public void learn_logistic_regression()
{
#region doc_learn_lr
// This example shows how to use AdaBoost to train more complex
// models than a simple DecisionStump. For example, we will use
// it to train a boosted Logistic Regression classifier.
// Let's use some synthetic data for that: The Yin-Yang dataset is
// a simple 2D binary non-linear decision problem where the points
// belong to each of the classes interwine in a Yin-Yang shape:
var dataset = new YinYang();
double[][] inputs = dataset.Instances;
int[] outputs = Classes.ToZeroOne(dataset.ClassLabels);
// Create an AdaBoost for Logistic Regression as:
var teacher = new AdaBoost <LogisticRegression>()
{
// Here we can specify how each regression should be learned:
Learner = (param) => new IterativeReweightedLeastSquares <LogisticRegression>()
{
ComputeStandardErrors = false,
MaxIterations = 50,
Tolerance = 0
},
// Train until:
MaxIterations = 50,
Tolerance = 1e-5,
};
// Now, we can use the Learn method to learn a boosted classifier
Boost <LogisticRegression> classifier = teacher.Learn(inputs, outputs);
// And we can test its performance using (error should be 0.11):
ConfusionMatrix cm = ConfusionMatrix.Estimate(classifier, inputs, outputs);
double error = cm.Error; // should be 0.11
double acc = cm.Accuracy; // should be 0.89
double kappa = cm.Kappa; // should be 0.78
// And compute a decision for a single data point using:
bool y = classifier.Decide(inputs[0]); // result should false
#endregion
Assert.AreEqual(false, y);
Assert.AreEqual(0.11, error);
Assert.AreEqual(0.89, acc);
Assert.AreEqual(0.78, kappa);
Assert.AreEqual(2, classifier.Models.Count);
Assert.AreEqual(0.63576818449825168, classifier.Models[0].Weight);
Assert.AreEqual(0.36423181550174832, classifier.Models[1].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
}
public void ConstructorTest()
{
double[][] inputs =
{
new double[] { 10, 42 },
new double[] { 162, 96 },
new double[] { 125, 20 },
new double[] { 96, 6 },
new double[] { 2, 73 },
new double[] { 52, 51 },
new double[] { 71, 49 },
};
int[] outputs =
{
-1, -1, +1, +1, -1, -1, +1
};
var classifier = new Boost <DecisionStump>();
var teacher = new AdaBoost <DecisionStump>(classifier)
{
Creation = (weights) =>
{
var stump = new DecisionStump(2);
stump.Learn(inputs, outputs, weights);
return(stump);
},
Iterations = 5,
Tolerance = 1e-3
};
double error = teacher.Run(inputs, outputs);
Assert.AreEqual(0, error);
Assert.AreEqual(5, classifier.Models.Count);
Assert.AreEqual(0.16684734250395147, classifier.Models[0].Weight);
Assert.AreEqual(0.22329026900109736, classifier.Models[1].Weight);
Assert.AreEqual(0.28350372170582383, classifier.Models[2].Weight);
Assert.AreEqual(0.16684734250395139, classifier.Models[3].Weight);
Assert.AreEqual(0.15951132428517592, classifier.Models[4].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(outputs[i], actual[i]);
}
}
public void learn_decision_trees()
{
#region doc_learn_dt
// This example shows how to use AdaBoost to train more complex
// models than a simple DecisionStump. For example, we will use
// it to train a boosted Decision Trees.
// Let's use some synthetic data for that: The Yin-Yang dataset is
// a simple 2D binary non-linear decision problem where the points
// belong to each of the classes interwine in a Yin-Yang shape:
var dataset = new YinYang();
double[][] inputs = dataset.Instances;
int[] outputs = Classes.ToZeroOne(dataset.ClassLabels);
// Create an AdaBoost for Logistic Regression as:
var teacher = new AdaBoost <DecisionTree>()
{
// Here we can specify how each regression should be learned:
Learner = (param) => new C45Learning()
{
// i.e.
