Merge pull request #155 from jiangzhonglian/master

更新 15章 理论和项目案例

Author: jiangzhonglian

docs/15.大数据与MapReduce.md

@@ -143,10 +143,47 @@ Pegasos是指原始估计梯度求解器(Peimal Estimated sub-GrAdient Solver)
 
 > 训练算法
 
-[完整代码地址](https://github.com/apachecn/MachineLearning/blob/master/src/python/2.KNN/kNN.py): <https://github.com/apachecn/MachineLearning/blob/master/src/python/2.KNN/kNN.py>
-
-
-我们继续看 Python 版本的代码实现。
+```python
+def batchPegasos(dataSet, labels, lam, T, k):
+    """batchPegasos()
+
+    Args:
+        dataMat    特征集合
+        labels     分类结果集合
+        lam        固定值，微调的空间
+        T          迭代次数
+        k          待处理列表大小
+    Returns:
+        w          权重向量
+    """
+    m, n = shape(dataSet)
+    w = zeros(n)
+    dataIndex = range(m)
+    for t in range(1, T+1):
+        wDelta = mat(zeros(n))  # 重置 wDelta
+
+        # 它是学习率，代表了权重调整幅度的大小。（也可以理解为随机梯度的步长）
+        # 输入T和K分别设定了迭代次数和待处理列表的大小。在T次迭代过程中，每次需要重新计算eta
+        eta = 1.0/(lam*t)
+        random.shuffle(dataIndex)
+        for j in range(k):      # 全部的训练集  内循环中执行批处理，将分类错误的值全部做累加后更新权重向量
+            i = dataIndex[j]
+            p = predict(w, dataSet[i, :])              # mapper 代码
+
+            # 如果预测正确，并且预测结果的绝对值>=1, 认为没问题。
+            # 否则算是预测错误, 通过预测错误的结果，来累计更新w.
+            if labels[i]*p < 1:                        # mapper 代码
+                wDelta += labels[i]*dataSet[i, :].A    # 累积变化
+        # w通过不断的随机梯度的方式来优化
+        w = (1.0 - 1/t)*w + (eta/k)*wDelta             # 在每个 T上应用更改
+        # print '-----', w
+    # print '++++++', w
+    return w
+```
+
+[完整代码地址](https://github.com/apachecn/MachineLearning/blob/master/src/python/15.BigData_MapReduce/pegasos.py): <https://github.com/apachecn/MachineLearning/blob/master/src/python/15.BigData_MapReduce/pegasos.py>
+
+[MR版本的代码位置](https://github.com/apachecn/MachineLearning/blob/master/src/python/15.BigData_MapReduce/mrSVM.py): <https://github.com/apachecn/MachineLearning/blob/master/src/python/15.BigData_MapReduce/mrSVM.py>
 
 * * *
 

src/python/15.BigData_MapReduce/mrSVM.py

@@ -2,9 +2,11 @@
 # coding:utf8
 '''
 Created on 2017-04-07
+Update  on 2017-06-20
 MapReduce version of Pegasos SVM
 Using mrjob to automate job flow
-@author: Peter/ApacheCN-xy
+@author: Peter/ApacheCN-xy/片刻
+《机器学习实战》更新地址：https://github.com/apachecn/MachineLearning
 '''
 from mrjob.job import MRJob
 
@@ -17,14 +19,14 @@ class MRsvm(MRJob):
 
     def __init__(self, *args, **kwargs):
         super(MRsvm, self).__init__(*args, **kwargs)
-        self.data = pickle.load(open('input/15.BigData_MapReduce/svmDat27'))
+        self.data = pickle.load(open('/opt/git/MachineLearning/input/15.BigData_MapReduce/svmDat27'))
         self.w = 0
         self.eta = 0.69
         self.dataList = []
         self.k = self.options.batchsize
         self.numMappers = 1
         self.t = 1  # iteration number
-                                      
+
     def configure_options(self):
         super(MRsvm, self).configure_options()
         self.add_passthrough_option(
@@ -42,20 +44,20 @@ def map(self, mapperId, inVals):  # 需要 2 个参数
             self.w = inVals[1]
         elif inVals[0] == 'x':
             self.dataList.append(inVals[1])   # 累积数据点计算
-        elif inVals[0] == 't':
+        elif inVals[0] == 't':                # 迭代次数
             self.t = inVals[1]
         else:
-            self.eta = inVals  # 这用于 debug， eta未在map中使用
+            self.eta = inVals                 # 这用于 debug， eta未在map中使用
 
