《统计学习方法》学习笔记（第八章）

第八章提升方法
提升（boosting）：通过改变训练样本的权重，学习多个分类器，并将这些分类器进行线性组合，提高分类性能。（针对上一个基本模型分类错误的样本增加权重，使得新的模型重点关注误分类样本）
AdaBoost
AdaBoost是AdaptiveBoost的缩写，表明该算法是具有适应性的提升算法。

算法的步骤如下：

1）给每个训练样本（ $x_{1},x_{2},….,x_{N}$ ）分配权重，初始权重 $w_{1}$ 均为1/N。
2）针对带有权值的样本进行训练，得到模型 $G_m$ （初始模型为G1）。
a.计算模型 $G_m$ 的误分率 $e_m=\sum_{i=1}^Nw_iI(y_i\not= G_m(x_i))$
b.计算模型 $G_m$ 的系数 $\alpha_m=0.5\log[(1-e_m)/e_m]$
c.根据误分率e和当前权重向量 $w_m$ 更新权重向量 $w_{m+1}$ 。
3）构架基本分类器的线性组合，计算组合模型 $f(x)=\sum_{m=1}^M\alpha_mG_m(x_i)$ 的误分率，当组合模型的误分率或迭代次数低于一定阈值，停止迭代；否则，回到步骤2）

AdaBoost in Python
源代码出处：https://github.com/fengdu78/lihang-code/blob/master/code/第8章提升方法(AdaBoost)/Adaboost.ipynb

class AdaBoost:
    def __init__(self, n_estimators=50, learning_rate=1.0):
        self.clf_num = n_estimators
        self.learning_rate = learning_rate
    
    def init_args(self, datasets, labels):
        
        self.X = datasets
        self.Y = labels
        self.M, self.N = datasets.shape
        
        # 弱分类器数目和集合
        self.clf_sets = []
        
        # 初始化weights
        self.weights = [1.0/self.M]*self.M
        
        # G(x)系数 alpha
        self.alpha = []
        
    def _G(self, features, labels, weights):
        m = len(features)
        error = 100000.0 # 无穷大
        best_v = 0.0
        # 单维features
        features_min = min(features)
        features_max = max(features)
        n_step = (features_max - features_min + self.learning_rate) // self.learning_rate
        # print('n_step:{}'.format(n_step))
        direct, compare_array = None, None
        for i in range(1, int(n_step)):
            v = features_min + self.learning_rate * i
            
            if v not in features:
                # 误分类计算
                compare_array_positive = np.array([1 if features[k] > v else -1 for k in range(m)])
                weight_error_positive = sum([weights[k] for k in range(m) if compare_array_positive[k] != labels[k]])
                
                compare_array_nagetive = np.array([-1 if features[k] > v else 1 for k in range(m)])
                weight_error_nagetive = sum([weights[k] for k in range(m) if compare_array_nagetive[k] != labels[k]])

                if weight_error_positive < weight_error_nagetive:
                    weight_error = weight_error_positive
                    _compare_array = compare_array_positive
                    direct = 'positive'
                else:
                    weight_error = weight_error_nagetive
                    _compare_array = compare_array_nagetive
                    direct = 'nagetive'
                    
                # print('v:{} error:{}'.format(v, weight_error))
                if weight_error < error:
                    error = weight_error
                    compare_array = _compare_array
                    best_v = v
        return best_v, direct, error, compare_array
        
    # 计算alpha
    def _alpha(self, error):
        return 0.5 * np.log((1-error)/error)
    
    # 规范化因子
    def _Z(self, weights, a, clf):
        return sum([weights[i]*np.exp(-1*a*self.Y[i]*clf[i]) for i in range(self.M)])
        
    # 权值更新
    def _w(self, a, clf, Z):
        for i in range(self.M):
            self.weights[i] = self.weights[i]*np.exp(-1*a*self.Y[i]*clf[i])/ Z
    
    # G(x)的线性组合
    def _f(self, alpha, clf_sets):
        pass
    
    def G(self, x, v, direct):
        if direct == 'positive':
            return 1 if x > v else -1 
        else:
            return -1 if x > v else 1 
    
    def fit(self, X, y):
        self.init_args(X, y)
        
        for epoch in range(self.clf_num):
            best_clf_error, best_v, clf_result = 100000, None, None
            # 根据特征维度, 选择误差最小的
            for j in range(self.N):
                features = self.X[:, j]
                # 分类阈值，分类误差，分类结果
                v, direct, error, compare_array = self._G(features, self.Y, self.weights)
                
                if error < best_clf_error:
                    best_clf_error = error
                    best_v = v
                    final_direct = direct
                    clf_result = compare_array
                    axis = j
                    
                # print('epoch:{}/{} feature:{} error:{} v:{}'.format(epoch, self.clf_num, j, error, best_v))
                if best_clf_error == 0:
                    break
                
            # 计算G(x)系数a
            a = self._alpha(best_clf_error)
            self.alpha.append(a)
            # 记录分类器
            self.clf_sets.append((axis, best_v, final_direct))
            # 规范化因子
            Z = self._Z(self.weights, a, clf_result)
            # 权值更新
            self._w(a, clf_result, Z)
            
#             print('classifier:{}/{} error:{:.3f} v:{} direct:{} a:{:.5f}'.format(epoch+1, self.clf_num, error, best_v, final_direct, a))
#             print('weight:{}'.format(self.weights))
#             print('\n')
    
    def predict(self, feature):
        result = 0.0
        for i in range(len(self.clf_sets)):
            axis, clf_v, direct = self.clf_sets[i]
            f_input = feature[axis]
            result += self.alpha[i] * self.G(f_input, clf_v, direct)
        # sign
        return 1 if result > 0 else -1
    
    def score(self, X_test, y_test):
        right_count = 0
        for i in range(len(X_test)):
            feature = X_test[i]
            if self.predict(feature) == y_test[i]:
                right_count += 1
        
        return right_count / len(X_test)

《统计学习方法》学习笔记（第八章）

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