/// <summary>
/// Pegesos算法执行器
/// </summary>
/// <param name="lambda"></param>
/// <param name="T">迭代次数</param>
/// <param name="Subgradiant">次梯度函数</param>
public void GeneratePegesos(double lambda, int T, SubgradiantFunction Subgradiant)
{
//随机数相关初始化
arrTrainingSet = trainingSet.ToArray();
random = new UniRandomGenerator(trainingSet.Count);
listW = new Vector[10];
//初始化w=0向量
W = new Vector(cntFeatures);
//开始迭代
int cntT = 0;
for (int t = 1; t <= T; t++)
{
double eta = 1 / (double)(lambda * t);
int randNum = random.GetNext();
Vector X = arrTrainingSet[randNum].Features;
Vector v = Subgradiant(W * X, X, arrTrainingSet[randNum].TrueLabel);
W = (1 - eta * lambda) * W - eta * v;
//记录W的中间值
if (t>=((double)(cntT+1)/(double)10)*T)
{
listW[cntT] = new Vector(W);
cntT++;
}
}
}
/// <summary>
/// 读入测试数据
/// </summary>
/// <param name="filepath">测试数据文件路径</param>
public void ReadTestData(string filepath)
{
StreamReader sr = new StreamReader(filepath);
string line;
while ((line = sr.ReadLine()) != null)
{
/*
* 数据格式
* a1,a2,a3,...an,label
* 表示一组数据 x=(a1,a2,a3...an) 类标label
*/
int[] data = line.Split(',').Select<string, int>(x => Convert.ToInt32(x)).ToArray();
Vector features = new Vector(data.Take(data.Length - 1).ToArray<int>());
testSet.Add(new BinaryClassData(features, (int)data[data.Length - 1]));
}
sr.Close();
}
/// <summary>
/// 应用分类器
/// </summary>
/// <param name="test">测试数据</param>
/// <param name="w"></param>
/// <returns>1或-1</returns>
public int ApplyClassifier(BinaryClassData test, Vector w)
{
if (w * test.Features >= 0) return 1;
else return -1;
}
/// <summary>
/// 构造函数
/// </summary>
/// <param name="_features">特征</param>
/// <param name="_trueLabel">类标</param>
public BinaryClassData(Vector _features, int _trueLabel)
{
features = _features;
trueLabel = _trueLabel;
}
/// <summary>
/// 构造函数
/// </summary>
/// <param name="v">向量</param>
public Vector(Vector v)
{
this.value = new double[v.value.Length];
for (int i = 0; i < value.Length; i++) value[i] = v.value[i];
}
/// <summary>
/// 向量减法
/// </summary>
/// <param name="v1"></param>
/// <param name="v2"></param>
/// <returns></returns>
public static Vector operator -(Vector v1, Vector v2)
{
Vector result = new Vector(v1);
try
{
for (int i = 0; i < result.value.Length; i++) result.value[i] -= v2.value[i];
}
catch
{
Console.WriteLine("Error at minus");
}
return result;
}
