在 python 中实现 SVM One-vs-all 时出现问题

Posted 2023-03-12

【中文标题】在 python 中实现 SVM One-vs-all 时出现问题

【英文标题】：Something wrong when implementing SVM One-vs-all in python

【发布时间】：2021-03-26 00:05:28

【问题描述】：

我试图通过将函数 OneVsRestClassifier 与我自己的实现进行比较来验证我是否正确理解了 SVM - OVA（One-versus-All）的工作原理。

在下面的代码中，我在训练阶段实现了num_classes分类器，然后在测试集上对它们进行了测试，并选择了返回最高概率值的那个。

import pandas as pd
import numpy as np
from sklearn.svm import SVC
from sklearn.metrics import accuracy_score,classification_report
from sklearn.preprocessing import scale

# Read dataset 
df = pd.read_csv('In/winequality-white.csv',  delimiter=';')
X = df.loc[:, df.columns != 'quality']
Y = df.loc[:, df.columns == 'quality']
my_classes = np.unique(Y)
num_classes = len(my_classes)

# Train-test split
np.random.seed(42)
msk = np.random.rand(len(df)) <= 0.8
train = df[msk]
test = df[~msk]

# From dataset to features and labels
X_train = train.loc[:, train.columns != 'quality']
Y_train = train.loc[:, train.columns == 'quality']
X_test = test.loc[:, test.columns != 'quality']
Y_test = test.loc[:, test.columns == 'quality']

# Models
clf =  [None] * num_classes
for k in np.arange(0,num_classes):
    my_model = SVC(gamma='auto', C=1000, kernel='rbf', class_weight='balanced', probability=True)
    clf[k] = my_model.fit(X_train, Y_train==my_classes[k])

# Prediction
prob_table = np.zeros((len(Y_test), num_classes))
for k in np.arange(0,num_classes):
    p = clf[k].predict_proba(X_test)
    prob_table[:,k] = p[:,list(clf[k].classes_).index(True)]
Y_pred = prob_table.argmax(axis=1)

print("Test accuracy = ", accuracy_score( Y_test, Y_pred) * 100,"\n\n") 

测试精度等于0.21，而使用函数OneVsRestClassifier时，返回0.59。为了完整起见，我还报告了其他代码（预处理步骤与之前相同）：

....
clf = OneVsRestClassifier(SVC(gamma='auto', C=1000, kernel='rbf', class_weight='balanced'))
clf.fit(X_train, Y_train)
Y_pred = clf.predict(X_test)
print("Test accuracy = ", accuracy_score( Y_test, Y_pred) * 100,"\n\n")

我自己的 SVM - OVA 实现有什么问题吗？

【问题讨论】：

我猜你不应该为自己使用 predict_proba 方法和在内置版本中使用 predict 方法。我还猜想accuracy_score 函数适用于预测而不是预测概率...

@AlexanderRiedel Accuracy_score 确实适用于预测。我不认为predict_proba 在使用predict 方法时可以改变SVC 的预测。我认为predict_proba 只是将概率值与决策函数相关联......

是的，但是predict_proba 不返回预测，而是返回概率矩阵...我不明白你为什么不只预测类别而是预测概率

【参考方案1】：

我自己的 SVM - OVA 实现有什么问题吗？

您有唯一的类 array([3, 4, 5, 6, 7, 8, 9])，但是 Y_pred = prob_table.argmax(axis=1) 行假定它们是 0 索引的。

尝试重构您的代码以减少出现此类假设的错误：

from sklearn.svm import SVC
from sklearn.metrics import accuracy_score,classification_report
from sklearn.preprocessing import scale
from sklearn.model_selection import train_test_split
df = pd.read_csv('winequality-white.csv',  delimiter=';')
y = df["quality"]
my_classes = np.unique(y)
X = df.drop("quality", axis=1)

X_train, X_test, Y_train, Y_test = train_test_split(X,y, random_state=42)

# Models
clfs =  []

for k in my_classes:
    my_model = SVC(gamma='auto', C=1000, kernel='rbf', class_weight='balanced'
                   , probability=True, random_state=42)
    clfs.append(my_model.fit(X_train, Y_train==k))

# Prediction
prob_table = np.zeros((len(X_test),len(my_classes)))

for i,clf in enumerate(clfs):
    probs = clf.predict_proba(X_test)[:,1]
    prob_table[:,i] = probs
    