// MaxHeight =
// MaxVariables =
},
// Train until:
MaxIterations = 50,
Tolerance = 1e-5,
};
// Now, we can use the Learn method to learn a boosted classifier
Boost <DecisionTree> classifier = teacher.Learn(inputs, outputs);
// And we can test its performance using (error should be 0.11):
double error = ConfusionMatrix.Estimate(classifier, inputs, outputs).Error;
// And compute a decision for a single data point using:
bool y = classifier.Decide(inputs[0]); // result should false
#endregion
Assert.AreEqual(false, y);
Assert.AreEqual(0, error);
Assert.AreEqual(22, classifier.Models.Count);
Assert.AreEqual(0.063497989403001331, classifier.Models[0].Weight);
Assert.AreEqual(0.081129615464770655, classifier.Models[1].Weight);
Assert.AreEqual(0.083062765085567689, classifier.Models[2].Weight);
Assert.AreEqual(0.050307480220333232, classifier.Models[3].Weight);
Assert.AreEqual(0.044287142080877882, classifier.Models[4].Weight);
Assert.AreEqual(0.042772219812778081, classifier.Models[5].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
}
public void ConstructorTest2()
{
var dataset = new YinYang();
double[][] inputs = dataset.Instances;
bool[] outputs2 = dataset.ClassLabels;
int[] outputs = outputs2.Apply(x => x ? 1 : 0);
var classifier = new Boost <Weak <LogisticRegression> >();
var teacher = new AdaBoost <Weak <LogisticRegression> >(classifier)
{
Creation = (weights) =>
{
LogisticRegression reg = new LogisticRegression(2, intercept: 1);
IterativeReweightedLeastSquares irls = new IterativeReweightedLeastSquares(reg)
{
ComputeStandardErrors = false
};
for (int i = 0; i < 50; i++)
{
irls.Run(inputs, outputs, weights);
}
return(new Weak <LogisticRegression>(reg, (s, x) => Math.Sign(s.Compute(x) - 0.5)));
},
Iterations = 50,
Tolerance = 1e-5,
};
double error = teacher.Run(inputs, outputs);
Assert.AreEqual(0.11, error);
Assert.AreEqual(2, classifier.Models.Count);
Assert.AreEqual(0.63576818449825168, classifier.Models[0].Weight);
Assert.AreEqual(0.36423181550174832, classifier.Models[1].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
//for (int i = 0; i < actual.Length; i++)
// Assert.AreEqual(outputs[i], actual[i]);
}
public void ConstructorTest2()
{
double[][] inputs = LeastSquaresLearningTest.yinyang.GetColumns(0, 1).ToArray();
int[] outputs = LeastSquaresLearningTest.yinyang.GetColumn(2).ToInt32();
var outputs2 = outputs.Apply(x => x > 0 ? 1.0 : 0.0);
var classifier = new Boost <Weak <LogisticRegression> >();
var teacher = new AdaBoost <Weak <LogisticRegression> >(classifier)
{
Creation = (weights) =>
{
LogisticRegression reg = new LogisticRegression(2, intercept: 1);
IterativeReweightedLeastSquares irls = new IterativeReweightedLeastSquares(reg)
{
ComputeStandardErrors = false
};
for (int i = 0; i < 50; i++)
{
irls.Run(inputs, outputs2, weights);
}
return(new Weak <LogisticRegression>(reg, (s, x) => Math.Sign(s.Compute(x) - 0.5)));
},
Iterations = 50,
Tolerance = 1e-5,
};
double error = teacher.Run(inputs, outputs);
Assert.AreEqual(0.11, error);
Assert.AreEqual(2, classifier.Models.Count);
Assert.AreEqual(0.63576818449825168, classifier.Models[0].Weight);
Assert.AreEqual(0.36423181550174832, classifier.Models[1].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
//for (int i = 0; i < actual.Length; i++)
// Assert.AreEqual(outputs[i], actual[i]);
}
/// <summary>
/// Computes the error ratio, the number of
/// misclassifications divided by the total
/// number of samples in a dataset.
/// </summary>
///
public double ComputeError(double[][] inputs, int[] outputs)
{
int miss = 0;
for (int i = 0; i < inputs.Length; i++)
{
int expected = outputs[i];
int actual = classifier.Compute(inputs[i]);
if (expected != actual)
{
miss++;
}
}
return(miss / (double)inputs.Length);
}
public void ConstructorTest()
{
double[][] inputs =
{
new double[] { 10, 42 },
new double[] { 162, 96 },
new double[] { 125, 20 },
new double[] { 96, 6 },
new double[] { 2, 73 },
new double[] { 52, 51 },
new double[] { 71, 49 },
};
int[] outputs =
{
-1, -1, +1, +1, -1, -1, +1
};
var classifier = new Boost<DecisionStump>();
var teacher = new AdaBoost<DecisionStump>(classifier)
{
Creation = (weights) =>
{
var stump = new DecisionStump(2);
stump.Learn(inputs, outputs, weights);
return stump;
},
Iterations = 5,
Tolerance = 1e-3
};
double error = teacher.Run(inputs, outputs);
Assert.AreEqual(0, error);
Assert.AreEqual(5, classifier.Models.Count);
Assert.AreEqual(0.16684734250395147, classifier.Models[0].Weight);
Assert.AreEqual(0.22329026900109736, classifier.Models[1].Weight);
Assert.AreEqual(0.28350372170582383, classifier.Models[2].Weight);
Assert.AreEqual(0.16684734250395139, classifier.Models[3].Weight);
Assert.AreEqual(0.15951132428517592, classifier.Models[4].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
