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Lazy Man's SVM | add bias term and regulation term, based on http://www.weibo.com/1459604443/A3x1VtIQn
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set.seed(1001) | |
x = rbind(cbind(rnorm(50, 1, 0.3), rnorm(50, 2, 0.3)), cbind(rnorm(50, 2, 0.3), rnorm(50, 1, 0.3))) | |
y = c(rep(1, 50), rep(-1, 50)) | |
h <- function(param, C = 1){ | |
b = param[length(param)] | |
w = param[-length(param)] | |
g = y * (x %*% w + b) | |
0.5 * w %*% w + C * sum(1 - g[g < 1]) | |
} | |
par(mfrow = c(2,2)) | |
regulation = c(1, 5, 10, 100) | |
for(i in 1:4){ | |
res = optim(c(0, 0, 0), h, C = regulation[i], method = "L-BFGS-B") | |
param = res$par | |
w = param[1:2] | |
b = param[3] | |
line.x = seq(min(x[,1]), max(x[,2]), 0.1) | |
line.y1 = (1 - line.x * w[1] - b) / w[2] | |
line.y2 = (-1 - line.x * w[1] - b) / w[2] | |
plot(x, col = y + 2, main = paste("C = ", regulation[i], sep = "")) | |
points(line.x, line.y1, type = "l") | |
points(line.x, line.y2, type = "l") | |
} |
line.x = seq(min(x), max(x), 0.1)
不知道这样做line.x = seq(min(x[,1]), max(x[,1]), 0.1)
是否更为妥当?我已经fork了你的代码,我附带了一些注释,我的理解大概是如此的,盼指点~
你的修改是对的,第一个comment已邮件回复。
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g = y * (x %*% w + b)
在加入soft margin理念之后,为什么g
可以存在小于1? 支持向量的g
应该等于1, 非支持向量的应该大于1. 小于1的,岂不是噪音数据?