Linear Discriminant Functions.ipynb

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    "# Linear Discriminant Functions\n",
    "Linear Discriminant Functions distinguish (in the simple case) two different classes from each other (assuming they are linear seperable). For the twodimensional case (N = 2), we want to find a line $d(x) = w_1x_1+w_2x_2+w_3 = 0$ which outputs a value $>0$ for the first class and a value $<0$ for the second class. If the value is 0 (and thus the point lies on the decision line), we reject the decision*. \n",
    "\n",
    "The goal is to learn the weights ($w_1$ and $w_2$) as well as the bias to discriminate the two classes. There are many algorithms to achieve this. In the lecture by Prof. Jiang two different approaches were shown: The perceptron algorithm and the pseudoinverse algorithm. \n",
    "\n",
    "## Perceptron Algorithm\n",
    "The perceptron algorithm minimizes the number of misclassified training examples by using the gradient descend approach. This is done by using the model of a perceptron which has (in the twodimensional case) two inputs and a bias. The output of the perceptron is the sum of the inputs combined with some weights which need to be learned. For learning we use our initial solution and compute for every training example the output of the neuron. Every misclassified sample causes a slight change to the weights until no misclassification happens.\n",
    "\n",
    "$$\n",
    "\\begin{align}\n",
    "J(w) &= \\sum_{y \\in \\text{misclassified examples}}(-wy^t)\\\\\n",
    "\\nabla J(w) &= \\sum_{y \\in \\text{misclassified examples}}(-y)\\\\\n",
    "w_{k+1} &= w_k - \\sum_{y \\in \\text{misclassified examples}}(-y)\\\\\n",
    "w_{k+1} &= w_k + \\sum_{y \\in \\text{misclassified examples}}(y)\n",
    "\\end{align}\n",
    "$$\n",
    "\n",
    "#### Example\n",
    "Consider the following data (I already added the bias)\n",
    "\n",
    "| x | y | bias | class  | $d(w)$ shall be... |\n",
    "|---|---|------|--------|--------------------|\n",
    "| 0 | 0 | 1    |  $C_1$ | $>0$               |\n",
    "| 0 | 1 | 1    | $C_1$  | $>0$               |\n",
    "| 1 | 0 | 1    | $C_2$  | $<0$               |\n",
    "| 1 | 1 | 1    | $C_2$  | $<0$               |\n",
    "\n",
    "For simplicity reasons we multiply the values of the second class * -1 so we get\n",
    "\n",
    "| x  | y  | bias | class  | $d(w)$ shall be... |\n",
    "|----|----|------|--------|--------------------|\n",
    "| 0  | 0  | 1    |  $C_1$ | $>0$               |\n",
    "| 0  | 1  | 1    | $C_1$  | $>0$               |\n",
    "| -1 | 0  | -1   | $C_2$  | $>0$               |\n",
    "| -1 | -1 | -1   | $C_2$  | $>0$               |\n",
    "\n",
    "Let's imagine we initialize with $w_0 = (0,0,0)$. Now we can find out if an example is correctly classified or not, by multiplying the sample with the weight.\n",
    "\n",
    "| x  | y  | bias | class  | $d(w)$ shall be... | $d(w_0)$ is be... |\n",
    "|----|----|------|--------|--------------------|-----------------|\n",
    "| 0  | 0  | 1    |  $C_1$ | $>0$               | $\\leq 0$        |\n",
    "| 0  | 1  | 1    | $C_1$  | $>0$               | $\\leq 0$        |\n",
    "| -1 | 0  | -1   | $C_2$  | $>0$               | $\\leq 0$        |\n",
    "| -1 | -1 | -1   | $C_2$  | $>0$               | $\\leq 0$        |\n",
    "\n",
    "As we can see, all four values are misclassified. Thus we can sum up all x's and y's and biases and we get as a $\\delta_0 = (-2,0,0)$. Now we calculate $w_1 = w_0 + p * \\delta_0 = (0,0,0) + 1*(-2,0,0) = (-2,0,0)$, assuming a learning rate $p$ of $1$.\n",
    "\n",
    "For the second iteration we use the new weight and get...\n",
    "\n",
    "\n",
    "| x  | y  | bias | class  | $d(w)$ shall be... | $d(w_1)$ is be... |\n",
    "|----|----|------|--------|--------------------|-------------------|\n",
    "| 0  | 0  | 1    |  $C_1$ | $>0$               | $\\leq 0$          |\n",
    "| 0  | 1  | 1    | $C_1$  | $>0$               | $\\leq 0$          |\n",
    "| -1 | 0  | -1   | $C_2$  | $>0$               | $> 0$             |\n",
    "| -1 | -1 | -1   | $C_2$  | $>0$               | $> 0$             |\n",
    "\n",