actual[i] = classifier.Compute(inputs[i]);
for (int i = 0; i < actual.Length; i++)
Assert.AreEqual(outputs[i], actual[i]);
}
public void ConstructorTest2()
{
double[][] inputs = LeastSquaresLearningTest.yinyang.GetColumns(0, 1).ToArray();
int[] outputs = LeastSquaresLearningTest.yinyang.GetColumn(2).ToInt32();
var outputs2 = outputs.Apply(x => x > 0 ? 1.0 : 0.0);
var classifier = new Boost<Weak<LogisticRegression>>();
var teacher = new AdaBoost<Weak<LogisticRegression>>(classifier)
{
Creation = (weights) =>
{
LogisticRegression reg = new LogisticRegression(2, intercept: 1);
IterativeReweightedLeastSquares irls = new IterativeReweightedLeastSquares(reg)
{
ComputeStandardErrors = false
};
for (int i = 0; i < 50; i++)
irls.Run(inputs, outputs2, weights);
return new Weak<LogisticRegression>(reg, (s, x) => Math.Sign(s.Compute(x) - 0.5));
},
Iterations = 50,
Tolerance = 1e-5,
};
double error = teacher.Run(inputs, outputs);
Assert.AreEqual(0.11, error);
Assert.AreEqual(2, classifier.Models.Count);
Assert.AreEqual(0.63576818449825168, classifier.Models[0].Weight);
Assert.AreEqual(0.36423181550174832, classifier.Models[1].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
actual[i] = classifier.Compute(inputs[i]);
//for (int i = 0; i < actual.Length; i++)
// Assert.AreEqual(outputs[i], actual[i]);
}
public void learn_stump_classifier()
{
#region doc_learn
// Let's say we want to classify the following 2-dimensional
// data samples into 2 possible classes, either true or false:
double[][] inputs =
{
new double[] { 10, 42 },
new double[] { 162, 96 },
new double[] { 125, 20 },
new double[] { 96, 6 },
new double[] { 2, 73 },
new double[] { 52, 51 },
new double[] { 71, 49 },
};
// And those are their associated class labels
bool[] outputs =
{
false, false, true, true, false, false, true
};
// We can create an AdaBoost algorithm as:
var learner = new AdaBoost <DecisionStump>()
{
Learner = (p) => new ThresholdLearning(),
// Train until:
MaxIterations = 5,
Tolerance = 1e-3
};
// Now, we can use the Learn method to learn a boosted classifier
Boost <DecisionStump> classifier = learner.Learn(inputs, outputs);
// And we can test its performance using (error should be 0):
ConfusionMatrix cm = ConfusionMatrix.Estimate(classifier, inputs, outputs);
double error = cm.Error; // should be 0.0
double acc = cm.Accuracy; // should be 1.0
double kappa = cm.Kappa; // should be 1.0
// And compute a decision for a single data point using:
bool y = classifier.Decide(inputs[0]); // result should false
#endregion
Assert.AreEqual(false, y);
Assert.AreEqual(0, error);
Assert.AreEqual(1, acc);
Assert.AreEqual(1, kappa);
Assert.AreEqual(5, classifier.Models.Count);
Assert.AreEqual(0.16684734250395147, classifier.Models[0].Weight);
Assert.AreEqual(0.22329026900109736, classifier.Models[1].Weight);
Assert.AreEqual(0.28350372170582383, classifier.Models[2].Weight);
Assert.AreEqual(0.16684734250395139, classifier.Models[3].Weight);
Assert.AreEqual(0.15951132428517592, classifier.Models[4].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(outputs[i] ? 1 : -1, actual[i]);
}
}
public void ConstructorTest()
{
// Let's say we want to classify the following 2-dimensional
// data samples into 2 possible classes, either true or false:
double[][] inputs =
{
new double[] { 10, 42 },
new double[] { 162, 96 },
new double[] { 125, 20 },
new double[] { 96, 6 },
new double[] { 2, 73 },
new double[] { 52, 51 },
new double[] { 71, 49 },
};
// And those are their associated class labels
int[] outputs =
{
-1, -1, +1, +1, -1, -1, +1
};
// First, we create a classsifier using:
var classifier = new Boost <DecisionStump>();
// Now, we can create a AdaBoost learning algorithm as:
var teacher = new AdaBoost <DecisionStump>(classifier)
{
Creation = (weights) =>
{
var stump = new DecisionStump(2);
stump.Learn(inputs, outputs, weights);
return(stump);
},
// Train until:
MaxIterations = 5,
Tolerance = 1e-3
};
// Now, we can use the Run method to learn:
double error = teacher.Run(inputs, outputs); // error should be zero.
// Now, we can compute the model outputs for new samples using
int y = classifier.Compute(new double[] { 71, 48 }); // should be 1
Assert.AreEqual(1, y);
Assert.AreEqual(0, error);
Assert.AreEqual(5, classifier.Models.Count);
Assert.AreEqual(0.16684734250395147, classifier.Models[0].Weight);
Assert.AreEqual(0.22329026900109736, classifier.Models[1].Weight);
Assert.AreEqual(0.28350372170582383, classifier.Models[2].Weight);
Assert.AreEqual(0.16684734250395139, classifier.Models[3].Weight);
Assert.AreEqual(0.15951132428517592, classifier.Models[4].Weight);
int[] actual = new int[outputs.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = classifier.Compute(inputs[i]);
}
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(outputs[i], actual[i]);
}
}