使用交叉验证和F1分数选择SVM参数

Question

我需要在调整SVM中的C＆Sigma时跟踪F1分数，例如以下代码跟踪准确度，我需要将其更改为F1-Score但我无法做到......

%# read some training data
[labels,data] = libsvmread('./heart_scale');

%# grid of parameters
folds = 5;
[C,gamma] = meshgrid(-5:2:15, -15:2:3);

%# grid search, and cross-validation
cv_acc = zeros(numel(C),1);
    for i=1:numel(C)
cv_acc(i) = svmtrain(labels, data, ...
                sprintf('-c %f -g %f -v %d', 2^C(i), 2^gamma(i), folds));
end

%# pair (C,gamma) with best accuracy
[~,idx] = max(cv_acc);

%# now you can train you model using best_C and best_gamma
best_C = 2^C(idx);
best_gamma = 2^gamma(idx);
%# ...

我看过以下两个链接

使用libsvm进行交叉验证后重新培训

在一对一SVM中使用10倍交叉验证（使用LibSVM）

我知道我必须首先在训练数据中找到最佳的C和gamma / sigma参数，然后使用这两个值进行LEAVE-ONE-OUT交叉验证分类实验，所以我现在想要的是先做一个网格 - 调整C＆sigma的研究。 请我更喜欢使用MATLAB-SVM而不是LIBSVM。 以下是我的LEAVE-ONE-OUT交叉验证分类代码。

... clc
 clear all
close all
a = load('V1.csv');
X = double(a(:,1:12));
Y = double(a(:,13));
% train data
datall=[X,Y];
A=datall;
n = 40;
ordering = randperm(n);
B = A(ordering, :);  
good=B; 
input=good(:,1:12);
target=good(:,13);
CVO = cvpartition(target,'leaveout',1);  
cp = classperf(target);                      %# init performance tracker
svmModel=[];
for i = 1:CVO.NumTestSets                                %# for each fold
trIdx = CVO.training(i);              
teIdx = CVO.test(i);                   
%# train an SVM model over training instances

svmModel = svmtrain(input(trIdx,:), target(trIdx), ...
       'Autoscale',true, 'Showplot',false, 'Method','ls', ...
      'BoxConstraint',0.1, 'Kernel_Function','rbf', 'RBF_Sigma',0.1);
%# test using test instances
pred = svmclassify(svmModel, input(teIdx,:), 'Showplot',false);
%# evaluate and update performance object
cp = classperf(cp, pred, teIdx); 
end
%# get accuracy
accuracy=cp.CorrectRate*100
sensitivity=cp.Sensitivity*100
specificity=cp.Specificity*100
PPV=cp.PositivePredictiveValue*100
NPV=cp.NegativePredictiveValue*100
%# get confusion matrix
%# columns:actual, rows:predicted, last-row: unclassified instances
cp.CountingMatrix
recallP = sensitivity;
recallN = specificity;
precisionP = PPV;
precisionN = NPV;
f1P = 2*((precisionP*recallP)/(precisionP + recallP));
f1N = 2*((precisionN*recallN)/(precisionN + recallN));
aF1 = ((f1P+f1N)/2);

我已经改变了代码，但我犯了一些错误，我收到了错误，

a = load('V1.csv');
X = double(a(:,1:12));
Y = double(a(:,13));
% train data
datall=[X,Y];
A=datall;
n = 40;
ordering = randperm(n);
B = A(ordering, :);  
good=B; 
inpt=good(:,1:12);
target=good(:,13);
k=10;
cvFolds = crossvalind('Kfold', target, k);   %# get indices of 10-fold CV
cp = classperf(target);                      %# init performance tracker
svmModel=[];
for i = 1:k 
    testIdx = (cvFolds == i);    %# get indices of test    instances
trainIdx = ~testIdx;   
C = 0.1:0.1:1; 
S = 0.1:0.1:1; 
fscores = zeros(numel(C), numel(S)); %// Pre-allocation
for c = 1:numel(C)   
for s = 1:numel(S)
    vals = crossval(@(XTRAIN, YTRAIN, XVAL, YVAL)(fun(XTRAIN, YTRAIN, XVAL, YVAL, C(c), S(c))),inpt(trainIdx,:),target(trainIdx));
    fscores(c,s) = mean(vals);
end
end
 end

[cbest, sbest] = find(fscores == max(fscores(:)));
C_final = C(cbest);
S_final = S(sbest);    

.......

和功能.....

