{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "## Introdução à classificação" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "#### Aproximar ou estimar $P(y\\,|\\,\\mathbf{x})$\n", "\n", "Como visto na introdução, o erro de classificação pode ser minimizado escolhendo-se a classe $argmax_y \\{P(y\\,|\\,\\mathbf{x})\\}$.\n", "\n", "Uma primeira observação útil é o fato de que não precisamos, necessariamente, estimar o valor exato de $P(y\\,|\\,\\mathbf{x})$. Precisamos, de fato, apenas de funções discriminantes $g_y(\\mathbf{x})$ tal que, para todo $\\mathbf{x} \\in X$ e para todo $z \\in Y, z\\neq y$, $g_y(\\mathbf{x}) > g_z(\\mathbf{x}) \\Longleftrightarrow P(y\\,|\\,\\mathbf{x}) > P(z\\,|\\,\\mathbf{x})$. Ou seja, basta apenas que as relações de ordem entre os valores das funções discriminantes $g_y(\\mathbf{x})$, $y\\in Y$, sejam consistentes com as relações entre as posterioris $P(y\\,|\\,\\mathbf{x})$, $y\\in Y$, para cada um dos elementos $\\mathbf{x}\\in X$.\n", "\n", "Como podemos escolher essas funções discriminantes ? Isso é possível ?\n", "\n", "A seguir apresentamos a ideias relacionadas com um método conhecido na literatura como regressão logística, método este utilizado para classificação binária.\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "(Parênteses) Considere a função $\\displaystyle s(x) = \\frac{1}{1+e^{-x}}$, $x \\in \\mathbb{R}$.\n" ] }, { "cell_type": "code", "execution_count": 6, "metadata": { "collapsed": false }, "outputs": [ { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "import numpy as np\n", "%matplotlib inline\n", "import matplotlib.pyplot as plt \n", "\n", "x = np.arange(-10.0, 10.0, 0.1)\n", "plt.plot(x, 1/(1+np.exp(-x)))\n", "plt.xlabel('x')\n", "plt.ylabel('s ( x)')\n", "plt.show()\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Se considerarmos $\\displaystyle s_a(x) = \\frac{1}{1+e^{-ax}}$, $a \\in \\mathbb{R}$, temos uma família de funções." ] }, { "cell_type": "code", "execution_count": 8, "metadata": { "collapsed": false }, "outputs": [ { "data": { "image/png": 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LTAHn227LfT5Fx23biilTNKBcIFQYlAGN050UDBAXiL7/j+1FqWvIdinPARtwDoet3Nqq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\n3MYKnIjAyScPihTTXMjkPoL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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "def s_a(a,x):\n", " return 1 / (1 + np.exp(-a*x))\n", "\n", "x = np.arange(-10.0, 10.0, 0.1)\n", "# Plot da função s_a() para três valores distintos de a\n", "plt.plot(x, s_a(1,x), 'bo', x, s_a(0.3,x), 'r*', x, s_a(3,x), 'g+', x, s_a(-1,x), 'x')\n", "plt.xlabel('x')\n", "plt.ylabel('s_a( x )')\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Note que $0\\leq s_a(x) \\leq 1$, não importa o valor de $a$ e de $x$. \n", "\n", "Vamos agora considerar $z = z(\\mathbf{x}) = h_{(w_0,w_1)}(\\mathbf{x}) = w_0 + w_1 \\,x$ ( $\\mathbf{x} = (x_1) = x \\in \\mathbb{R}$ ) e plotar $z(\\mathbf{x}) = s(h_{(w_0,w_1)}(\\mathbf{x}))$ para diferentes valores de $(w_0,w_1)$. Experimente alterar $w_0$ e $w_1$ no código abaixo:" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "collapsed": false }, "outputs": [ { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "w_0 = 1\n", "w_1 = 0.5\n", "\n", "def h(w_0,w_1,x):\n", " return w_0 + w_1*x\n", "\n", "x = np.arange(-10.0, 10.0, 0.1)\n", "plt.plot(x, h(w_0,w_1,x), 'r+', x, s(1,h(w_0,w_1,x)), 'bo')\n", "plt.xlabel('x')\n", "plt.ylabel('s( h(x) )')\n", "plt.ylim([-1,2])\n", "plt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "O que $s(z)$ tem a ver com as probabilidades $P(y\\,|\\,\\mathbf{x})$ ?\n", "\n", "Se tomarmos\n", "$$\n", "g_0(z) = \\frac{1}{1+e^{z}}\n", "$$\n", "e\n", "$$\n", "g_1(z) = \\frac{e^{z}}{1+e^{z}}\n", "$$\n", "temos $g_0(z) + g_1(z) = 1$. Assim, para o caso de classificação binária (i.e.,$Y=\\{0,1\\}$), podemos considerar\n", "\n", "$$P(y=0\\,|\\,\\mathbf{x}) = g_0(z(\\mathbf{x}))$$\n", "\n", "$$P(y=1\\,|\\,\\mathbf{x}) = g_1(z(\\mathbf{x}))$$\n", "\n", "com \n", "$$z = z(\\mathbf{x}) = h_{(w_0,w_1)}(\\mathbf{x}) = w_0 + w_1x\\,.