http://qiita.com/s-kiriki/items/6a90beede4c139558bcc

widrow-hoff.rb

#!/usr/bin/env ruby

require 'matrix'

CLASS_1 = 1
CLASS_2 = 2

# 教師データ
data = Matrix.rows([
  [ 1.0, CLASS_1],
  [ 0.5, CLASS_1],
  [-0.2, CLASS_2],
  [-0.4, CLASS_1],
  [-1.3, CLASS_2],
  [-2.0, CLASS_2],
])

features = Matrix.rows(data.column(0).map { |v| Vector.elements([v]) }) # 特徴ベクトル行列
labels = data.column(1)
wvec = Vector.elements([0.2, 0.3]) # 初期の重みベクトル
xvecs = Matrix.hstack(Matrix.build(features.row_count, 1) { 1 }, features) # xvec[0] = 1

# 重み係数の学習
def train(xvecs, wvec, tvec)
  low = 0.2 # 学習係数
  j = 0
  wvec.each_with_index do |w, key|
    sum = 0
    xvecs.row_count.times do |i|
      xvec = xvecs.row(i)
      b = tvec[i]
      wx = wvec.dot(xvec)
      sum += (wx - b) * xvec[key]
      j += (wx - b) ** 2
      wvec = wvec.collect do |v|
        if wvec[key] == v
          wvec[key] - low * sum
        else
          v
        end
      end
    end
  end
  puts j / 2
  wvec
end

# 重み係数を求める
def get_wvec(xvecs, wvec, tvec)
  loop = 100
  loop.times.each do
    wvec = train(xvecs, wvec, tvec)
  end
  wvec
end

def detect_class(wvec1, wvec2, x)
  g1 = wvec1[1] * x + wvec1[0]
  g2 = wvec2[1] * x + wvec2[0]
  return CLASS_1 if g1 > g2
  return CLASS_2 if g1 < g2
end

# クラス1について
# クラス1の教師ベクトル
tvec1 = labels.clone.map do |c|
  if c == CLASS_1
    1
  elsif c == CLASS_2
    0
  end
end

wvec1 = get_wvec(xvecs, wvec, tvec1)
puts 'wvec1 = %s' % wvec1
puts 'g1(x) = %f x + %f' % [wvec1[1], wvec1[0]]

# xvecs.row_count.times do |i|
#   xvec = xvecs.row(i)
#   label = labels[i]
#   puts 'g1(%s) = %s (クラス:%s)' % [xvec[1], wvec1.dot(xvec), label]
# end

# クラス2について
# クラス2の教師ベクトル
tvec2 = labels.clone.map do |c|
  if c == CLASS_1
    0
  elsif c == CLASS_2
    1
  end
end

wvec2 = get_wvec(xvecs, wvec, tvec2)
puts 'wvec2 = %s' % wvec2
puts 'g2(x) = %f x + %f' % [wvec2[1], wvec2[0]]

# xvecs.row_count.times do |i|
#   xvec = xvecs.row(i)
#   label = labels[i]
#   puts 'g2(%s) = %s (クラス:%s)' % [xvec[1], wvec2.dot(xvec), label]
# end

[-0.4, -0.39, -0.38, -0.37, -0.35, -0.3, -0.2].each do |x|
  klass = detect_class(wvec1, wvec2, x)
  puts "#{x.to_s}: class #{klass}"
end