TA的每日心情 | 衰 2019-11-19 15:32 |
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签到天数: 1 天 [LV.1]初来乍到
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留一法交叉验证(LOOCV)/ Z0 U6 d& V5 V( R
留一法即Leave-One-Out Cross Validation。这种方法比较简单易懂,就是把一个大的数据集分为k个小数据集,其中k-1个作为训练集,剩下的一个作为测试集,然后选择下一个作为测试集,剩下的k-1个作为训练集,以此类推。其主要目的是为了防止过拟合,评估模型的泛化能力。计算时间较长。
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1 b. I: y! _# l" a适用场景:9 `3 e: g+ I) Z' }+ D" c) V
: E6 F4 e- _# q) @& B4 n数据集少,如果像正常一样划分训练集和验证集进行训练,那么可以用于训练的数据本来就少,还被划分出去一部分,这样可以用来训练的数据就更少了。loocv可以充分的利用数据。
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# z# _$ o/ j/ R6 N快速留一法KNN/ _. @ n- y0 _7 N( T; Z6 D/ V
+ |' U/ ]9 W1 w! x因为LOOCV需要划分N次,产生N批数据,所以在一轮训练中,要训练出N个模型,这样训练时间就大大增加。为了解决这样的问题,根据留一法的特性,我们可以提前计算出不同样本之间的距离(或者距离的中间值),存储起来。使用LOOCV时直接从索引中取出即可。下面的代码以特征选择为Demo,验证快速KNN留一法。
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其中FSKNN1是普通KNN,FSKNN2是快速KNN5 r% W) O0 D: R$ ?- o ^. v5 x
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主函数main.m
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- clc
- [train_F,train_L,test_F,test_L] = divide_dlbcl();
- dim = size(train_F,2);
- individual = rand(1,dim);
- global choice
- choice = 0.5;
- global knnIndex
- [knnIndex] = preKNN(individual,train_F);
- for i = 1:100
- [error,fs] = FSKNN1(individual,train_F,train_L);
- [error2,fs2] = FSKNN2(individual,train_F,train_L);
- end
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( B; ?0 t- t7 K0 @数据集划分divide_dlbcl.m
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; ?" N, G7 {# T1 p2 o" P+ y- function [train_F,train_L,test_F,test_L] = divide_dlbcl()
- load DLBCL.mat;
- dataMat=ins;
- len=size(dataMat,1);
- %归一化
- maxV = max(dataMat);
- minV = min(dataMat);
- range = maxV-minV;
- newdataMat = (dataMat-repmat(minV,[len,1]))./(repmat(range,[len,1]));
- Indices = crossvalind('Kfold', length(lab), 10);
- site = find(Indices==1|Indices==2|Indices==3);
- test_F = newdataMat(site,:);
- test_L = lab(site);
- site2 = find(Indices~=1&Indices~=2&Indices~=3);
- train_F = newdataMat(site2,:);
- train_L =lab(site2);
- end1 Y. t' V) J- A8 n/ g9 q9 Y
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" ?$ x! w% R+ L! D. Q4 ?简单KNN
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FSKNN1.m/ j4 Y9 d6 F6 o% ^6 K$ a
. ^# Q4 m' L5 c. X+ r6 ~- function [error,fs] = FSKNN1(x,train_F,train_L)
- global choice
- inmodel = x>choice;%%%%%设定恰当的阈值选择特征
- k=1;
- train_f=train_F(:,inmodel);
- train_length = size(train_F,1);
- flag = logical(ones(train_length,1));
- error=0;
- for j=1:train_length
- flag(j) = 0;
- CtrainF = train_f(flag,:);
- CtrainL = train_L(flag);
- CtestF = train_f(~flag,:);
- CtestL = train_L(~flag);
- classifyresult= KNN1(CtestF,CtrainF,CtrainL,k);
- if (CtestL~=classifyresult)
- error=error+1;
- end
- flag(j) = 1;
- end
- error=error/train_length;
- fs = sum(inmodel);
- end
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* n. V4 Q e4 JKNN1.m7 O& z! h4 u) D5 f/ ?
5 i& R, x0 ` x" o/ `/ a4 D- function relustLabel = KNN1(inx,data,labels,k)
- %%
- % inx 为 输入测试数据,data为样本数据,labels为样本标签 k值自定1~3
- %%
- [datarow , datacol] = size(data);
- diffMat = repmat(inx,[datarow,1]) - data ;
- distanceMat = sqrt(sum(diffMat.^2,2));
- [B , IX] = sort(distanceMat,'ascend');
- len = min(k,length(B));
- relustLabel = mode(labels(IX(1:len)));
- end$ }6 ~$ _1 [$ x% h
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G3 L( I/ [6 K. ~快速KNN* g) W. Q3 Z1 x3 h6 I# G" m% I
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preKNN.m
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0 o2 m* \) X. I6 e+ h. ~- function [knnIndex] = preKNN(x,train_F)
- inmodel = x > 0;
- train_f=train_F(:,inmodel);
- train_length = size(train_F,1);
- flag = logical(ones(train_length,1));
- knnIndex = cell(train_length,1);
- for j=1:train_length
- flag(j) = 0;
- CtrainF = train_f(flag,:);
- CtestF = train_f(~flag,:);
- [datarow , ~] = size(CtrainF);
- diffMat = repmat(CtestF,[datarow,1]) - CtrainF ;
- diffMat = diffMat.^2;
- knnIndex{j,1} = diffMat;
- flag(j) = 1;
- end
- end
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FSKNN2.m
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- function [error,fs] = FSKNN2(x,train_F,train_L)
- global choice
- inmodel = x>choice;%%%%%设定恰当的阈值选择特征
- global knnIndex
- k=1;
- train_length = size(train_F,1);
- flag = logical(ones(train_length,1));
- error=0;
- for j=1:train_length
- flag(j) = 0;
- CtrainL = train_L(flag);
- CtestL = train_L(~flag);
- classifyresult= KNN2(CtrainL,k,knnIndex{j}(:,inmodel));
- if(CtestL~=classifyresult)
- error=error+1;
- end
- flag(j) = 1;
- end
- error=error/train_length;
- fs = sum(inmodel);
- end; ]/ b8 T! q) S1 u! I0 S
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Q, t* F$ g$ l: i/ h) C- L+ ]0 M! e- function relustLabel = KNN2(labels,k,diffMat)
- distanceMat = sqrt(sum(diffMat,2));
- [B , IX] = sort(distanceMat,'ascend');
- len = min(k,length(B));
- relustLabel = mode(labels(IX(1:len)));
- end
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( d0 f3 D* D" ]& z: q/ s4 w" b6 w结果- b" c8 P9 v& @
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( I% j* b$ R" c6 V1 V; Y% z可以看到FSKNN2+preKNN的时间比FSKNN1要少很多。3 b2 f9 ]5 s2 x8 \! W) |
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