python支持向量机实验_支持向量机python实现（简易版）

支持向量机的理论这里就不介绍了，可参考《统计学习方法》这本书，书上已经把整个过程写得很详细。如果觉得看书太枯燥，花费时间多，可以参考这边博文https://blog.csdn.net/v_JULY_v/article/details/7624837，写得非常好，通俗易懂。下面，是我参考《机器学习实战》这本书上代码写得支持向量机实现代码。

from numpy import *

import numpy as np

import matplotlib.pyplot as plt

def load_set_data(file_name):

data_mat = []

label_mat = []

n = 0

fr = open(file_name)

for line in fr.readlines():

line_arr = line.strip().split("\t")

data_mat.append([float(line_arr[0]), float(line_arr[1])])

label_mat.append(float(line_arr[2]))

n += 1

return data_mat, label_mat, n

def select_j_rand(i, m):

j = i

while (j == i):

j = int(random.uniform(0, m))

return j

def clip_alpha(aj, H, L):

if aj > H:

aj = H

if aj < L:

aj = L

return aj

def smo_simple(data_matin, class_labele, C, toler, max_iter):

data_matrix = mat(data_matin) #将输入列表转成矩阵

label_mat = mat(class_labele).transpose() #将训练数据转成列向量

b = 0

m,n = shape(data_matrix)

alphas = mat(zeros((m, 1)))

iter = 0

while(iter < max_iter):

alpha_pirs_change = 0

for i in range(m):

fxi = float(multiply(alphas, label_mat).T * (data_matrix * (data_matrix[i, :].T))) + b

ei = fxi - float(label_mat[i])

#if ((label_mat[i] * ei < -toler) and (alphas[i] < C)) or \

# ((label_mat[i] * ei > toler) and \

# (alphas[i] > 0)):

if((label_mat[i] * (fxi - 2 * b) <= 1 and alphas[i] < C)\

or (label_mat[i] * (fxi - 2 * b) >= 1 and alphas[i] > 0)\

or (label_mat[i] * (fxi - 2 * b) == 1 and (alphas[i] == 0 or alphas[i] == C))):

j = select_j_rand(i, m) #随机选择aj且i != j，相当于随机选择ai和aj

fxj = float(multiply(alphas, label_mat).T * \

(data_matrix * data_matrix[j, :].T)) + b

ej = fxj - float(label_mat[j])

alpha_iold = alphas[i].copy() #保存alphai更新前的值

alpha_jold = alphas[j].copy() #保存alphaj更新前的值

#求解alphaj的上下边界

if (label_mat[i] != label_mat[j]):

L = max(0, alpha_jold - alpha_iold)

H = min(C, C + alpha_jold + alpha_iold)

else:

L = max(0, alpha_jold + alpha_iold - C)

H = min(C, alpha_iold + alpha_jold)

if (L == H):

print("L == H")

continue

eta = 2 * data_matrix[i, :] * data_matrix[j, :].T \

- data_matrix[i, :] * data_matrix[i, :].T - data_matrix[j, :] * data_matrix[j, :].T

if (eta > 0):

print("eta > 0")

continue

alphas[j] = alpha_jold - (label_mat[j] * (ei - ej) * 1.0 / eta)

alphas[j] = clip_alpha(alphas[j], H, L)

if (abs(alphas[j] - alpha_jold) < 0.00001):

print("j not moving enough")

continue

alphas[i] = alpha_iold + (label_mat[i] * label_mat[j] * (alpha_jold - alphas[j]))

b1 = b - ei - label_mat[i] * (alphas[i] - alpha_iold) * (data_matrix[i, :] * data_matrix[i, :].T)\

- label_mat[j] * (alphas[j] - alpha_jold) * (data_matrix[i, :] * data_matrix[j, :].T)

b2 = b - ej - label_mat[i] * (alphas[i] - alpha_iold) * (data_matrix[i, :] * data_matrix[j, :].T)\

- label_mat[j] * (alphas[j] - alpha_jold) * (data_matrix[j, :] * data_matrix[j, :].T)

if (alphas[i] > 0 and alphas[i] < C):

b = b1

elif (alphas[j] > 0 and alphas[j] < C):

b = b2

else:

b = (b1 + b2) / 2.0

alpha_pirs_change += 1

print("iter: %d i: %d, paris changed % d" % (iter, i, alpha_pirs_change))

if (alpha_pirs_change == 0):

iter += 1

else:

iter = 0

print("iteration number: %d" % iter)

return b,alphas

def show_experiment_plot(alphas, data_list_in, label_list_in, b, n):

data_arr_in = array(data_list_in)

label_arr_in = array(label_list_in)

alphas_arr = alphas.getA()

data_mat = mat(data_list_in)

label_mat = mat(label_list_in).transpose()

i = 0

weights = zeros((2, 1))

while(i < n):

if(label_arr_in[i] == -1):

