""" Created on Nov 4, 2010 Update on 2017-03-21 Chapter 5 source file for Machine Learing in Action @author: Peter/geekidentity """ from numpy import * from time import sleep def loadDataSet(fileName): """ 对文件进行逐行解析,从而得到第行的类标签和整个数据矩阵 Args: fileName: testSet.txt Returns: 数据矩阵, 类标签 """ 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): """ 随机选择一个整数 Args: i: 第一个alpha的下标 m: 所有alpha的数目 Returns: """ 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): """ 用于调整大于H或小于L的alpha值 Args: aj: H: L: Returns: """ if aj > H: aj = H if L > aj: aj = L return aj def smoSimple(dataMatIn, classLabels, C, toler, maxIter): """ SVM SMO算法的简单实现: 创建一个alpha向量并将其初始化为0向量 当迭代次数据小于最大迭代次数时(外循环) 对数据集中的每个数据向量(内循环): 如果该数据向量可以被优化: 随机选择另外一个数据向量 同时优化这两个向量 如果两个向量都不能被优化,退出内循环 如果所有向量都没有被优化,增加迭代数目,继续下一次循环 Args: dataMatIn: 数据集 classLabels: 类别标签 C: 常数C toler: 容错率 maxIter: 退出前最大的循环次数 Returns: """ 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