機械学習

KERNEL <- c('linear',     # 線形
            'polynomial', # 多項式
            'sigmoid',    # シグモイド
            'radial')     # ガウス

k <- 4 # カーネル選択番号

COL <- c(rgb(255,   0,   0,  105, max = 255), # 赤
         rgb(  0,   0, 255,  105, max = 255), # 青
         rgb(  0, 155,   0,  105, max = 255), # 緑
         rgb(100, 100, 100,   20, max = 255)) # 灰

KERNEL

KERNEL

## [1] "linear"     "polynomial" "sigmoid"    "radial"

d2 <- read.csv(file = 'https://stats.dip.jp/01_ds/data/data_svm_cluster7.csv')
matplot(NA, type = 'n',
        xlim = c(-10, 15), ylim = c(-10, 20),
        xlab = 'x', ylab = 'y')
grid()
d2.red  <- d2[d2$blue == 0, ]
d2.blue <- d2[d2$blue == 1, ]
matlines(x = d2.red$x,  y = d2.red$y,  type = 'p', pch = 1, col = COL[1])
matlines(x = d2.blue$x, y = d2.blue$y, type = 'p', pch = 1, col = COL[2])
legend('topright', col = COL[1:2], pch = c(1, 1), bg = 'white',
      legend = c('赤', '青'))

library(e1071)
cv <- tune('svm', as.factor(blue) ~ ., data = d2,
           kernel = KERNEL[k], type = 'C-classification', 
           ranges = list(gamma   = 2^(-4:4), # radialなどの非線形カーネルを使うとき調整
                         #epsilon = seq(0, 1, 0.1), # SVRの不感帯の調整
                         #coef0   = 2^(-4:4), # polynomialかsigmoidのとき調整（c0）
                         cost    = 2^(-4:4))) # コスト係数（小さいほど分類誤りを許容）

# ベストパラメータ表示
cv

## 
## Parameter tuning of 'svm':
## 
## - sampling method: 10-fold cross validation 
## 
## - best parameters:
##  gamma cost
##      1    4
## 
## - best performance: 0.01142857

draw.fig <- function(d2)
{
  # データ抽出
  d.red  <- d2[d2$blue == 0, ] # 赤クラスデータ
  d.blue <- d2[d2$blue == 1, ] # 青クラスデータ

  # 図枠
  matplot (NA, type = 'n',
           xlim = c(-10, 15), ylim = c(-10, 20),
           xlab = 'x', ylab = 'y')

  grid() # 格子線 

  # 描画
  matlines(x = d.red$x,  y = d.red$y,  type = 'p', pch = 1, col = COL[2])
  matlines(x = d.blue$x, y = d.blue$y, type = 'p', pch = 1, col = COL[1])

  # 凡例
  legend('topright', col = COL[1:2], pch = c(1, 1), bg = 'white',
        legend = c('赤', '青'))
}

#cairo_pdf('data_svm.pdf') # 講義資料PDF画像作成（ここから）

dx <- 0.2
dy <- 0.2

dgrid <- expand.grid(x = seq(-25, 25, dx),
                     y = seq(-25, 25, dy))

pred <- predict(cv$best.model, newdata = dgrid)

draw.fig(d2)

sv <- d2[cv$best.model$index, -1]
matpoints(x = sv[, 1], y = sv[, 2], pch = 16, cex = 0.5, col = 1)

dgrid.blue <- dgrid[pred == 1, ]

fill.cell <- function(x, y)
{
  xline <- c(x - dx/2, x + dx/2)
  ylow  <- c(y - dy/2, y - dy/2)
  yupp  <- c(y + dy/2, y + dy/2)

  polygon(c(xline, rev(xline)), c(ylow, yupp), border = F, col = COL[4])
}
for (i in 1:nrow(dgrid))
{
  if (pred[i] == 1) fill.cell(dgrid$x[i], dgrid$y[i])
}
title(paste0('SVM（カーネル：', KERNEL[k], '）による分類'))
legend('topright', col = c(COL[1:2], 1, NA), pch = c(1, 1, 16, NA),
       fill = c(NA, NA, NA, COL[4]), border = F, bg = 'white',
       legend = c('赤（０）', '青（１）', 'サポートベクター', '青（１）と分類する範囲'))