# Model part -------------------------------------------------------------- ## check what is loaded # dllpath <- getLoadedDLLs() # getDLLRegisteredRoutines(dllpath$WeightSVM[[2]]) ## load dataset require('WeightSVM') data(iris) ## classification mode # default with factor response: model1 <- wsvm(Species ~ ., weight = rep(1,150), data = iris) # same weights model2 <- wsvm(x = iris[,1:4], y = iris[,5], weight = c(rep(0.08, 50),rep(1,100))) # less weights to setosa # alternatively the traditional interface: x <- subset(iris, select = -Species) y <- iris$Species model3 <- wsvm(x, y, weight = rep(10,150)) # similar to model 1, but larger weights for all subjects ## weight length, weight is not null !!! weight range!! number of zeros !! Inf # These models provide error/warning info # wsvm(x, y) # no weight # wsvm(x, y, weight = rep(10,100)) # wrong lengty # wsvm(x, y, weight = c(Inf, rep(1,149))) # contains inf weight # wsvm(x, y, weight = rep(0,150)) # all weights are zeros # wsvm(x, y, weight = c(rep(0,25),rep(-1,25),rep(1,100))) # drop subjects with zero or nagetive weights print(model1) summary(model1) # test with train data pred <- predict(model1, iris[,1:4]) # (same as:) pred <- fitted(model1) # Check accuracy: table(pred, y) # model 1, equal weights # compute decision values and probabilities: pred <- predict(model1, x, decision.values = TRUE) attr(pred, "decision.values")[1:4,] # visualize (classes by color, SV by crosses): plot(cmdscale(dist(iris[,-5])), col = as.integer(iris[,5]), pch = c("o","+")[1:150 %in% model1$index + 1]) # model 1 plot(cmdscale(dist(iris[,-5])), col = as.integer(iris[,5]), pch = c("o","+")[1:150 %in% model2$index + 1]) # In model 2, less support vectors are based on setosa ## try regression mode on two dimensions # create data x <- seq(0.1, 5, by = 0.05) y <- log(x) + rnorm(x, sd = 0.2) # estimate model and predict input values model1 <- wsvm(x, y, weight = rep(1,99)) model2 <- wsvm(x, y, weight = seq(99,1,length.out = 99)) # decreasing weights # visualize plot(x, y) points(x, log(x), col = 2) points(x, fitted(model1), col = 4) points(x, fitted(model2), col = 3) # better fit for the first few points ## density-estimation # create 2-dim. normal with rho=0: X <- data.frame(a = rnorm(1000), b = rnorm(1000)) attach(X) # formula interface: model <- wsvm(~ a + b, gamma = 0.1, weight = c(seq(5000,1,length.out = 500),1:500)) # test: newdata <- data.frame(a = c(0, 4), b = c(0, 4)) # visualize: plot(X, col = 1:1000 %in% model$index + 1, xlim = c(-5,5), ylim=c(-5,5)) points(newdata, pch = "+", col = 2, cex = 5) ## class weights: i2 <- iris levels(i2$Species)[3] <- "versicolor" summary(i2$Species) wts <- 100 / table(i2$Species) wts m <- wsvm(Species ~ ., data = i2, class.weights = wts, weight=rep(1,150)) ## extract coefficients for linear kernel # a. regression x <- 1:100 y <- x + rnorm(100) m <- wsvm(y ~ x, scale = FALSE, kernel = "linear", weight = rep(1,100)) coef(m) plot(y ~ x) abline(m, col = "red") # b. classification # transform iris data to binary problem, and scale data setosa <- as.factor(iris$Species == "setosa") iris2 = scale(iris[,-5]) # fit binary C-classification model model1 <- wsvm(setosa ~ Petal.Width + Petal.Length, data = iris2, kernel = "linear", weight = rep(1,150)) model2 <- wsvm(setosa ~ Petal.Width + Petal.Length, data = iris2, kernel = "linear", weight = c(rep(0.08, 50),rep(1,100))) # less weights to setosa # plot data and separating hyperplane plot(Petal.Length ~ Petal.Width, data = iris2, col = setosa) (cf <- coef(model1)) abline(-cf[1]/cf[3], -cf[2]/cf[3], col = "red") (cf2 <- coef(model2)) abline(-cf2[1]/cf2[3], -cf2[2]/cf2[3], col = "red", lty = 2) # plot margin and mark support vectors abline(-(cf[1] + 1)/cf[3], -cf[2]/cf[3], col = "blue") abline(-(cf[1] - 1)/cf[3], -cf[2]/cf[3], col = "blue") points(model1$SV, pch = 5, cex = 2) abline(-(cf2[1] + 1)/cf2[3], -cf2[2]/cf2[3], col = "blue", lty = 2) abline(-(cf2[1] - 1)/cf2[3], -cf2[2]/cf2[3], col = "blue", lty = 2) points(model2$SV, pch = 6, cex = 2) # Tuning ------------------------------------------------------------------ data(iris) obj <- tune_wsvm(Species~., weight = c(rep(0.8, 50),rep(1,100)), data = iris, ranges = list(gamma = 2^(-1:10), cost = 2^(2:4)), tunecontrol = tune.control(sampling = "fix")) # set.seed(11) # obj <- tune_wsvm(Species~., weight = c(rep(1, 52),rep(0,98)), data = iris, use_zero_weight = TRUE, ranges = list(gamma = 2^(-1:1), cost = 2^(2:4)), tunecontrol = tune.control(sampling = "bootstrap")) summary(obj) plot(obj, transform.x = log2, transform.y = log2) plot(obj, type = "perspective", theta = 120, phi = 45) best.tune_wsvm(Species~.,weight = c(rep(0.08, 50),rep(1,100)), data = iris, ranges = list(gamma = 2^(-1:1), cost = 2^(2:4)), tunecontrol = tune.control(sampling = "fix"))