Adaboost in Python
import numpy as np
# Decision stump used as weak classifier
class DecisionStump():
def __init__(self):
self.polarity = 1
self.feature_idx = None
self.threshold = None
self.alpha = None
def predict(self, X):
n_samples = X.shape[0]
X_column = X[:, self.feature_idx]
predictions = np.ones(n_samples)
if self.polarity == 1:
predictions[X_column < self.threshold] = -1
else:
predictions[X_column > self.threshold] = -1
return predictions
class Adaboost():
def __init__(self, n_clf=5):
self.n_clf = n_clf
def fit(self, X, y):
n_samples, n_features = X.shape
# Initialize weights to 1/N
w = np.full(n_samples, (1 / n_samples))
self.clfs = []
# Iterate through classifiers
for _ in range(self.n_clf):
clf = DecisionStump()
min_error = float('inf')
# greedy search to find best threshold and feature
for feature_i in range(n_features):
X_column = X[:, feature_i]
thresholds = np.unique(X_column)
for threshold in thresholds:
# predict with polarity 1
p = 1
predictions = np.ones(n_samples)
predictions[X_column < threshold] = -1
# Error = sum of weights of misclassified samples
misclassified = w[y != predictions]
error = sum(misclassified)
if error > 0.5:
error = 1 - error
p = -1
# store the best configuration
if error < min_error:
clf.polarity = p
clf.threshold = threshold
clf.feature_idx = feature_i
min_error = error
# calculate alpha
EPS = 1e-10
clf.alpha = 0.5 * np.log((1.0 - min_error + EPS) / (min_error + EPS))
# calculate predictions and update weights
predictions = clf.predict(X)
w *= np.exp(-clf.alpha * y * predictions)
# Normalize to one
w /= np.sum(w)
# Save classifier
self.clfs.append(clf)
def predict(self, X):
clf_preds = [clf.alpha * clf.predict(X) for clf in self.clfs]
y_pred = np.sum(clf_preds, axis=0)
y_pred = np.sign(y_pred)
return y_pred
Thoughtful Thrush