     def map_fin(self):
-        labels = self.data[:,-1]
-        X = self.data[:, 0:-1]   # 将数据重新形成 X 和 Y
-        if self.w == 0: 
+        labels = self.data[:, -1]
+        X = self.data[:, :-1]                # 将数据重新形成 X 和 Y
+        if self.w == 0:
             self.w = [0.001] * shape(X)[1]   # 在第一次迭代时，初始化 w
         for index in self.dataList:
-            p = mat(self.w)*X[index, :].T    # calc p=w*dataSet[key].T 
+            p = mat(self.w)*X[index, :].T    # calc p=w*dataSet[key].T
             if labels[index]*p < 1.0:
-                yield (1, ['u', index])      # 确保一切数据包含相同的key                           
+                yield (1, ['u', index])      # 确保一切数据包含相同的key
         yield (1, ['w', self.w])             # 它们将在同一个 reducer
         yield (1, ['t', self.t])
 
@@ -66,7 +68,7 @@ def reduce(self, _, packedVals):
             elif valArr[0] == 'w':
                 self.w = valArr[1]
             elif valArr[0] == 't':
-                self.t = valArr[1] 
+                self.t = valArr[1]
 
         labels = self.data[:, -1]
         X = self.data[:, 0:-1]

src/python/15.BigData_MapReduce/pegasos.py

@@ -10,75 +10,102 @@
 
 
 def loadDataSet(fileName):
-    dataMat = []; labelMat = []
+    dataMat = []
+    labelMat = []
     fr = open(fileName)
     for line in fr.readlines():
         lineArr = line.strip().split('\t')
-        #dataMat.append([float(lineArr[0]), float(lineArr[1]), float(lineArr[2])])
+        # dataMat.append([float(lineArr[0]), float(lineArr[1]), float(lineArr[2])])
         dataMat.append([float(lineArr[0]), float(lineArr[1])])
         labelMat.append(float(lineArr[2]))
-    return dataMat,labelMat
+    return dataMat, labelMat
 
 
 def seqPegasos(dataSet, labels, lam, T):
-    m,n = shape(dataSet); w = zeros(n)
+    m, n = shape(dataSet)
+    w = zeros(n)
     for t in range(1, T+1):
         i = random.randint(m)
         eta = 1.0/(lam*t)
-        p = predict(w, dataSet[i,:])
+        p = predict(w, dataSet[i, :])
         if labels[i]*p < 1:
-            w = (1.0 - 1/t)*w + eta*labels[i]*dataSet[i,:]
+            w = (1.0 - 1/t)*w + eta*labels[i]*dataSet[i, :]
         else:
             w = (1.0 - 1/t)*w
         print w
     return w
 
 
 def predict(w, x):
-    return w*x.T
+    return w*x.T  # 就是预测 y 的值
 
 
 def batchPegasos(dataSet, labels, lam, T, k):
-    m,n = shape(dataSet); w = zeros(n); 
+    """batchPegasos()
+
+    Args:
+        dataMat    特征集合
+        labels     分类结果集合
+        lam        固定值，微调的空间
+        T          迭代次数
+        k          待处理列表大小
+    Returns:
+        w          权重向量
+    """
+    m, n = shape(dataSet)
+    w = zeros(n)
     dataIndex = range(m)
     for t in range(1, T+1):
-        wDelta = mat(zeros(n)) # 重置 wDelta
+        wDelta = mat(zeros(n))  # 重置 wDelta
+
+        # 它是学习率，代表了权重调整幅度的大小。（也可以理解为随机梯度的步长）
+        # 输入T和K分别设定了迭代次数和待处理列表的大小。在T次迭代过程中，每次需要重新计算eta
         eta = 1.0/(lam*t)
         random.shuffle(dataIndex)
-        for j in range(k):# 全部的训练集
+        for j in range(k):      # 全部的训练集  内循环中执行批处理，将分类错误的值全部做累加后更新权重向量
             i = dataIndex[j]
-            p = predict(w, dataSet[i,:])        # mapper 代码
-            if labels[i]*p < 1:                 # mapper 代码
-                wDelta += labels[i]*dataSet[i,:].A # 累积变化  
-        w = (1.0 - 1/t)*w + (eta/k)*wDelta       # 在每个 T上应用更改
-    return w
+            p = predict(w, dataSet[i, :])              # mapper 代码
 
+            # 如果预测正确，并且预测结果的绝对值>=1, 认为没问题。
+            # 否则算是预测错误, 通过预测错误的结果，来累计更新w.
+            if labels[i]*p < 1:                        # mapper 代码
+                wDelta += labels[i]*dataSet[i, :].A    # 累积变化
+        # w通过不断的随机梯度的方式来优化
+        w = (1.0 - 1/t)*w + (eta/k)*wDelta             # 在每个 T上应用更改
+        # print '-----', w
+    # print '++++++', w
+    return w
 
