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. To emphasize the effect here, we particularly weight outliers, making the deformation of the decision boundary very visible.
import matplotlib.pyplot as plt import numpy as np 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, edgecolors="black", ) 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 =  * 10 + [-1] * 10 sample_weight_last_ten = abs(np.random.randn(len(X))) sample_weight_constant = np.ones(len(X)) # and bigger weights to some outliers sample_weight_last_ten[15:] *= 5 sample_weight_last_ten *= 15 # Fit the models. # This model does not take into account sample weights. clf_no_weights = svm.SVC(gamma=1) clf_no_weights.fit(X, y) # This other model takes into account some dedicated sample weights. clf_weights = svm.SVC(gamma=1) clf_weights.fit(X, y, sample_weight=sample_weight_last_ten) fig, axes = plt.subplots(1, 2, figsize=(14, 6)) plot_decision_function( clf_no_weights, sample_weight_constant, axes, "Constant weights" ) plot_decision_function(clf_weights, sample_weight_last_ten, axes, "Modified weights") plt.show()
Total running time of the script: (0 minutes 0.669 seconds)