy import optimize

def optimizeTheta(mytheta, myx, myy, mylambda=0., print_output=True): #定义最优化theta的函数
    fit_theta = optimize.fmin_cg(costFunction, x0= mytheta, fprime = computeGradient, args = (myx, myy, 0), maxiter = 500)
    fit_theta = fit_theta.reshape((mytheta.shape[0],1))
    return fit_theta

print(optimizeTheta(mytheta, X, y, 0))
theta1 = optimizeTheta(mytheta, X, y, 0)

可视化

plt.plot(X[:,1], y, 'x')
plt.plot(X[:,1], h(theta1, X))

在这里插入图片描述
可视化

def learningCurve(): #定义学习曲线
    initial_theta = np.array([1, 1]).T
    train_error, val_error = [], []
    for i in range(1, X.shape[0]+1, 1):
        train_subset = X[:i, :]
        y_subset = y[:i]
        #mym.append(y_subset.shape[0])
        theta1 = optimize.fmin_cg(costFunction, x0= initial_theta, fprime = computeGradient, args = (train_subset, y_subset, 0), maxiter = 100)
        train_error.append(costFunction(theta1, train_subset, y_subset, mylambda = 0))
        val_error.append(costFunction(theta1, Xval, yval, mylambda = 0))
    plt.figure(figsize = (6, 4))
    #print(mym, train_error, val_error)
    plt.plot(range(1,len(X)+1), train_error, label = "train")
    plt.plot(range(1,len(X)+1), val_error, label = "val")
    plt.legend()
    plt.grid(True)
    
learningCurve()

在这里插入图片描述
特征映射

def polyFeature(myx, power): #定义特征映射函数
    newx = myx.copy()
    for i in range(2, power+1):
        newx = np.insert(newx, newx.shape[1], np.power(newx[:,1], i), axis =1)
    return newx

def featureNormalize(myx): #特征标准化
    xnorm = myx.copy()
    feature_means = np.mean(xnorm, axis=0) #按列求均值
    feature_stds = np.std(xnorm, axis=0) #按列求方差
    xnorm[:,1:] = (xnorm[:,1:] -  feature_means[1:]) / feature_stds[1:]
    return xnorm, feature_means, feature_stds

标准化

newx = polyFeature(X, power = 6)
xnorm, feature_means, feature_stds = featureNormalize(newx)
mytheta = np.ones((newx.shape[1], 1))
fit_theta = optimizeTheta(mytheta, xnorm, y )

拟合

def plotFit(): #多项式拟合函数曲线
    xval = np.linspace(-55, 55, 50)
    X = np.ones((50, 1))
    X = np.insert(X, 1, xval.T, axis = 1)
    newx = polyFeature(X, power = 6)
    xnorm, feature_means, feature_stds = featureNormalize(newx)
    yval =  h(fit_theta, xnorm)
    dataPlot()
    plt.plot(xval, yval, 'r--')
plotFit()

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多项式学习曲线可视化

def polyLearningCurve(): #定义多项式学习曲线
    initial_theta = np.ones((7, 1)) #初始化theta
    train_error, val_error = [], []
    myXval = featureNormalize( polyFeature(Xval, 6))[0]
    for i in range(1, X.shape[0]+1, 1):
        train_subset = featureNormalize(polyFeature( X[:i, :], 6))[0]
        y_subset = y[:i,:]
        theta1 = optimize.fmin_cg(costFunction, x0 = initial_theta, fprime = computeGradient, args = (train_subset, y_subset, 0), maxiter = 2000)
        train_error.append(costFunction(theta1, train_subset, y_subset, mylambda = 0))
        val_error.append(costFunction(theta1, myXval,yval,0))
        
    plt.figure(figsize = (6,4))    
    plt.plot(range(1,len(X)+1), train_error, label = "train_error")
    plt.plot(range(1, len(X)+1), val_error, label = "val_error")
    plt.legend()
    return theta1

polyLearningCurve()

选择合适的正则系数 $\lambda$

def lambdaError(): #确定正则系数
    lambdas = [0, 0.001, 0.003, 0.01, 0.03, 0.1, 0.3, 1, 3, 10]
    initial_theta = np.ones((7, 1)) #初始化theta
    trainX = featureNormalize(polyFeature(X, 6))[0]
    myXval = featureNormalize( polyFeature(Xval, 6))[0]
    train_error, val_error = [], []
    for mylambda in lambdas:
        print(mylambda)
        theta1 = optimize.fmin_cg(costFunction, x0 = initial_theta, fprime = computeGradient, args = (trainX, y, mylambda), maxiter = 500)
        #theta1 = optimizeTheta(initial_theta, trainX, y, mylambda)
        train_error.append(costFunction(theta1,  trainX, y, 0))
        val_error.append(costFunction(theta1,  myXval, yval, 0))
    plt.figure(figsize = (6, 4))    
    plt.plot(range(1,len(lambdas)+1), train_error, label = "train_error")
    plt.plot(range(1, len(lambdas)+1), val_error, label = "val_error")
    plt.legend()   
    
lambdaError()

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从图中看到验证误差最小的时候是lambda为0.03

机器学习——方差与偏差

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