ex-7: started writing the test part
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@ -42,6 +42,10 @@ header-includes: |
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\DeclareMathOperator*{\et}{%
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\hspace{30pt} \wedge \hspace{30pt}
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}
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%% "if" in formulas
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\DeclareMathOperator*{\incase}{%
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\hspace{20pt} \text{if} \hspace{20pt}
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}
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\makeatletter
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\renewcommand\maketitle{
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@ -199,11 +199,11 @@ this case were the weight vector and the position of the point to be projected.
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![Gaussian of the samples on the projection
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line.](images/fisher-proj.pdf){height=5.7cm}
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Aeral and lateral views of the projection direction, in blue, and the cut, in
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Aerial and lateral views of the projection direction, in blue, and the cut, in
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red.
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</div>
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Results obtained for the same sample in @fig:fisher_points are shown in
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Results obtained for the same sample in @fig:points are shown in
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@fig:fisher_proj. The weight vector $w$ was found to be:
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$$
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@ -227,22 +227,21 @@ output value. The inferred function can be used for mapping new examples. The
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algorithm will be generalized to correctly determine the class labels for unseen
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instances.
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The aim is to determine the threshold function $f(x)$ for the dot product
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between the (in this case 2D) vector point $x$ and the weight vector $w$:
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The aim is to determine the bias $b$ such that the threshold function $f(x)$:
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$$
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f(x) = x \cdot w + b
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f(x) = x \cdot w + b \hspace{20pt}
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\begin{cases}
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\geqslant 0 \incase x \in \text{signal} \\
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< 0 \incase x \in \text{noise}
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\end{cases}
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$$ {#eq:perc}
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where $b$ is called 'bias'. If $f(x) \geqslant 0$, than the point can be
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assigned to the class $C_1$, to $C_2$ otherwise.
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The training was performed as follow. The idea is that the function $f(x)$ must
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return 0 when the point $x$ belongs to the noise and 1 if it belongs to the
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signal. Initial values were set as $w = (0,0)$ and $b = 0$. From these, the
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perceptron starts to improve their estimations. The sample was passed point by
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point into a reiterative procedure a grand total of $N_c$ calls: each time, the
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projection $w \cdot x$ of the point was computed and then the variable $\Delta$ was defined as:
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The training was performed as follow. Initial values were set as $w = (0,0)$ and
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$b = 0$. From these, the perceptron starts to improve their estimations. The
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sample was passed point by point into a reiterative procedure a grand total of
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$N_c$ calls: each time, the projection $w \cdot x$ of the point was computed
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and then the variable $\Delta$ was defined as:
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$$
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\Delta = r * (e - \theta (f(x))
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@ -254,15 +253,15 @@ where:
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larger $r$, the more volatile the weight changes. In the code, it was set
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$r = 0.8$;
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- $e$ is the expected value, namely 0 if $x$ is noise and 1 if it is signal;
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- $\theta$ is the Heavyside theta function;
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- $\theta$ is the Heaviside theta function;
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- $o$ is the observed value of $f(x)$ defined in @eq:perc.
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Then $b$ and $w$ must be updated as:
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$$
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b \longrightarrow b + \Delta
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b \to b + \Delta
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\et
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w \longrightarrow w + x \Delta
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w \to w + x \Delta
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$$
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<div id="fig:percep_proj">
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@ -270,12 +269,12 @@ $$
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![Gaussian of the samples on the projection
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line.](images/percep-proj.pdf){height=5.7cm}
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Aeral and lateral views of the projection direction, in blue, and the cut, in
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Aerial and lateral views of the projection direction, in blue, and the cut, in
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red.
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</div>
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It can be shown that this method converges to the coveted function.
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As stated in the previous section, the weight vector must finally be normalzied.
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As stated in the previous section, the weight vector must finally be normalized.
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With $N_c = 5$, the values of $w$ and $t_{\text{cut}}$ level off up to the third
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digit. The following results were obtained:
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@ -289,3 +288,47 @@ this case, the projection line does not lies along the mains of the two
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samples. Plots in @fig:percep_proj.
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## Efficiency test
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A program was implemented in order to check the validity of the two
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aforementioned methods.
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A number $N_t$ of test samples was generated and the
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points were divided into the two classes according to the selected method.
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At each iteration, false positives and negatives are recorded using a running
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statistics method implemented in the `gsl_rstat` library, being suitable for
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handling large datasets for which it is inconvenient to store in memory all at
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once.
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For each sample, the numbers $N_{fn}$ and $N_{fp}$ of false positive and false
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negative are computed with the following trick:
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Every noise point $x_n$ was checked this way: the function $f(x_n)$ was computed
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with the weight vector $w$ and the $t_{\text{cut}}$ given by the employed method,
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then:
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- if $f(x) < 0 \thus$ $N_{fn} \to N_{fn}$
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- if $f(x) > 0 \thus$ $N_{fn} \to N_{fn} + 1$
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Similarly for the positive points.
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Finally, the mean and the standard deviation were obtained from $N_{fn}$ and
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$N_{fp}$ computed for every sample in order to get the mean purity $\alpha$
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and efficiency $\beta$ for the employed statistics:
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$$
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\alpha = 1 - \frac{\text{mean}(N_{fn})}{N_s} \et
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\beta = 1 - \frac{\text{mean}(N_{fp})}{N_n}
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$$
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Results for $N_t = 500$:
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-------------------------------------------------------------------------------------------
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$\alpha$ $\sigma_{\alpha}$ $\beta$ $\sigma_{\beta}$
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----------- ------------------- ------------------- ------------------- -------------------
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Fisher 0.9999 0.33 0.9999 0.33
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Perceptron 0.9999 0.28 0.9995 0.64
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-------------------------------------------------------------------------------------------
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Table: Results for Fisher and perceptron method. $\sigma_{\alpha}$ and
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$\sigma_{\beta}$ stand for the standard deviation of the false
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negative and false positive respectively.
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\textcolor{red}{MISSING COMMENTS ON RESULTS.}
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