Y_pred = my_classes[prob_table.argmax(1)]
print("Test accuracy = ", accuracy_score(Y_test, Y_pred) * 100,)

from sklearn.multiclass import OneVsRestClassifier
clf = OneVsRestClassifier(SVC(gamma='auto', C=1000, kernel='rbf'
                              ,class_weight='balanced', random_state=42))
clf.fit(X_train, Y_train)
Y_pred = clf.predict(X_test)
print("Test accuracy = ", accuracy_score(Y_test, Y_pred) * 100,)

---

Test accuracy =  61.795918367346935
Test accuracy =  58.93877551020408

请注意基于概率的 OVR 与基于标签的 OVR 的区别，后者更细粒度并产生更好的结果。

对于进一步的实验，您可能希望将分类器包装到可重用的类中：

class OVRBinomial(BaseEstimator, ClassifierMixin):

    def __init__(self, cls):
        self.cls = cls

    def fit(self, X, y, **kwargs):
        self.classes_ = np.unique(y)
        self.clfs_ = []
        for c in self.classes_:
            clf = self.cls(**kwargs)
            clf.fit(X, y == c)
            self.clfs_.append(clf)
        return self

    def predict(self, X, **kwargs):
        probs = np.zeros((len(X), len(self.classes_)))
        for i, c in enumerate(self.classes_):
            prob = self.clfs_[i].predict_proba(X, **kwargs)[:, 1]
            probs[:, i] = prob
        idx_max = np.argmax(probs, 1)
        return self.classes_[idx_max]

【参考方案2】：

您的代码的预测部分有错误。使用命令Y_pred = prob_table.argmax(axis=1)，您可以获得概率最大的列的索引。但是您希望拥有概率最大的类而不是列索引：

Y_pred = my_classes[prob_table.argmax(axis=1)]

【参考方案3】：

one-vs-rest 的基础是预测“one”类的概率（忽略“rest”类的概率），然后取概率最高的估计量。 pandas 可以通过采用.idxmax 来做到这一点，它返回概率最高的列名。

这应该可行：

import pandas

from sklearn.svm import SVC
from sklearn.metrics import accuracy_score
from sklearn.datasets import load_wine
from sklearn.model_selection import train_test_split
from sklearn.multiclass import OneVsRestClassifier

# Read/load dataset
dataset = load_wine()
X = dataset["data"]
y = dataset["target"]
classes = 
    key: value
    for key, value in zip(range(len(dataset["target_names"])), dataset["target_names"])


# Create a train/test split (training set is 80% of the data, make sure the different classes are balanced across train and test)
X_train, X_test, y_train, y_test = train_test_split(
    X, y, train_size=0.8, random_state=43, shuffle=True, stratify=y
)

# Create a set of models
estimators = 
for class_number, class_name in classes.items():

    # Create a model
    estimator = SVC(
        gamma="auto", C=1000, kernel="rbf", class_weight="balanced", probability=True
    )

    # Fit the model, make sure y is 1 if the class is the target for this estimator, otherwise (rest) 0
    estimator = estimator.fit(
        X_train, [1 if element == class_number else 0 for element in y_train]
    )

    # Store the trained model
    estimators[class_number] = estimator

# Make predictions
prediction_probabilities = 
for class_number, estimator in estimators.items():

    # Every estimator predicts the probability for their target class
    prediction_probabilities[class_number] = estimator.predict_proba(X_test)[:, 1]

# Combine the probabilities into a dataframe
prediction_probabilities_df = pandas.DataFrame(prediction_probabilities)

# The prediction for each row is the column with the highest probability
y_pred = prediction_probabilities_df.idxmax(axis=1)

# Calculate the test accuracy
accuracy = accuracy_score(y_test, y_pred) * 100
print(f"Test accuracy (custom OneVsRest): accuracy")


# Create the model
clf = OneVsRestClassifier(
    SVC(gamma="auto", C=1000, kernel="rbf", class_weight="balanced")
)
clf.fit(X_train, y_train)

# Make predictions
y_pred = clf.predict(X_test)

# Calculate the test accuracy
accuracy = accuracy_score(y_test, y_pred) * 100
print(f"Test accuracy (Scikit-Learn OneVsRest): accuracy")

输出：

Test accuracy (custom OneVsRest): 47.22222222222222
Test accuracy (Scikit-Learn OneVsRest): 41.66666666666667