重磅！最全最有效！SVM凸规划求解采用序列最小最优化算法（SMO）的python实现

SMO是求解软间隔线性SVM（带核函数）的对偶问题的一种启发式算法，运算效率很高，大大推动了SVM算法的实际应用。
SMO算法的原理在之前的文章：支持向量机（SVM）凸二次规划的求解——序列最小最优化算法（SMO）原理及python实现有十分详细的介绍，这里直接展示代码

from sklearn import datasets
import matplotlib.pyplot as plt # 画图工具
import numpy as np

X, y = datasets.make_classification(n_samples=100, n_features=2, n_informative=2, n_redundant=0, n_repeated=0, n_classes=2, n_clusters_per_class=1, random_state=2)
for i in range(X.shape[0]):
    if y[i] == 0:
        y[i] = -1
#plt.scatter(X[:, 0], X[:, 1], c=y)
# plt.show()


class SMO:
    def __init__(self, X, y, C, toler, maxIter):  # samples labels constance tolerate maxIteration
        self.X = X
        self.y = y
        self.C = C
        self.toler = toler
        self.maxIter = maxIter
        self.N = self.X.shape[0]
        self.b = 0
        self.a = np.zeros(self.N)
        self.K = np.zeros((self.N, self.N))
        self.o = 0.5
        for i in range(self.N):
            for j in range(self.N):
                t = 0
                for k in range(self.X.shape[1]):
                    t += (self.X[i][k] - self.X[j][k])**2