二分类支持向量机(SVM)的Python实现

SVM

Here I just realize a simple SVM which only supports binary classification, named C-SVC.
代码在Github

Formulation

1. Linear
   

   $$max\ \gamma \quad s.t. \quad \frac {y_i(wx_i+b)}{|w|} \ge\gamma$$
   Due to $\gamma = \frac{\bar{\gamma}}{|w|}$ , and we can scale $|w|$ to scale $\bar{\gamma}$ , so we define $\bar{\gamma}$ as 1.

   Then, the above formulation is as following:
   

   $$max\ \frac{1}{|w|} \quad s.t. \quad {y_i(wx_i+b)}\ge1$$
   That equals:
   
   min