 
-datArr,labelList = loadDataSet('testSet.txt')
+datArr, labelList = loadDataSet('input/15.BigData_MapReduce/testSet.txt')
 datMat = mat(datArr)
-#finalWs = seqPegasos(datMat, labelList, 2, 5000)
+# finalWs = seqPegasos(datMat, labelList, 2, 5000)
 finalWs = batchPegasos(datMat, labelList, 2, 50, 100)
 print finalWs
 
 import matplotlib
 import matplotlib.pyplot as plt
 fig = plt.figure()
 ax = fig.add_subplot(111)
-x1=[]; y1=[]; xm1=[]; ym1=[]
+x1 = []
+y1 = []
+xm1 = []
+ym1 = []
 for i in range(len(labelList)):
     if labelList[i] == 1.0:
-        x1.append(datMat[i,0]); y1.append(datMat[i,1])
+        x1.append(datMat[i, 0])
+        y1.append(datMat[i, 1])
     else:
-        xm1.append(datMat[i,0]); ym1.append(datMat[i,1])
+        xm1.append(datMat[i, 0])
+        ym1.append(datMat[i, 1])
 ax.scatter(x1, y1, marker='s', s=90)
 ax.scatter(xm1, ym1, marker='o', s=50, c='red')
 x = arange(-6.0, 8.0, 0.1)
-y = (-finalWs[0,0]*x - 0)/finalWs[0,1]
-#y2 = (0.43799*x)/0.12316
-y2 = (0.498442*x)/0.092387 #2 iterations
-ax.plot(x,y)
-ax.plot(x,y2,'g-.')
-ax.axis([-6,8,-4,5])
-ax.legend(('50 Iterations', '2 Iterations') )
+y = (-finalWs[0, 0]*x - 0)/finalWs[0, 1]
+# y2 = (0.43799*x)/0.12316
+y2 = (0.498442*x)/0.092387  # 2 iterations
+ax.plot(x, y)
+ax.plot(x, y2, 'g-.')
+ax.axis([-6, 8, -4, 5])
+ax.legend(('50 Iterations', '2 Iterations'))
 plt.show()

src/python/15.BigData_MapReduce/proximalSVM.py

@@ -1,36 +1,39 @@
+#!/usr/bin/python
+# coding:utf8
 '''
-Created on Feb 25, 2011
-
-@author: Peter
+Created on 2011-02-25
+Update  on 2017-06-20
+@author: Peter/ApacheCN-xy/片刻
+《机器学习实战》更新地址：https://github.com/apachecn/MachineLearning
 '''
 import numpy
 
 def map(key, value):
    # input key= class for one training example, e.g. "-1.0"
    classes = [float(item) for item in key.split(",")]   # e.g. [-1.0]
    D = numpy.diag(classes)
- 
+
    # input value = feature vector for one training example, e.g. "3.0, 7.0, 2.0"
    featurematrix = [float(item) for item in value.split(",")]
    A = numpy.matrix(featurematrix)
- 
+
    # create matrix E and vector e
-   e = numpy.matrix(numpy.ones(len(A)).reshape(len(A),1))
-   E = numpy.matrix(numpy.append(A,-e,axis=1)) 
- 
+   e = numpy.matrix(numpy.ones(len(A)).reshape(len(A), 1))
+   E = numpy.matrix(numpy.append(A, -e, axis=1)) 
+
    # create a tuple with the values to be used by reducer
    # and encode it with base64 to avoid potential trouble with '\t' and '\n' used
    # as default separators in Hadoop Streaming
-   producedvalue = base64.b64encode(pickle.dumps( (E.T*E, E.T*D*e) )    
- 
+   producedvalue = base64.b64encode(pickle.dumps( (E.T*E, E.T*D*e))    
+
    # note: a single constant key "producedkey" sends to only one reducer
    # somewhat "atypical" due to low degree of parallism on reducer side
    print "producedkey\t%s" % (producedvalue)
-   
+
 def reduce(key, values, mu=0.1):
   sumETE = None
   sumETDe = None
- 
+
   # key isn't used, so ignoring it with _ (underscore).
   for _, value in values:
     # unpickle values
@@ -39,13 +42,13 @@ def reduce(key, values, mu=0.1):
       # create the I/mu with correct dimensions
       sumETE = numpy.matrix(numpy.eye(ETE.shape[1])/mu)
     sumETE += ETE
- 
+
     if sumETDe == None:
       # create sumETDe with correct dimensions
       sumETDe = ETDe
     else:
       sumETDe += ETDe
- 
+
     # note: omega = result[:-1] and gamma = result[-1]
     # but printing entire vector as output
     result = sumETE.I*sumETDe