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周志华《机器学习》课后习题解答系列（四）：Ch3.5 - 编程实现线性判别分析.html
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<p>本系列主要采用<strong>Python-sklearn</strong>实现，环境搭建可参考<a href="http://blog.csdn.net/snoopy_yuan/article/details/61211639"> 数据挖掘入门：Python开发环境搭建（eclipse-pydev模式）</a>.</p>
<p>相关答案和源代码托管在我的Github上：<a href="https://github.com/PY131/Machine-Learning_ZhouZhihua">PY131/Machine-Learning_ZhouZhihua</a>.</p>
<h3>3.5 编程实现线性判别分析（LDA）</h3>
<blockquote>
<p><img src="Ch3/3.5.png" /></p>
</blockquote>
<p>本题采用题3.3中的西瓜数据集如下图示：</p>
<blockquote>
<p><img src="Ch3/3.3.1.png" /></p>
</blockquote>
<p>这里采用基于<strong>sklearn</strong>和<strong>自己编程实现</strong>两种方式实现线性判别分析（<a href="https://github.com/PY131/Machine-Learning_ZhouZhihua/tree/master/ch3_linear_model/3.5_LDA">查看完整代码</a>）。</p>
<p>关于数据集的介绍：</p>
<p>具体过程如下：</p>
<h4>1. 数据导入、可视化、预分析：</h4>
<p>可以参照<a href="http://blog.csdn.net/snoopy_yuan/article/details/63684219">周志华《机器学习》课后习题解答系列（四）：Ch3.3 - 编程实现对率回归</a>中的第一步。</p>
<h4>2. 采用sklean得到线性判别分析模型：</h4>
<p>采用sklearn.discriminant_analysis.LinearDiscriminantAnalysis直接实现基础的LDA，通过分割数据集，在训练集上训练数据，在预测集上度量模型优劣。</p>
<p>给出样例代码如下：</p>
<pre><code>from sklearn import model_selection
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
from sklearn import metrics
import matplotlib.pyplot as plt
# generalization of train and test set
X_train, X_test, y_train, y_test = model_selection.train_test_split(X, y, test_size=0.5, random_state=0)
# model fitting
lda_model = LinearDiscriminantAnalysis(solver='lsqr', shrinkage=None).fit(X, y)
# model validation
y_pred = lda_model.predict(X_test)
# summarize the fit of the model
print(metrics.confusion_matrix(y_test, y_pred))
print(metrics.classification_report(y_test, y_pred))
</code></pre>
<p>得出的混淆矩阵及相关度量结果如下：</p>
<pre><code>[[4 1]
[1 3]]
precision recall f1-score support
0.0 0.80 0.80 0.80 5
1.0 0.75 0.75 0.75 4
avg / total 0.78 0.78 0.78 9
</code></pre>
<p>可以看出，由于数据集的散度不太明显，得出的类别判断存在较大误差。总体来看，这里的线性判别分类器与3.3题的对率回归性能相当（accuracy≈0.78）。</p>
<p>基于matplotlib绘制出LDA的分类区域如下图示：</p>
<blockquote>
<p><img src="Ch3/3.5.2.png" /></p>
</blockquote>
<p>可以看出，由于数据集的散度不太明显，决策边界存在较大误差。</p>
<h4>3. 自己编程实现线性判别分析：</h4>
<p>关于LDA的原理及参数求解，可参考书上p61、62。所谓线性判别。类似PCA，LDA可将较高维数据投影到较低维空间上，分析其降维后的数据特征的类别区分情况。</p>
<p>这里采用西瓜数据集，包含2个属性（特征），一个类标签（二分类0、1）。在此上运用LDA，即是要找到最优直线，映射到直线上的数据特征类分明显。</p>
<p>如何区分类别呢？采用类内散度（within-class scatter）最小化，类间散度（between-class scatter）最大化，关于散度的定义参考书中p61式(3.33)和(3.34)。</p>
<p>优化目标为最大化下式（Sw-类内散度，Sb-类间散度，w-直线方向向量）：</p>
<blockquote>
<p><img src="Ch3/3.5.0.1.png" /></p>
</blockquote>
<p>我们的目的是最大化上面的式子，根据书中推导，最优解（直线参数）如下式：</p>
<blockquote>
<p><img src="Ch3/3.5.0.2.png" /></p>
</blockquote>
<p>相关详细过程参考树p61-62页。</p>
<ul>
<li>编程：根据式3.39计算w：</li>
</ul>
<p>样例代码如下：</p>
<pre><code># computing the d-dimensional mean vectors
import numpy as np
# 1-st. get the mean vector of each class
u = []
for i in range(2): # two class
u.append(np.mean(X[y==i], axis=0)) # column mean
# 2-nd. computing the within-class scatter matrix, refer on book (3.33)
m,n = np.shape(X)
Sw = np.zeros((n,n))
for i in range(m):
x_tmp = X[i].reshape(n,1) # row -> cloumn vector
if y[i] == 0: u_tmp = u[0].reshape(n,1)
if y[i] == 1: u_tmp = u[1].reshape(n,1)
Sw += np.dot( x_tmp - u_tmp, (x_tmp - u_tmp).T )
# 3-th. computing the parameter w, refer on book (3.39)
w = np.dot( Sw**-1, (u[0] - u[1]).reshape(n,1) ) # here we use a**-1 to get the inverse of a ndarray
</code></pre>
<ul>
<li>绘制LDA直线并作数据点投影来查看类簇情况：</li>
</ul>
<p>通过绘制投影的方式，可视化西瓜数据在LDA直线上类簇情况（<a href="https://github.com/PY131/Machine-Learning_ZhouZhihua/tree/master/ch3_linear_model/3.5_LDA">查看相关代码</a>），如下图示：</p>
<blockquote>
<p><img src="Ch3/3.5.3.1.png" /></p>
</blockquote>
<p>从上图看出，由于数据线性不可分，则出现类簇重叠现象。接下来，通过观查数据，我们考虑将西瓜数据集中的bad类离群点15删去（即图中左上的黑点）此时数据集的线性可分性大大提高。</p>
<p>然后再次采用LDA进行映射，得到结果图如下：</p>
<blockquote>
<p><img src="Ch3/3.5.3.2.png" /></p>
</blockquote>
<p>可以看出，在数据集变得线性可分时，二维点到一维LDA直线的投影出现明显的分类，此时LDA分类器效果很好。</p>
<p>综上所述，由于西瓜数据集自身非线性因素，LDA所得直线未能很好的表现出类别的分簇情景，说明，<strong>LDA基本模型不太适用于线性不可分</strong>的情况。要拓展到非线性，或许可以考虑<strong>SVM-核技巧</strong>。</p>
<hr />
<p>本文的重要列出索引如下：</p>
<ul>
<li><a href="http://sebastianraschka.com/Articles/2014_python_lda.html">LDA详细介绍及其本质剖析</a></li>
<li><a href="http://scikit-learn.org/stable/auto_examples/classification/plot_lda.html#sphx-glr-auto-examples-classification-plot-lda-py">sklearn官网 - LDA for classfication</a></li>
</ul>
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