# Linear Support Vector Machine: Soft Margin
# ----------------------------------
#
# This function shows how to use TensorFlow to
# create a soft margin SVM
#
# We will use the iris data, specifically:
#  x1 = Sepal Length
#  x2 = Petal Width
# Class 1 : I. setosa
# Class -1: not I. setosa
#
# We know here that x and y are linearly seperable
# for I. setosa classification.import matplotlib.pyplot as plt
import numpy as np
import tensorflow as tf
from sklearn import datasets
from tensorflow.python.framework import ops
ops.reset_default_graph()# Set random seeds
np.random.seed(7)
tf.set_random_seed(7)# Create graph
sess = tf.Session()# Load the data
# iris.data = [(Sepal Length, Sepal Width, Petal Length, Petal Width)]
iris = datasets.load_iris()
x_vals = np.array([[x[0], x[3]] for x in iris.data])
y_vals = np.array([1 if y == 0 else -1 for y in iris.target])# Split data into train/test sets
train_indices = np.random.choice(len(x_vals),round(len(x_vals)*0.9),replace=False)
test_indices = np.array(list(set(range(len(x_vals))) - set(train_indices)))
x_vals_train = x_vals[train_indices]
x_vals_test = x_vals[test_indices]
y_vals_train = y_vals[train_indices]
y_vals_test = y_vals[test_indices]# Declare batch size
batch_size = 135# Initialize placeholders
x_data = tf.placeholder(shape=[None, 2], dtype=tf.float32)
y_target = tf.placeholder(shape=[None, 1], dtype=tf.float32)# Create variables for linear regression
A = tf.Variable(tf.random_normal(shape=[2, 1]))
b = tf.Variable(tf.random_normal(shape=[1, 1]))# Declare model operations
model_output = tf.subtract(tf.matmul(x_data, A), b)# Declare vector L2 'norm' function squared
l2_norm = tf.reduce_sum(tf.square(A))# Declare loss function
# Loss = max(0, 1-pred*actual) + alpha * L2_norm(A)^2
# L2 regularization parameter, alpha
alpha = tf.constant([0.01])
# Margin term in loss
classification_term = tf.reduce_mean(tf.maximum(0., tf.subtract(1., tf.multiply(model_output, y_target))))
# Put terms together
loss = tf.add(classification_term, tf.multiply(alpha, l2_norm))# Declare prediction function
prediction = tf.sign(model_output)
accuracy = tf.reduce_mean(tf.cast(tf.equal(prediction, y_target), tf.float32))# Declare optimizer
my_opt = tf.train.GradientDescentOptimizer(0.01)
train_step = my_opt.minimize(loss)# Initialize variables
init = tf.global_variables_initializer()
sess.run(init)# Training loop
loss_vec = []
train_accuracy = []
test_accuracy = []
for i in range(500):rand_index = np.random.choice(len(x_vals_train), size=batch_size)rand_x = x_vals_train[rand_index]rand_y = np.transpose([y_vals_train[rand_index]])sess.run(train_step, feed_dict={x_data: rand_x, y_target: rand_y})temp_loss = sess.run(loss, feed_dict={x_data: rand_x, y_target: rand_y})loss_vec.append(temp_loss)train_acc_temp = sess.run(accuracy, feed_dict={x_data: x_vals_train,y_target: np.transpose([y_vals_train])})train_accuracy.append(train_acc_temp)test_acc_temp = sess.run(accuracy, feed_dict={x_data: x_vals_test,y_target: np.transpose([y_vals_test])})test_accuracy.append(test_acc_temp)if (i + 1) % 100 == 0:print('Step #{} A = {}, b = {}'.format(str(i+1),str(sess.run(A)),str(sess.run(b))))print('Loss = ' + str(temp_loss))# Extract coefficients
[[a1], [a2]] = sess.run(A)
[[b]] = sess.run(b)
slope = -a2/a1
