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| ''' Created on Nov 28, 2010 Adaboost is short for Adaptive Boosting @author: Peter ''' from numpy import *
def loadSimpData(): datMat = matrix([[ 1. , 2.1], [ 2. , 1.1], [ 1.3, 1. ], [ 1. , 1. ], [ 2. , 1. ]]) classLabels = [1.0, 1.0, -1.0, -1.0, 1.0] return datMat,classLabels
def loadDataSet(fileName): numFeat = len(open(fileName).readline().split('\t')) dataMat = []; labelMat = [] fr = open(fileName) for line in fr.readlines(): lineArr =[] curLine = line.strip().split('\t') for i in range(numFeat-1): lineArr.append(float(curLine[i])) dataMat.append(lineArr) labelMat.append(float(curLine[-1])) return dataMat,labelMat
def stumpClassify(dataMatrix,dimen,threshVal,threshIneq): retArray = ones((shape(dataMatrix)[0],1)) if threshIneq == 'lt': retArray[dataMatrix[:,dimen] <= threshVal] = -1.0 else: retArray[dataMatrix[:,dimen] > threshVal] = -1.0 return retArray
def buildStump(dataArr,classLabels,D): dataMatrix = mat(dataArr); labelMat = mat(classLabels).T m,n = shape(dataMatrix) numSteps = 10.0; bestStump = {}; bestClasEst = mat(zeros((m,1))) minError = inf for i in range(n): rangeMin = dataMatrix[:,i].min(); rangeMax = dataMatrix[:,i].max(); stepSize = (rangeMax-rangeMin)/numSteps for j in range(-1,int(numSteps)+1): for inequal in ['lt', 'gt']: threshVal = (rangeMin + float(j) * stepSize) predictedVals = stumpClassify(dataMatrix,i,threshVal,inequal) errArr = mat(ones((m,1))) errArr[predictedVals == labelMat] = 0 weightedError = D.T*errArr if weightedError < minError: minError = weightedError bestClasEst = predictedVals.copy() bestStump['dim'] = i bestStump['thresh'] = threshVal bestStump['ineq'] = inequal return bestStump,minError,bestClasEst
def adaBoostTrainDS(dataArr,classLabels,numIt=40): weakClassArr = [] m = shape(dataArr)[0] D = mat(ones((m,1))/m) aggClassEst = mat(zeros((m,1))) for i in range(numIt): bestStump,error,classEst = buildStump(dataArr,classLabels,D) alpha = float(0.5*log((1.0-error)/max(error,1e-16))) bestStump['alpha'] = alpha weakClassArr.append(bestStump) expon = multiply(-1*alpha*mat(classLabels).T,classEst) D = multiply(D,exp(expon)) D = D/D.sum() aggClassEst += alpha*classEst aggErrors = multiply(sign(aggClassEst) != mat(classLabels).T,ones((m,1))) errorRate = aggErrors.sum()/m print "total error: ",errorRate if errorRate == 0.0: break return weakClassArr
def adaClassify(datToClass,classifierArr): dataMatrix = mat(datToClass) m = shape(dataMatrix)[0] aggClassEst = mat(zeros((m,1))) for i in range(len(classifierArr)): classEst = stumpClassify(dataMatrix, classifierArr[i]['dim'],\ classifierArr[i]['thresh'],\ classifierArr[i]['ineq']) aggClassEst += classifierArr[i]['alpha']*classEst print aggClassEst return sign(aggClassEst)
def plotROC(predStrengths, classLabels): import matplotlib.pyplot as plt cur = (1.0,1.0) ySum = 0.0 numPosClas = sum(array(classLabels)==1.0) yStep = 1/float(numPosClas); xStep = 1/float(len(classLabels)-numPosClas) sortedIndicies = predStrengths.argsort() fig = plt.figure() fig.clf() ax = plt.subplot(111) for index in sortedIndicies.tolist()[0]: if classLabels[index] == 1.0: delX = 0; delY = yStep; else: delX = xStep; delY = 0; ySum += cur[1] ax.plot([cur[0],cur[0]-delX],[cur[1],cur[1]-delY], c='b') cur = (cur[0]-delX,cur[1]-delY) ax.plot([0,1],[0,1],'b--') plt.xlabel('False positive rate'); plt.ylabel('True positive rate') plt.title('ROC curve for AdaBoost horse colic detection system') ax.axis([0,1,0,1]) plt.show() print "the Area Under the Curve is: ",ySum*xStep
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