    "Now there are only two misclassified examples (the first and the second one). If we now add up the two misclassified examples, we get $\\delta_1=(0,0,1)+(0,1,1)=(0,1,2)$. Secondly, we get $w_2 = w_1 + p * \\delta_1 = (-2,0,0) + 1 * (0,1,2) = (-2,1,2)$. The algorithm continues until it converges to $(-4,1,2)$.\n",
    "\n",
    "## Pseudoinverse Algorithm\n",
    "The pseudoinverse algorithm works by introducing a vector $b$, so that\n",
    "$$\n",
    "wX = b\n",
    "$$\n",
    "with $b$ having positive values. Thus, we replace the requirement to be greater than zero with concrete values.\n",
    "\n",
    "$X$ is a matrix with the trainingsdata, i.e.\n",
    "\n",
    "$$\n",
    "X=\n",
    "  \\begin{pmatrix}\n",
    "    0 & 0 & -1 & -1 \\\\\n",
    "    0 & 1 & 0 & -1 \\\\\n",
    "    1 & 1 & -1 & -1\n",
    "  \\end{pmatrix}\n",
    "$$\n",
    "\n",
    "In this case the first column corresponds to the first example, the second to the second example etc. The third and the forth example are again multiplied with -1 since they belong to class 2 (just as before).\n",
    "\n",
    "To calculate the corresponding $w$ we need to have the inverse of $X$, however there is no exact solution, so instead we calculate.\n",
    "\n",
    "$$\n",
    "w = bX^t(XX^t)^{-1}\n",
    "$$\n",
    "\n",
    "The challenge here is to determine a suitable b. You might need mulitple trials or another optimization strategy for b.\n",
    "\n",
    "# Code-Part\n",
    "### Perceptron Algorithm"
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   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "# First we import the required packages\n",
    "\n",
    "import numpy as np\n",
    "\n",
    "import matplotlib.pyplot as plt\n",
    "from matplotlib import animation, rc\n",
    "\n",
    "from IPython.display import HTML\n",
    "\n",
    "from numpy.linalg import inv # For pseudoinverse algorithm"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now we set the data and the learning rate."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Two classes\n",
    "c1 = np.array([[0,0],[0,1]])\n",
    "c2 = np.array([[1,0],[1,1]])\n",
    "learning_rate = 1\n",
    "\n",
    "# Assertion check, some kind of input validation\n",
    "assert c1[0].shape == c2[0].shape"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now we ...\n",
    "* initialize the weights vector w with (0,0,0)\n",
    "* add the bias terms to the samples\n",
    "* multiply the samples of class 2 with -1 as explained above."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Initialize w (i.e. with zeros)\n",
    "w = np.zeros(c1[0].shape[0] + 1) #+1 for bias\n",
    "\n",
    "# Add bias-term for classes\n",
    "_c1 = np.append(c1, np.repeat(1,c1[0].shape[0]).reshape((c1[0].shape[0], 1)), axis=1)\n",
    "_c2 = np.append(c2, np.repeat(1,c1[0].shape[0]).reshape((c1[0].shape[0], 1)), axis=1)\n",
    "\n",
    "# Multiply _c2*-1 so we can check if > 0 more conveniently\n",
    "_c2 = _c2*-1"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now this is the main loop. The main functionality is described above, not more magic is happening here. We save each weight in weights, so we can visualize the progress of the linear discriminant function later."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Main loop\n",
    "\n",
    "weights = [w] # We save the weights, so we can display the line fitting later\n",
    "\n",
    "while True:\n",
    "    \n",
    "    # Test which samples are wrong classified\n",
    "    wrong_classified = []\n",
    "    \n",
    "    for sample in _c1:\n",
    "        # Calculate the function value (i.e. w0 + w1*x1 + w2*x2 + ...)\n",
    "        # It is correctly classified if the value is > 0, thus wrongly if it is <= 0\n",
    "        if sum(sample*w) <= 0:\n",
    "            wrong_classified.append(sample)\n",
    "            \n",
    "    for sample in _c2:\n",
    "        # Same for _c2\n",
    "        if sum(sample*w) <= 0:\n",
    "            wrong_classified.append(sample)\n",
    "    \n",
    "    # Break if no samples were wrong classified\n",
    "    if len(wrong_classified) == 0:\n",
    "        break\n",
    "    \n",
    "    # Otherwise calculate delta\n",
    "    delta = np.sum(wrong_classified, axis=0)\n",
    "    \n",
    "    # Add delta to weight\n",
    "    w = w + learning_rate*delta\n",