plt.plot(data_arr_in[i, 0], data_arr_in[i, 1], "ob")

elif(label_arr_in[i] == 1):

plt.plot(data_arr_in[i, 0], data_arr_in[i, 1], "or")

if(alphas_arr[i] > 0):

plt.plot(data_arr_in[i, 0], data_arr_in[i, 1], "oy")

weights += multiply(alphas[i] * label_mat[i], data_mat[i, :].T)

i += 1

x = arange(-2, 12, 0.1)

y = []

for k in x:

y.append(float(-b - weights[0] * k) / weights[1])

plt.plot(x, y, '-g')

plt.xlabel("X")

plt.ylabel("Y")

plt.show()

def main():

data_list,label_list, n = load_set_data("test_set.txt")

b,alphas = smo_simple(data_list, label_list, 0.6, 0.001, 40)

b_data = array(b)[0][0]

show_experiment_plot(alphas, data_list, label_list, b_data, n)

main()

代码中被注释的部分是《机器学习实战》这本书的写法，看了很久还是没有搞明白作者为什么这么写，如果哪位大神知道，还请说一下，大家好互相学习。根据KKT条件我自己重现实现了更新alphas的条件判断。

特征到结果的输出函数：

ui = w.x - b

其中w，x和ui均为向量

2.PNG

也就是说，当没有满足KKT条件时，则需要更新alphas的值。

实验数据：

3.542485 1.977398 -1

3.018896 2.556416 -1

7.551510 -1.580030 1

2.114999 -0.004466 -1

8.127113 1.274372 1

7.108772 -0.986906 1

8.610639 2.046708 1

2.326297 0.265213 -1

3.634009 1.730537 -1

0.341367 -0.894998 -1

3.125951 0.293251 -1

2.123252 -0.783563 -1

0.887835 -2.797792 -1

7.139979 -2.329896 1

1.696414 -1.212496 -1

8.117032 0.623493 1

8.497162 -0.266649 1

4.658191 3.507396 -1

8.197181 1.545132 1

1.208047 0.213100 -1

1.928486 -0.321870 -1

2.175808 -0.014527 -1

7.886608 0.461755 1

3.223038 -0.552392 -1

3.628502 2.190585 -1

7.407860 -0.121961 1

7.286357 0.251077 1

2.301095 -0.533988 -1

-0.232542 -0.547690 -1

3.457096 -0.082216 -1

3.023938 -0.057392 -1

8.015003 0.885325 1

8.991748 0.923154 1

7.916831 -1.781735 1

7.616862 -0.217958 1

2.450939 0.744967 -1

7.270337 -2.507834 1

1.749721 -0.961902 -1

1.803111 -0.176349 -1

8.804461 3.044301 1

1.231257 -0.568573 -1

2.074915 1.410550 -1

-0.743036 -1.736103 -1

3.536555 3.964960 -1

8.410143 0.025606 1

7.382988 -0.478764 1

6.960661 -0.245353 1

8.234460 0.701868 1

8.168618 -0.903835 1

1.534187 -0.622492 -1

9.229518 2.066088 1

7.886242 0.191813 1

2.893743 -1.643468 -1

1.870457 -1.040420 -1

5.286862 -2.358286 1

6.080573 0.418886 1

2.544314 1.714165 -1

6.016004 -3.753712 1

0.926310 -0.564359 -1

0.870296 -0.109952 -1

2.369345 1.375695 -1

1.363782 -0.254082 -1

7.279460 -0.189572 1

1.896005 0.515080 -1

8.102154 -0.603875 1

2.529893 0.662657 -1

1.963874 -0.365233 -1

8.132048 0.785914 1

8.245938 0.372366 1

6.543888 0.433164 1

-0.236713 -5.766721 -1

8.112593 0.295839 1

9.803425 1.495167 1

1.497407 -0.552916 -1

1.336267 -1.632889 -1

9.205805 -0.586480 1

1.966279 -1.840439 -1

8.398012 1.584918 1

7.239953 -1.764292 1

7.556201 0.241185 1

9.015509 0.345019 1

8.266085 -0.230977 1

8.545620 2.788799 1

9.295969 1.346332 1

2.404234 0.570278 -1

2.037772 0.021919 -1

1.727631 -0.453143 -1

1.979395 -0.050773 -1

8.092288 -1.372433 1

1.667645 0.239204 -1

9.854303 1.365116 1

7.921057 -1.327587 1

8.500757 1.492372 1

1.339746 -0.291183 -1

3.107511 0.758367 -1

2.609525 0.902979 -1

3.263585 1.367898 -1

2.912122 -0.202359 -1

1.731786 0.589096 -1

2.387003 1.573131 -1

实验结果如下：

1.PNG

图中黄色的点是支持向量的(alphas[i] > 0对应的(xi, yi))。实验结果表明。该算法能正确分类，效果良好。