《机器学习实战》第6章支持向量机(代码)

最新推荐文章于 2020-03-01 16:49:04 发布

张荣华_csdn

最新推荐文章于 2020-03-01 16:49:04 发布

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分类专栏：机器学习实战文章标签：支持向量机机器学习实战

本文链接：https://blog.csdn.net/zrh_CSDN/article/details/80708961

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本文详细介绍了支持向量机（SVM）的实现过程，包括数据预处理、SVM核心算法（SMO算法）的Python代码实现，以及针对不同数据集的训练和测试。通过SVM解决分类问题，展示了线性和径向基函数（RBF）核函数的应用。

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'''
Created on Nov 4, 2010
Chapter 5 source file for Machine Learing in Action
@author: Peter
'''
from numpy import *
from time import sleep

def loadDataSet(fileName):
dataMat = []; labelMat = []
fr = open(fileName)
for line in fr.readlines():
lineArr = line.strip().split('\t')
dataMat.append([float(lineArr[0]), float(lineArr[1])])
labelMat.append(float(lineArr[2]))
return dataMat,labelMat

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