这是用matlab和cvx编写的很简单的svm程序,data.mat中两个变量,X是51个坐标点,y是51个1或-1,标记对应X中坐标点类别。
clear;
load('data.mat');
pos = find(y == 1);
neg = find(y == -1);
plot(X(pos, 1), X(pos, 2), 'k+');
hold on;
plot(X(neg, 1), X(neg, 2), 'ko');
hold on;
C = 1;m = size(X,1);
%%kernel
K=X*X';
%%
one = ones(m,1);
alpha = zeros(m,1);
cvx_begin;
variables alpha(m);
maximize(one'*alpha - 1/2*(alpha.*y)'*K*(alpha.*y) );
subject to;
0 <= alpha <= C;
alpha'*y == 0;
cvx_end;
ind = find(alpha>=C*0.999999);
ind = ind(1);
%KKT conditions
b = y(ind) - alpha'*(y.*K(:,ind));
w = ((alpha.*y)'*X)';
x1 = linspace(min(X(:,1)), max(X(:,1)), 100);
%w(1)*x1+w(2)*x2+b=0
x2 = - (w(1)*x1 + b)/w(2);
plot(x1, x2, '-r');
ind = find(alpha>=C*0.999999 & alpha<=C & y == 1);
ind = ind(1);
b = -alpha'*(y.*K(:,ind));
x2 = - (w(1)*x1 + b)/w(2);
plot(x1, x2, '-b');
ind =