y_intercept = b/a1# Extract x1 and x2 vals
x1_vals = [d[1] for d in x_vals]# Get best fit line
best_fit = []
for i in x1_vals:best_fit.append(slope*i+y_intercept)# Separate I. setosa
setosa_x = [d[1] for i, d in enumerate(x_vals) if y_vals[i] == 1]
setosa_y = [d[0] for i, d in enumerate(x_vals) if y_vals[i] == 1]
not_setosa_x = [d[1] for i, d in enumerate(x_vals) if y_vals[i] == -1]
not_setosa_y = [d[0] for i, d in enumerate(x_vals) if y_vals[i] == -1]# Plot data and line
plt.plot(setosa_x, setosa_y, 'o', label='I. setosa')
plt.plot(not_setosa_x, not_setosa_y, 'x', label='Non-setosa')
plt.plot(x1_vals, best_fit, 'r-', label='Linear Separator', linewidth=3)
plt.ylim([0, 10])
plt.legend(loc='lower right')
plt.title('Sepal Length vs Pedal Width')
plt.xlabel('Pedal Width')
plt.ylabel('Sepal Length')
plt.show()# Plot train/test accuracies
plt.plot(train_accuracy, 'k-', label='Training Accuracy')
plt.plot(test_accuracy, 'r--', label='Test Accuracy')
plt.title('Train and Test Set Accuracies')
plt.xlabel('Generation')
plt.ylabel('Accuracy')
plt.legend(loc='lower right')
plt.show()# Plot loss over time
plt.plot(loss_vec, 'k-')
plt.title('Loss per Generation')
plt.xlabel('Generation')
plt.ylabel('Loss')
plt.show()

# SVM Regression
#----------------------------------
#
# This function shows how to use TensorFlow to
# solve support vector regression. We are going
# to find the line that has the maximum margin
# which INCLUDES as many points as possible
#
# We will use the iris data, specifically:
#  y = Sepal Length
#  x = Pedal Widthimport matplotlib.pyplot as plt
import numpy as np
import tensorflow as tf
from sklearn import datasets
from tensorflow.python.framework import ops
ops.reset_default_graph()# Create graph
sess = tf.Session()# Load the data
# iris.data = [(Sepal Length, Sepal Width, Petal Length, Petal Width)]
iris = datasets.load_iris()
x_vals = np.array([x[3] for x in iris.data])
y_vals = np.array([y[0] for y in iris.data])# Split data into train/test sets
train_indices = np.random.choice(len(x_vals), round(len(x_vals)*0.8), replace=False)
test_indices = np.array(list(set(range(len(x_vals))) - set(train_indices)))
x_vals_train = x_vals[train_indices]
x_vals_test = x_vals[test_indices]
y_vals_train = y_vals[train_indices]
y_vals_test = y_vals[test_indices]# Declare batch size
batch_size = 50# Initialize placeholders
x_data = tf.placeholder(shape=[None, 1], dtype=tf.float32)
y_target = tf.placeholder(shape=[None, 1], dtype=tf.float32)# Create variables for linear regression
A = tf.Variable(tf.random_normal(shape=[1,1]))
b = tf.Variable(tf.random_normal(shape=[1,1]))# Declare model operations
model_output = tf.add(tf.matmul(x_data, A), b)# Declare loss function
# = max(0, abs(target - predicted) + epsilon)
# 1/2 margin width parameter = epsilon
epsilon = tf.constant([0.5])
# Margin term in loss
loss = tf.reduce_mean(tf.maximum(0., tf.subtract(tf.abs(tf.subtract(model_output, y_target)), epsilon)))# Declare optimizer
my_opt = tf.train.GradientDescentOptimizer(0.075)
train_step = my_opt.minimize(loss)# Initialize variables
init = tf.global_variables_initializer()
sess.run(init)# Training loop
train_loss = []
test_loss = []