$$\n", "Isto é, fazemos $P(y\\,|\\,\\mathbf{x})$ depender de uma função linear $h_{(w_0,w_1)}(\\mathbf{x}) = w_0 + w_1x$. \n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Agora, dado um conjunto de observações $\\{ (\\mathbf{x}_i,y_i): i = 1,\\ldots, N \\}$, gostaríamos de saber qual é a distribuição que mais se aproxima da distribuição que deu origem a essas observações. Como estamos supondo que as distribuções são da forma $P(y=0\\,|\\,\\mathbf{x}) = \\frac{1}{1+e^{w_0 + w_1x}}$ e $P(y=1\\,|\\,\\mathbf{x}) = 1 - P(y=0\\,|\\,\\mathbf{x})$, o que queremos de fato é determinar o valor dos parâmetros $(w_0,w_1)$ que definem a distribuição. Ora, levando-se em conta que as amostras $\\{ (\\mathbf{x}_i,y_i): i = 1,\\ldots, N \\}$ foram de fato observadas, uma boa escolha para os parâmetros $(w_0,w_1)$ seriam os valores que maximizam a probabilidade de $\\{ (\\mathbf{x}_i,y_i): i = 1,\\ldots, N \\}$ ser observado. \n", "\n", "Supondo que a observação de um dado par $(\\mathbf{x}_i,y_i)$ é independente da observação de qualquer outro par, podemos escrever a probabilidade de se observar essas amostras como:\n", "$$\n", "L(w_0,w_1) = \\prod_{i=1}^{N} P(y_i\\,|\\,\\mathbf{x}_i,w_0,w_1)\n", "$$\n", "Note que a probabilidade a posteriori é expressa também em função dos parâmetros $(w_0,w_1)$.\n", "Além disso, observe que \n", "$$\n", "P(y\\,|\\,\\mathbf{x},w_0,w_1) = [g_0(z(\\mathbf{x}))]^{(1-y)}[g_1(z(\\mathbf{x}))]^{y}\n", "$$\n", "\n", "Portanto, podemos escrever:\n", "$$\n", "L(w_0,w_1) = \\prod_{i=1}^{N} [g_0(z(\\mathbf{x}_i))]^{(1-y_i)}[g_1(z(\\mathbf{x}_i))]^{y_i}\n", "$$\n", "\n", "O que gostaríamos de calcular são os parâmetros $(w_0,w_1)$ que maximizam $L(w_0,w_1)$ (isto é, conferem maior verossimilhança ao fato das amostras $\\{ (\\mathbf{x}_i,y_i): i = 1,\\ldots, N \\}$ terem sido observadas).\n", "\n", "Em vez de maximizar $L$, podemos maximizar $\\ln\\,L$ já que a aplicação de uma função monótona (no caso a função $\\ln$) não altera a relação de ordem entre os valores em dois pontos da função. Isto é, podemos considerar o problema equivalente de encontrar o ponto de máximo da função \n", "$$\n", "l(w_0,w_1) = \\ln\\, L(w_0,w_1)\n", "$$\n", "\n", "Note que \n", "$$\n", "l(w_0,w_1) = \\sum_{i=1}^{N} [ ]\n", "$$\n", "\n", " Falta preencher um pedaço aqui ...\n", "O ponto de máximo dessa função pode ser obtida calculando-se o ponto de mínimo da função negativa. Uma técnica que pode ser usada para tal cálculo é a técnica do gradiente descendente." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Fronteira de decisão" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Como estamos tratando um caso binário, e queremos comparar a relação de ordem entre $g_0(\\mathbf{x})$ e $g_1(\\mathbf{x})$, podemos definir\n", "$$\n", "g(\\mathbf{x}) = g_1(\\mathbf{x}) - g_0(\\mathbf{x})\n", "$$\n", "e considerar que $\\mathbf{x}$ é da classe $0$ se $g(\\mathbf{x}) < 0$ e que $\\mathbf{x}$ é da classe $1$ se $g(\\mathbf{x}) > 0$.\n", "\n", "Note, adicionalmente, que se considerarmos $\\tilde{g}_0(\\mathbf{x}) = \\ln g_0(\\mathbf{x})$ e $\\tilde{g}_1(\\mathbf{x}) = \\ln g_1(\\mathbf{x})$, como a função $\\ln$ é monótona, a ordem relativa não é alterada. Ou seja, temos que $g_1(\\mathbf{x}) - g_0(\\mathbf{x}) > 0 \\Longleftrightarrow \\tilde{g}_1(\\mathbf{x}) - \\tilde{g}_0(\\mathbf{x}) > 0$. \n", "Mas,\n", "$$\n", "\\tilde{g}_1(\\mathbf{x}) - \\tilde{g}_0(\\mathbf{x}) = \\ln \\frac{g_1(\\mathbf{x})}{g_0(\\mathbf{x})} = \\frac{\\frac{z}{1+z}}{\\frac{1}{1+z}} = \\ln z = w_0 + w_1 x\n", "$$\n", "\n", "Logo, verificar se $g(\\mathbf{x}) > 0$ é equivalente a verificar se $w_0 + w_1 x > 0$. Ou seja, a fronteira que as amostras da classe $0$ das amostras da classe $1$ é uma reta (um função linear)." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "
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