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Commit dd097e74 authored by Andreas Mueller's avatar Andreas Mueller
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DOC improve svm sample weight example

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......@@ -5,34 +5,56 @@ SVM: Weighted samples
Plot decision function of a weighted dataset, where the size of points
is proportional to its weight.
The sample weighting rescales the C parameter, which means that the classifier
puts more emphasis on getting these points right. The effect might often be
subtle.
"""
print(__doc__)
import numpy as np
import pylab as pl
import matplotlib.pyplot as plt
from sklearn import svm
def plot_decision_function(classifier, sample_weight, axis, title):
# plot the decision function
xx, yy = np.meshgrid(np.linspace(-4, 5, 500), np.linspace(-4, 5, 500))
Z = classifier.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
# plot the line, the points, and the nearest vectors to the plane
axis.contourf(xx, yy, Z, alpha=0.75, cmap=plt.cm.bone)
axis.scatter(X[:, 0], X[:, 1], c=Y, s=100 * sample_weight, alpha=0.9,
cmap=plt.cm.bone)
axis.axis('off')
axis.set_title(title)
# we create 20 points
np.random.seed(0)
X = np.r_[np.random.randn(10, 2) + [1, 1], np.random.randn(10, 2)]
Y = [1] * 10 + [-1] * 10
sample_weight = 100 * np.abs(np.random.randn(20))
# and assign a bigger weight to the last 10 samples
sample_weight[:10] *= 10
sample_weight_last_ten = abs(np.random.randn(len(X)))
sample_weight_constant = np.ones(len(X))
# and assign a bigger weight to the last 5 samples
sample_weight_last_ten[15:] *= 5
# # fit the model
clf = svm.SVC()
clf.fit(X, Y, sample_weight=sample_weight)
# for reference, first fit without class weights
# plot the decision function
xx, yy = np.meshgrid(np.linspace(-4, 5, 500), np.linspace(-4, 5, 500))
# fit the model
clf_weights = svm.SVC()
clf_weights.fit(X, Y, sample_weight=sample_weight_last_ten)
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
clf_no_weights = svm.SVC()
clf_no_weights.fit(X, Y)
# plot the line, the points, and the nearest vectors to the plane
pl.contourf(xx, yy, Z, alpha=0.75, cmap=pl.cm.bone)
pl.scatter(X[:, 0], X[:, 1], c=Y, s=sample_weight, alpha=0.9, cmap=pl.cm.bone)
fig, axes = plt.subplots(1, 2, figsize=(14, 6))
plot_decision_function(clf_no_weights, sample_weight_constant, axes[0],
"Constant weights")
plot_decision_function(clf_weights, sample_weight_last_ten, axes[1],
"Modified weights")
pl.axis('off')
pl.show()
plt.show()
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