for i in range(200):rand_index = np.random.choice(len(x_vals_train), size=batch_size)rand_x = np.transpose([x_vals_train[rand_index]])rand_y = np.transpose([y_vals_train[rand_index]])sess.run(train_step, feed_dict={x_data: rand_x, y_target: rand_y})temp_train_loss = sess.run(loss, feed_dict={x_data: np.transpose([x_vals_train]), y_target: np.transpose([y_vals_train])})train_loss.append(temp_train_loss)temp_test_loss = sess.run(loss, feed_dict={x_data: np.transpose([x_vals_test]), y_target: np.transpose([y_vals_test])})test_loss.append(temp_test_loss)if (i+1)%50==0:print('-----------')print('Generation: ' + str(i+1))print('A = ' + str(sess.run(A)) + ' b = ' + str(sess.run(b)))print('Train Loss = ' + str(temp_train_loss))print('Test Loss = ' + str(temp_test_loss))# Extract Coefficients
[[slope]] = sess.run(A)
[[y_intercept]] = sess.run(b)
[width] = sess.run(epsilon)# Get best fit line
best_fit = []
best_fit_upper = []
best_fit_lower = []
for i in x_vals:best_fit.append(slope*i+y_intercept)best_fit_upper.append(slope*i+y_intercept+width)best_fit_lower.append(slope*i+y_intercept-width)# Plot fit with data
plt.plot(x_vals, y_vals, 'o', label='Data Points')
plt.plot(x_vals, best_fit, 'r-', label='SVM Regression Line', linewidth=3)
plt.plot(x_vals, best_fit_upper, 'r--', linewidth=2)
plt.plot(x_vals, best_fit_lower, 'r--', linewidth=2)
plt.ylim([0, 10])
plt.legend(loc='lower right')
plt.title('Sepal Length vs Pedal Width')
plt.xlabel('Pedal Width')
plt.ylabel('Sepal Length')
plt.show()# Plot loss over time
plt.plot(train_loss, 'k-', label='Train Set Loss')
plt.plot(test_loss, 'r--', label='Test Set Loss')
plt.title('L2 Loss per Generation')
plt.xlabel('Generation')
plt.ylabel('L2 Loss')
plt.legend(loc='upper right')
plt.show()

# Illustration of Various Kernels
#----------------------------------
#
# This function wll illustrate how to
# implement various kernels in TensorFlow.
#
# Linear Kernel:
# K(x1, x2) = t(x1) * x2
#
# Gaussian Kernel (RBF):
# K(x1, x2) = exp(-gamma * abs(x1 - x2)^2)import matplotlib.pyplot as plt
import numpy as np
import tensorflow as tf
from sklearn import datasets
from tensorflow.python.framework import ops
ops.reset_default_graph()# Create graph
sess = tf.Session()# Generate non-lnear data
(x_vals, y_vals) = datasets.make_circles(n_samples=350, factor=.5, noise=.1)
y_vals = np.array([1 if y==1 else -1 for y in y_vals])
class1_x = [x[0] for i,x in enumerate(x_vals) if y_vals[i]==1]
class1_y = [x[1] for i,x in enumerate(x_vals) if y_vals[i]==1]
class2_x = [x[0] for i,x in enumerate(x_vals) if y_vals[i]==-1]
class2_y = [x[1] for i,x in enumerate(x_vals) if y_vals[i]==-1]# Declare batch size
batch_size = 350# Initialize placeholders
x_data = tf.placeholder(shape=[None, 2], dtype=tf.float32)
y_target = tf.placeholder(shape=[None, 1], dtype=tf.float32)
prediction_grid = tf.placeholder(shape=[None, 2], dtype=tf.float32)# Create variables for svm
b = tf.Variable(tf.random_normal(shape=[1,batch_size]))# Apply kernel
# Linear Kernel
# my_kernel = tf.matmul(x_data, tf.transpose(x_data))# Gaussian (RBF) kernel
gamma = tf.constant(-50.0)
dist = tf.reduce_sum(tf.square(x_data), 1)
dist = tf.reshape(dist, [-1,1])
sq_dists = tf.add(tf.subtract(dist, tf.multiply(2., tf.matmul(x_data, tf.transpose(x_data)))), tf.transpose(dist))
my_kernel = tf.exp(tf.multiply(gamma, tf.abs(sq_dists)))# Compute SVM Model