.....
function fscore = fun(XTRAIN, YTRAIN, XVAL, YVAL, C, S)
svmModel = svmtrain(XTRAIN, YTRAIN, ...
   'Autoscale',true, 'Showplot',false, 'Method','ls', ...
  'BoxConstraint', C, 'Kernel_Function','rbf', 'RBF_Sigma', S);

   pred = svmclassify(svmModel, XVAL, 'Showplot',false);

   cp = classperf(YVAL, pred)
   %# get accuracy
    accuracy=cp.CorrectRate*100
    sensitivity=cp.Sensitivity*100
    specificity=cp.Specificity*100
    PPV=cp.PositivePredictiveValue*100
    NPV=cp.NegativePredictiveValue*100
    %# get confusion matrix
    %# columns:actual, rows:predicted, last-row: unclassified instances
    cp.CountingMatrix
    recallP = sensitivity;
    recallN = specificity;
    precisionP = PPV;
    precisionN = NPV;
    f1P = 2*((precisionP*recallP)/(precisionP + recallP));
    f1N = 2*((precisionN*recallN)/(precisionN + recallN));
    fscore = ((f1P+f1N)/2);

    end

Answer 1

所以基本上你想要采用你的这一行：

svmModel = svmtrain(input(trIdx,:), target(trIdx), ...
       'Autoscale',true, 'Showplot',false, 'Method','ls', ...
      'BoxConstraint',0.1, 'Kernel_Function','rbf', 'RBF_Sigma',0.1);

把它放在一个循环，你的变化'BoxConstraint'和'RBF_Sigma'参数，然后使用crossval输出F1的得分是迭代的参数组合。

您可以使用与libsvm代码示例完全相同的单个for循环（即使用meshgrid和1:numel() ，这可能更快）或嵌套的for循环。 我将使用嵌套循环，以便您有两种方法：

C = [0.001, 0.003, 0.01, 0.03, 0.1, 0.3, 1, 3, 10, 30, 100, 300] %// you must choose your own set of values for the parameters that you want to test. You can either do it this way by explicitly typing out a list
S = 0:0.1:1 %// or you can do it this way using the : operator
fscores = zeros(numel(C), numel(S)); %// Pre-allocation
for c = 1:numel(C)   
    for s = 1:numel(S)
        vals = crossval(@(XTRAIN, YTRAIN, XVAL, YVAL)(fun(XTRAIN, YTRAIN, XVAL, YVAL, C(c), S(c)),input(trIdx,:),target(trIdx));
        fscores(c,s) = mean(vals);
    end
end

%// Then establish the C and S that gave you the bet f-score. Don't forget that c and s are just indexes though!
[cbest, sbest] = find(fscores == max(fscores(:)));
C_final = C(cbest);
S_final = S(sbest);

现在我们只需定义函数fun 。 文档有关于fun说法：

fun是具有两个输入的函数的函数句柄，X，XTRAIN的训练子集和X，XTEST的测试子集，如下所示：

testval = fun（XTRAIN，XTEST）每次调用时，fun都应该使用XTRAIN来拟合模型，然后返回一些使用该拟合模型在XTEST上计算的标准testval。

所以fun需要：

• 输出单个f分数
• 将X和Y的训练和测试集作为输入。 请注意，这些都是实际训练集的子集！ 可以把它们想象成训练集的训练和验证SUBSET。 另请注意，crossval将为您分割这些设置！
• 在训练子集上训练分类器（使用循环中当前的C和S参数）
• 在测试（或验证相当）子集上运行新的分类器
• 计算并输出性能指标（在您的情况下，您希望获得f1分数）

你会注意到fun是不能使用任何额外的参数，这就是为什么我把它包装在一个匿名函数中，以便我们可以传递当前的C和S值。（即所有@(...)(fun(...))上面的东西。这只是将我们的六个参数fun “转换”为crossval所需的4参数的技巧。

function fscore = fun(XTRAIN, YTRAIN, XVAL, YVAL, C, S)

   svmModel = svmtrain(XTRAIN, YTRAIN, ...
       'Autoscale',true, 'Showplot',false, 'Method','ls', ...
      'BoxConstraint', C, 'Kernel_Function','rbf', 'RBF_Sigma', S);

   pred = svmclassify(svmModel, XVAL, 'Showplot',false);

   CP = classperf(YVAL, pred)

   fscore = ... %// You can do this bit the same way you did earlier
end

Answer 2

我找到了target(trainIdx)的唯一问题。 这是一个行向量，所以我刚刚更换target(trainIdx)与target(trainIdx)这是一个列向量。