    "    weights.append(w)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "This part is just for creating the visualization of the data and the discriminant function. It creates a fancy animation. This works by using the weights which have been previously saved."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
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       "iEiT/j/4bndtRZHWKgAAAABJRU5ErkJggg==\\\n",
       "\"\n",
       "\n",
       "\n",
       "    /* set a timeout to make sure all the above elements are created before\n",
       "       the object is initialized. */\n",
       "    setTimeout(function() {\n",
       "        anim2b16e4dfcbd3421daf4aa278a03bd82b = new Animation(frames, img_id, slider_id, 1000.0,\n",
       "                                 loop_select_id);\n",
       "    }, 0);\n",
       "  })()\n",
       "</script>\n"
      ],
      "text/plain": [
       "<IPython.core.display.HTML object>"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "fig, ax = plt.subplots()\n",
    "ax.plot(c1[:,0], c1[:,1], 'ro')\n",
    "ax.plot(c2[:,0], c2[:,1], 'bo')\n",
    "line, = ax.plot([], [])\n",
    "\n",
    "ax.set_xlim(( -2, 2)) # Set x axis here\n",
    "ax.set_ylim((-2, 2)) # Set y axis here\n",
    "\n",
    "def init():\n",
    "    return (line,)\n",
    "\n",
    "def animate(i):\n",
    "    x = np.linspace(*ax.get_xlim(), 1000)\n",
    "    weight = weights[i]\n",
    "    #w0x1 + w1x2 + w2 = 0\n",
    "    # w1x2 = -w2 - w0x1\n",
    "    # x2 = (-w2 -w0*x1) / w1\n",
    "    if weight[1] == 0: # This would be a divide by zero.\n",
    "        y = [0] * len(x)\n",
    "    else:\n",
    "        y = (-weight[0]*x-weight[2])/weight[1]\n",
    "    line.set_data(x, y)\n",
    "    return (line,)\n",
    "\n",
    "anim = animation.FuncAnimation(fig, animate, init_func=init,\n",
    "                               frames=len(weights), interval=1000, \n",
    "                               blit=True)\n",
    "HTML(anim.to_jshtml()) # Print the animation"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Pseudoinverse Part\n",
    "This is the part where we calculate the pseudoinverse. However, we do not optimize b. This is part of other algorithms, i.e. Ho-Kashyap algorithm. Instead, we set $b$ to a vector of ones."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "## Define X\n",
    "\n",
    "#(_c1.shape[0] + _c2.shape[0]) = Number of training examples\n",
    "X = np.array([_c1,_c2]).reshape((_c1.shape[0] + _c2.shape[0]),3).T\n",
    "b = np.ones((1,(_c1.shape[0] + _c2.shape[0]))) # Just fill b with ones (one 1 per training example)\n",
    "\n",
    "# Calculate the w with the pseudoinverse\n",
    "# We need to use the dotproduct, so we cannot write X*X.T, but i.e.\n",
    "# np.dot(X,X.T)\n",
    "w = np.dot(b, np.dot(X.T, inv(np.dot(X,X.T))))\n",
    "\n",
    "# For simplicity reasons we flatten the matrix to a vector\n",
    "w = w.flatten()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Here we just visualize again"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<matplotlib.figure.Figure at 0x203a062a4a8>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "image/png": 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wszySpN80flNZkgQYCJKkZqwC4UC4FUaSC5LsSPKLJAtefpbk+0nubZ+t7PdlYPtrBXWu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\nAgwESVLzvw4GfkLT8jOqAAAAAElFTkSuQmCC\n",
      "text/plain": [
       "<matplotlib.figure.Figure at 0x203a26ea2b0>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "plt.clf()\n",
    "fig, ax = plt.subplots()\n",
    "ax.plot(c1[:,0], c1[:,1], 'ro')\n",
    "ax.plot(c2[:,0], c2[:,1], 'bo')\n",
    "line, = ax.plot([], [])\n",
    "\n",
    "ax.set_xlim(( -2, 2)) # Set x axis here\n",
    "ax.set_ylim((-2, 2)) # Set y axis here\n",
    "\n",
    "x = np.linspace(*ax.get_xlim(), 1000)\n",
    "y = (-w[0]*x-w[2])/w[1]\n",
    "line.set_data(x, y)\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Literature\n",
    "* Haykin, Simon S., et al. Neural networks and learning machines. Vol. 3. Upper Saddle River, NJ, USA:: Pearson, 2009.\n",
    "* Duda, Richard O., Peter E. Hart, and David G. Stork. Pattern classification. John Wiley & Sons, 2012."
   ]
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
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 },
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}