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GolangでSVMを実装した。
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| package main | |
| import ( | |
| "code.google.com/p/plotinum/plot" | |
| "code.google.com/p/plotinum/plotter" | |
| "code.google.com/p/plotinum/plotutil" | |
| "code.google.com/p/plotinum/vg" | |
| "fmt" | |
| "image/color" | |
| ) | |
| func main() { | |
| // a, b, c | |
| w := []float64{0.0, 0.0, 0.0} | |
| // x, y, 0.0 | |
| x := [][]float64{ | |
| {1.0, 0.5, 0.0}, | |
| {2.0, 1.0, 0.0}, | |
| {3.0, 2.5, 0.0}, | |
| {4.0, 3.0, 0.0}, | |
| {0.0, 1.0, 0.0}, | |
| {1.5, 2.0, 0.0}, | |
| {2.0, 3.0, 0.0}, | |
| {3.5, 4.0, 0.0}, | |
| } | |
| t := []float64{ | |
| 1.0, | |
| 1.0, | |
| 1.0, | |
| 1.0, | |
| -1.0, | |
| -1.0, | |
| -1.0, | |
| -1.0, | |
| } | |
| for j := 0; j < 50; j++ { | |
| for i, _ := range x { | |
| // 劣勾配法 | |
| //w = train(w, x[i], t[i]) | |
| // FOBOS | |
| w = trainFobos(w, x[i], t[i]) | |
| } | |
| } | |
| y := classify(w, []float64{0.0, 0.0, 0.0}) | |
| fmt.Printf("w: %v\n", w) | |
| fmt.Printf("y: %v\n", y) | |
| p, err := plot.New() | |
| if err != nil { | |
| panic(err) | |
| } | |
| p.Title.Text = "SVM" | |
| p.X.Label.Text = "X" | |
| p.Y.Label.Text = "Y" | |
| for _, xp := range x { | |
| bs, err := plotter.NewBubbles(plotter.XYZs{{xp[0], xp[1], 1}}, vg.Points(2), vg.Points(2)) | |
| if err != nil { | |
| panic(err) | |
| } | |
| bs.Color = color.RGBA{R: 0, G: 0, B: 255, A: 255} | |
| p.Add(bs) | |
| } | |
| plotutil.AddLinePoints(p, "", plotter.XYs{{0, plane(w, 0)}, {4, plane(w, 4)}}) | |
| if err := p.Save(4, 4, "svm.png"); err != nil { | |
| panic(err) | |
| } | |
| } | |
| func train(w, x []float64, t float64) (nw []float64) { | |
| eta := 0.01 | |
| nw = add(w, multiple(-eta, gradient(w, x, t))) | |
| return | |
| } | |
| func classify(w, x []float64) (t float64) { | |
| if innerProduct(w, x) >= 0 { | |
| t = 1.0 | |
| } else { | |
| t = -1.0 | |
| } | |
| return | |
| } | |
| func innerProduct(w, x []float64) (f float64) { | |
| if len(w) != len(x) { | |
| panic("not same dimension") | |
| } | |
| for i, _ := range w { | |
| f += w[i] * x[i] | |
| } | |
| return | |
| } | |
| func add(x, y []float64) (z []float64) { | |
| if len(x) != len(y) { | |
| panic("not same dimension") | |
| } | |
| for i, _ := range x { | |
| z = append(z, x[i]+y[i]) | |
| } | |
| return | |
| } | |
| func multiple(a float64, x []float64) (y []float64) { | |
| for i, _ := range x { | |
| y = append(y, a*x[i]) | |
| } | |
| return | |
| } | |
| func plane(w []float64, x float64) (y float64) { | |
| // ax + by + c = 0 | |
| return -w[0]/w[1]*x - w[2]/w[1] | |
| } | |
| func sign(a float64) (s float64) { | |
| if a > 0 { | |
| s = 1.0 | |
| } else { | |
| s = -1.0 | |
| } | |
| return | |
| } | |
| func gradient(w, x []float64, t float64) (g []float64) { | |
| c := 0.1 | |
| g1 := []float64{0.0, 0.0, 0.0} | |
| g2 := []float64{0.0, 0.0, 0.0} | |
| // BUG? | |
| if innerProduct(w, x) < 1.0 { | |
| g1 = multiple(t, x) | |
| } | |
| for i, _ := range w { | |
| if w[i] > 1.0e-15 { | |
| g2[i] = c * sign(w[i]) | |
| } else if w[i] < 1.0e-15 { | |
| g2[i] = c * sign(w[i]) | |
| } | |
| } | |
| return add(g1, g2) | |
| } | |
| func trainFobos(w, x []float64, t float64) (nw []float64) { | |
| nw = w | |
| eta := 0.1 | |
| // BUG? | |
| if innerProduct(w, x)*t < 1.0 { | |
| nw = add(w, multiple(t*eta, x)) | |
| } | |
| nw = regularizationFobos(nw) | |
| return | |
| } | |
| func regularizationFobos(w []float64) (nw []float64) { | |
| c := 0.01 | |
| for i, _ := range w { | |
| nw = append(nw, clip(w[i], c)) | |
| } | |
| return | |
| } | |
| func clip(wk, c float64) (f float64) { | |
| if wk >= 0.0 { | |
| if wk > c { | |
| f = wk - c | |
| } else { | |
| f = 0.0 | |
| } | |
| } else { | |
| f = -1.0 * clip(-1.0*wk, c) | |
| } | |
| return | |
| } |
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