#!/usr/bin/env python # coding: utf-8 # In[2]: import numpy as np import pandas as pd from sklearn.datasets import load_iris from sklearn.model_selection import train_test_split import matplotlib.pyplot as plt get_ipython().run_line_magic('matplotlib', 'inline') # In[3]: # data def create_data(): iris = load_iris() df = pd.DataFrame(iris.data, columns=iris.feature_names) df['label'] = iris.target df.columns = ['sepal length', 'sepal width', 'petal length', 'petal width', 'label'] data = np.array(df.iloc[:100, [0, 1, -1]]) for i in range(len(data)): if data[i,-1] == 0: data[i,-1] = -1 # print(data) return data[:,:2], data[:,-1] # In[4]: X, y = create_data() X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25) # In[9]: X[:3] # In[5]: X_train.shape # In[8]: X_train[:10] # In[6]: plt.scatter(X[:50,0],X[:50,1], label='0') plt.scatter(X[50:,0],X[50:,1], label='1') plt.legend() # In[7]: class SVM: def __init__(self, max_iter=100, kernel='linear'): self.max_iter = max_iter self._kernel = kernel def init_args(self, features, labels): self.m, self.n = features.shape self.X = features self.Y = labels self.b = 0.0 # 将Ei保存在一个列表里 self.alpha = np.ones(self.m) self.E = [self._E(i) for i in range(self.m)] # 松弛变量 self.C = 1.0 def _KKT(self, i): y_g = self._g(i)*self.Y[i] if self.alpha[i] == 0: return y_g >= 1 elif 0 < self.alpha[i] < self.C: return y_g == 1 else: return y_g <= 1 # g(x)预测值,输入xi(X[i]) def _g(self, i): r = self.b for j in range(self.m): r += self.alpha[j]*self.Y[j]*self.kernel(self.X[i], self.X[j]) return r # 核函数 def kernel(self, x1, x2): if self._kernel == 'linear': return sum([x1[k]*x2[k] for k in range(self.n)]) elif self._kernel == 'poly': return (sum([x1[k]*x2[k] for k in range(self.n)]) + 1)**2 return 0 # E(x)为g(x)对输入x的预测值和y的差 def _E(self, i): return self._g(i) - self.Y[i] def _init_alpha(self): # 外层循环首先遍历所有满足0= 0: j = min(range(self.m), key=lambda x: self.E[x]) else: j = max(range(self.m), key=lambda x: self.E[x]) return i, j def _compare(self, _alpha, L, H): if _alpha > H: return H elif _alpha < L: return L else: return _alpha def fit(self, features, labels): self.init_args(features, labels) for t in range(self.max_iter): # train i1, i2 = self._init_alpha() # 边界 if self.Y[i1] == self.Y[i2]: L = max(0, self.alpha[i1]+self.alpha[i2]-self.C) H = min(self.C, self.alpha[i1]+self.alpha[i2]) else: L = max(0, self.alpha[i2]-self.alpha[i1]) H = min(self.C, self.C+self.alpha[i2]-self.alpha[i1]) E1 = self.E[i1] E2 = self.E[i2] # eta=K11+K22-2K12 eta = self.kernel(self.X[i1], self.X[i1]) + self.kernel(self.X[i2], self.X[i2]) - 2*self.kernel(self.X[i1], self.X[i2]) if eta <= 0: # print('eta <= 0') continue alpha2_new_unc = self.alpha[i2] + self.Y[i2] * (E2 - E1) / eta alpha2_new = self._compare(alpha2_new_unc, L, H) alpha1_new = self.alpha[i1] + self.Y[i1] * self.Y[i2] * (self.alpha[i2] - alpha2_new) b1_new = -E1 - self.Y[i1] * self.kernel(self.X[i1], self.X[i1]) * (alpha1_new-self.alpha[i1]) - self.Y[i2] * self.kernel(self.X[i2], self.X[i1]) * (alpha2_new-self.alpha[i2])+ self.b b2_new = -E2 - self.Y[i1] * self.kernel(self.X[i1], self.X[i2]) * (alpha1_new-self.alpha[i1]) - self.Y[i2] * self.kernel(self.X[i2], self.X[i2]) * (alpha2_new-self.alpha[i2])+ self.b if 0 < alpha1_new < self.C: b_new = b1_new elif 0 < alpha2_new < self.C: b_new = b2_new else: # 选择中点 b_new = (b1_new + b2_new) / 2 # 更新参数 self.alpha[i1] = alpha1_new self.alpha[i2] = alpha2_new self.b = b_new self.E[i1] = self._E(i1) self.E[i2] = self._E(i2) return 'train done!' def predict(self, data): r = self.b for i in range(self.m): r += self.alpha[i] * self.Y[i] * self.kernel(data, self.X[i]) return 1 if r > 0 else -1 def score(self, X_test, y_test): right_count = 0 for i in range(len(X_test)): result = self.predict(X_test[i]) if result == y_test[i]: right_count += 1 return right_count / len(X_test) def _weight(self): # linear model yx = self.Y.reshape(-1, 1)*self.X self.w = np.dot(yx.T, self.alpha) return self.w # In[10]: svm = SVM(max_iter=200) # In[11]: svm.fit(X_train, y_train) # In[12]: svm.score(X_test, y_test) # 初始化 # In[14]: max_iter = 200 _kernel = 'linear' # In[16]: def init_args(self, features, labels): m, n = features.shape X = features Y = labels b = 0.0 # 将Ei保存在一个列表里 alpha = np.ones(m) E = [_E(i) for i in range(m)] # 松弛变量 C = 1.0 # In[17]: features = X_train labels = y_train m, n = features.shape print(m, n) # In[18]: b = 0.0 # In[19]: alpha = np.ones(m) alpha # In[ ]: # E(x)为g(x)对输入x的预测值和y的差 def _E(self, i): return self._g(i) - self.Y[i] # In[20]: E = [_E(i) for i in range(m)] # In[ ]: