支持向量机smo算法C语言,支持向量机（SVM）的SMO算法详解

1.对于SVM的基本理论不做解释，以及对公式的转换不做分析，直接进入SMO算法中对拉格朗日乘子的求解。

求解过程为：

1.选择两个乘子a1和a2。

2.对乘子a2求其上下界

3.求出新的乘子a2

4.依据其上下界对新乘子a2进行剪辑

5.依据a2求其新的a1

6.对b进行更新

其中在整个过程中，如何选择两个乘子a1和a2是重点

这里介绍两种方法：

1.简单的实现方法

对a1就是循环遍历样本所有数据，找出一个不符合KKT条件的。第二个就是直接随机一个(只需随机的不是a1就行)

def selectJrand(i,m):

j=i #we want to select any J not equal to i

while (j==i):

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

return j

def clipAlpha(aj,H,L):

if aj > H:

aj = H

if L > aj:

aj = L

return aj

def smoSimple(dataMatIn, classLabels, C, toler, maxIter):

dataMatrix = mat(dataMatIn); labelMat = mat(classLabels).transpose()

b = 0; m,n = shape(dataMatrix)

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

iter = 0

while (iter < maxIter):

alphaPairsChanged = 0

for i in range(m):

fXi = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[i,:].T)) + b

Ei = fXi - float(labelMat[i])#if checks if an example violates KKT conditions

if ((labelMat[i]*Ei < -toler) and (alphas[i] < C)) or ((labelMat[i]*Ei > toler) and (alphas[i] > 0)):

j = selectJrand(i,m)

fXj = float(multiply(alphas,labelMat).T*(dataMatrix*dataMatrix[j,:].T)) + b

Ej = fXj - float(labelMat[j])

alphaIold = alphas[i].copy(); alphaJold = alphas[j].copy();

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

L = max(0, alphas[j] - alphas[i])

H = min(C, C + alphas[j] - alphas[i])

else:

L = max(0, alphas[j] + alphas[i] - C)

H = min(C, alphas[j] + alphas[i])

if L==H: print "L==H"; continue

eta = 2.0 * dataMatrix[i,:]*dataMatrix[j,:].T - dataMatrix[i,:]*dataMatrix[i,:].T - dataMatrix[j,:]*dataMatrix[j,:].T

if eta >= 0: print "eta>=0"; continue

alphas[j] -= labelMat[j]*(Ei - Ej)/eta

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

if (abs(alphas[j] - alphaJold) < 0.00001): print "j not moving enough"; continue

alphas[i] += labelMat[j]*labelMat[i]*(alphaJold - alphas[j])#update i by the same amount as j

#the update is in the oppostie direction

b1 = b - Ei- labelMat[i]*(alphas[i]-alphaIold)*dataMatrix[i,:]*dataMatrix[i,:].T - labelMat[j]*(alphas[j]-alphaJold)*dataMatrix[i,:]*dataMatrix[j,:].T

b2 = b - Ej- labelMat[i]*(alphas[i]-alphaIold)*dataMatrix[i,:]*dataMatrix[j,:].T - labelMat[j]*(alphas[j]-alphaJold)*dataMatrix[j,:]*dataMatrix[j,:].T

if (0 < alphas[i]) and (C > alphas[i]): b = b1

elif (0 < alphas[j]) and (C > alphas[j]): b = b2

else: b = (b1 + b2)/2.0

alphaPairsChanged += 1

print "iter: %d i:%d, pairs changed %d" % (iter,i,alphaPairsChanged)

if (alphaPairsChanged == 0): iter += 1

else: iter = 0

print "iteration number: %d" % iter

return b,alphas

2.采用启发式方法