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SVM cost function CS231n notes

SVM cost function CS231n notes

作者: sherrysack | 来源:发表于2017-06-20 14:58 被阅读0次
    def train(self, X, y, learning_rate=1e-3, reg=1e-5, num_iters=100,
                batch_size=200, verbose=False):
        """
        Train this linear classifier using stochastic gradient descent.
        Inputs:
        - X: A numpy array of shape (N, D) containing training data; there are N
          training samples each of dimension D.
        - y: A numpy array of shape (N,) containing training labels; y[i] = c
          means that X[i] has label 0 <= c < C for C classes.
        - learning_rate: (float) learning rate for optimization.
        - reg: (float) regularization strength.
        - num_iters: (integer) number of steps to take when optimizing
        - batch_size: (integer) number of training examples to use at each step.
        - verbose: (boolean) If true, print progress during optimization.
    
        Outputs:
        A list containing the value of the loss function at each training iteration.
        """
        num_train, dim = X.shape
        num_classes = np.max(y) + 1 # assume y takes values 0...K-1 where K is number of classes
        if self.W is None:
          # lazily initialize W
          self.W = 0.001 * np.random.randn(dim, num_classes)
    
        # Run stochastic gradient descent to optimize W
        loss_history = []
        for it in xrange(num_iters):
          X_batch = None
          y_batch = None
    
          #########################################################################
          # TODO:                                                                 #
          # Sample batch_size elements from the training data and their           #
          # corresponding labels to use in this round of gradient descent.        #
          # Store the data in X_batch and their corresponding labels in           #
          # y_batch; after sampling X_batch should have shape (dim, batch_size)   #
          # and y_batch should have shape (batch_size,)                           #
          #                                                                       #
          # Hint: Use np.random.choice to generate indices. Sampling with         #
          # replacement is faster than sampling without replacement.              #
          #########################################################################
          mask = np.random.randint(num_train, size = batch_size)
          X_batch = X[mask]
          y_batch = y[mask]
          pass
          #########################################################################
          #                       END OF YOUR CODE                                #
          #########################################################################
    
          # evaluate loss and gradient
          loss, grad = self.loss(X_batch, y_batch, reg)
          loss_history.append(loss)
          # perform parameter update
          #########################################################################
          # TODO:                                                                 #
          # Update the weights using the gradient and the learning rate.          #
          #########################################################################
          self.W -= grad * learning_rate
          #########################################################################
          #                       END OF YOUR CODE                                #
          #########################################################################
    
          if verbose and it % 100 == 0:
            print('iteration %d / %d: loss %f' % (it, num_iters, loss))
    
        return loss_history
    
      def predict(self, X):
        """
        Use the trained weights of this linear classifier to predict labels for
        data points.
    
        Inputs:
        - X: A numpy array of shape (N, D) containing training data; there are N
          training samples each of dimension D.
    
        Returns:
        - y_pred: Predicted labels for the data in X. y_pred is a 1-dimensional
          array of length N, and each element is an integer giving the predicted
          class.
        """
        y_pred = np.zeros(X.shape[0])
        ###########################################################################
        # TODO:                                                                   #
        # Implement this method. Store the predicted labels in y_pred.            #
        ###########################################################################
        y_pred = np.argmax(np.dot(X, self.W), axis = 1)
        ###########################################################################
        #                           END OF YOUR CODE                              #
        ###########################################################################
        return y_pred
      
      def loss(self, X_batch, y_batch, reg):
        """
        Compute the loss function and its derivative. 
        Subclasses will override this.
    
        Inputs:
        - X_batch: A numpy array of shape (N, D) containing a minibatch of N
          data points; each point has dimension D.
        - y_batch: A numpy array of shape (N,) containing labels for the minibatch.
        - reg: (float) regularization strength.
    
        Returns: A tuple containing:
        - loss as a single float
        - gradient with respect to self.W; an array of the same shape as W
        """
        svm_loss_vectorized(self.W, X_batch, y_batch, reg)
    
    
    
    def svm_loss_naive(W, X, y, reg):
      """
      Structured SVM loss function, naive implementation (with loops).
      Inputs have dimension D, there are C classes, and we operate on minibatches
      of N examples.
      Inputs:
      - W: A numpy array of shape (D, C) containing weights.
      - X: A numpy array of shape (N, D) containing a minibatch of data.
      - y: A numpy array of shape (N,) containing training labels; y[i] = c means
        that X[i] has label c, where 0 <= c < C.
      - reg: (float) regularization strength
      Returns a tuple of:
      - loss as single float
      - gradient with respect to weights W; an array of same shape as W
      """
      dW = np.zeros(W.shape) # initialize the gradient as zero
      # compute the loss and the gradient
      num_classes = W.shape[1]
      num_train = X.shape[0]
      loss = 0.0
      special = 0
      for i in xrange(num_train):
        scores = X[i].dot(W)
        correct_class_score = scores[y[i]]
        for j in xrange(num_classes):
          if j == y[i]:
            continue
          margin = scores[j] - correct_class_score + 1 # note delta = 1
          if margin > 0:
            loss += margin
            dW[:, y[i]] -= X[i,:].T
            dW[:, j] += X[i, :].T
      # Right now the loss is a sum over all training examples, but we want it
      # to be an average instead so we divide by num_train.
      loss /= num_train
      dW /= num_train
      # Add regularization to the loss.
      loss += 0.5 * reg * np.sum(W * W)
      dW += reg*W
      return loss, dW
    
    def svm_loss_vectorized(W, X, y, reg):
      """
      Structured SVM loss function, vectorized implementation.
      Inputs and outputs are the same as svm_loss_naive.
      """
      loss = 0.0
      dW = np.zeros(W.shape) # initialize the gradient as zero
      num_classes = W.shape[1]
      num_train = X.shape[0]
      np.set_printoptions(threshold=np.inf)
      #############################################################################
      # TODO:                                                                     #
      # Implement a vectorized version of the structured SVM loss, storing the    #
      # result in loss.                                                           #
      #############################################################################
      scores = X.dot(W)
      correct_class_score = scores[np.arange(num_train), y]
      tmpMat = scores.T - correct_class_score + 1
      tmpMat = tmpMat.T
      tmpMat[np.arange(num_train), y] = 0
      margin = np.maximum(tmpMat, np.zeros((num_train, num_classes)))
      loss = np.sum(margin)
      loss /= num_train
      loss += 0.5*reg*np.sum(W*W)
      #############################################################################
      #                             END OF YOUR CODE                              #
      #############################################################################
      #############################################################################
      # TODO:                                                                     #
      # Implement a vectorized version of the gradient for the structured SVM     #
      # loss, storing the result in dW.                                           #
      #                                                                           #
      # Hint: Instead of computing the gradient from scratch, it may be easier    #
      # to reuse some of the intermediate values that you used to compute the     #
      # loss.                                                                     #
      #############################################################################
      binary = margin
      #print(binary.shape)
      binary[margin > 0] = 1
      col_sum = np.sum(binary, axis=1)
      #print(col_sum.shape)
      binary[np.arange(num_train), y] = -col_sum[range(num_train)]
      #print(binary)
      dW = np.dot(X.T, binary)
      dW /= num_train
      dW += reg*W
      #############################################################################
      #                             END OF YOUR CODE                              #
      #############################################################################
      return loss, dW  

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