李航统计学习方法(三)----k近邻算法
2018-02-09 本文已影响18人
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k近邻算法
给定一个训练数据集,对新的输入实例,在训练数据集中找到跟它最近的k个实例,根据这k个实例的类判断它自己的类(一般采用多数表决的方法)。
image.pngk近邻模型
模型有3个要素——距离度量方法、k值的选择和分类决策规则。
模型
当3要素确定的时候,对任何实例(训练或输入),它所属的类都是确定的,相当于将特征空间分为一些子空间。
image.png
距离度量
对n维实数向量空间Rn,经常用Lp距离或曼哈顿Minkowski距离。
Lp距离定义如下:
image
当p=2时,称为欧氏距离:
image当p=1时,称为曼哈顿距离:
image当p=∞,它是各个坐标距离的最大值,即:
image用图表示如下:
image.png
k值的选择
k较小,容易被噪声影响,发生过拟合。
k较大,较远的训练实例也会对预测起作用,容易发生错误。
分类决策规则
使用0-1损失函数衡量,那么误分类率是:
imageNk是近邻集合,要使左边最小,右边的
image必须最大,所以多数表决=经验最小化。
k近邻法的实现:kd树
算法核心在于怎么快速搜索k个近邻出来,朴素做法是线性扫描,不可取,这里介绍的方法是kd树。
构造kd树
对数据集T中的子集S初始化S=T,取当前节点node=root取维数的序数i=0,对S递归执行:
找出S的第i维的中位数对应的点,通过该点,且垂直于第i维坐标轴做一个超平面。该点加入node的子节点。该超平面将空间分为两个部分,对这两个部分分别重复此操作(S=S',++i,node=current),直到不可再分。
image.png
T = [[2, 3], [5, 4], [9, 6], [4, 7], [8, 1], [7, 2]]
class node:
def __init__(self, point):
self.left = None
self.right = None
self.point = point
pass
def median(lst):
m = len(lst) / 2
return lst[m], m
def build_kdtree(data, d):
data = sorted(data, key=lambda x: x[d])
p, m = median(data)
tree = node(p)
del data[m]
print data, p
if m > 0: tree.left = build_kdtree(data[:m], not d)
if len(data) > 1: tree.right = build_kdtree(data[m:], not d)
return tree
kd_tree = build_kdtree(T, 0)
print kd_tree
可视化
可视化的话则要费点功夫保存中间结果,并恰当地展示出来
# -*- coding:utf-8 -*-
# Filename: kdtree.py
# Author:hankcs
# Date: 2015/2/4 15:01
import copy
import itertools
from matplotlib import pyplot as plt
from matplotlib.patches import Rectangle
from matplotlib import animation
T = [[2, 3], [5, 4], [9, 6], [4, 7], [8, 1], [7, 2]]
def draw_point(data):
X, Y = [], []
for p in data:
X.append(p[0])
Y.append(p[1])
plt.plot(X, Y, 'bo')
def draw_line(xy_list):
for xy in xy_list:
x, y = xy
plt.plot(x, y, 'g', lw=2)
def draw_square(square_list):
currentAxis = plt.gca()
colors = itertools.cycle(["r", "b", "g", "c", "m", "y", '#EB70AA', '#0099FF'])
for square in square_list:
currentAxis.add_patch(
Rectangle((square[0][0], square[0][1]), square[1][0] - square[0][0], square[1][1] - square[0][1],
color=next(colors)))
def median(lst):
m = len(lst) / 2
return lst[m], m
history_quare = []
def build_kdtree(data, d, square):
history_quare.append(square)
data = sorted(data, key=lambda x: x[d])
p, m = median(data)
del data[m]
print data, p
if m >= 0:
sub_square = copy.deepcopy(square)
if d == 0:
sub_square[1][0] = p[0]
else:
sub_square[1][1] = p[1]
history_quare.append(sub_square)
if m > 0: build_kdtree(data[:m], not d, sub_square)
if len(data) > 1:
sub_square = copy.deepcopy(square)
if d == 0:
sub_square[0][0] = p[0]
else:
sub_square[0][1] = p[1]
build_kdtree(data[m:], not d, sub_square)
build_kdtree(T, 0, [[0, 0], [10, 10]])
print history_quare
# draw an animation to show how it works, the data comes from history
# first set up the figure, the axis, and the plot element we want to animate
fig = plt.figure()
ax = plt.axes(xlim=(0, 2), ylim=(-2, 2))
line, = ax.plot([], [], 'g', lw=2)
label = ax.text([], [], '')
# initialization function: plot the background of each frame
def init():
plt.axis([0, 10, 0, 10])
plt.grid(True)
plt.xlabel('x_1')
plt.ylabel('x_2')
plt.title('build kd tree (www.hankcs.com)')
draw_point(T)
currentAxis = plt.gca()
colors = itertools.cycle(["#FF6633", "g", "#3366FF", "c", "m", "y", '#EB70AA', '#0099FF', '#66FFFF'])
# animation function. this is called sequentially
def animate(i):
square = history_quare[i]
currentAxis.add_patch(
Rectangle((square[0][0], square[0][1]), square[1][0] - square[0][0], square[1][1] - square[0][1],
color=next(colors)))
return
# call the animator. blit=true means only re-draw the parts that have changed.
anim = animation.FuncAnimation(fig, animate, init_func=init, frames=len(history_quare), interval=1000, repeat=False,
blit=False)
plt.show()
anim.save('kdtree_build.gif', fps=2, writer='imagemagick')
image.png
搜索kd树
上面的代码其实并没有搜索kd树,现在来实现搜索。
搜索跟二叉树一样来,是一个递归的过程。先找到目标点的插入位置,然后往上走,逐步用自己到目标点的距离画个超球体,用超球体圈住的点来更新最近邻(或k最近邻)。以最近邻为例,实现如下(本实现由于测试数据简单,没有做超球体与超立体相交的逻辑):
# -*- coding:utf-8 -*-
# Filename: search_kdtree.py
# Author:hankcs
# Date: 2015/2/4 15:01
T = [[2, 3], [5, 4], [9, 6], [4, 7], [8, 1], [7, 2]]
class node:
def __init__(self, point):
self.left = None
self.right = None
self.point = point
self.parent = None
pass
def set_left(self, left):
if left == None: pass
left.parent = self
self.left = left
def set_right(self, right):
if right == None: pass
right.parent = self
self.right = right
def median(lst):
m = len(lst) / 2
return lst[m], m
def build_kdtree(data, d):
data = sorted(data, key=lambda x: x[d])
p, m = median(data)
tree = node(p)
del data[m]
if m > 0: tree.set_left(build_kdtree(data[:m], not d))
if len(data) > 1: tree.set_right(build_kdtree(data[m:], not d))
return tree
def distance(a, b):
print a, b
return ((a[0] - b[0]) ** 2 + (a[1] - b[1]) ** 2) ** 0.5
def search_kdtree(tree, d, target):
if target[d] < tree.point[d]:
if tree.left != None:
return search_kdtree(tree.left, not d, target)
else:
if tree.right != None:
return search_kdtree(tree.right, not d, target)
def update_best(t, best):
if t == None: return
t = t.point
d = distance(t, target)
if d < best[1]:
best[1] = d
best[0] = t
best = [tree.point, 100000.0]
while (tree.parent != None):
update_best(tree.parent.left, best)
update_best(tree.parent.right, best)
tree = tree.parent
return best[0]
kd_tree = build_kdtree(T, 0)
print search_kdtree(kd_tree, 0, [9, 4])
输出
[8, 1] [9, 4]
[5, 4] [9, 4]
[9, 6] [9, 4]
[9, 6]