Source code for olpy.classifiers.sop

import numpy as np

from . perceptron import Perceptron


[docs]class SecondOrderPerceptron(Perceptron): """Second Order Perceptron model. Cesa-Bianchi, N.; Conconi, A. & Gentile, C. A Second-Order perceptron algorithm SIAM Journal on Computing, 105, 34, 640-668 Attributes: a (:obj:`float`, optional): Trade-off parameter. a is in the range `[0,1]`. Defaults to 1. num_iterations (:obj:`int`, optional): Number of iterations to run the training for. Defaults to 1. random_state (:obj:`int`, optional): The random seed to use with the pseudo-random generator. Defaults to `None`. positive_label (:obj:`int`, optional): The number in the output field that represents the positive label. The value passed should be different than -1. Defaults to 1. class_weight (:obj:`dict`, optional): Represents the relative weight of the labels in the data. Useful for imbalanced classification tasks. Raises: AssertionError: if `positive_label` is equal to -1. """ def __init__( self, a=1, num_iterations=1, random_state=None, positive_label=1, class_weight=None ): super().__init__( num_iterations=num_iterations, random_state=random_state, positive_label=positive_label, class_weight=class_weight ) self._a = a def _setup(self, X: np.ndarray): """Initializes the values for the model' parameters. Based on the data in argument, this method initializes the covariance matrix `sigma`. Args: X (:obj:`numpy.ndarray`): Input data with n rows and m columns Returns: None """ self._sigma = self._a * np.identity(X.shape[1]) def _update(self, x: np.ndarray, y: int): """Updates the weight vector in case a mistake occured. When presented with a data point, this method evaluates the error and based on the result, updates or not the weights vector. Args: x (:obj:`np.ndarray` or `list`): An array representing one single data point. Array needs to be 2D. y (`int`): Output value for the data point. Takes value between 1 and -1. Returns: None Raises: IndexError: if the value x is not 2D. """ x_ = np.expand_dims(x, axis=0) s_t = x_ @ self._sigma.T v_t = x @ s_t.T beta_t = 1/(v_t + 1) sigma_t = self._sigma - beta_t * (s_t.T @ s_t) f_t = self.weights @ sigma_t @ x_.T if np.sign(f_t) != y: self.weights = self.weights + y * x * self.class_weight_[y] self._sigma = sigma_t
[docs] def get_params(self, deep=True): """Get parameters for this estimator. This function is for use with hyper-parameter tuning utilities such as `GridSearchCV`_. Args: deep(:obj:`bool`, optional): If True, will return the parameters for this estimator and contained sub-objects that are estimators. Defaults to True. .. _GridSearchCV: https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html """ params = super().get_params() params['a'] = self._a return params