first_term = tf.reduce_sum(b)
b_vec_cross = tf.matmul(tf.transpose(b), b)
y_target_cross = tf.matmul(y_target, tf.transpose(y_target))
second_term = tf.reduce_sum(tf.multiply(my_kernel, tf.multiply(b_vec_cross, y_target_cross)))
loss = tf.negative(tf.subtract(first_term, second_term))# Create Prediction Kernel
# Linear prediction kernel
# my_kernel = tf.matmul(x_data, tf.transpose(prediction_grid))# Gaussian (RBF) prediction kernel
rA = tf.reshape(tf.reduce_sum(tf.square(x_data), 1),[-1,1])
rB = tf.reshape(tf.reduce_sum(tf.square(prediction_grid), 1),[-1,1])
pred_sq_dist = tf.add(tf.subtract(rA, tf.multiply(2., tf.matmul(x_data, tf.transpose(prediction_grid)))), tf.transpose(rB))
pred_kernel = tf.exp(tf.multiply(gamma, tf.abs(pred_sq_dist)))prediction_output = tf.matmul(tf.multiply(tf.transpose(y_target),b), pred_kernel)
prediction = tf.sign(prediction_output-tf.reduce_mean(prediction_output))
accuracy = tf.reduce_mean(tf.cast(tf.equal(tf.squeeze(prediction), tf.squeeze(y_target)), tf.float32))# Declare optimizer
my_opt = tf.train.GradientDescentOptimizer(0.002)
train_step = my_opt.minimize(loss)# Initialize variables
init = tf.global_variables_initializer()
sess.run(init)# Training loop
loss_vec = []
batch_accuracy = []
for i in range(1000):rand_index = np.random.choice(len(x_vals), size=batch_size)rand_x = x_vals[rand_index]rand_y = np.transpose([y_vals[rand_index]])sess.run(train_step, feed_dict={x_data: rand_x, y_target: rand_y})temp_loss = sess.run(loss, feed_dict={x_data: rand_x, y_target: rand_y})loss_vec.append(temp_loss)acc_temp = sess.run(accuracy, feed_dict={x_data: rand_x,y_target: rand_y,prediction_grid:rand_x})batch_accuracy.append(acc_temp)if (i+1)%250==0:print('Step #' + str(i+1))print('Loss = ' + str(temp_loss))# Create a mesh to plot points in
x_min, x_max = x_vals[:, 0].min() - 1, x_vals[:, 0].max() + 1
y_min, y_max = x_vals[:, 1].min() - 1, x_vals[:, 1].max() + 1
xx, yy = np.meshgrid(np.arange(x_min, x_max, 0.02),np.arange(y_min, y_max, 0.02))
grid_points = np.c_[xx.ravel(), yy.ravel()]
[grid_predictions] = sess.run(prediction, feed_dict={x_data: rand_x,y_target: rand_y,prediction_grid: grid_points})
grid_predictions = grid_predictions.reshape(xx.shape)# Plot points and grid
plt.contourf(xx, yy, grid_predictions, cmap=plt.cm.Paired, alpha=0.8)
plt.plot(class1_x, class1_y, 'ro', label='Class 1')
plt.plot(class2_x, class2_y, 'kx', label='Class -1')
plt.title('Gaussian SVM Results')
plt.xlabel('x')
plt.ylabel('y')
plt.legend(loc='lower right')
plt.ylim([-1.5, 1.5])
plt.xlim([-1.5, 1.5])
plt.show()# Plot batch accuracy
plt.plot(batch_accuracy, 'k-', label='Accuracy')
plt.title('Batch Accuracy')
plt.xlabel('Generation')
plt.ylabel('Accuracy')
plt.legend(loc='lower right')
plt.show()# Plot loss over time
plt.plot(loss_vec, 'k-')
plt.title('Loss per Generation')
plt.xlabel('Generation')
plt.ylabel('Loss')
plt.show()# Evaluate on new/unseen data points
# New data points:
new_points = np.array([(-0.75, -0.75),(-0.5, -0.5),(-0.25, -0.25),(0.25, 0.25),(0.5, 0.5),(0.75, 0.75)])[evaluations] = sess.run(prediction, feed_dict={x_data: x_vals,y_target: np.transpose([y_vals]),prediction_grid: new_points})for ix, p in enumerate(new_points):print('{} : class={}'.format(p, evaluations[ix]))