支持向量机python代码_Python实现支持向量机(SVM)

import numpy as np

from numpy import linalg

import cvxopt

import cvxopt.solvers

def (x1, x2):

return np.dot(x1, x2)

def polynomial_kernel(x, y, p=3):

return (1 + np.dot(x, y)) ** p

def gaussian_kernel(x, y, sigma=5.0):

return np.exp(-linalg.norm(x-y)**2 / (2 * (sigma ** 2)))

class SVM(object):

def __init__(self, kernel=linear_kernel, C=None):

self.kernel = kernel

self.C = C

if self.C is not None: self.C = float(self.C)

def fit(self, X, y):

n_samples, n_features = X.shape

K = np.zeros((n_samples, n_samples))

for i in range(n_samples):

for j in range(n_samples):

K[i,j] = self.kernel(X[i], X[j])

P = cvxopt.matrix(np.outer(y,y) * K)

q = cvxopt.matrix(np.ones(n_samples) * -1)

A = cvxopt.matrix(y, (1,n_samples))

b = cvxopt.matrix(0.0)

if self.C is None:

G = cvxopt.matrix(np.diag(np.ones(n_samples) * -1))

h = cvxopt.matrix(np.zeros(n_samples))

else:

tmp1 = np.diag(np.ones(n_samples) * -1)

tmp2 = np.identity(n_samples)

G = cvxopt.matrix(np.vstack((tmp1, tmp2)))

tmp1 = np.zeros(n_samples)

tmp2 = np.ones(n_samples) * self.C

h = cvxopt.matrix(np.hstack((tmp1, tmp2)))

# solve QP problem

solution = cvxopt.solvers.qp(P, q, G, h, A, b)

# Lagrange multipliers

a = np.ravel(solution['x'])

# Support vectors have non zero lagrange multipliers

'''

这里a>1e-5就将其视为非零

'''

sv = a > 1e-5

ind = np.arange(len(a))[