帮我用python写svr算法实现回归预测,要求不能使用python中的相关库
时间: 2023-06-16 15:08:35 浏览: 89
好,我们来实现一个简单的SVR算法,以下是代码实现:
```python
import numpy as np
class SVR:
def __init__(self, C=1, epsilon=0.1, kernel='linear', gamma=None):
self.C = C
self.epsilon = epsilon
self.kernel = kernel
self.gamma = gamma
def fit(self, X, y):
n_samples, n_features = X.shape
# Kernel matrix
if self.kernel == 'linear':
kernel_matrix = np.dot(X, X.T)
elif self.kernel == 'rbf':
if self.gamma is None:
self.gamma = 1 / n_features
kernel_matrix = np.zeros((n_samples, n_samples))
for i in range(n_samples):
for j in range(n_samples):
kernel_matrix[i, j] = np.exp(-self.gamma * np.linalg.norm(X[i] - X[j]) ** 2)
else:
raise ValueError('Unsupported kernel type')
# Quadratic programming problem
P = np.vstack((np.hstack((kernel_matrix, -kernel_matrix)), np.hstack((-kernel_matrix, kernel_matrix))))
q = np.hstack((self.epsilon - y, self.epsilon + y))
G = np.vstack((np.eye(2 * n_samples), -np.eye(2 * n_samples)))
h = np.hstack((self.C * np.ones(2 * n_samples), np.zeros(2 * n_samples)))
sol = self.quadprog(P, q, G, h)
# Support vectors
sv_idx = np.where(np.abs(sol) > 1e-5)[0]
self.support_vectors = X[sv_idx]
self.dual_coef = sol[sv_idx]
self.intercept = np.mean(y[sv_idx] - np.dot(kernel_matrix[sv_idx, :], self.dual_coef))
def predict(self, X):
if self.kernel == 'linear':
kernel_matrix = np.dot(X, self.support_vectors.T)
elif self.kernel == 'rbf':
kernel_matrix = np.zeros((X.shape[0], self.support_vectors.shape[0]))
for i in range(X.shape[0]):
for j in range(self.support_vectors.shape[0]):
kernel_matrix[i, j] = np.exp(-self.gamma * np.linalg.norm(X[i] - self.support_vectors[j]) ** 2)
else:
raise ValueError('Unsupported kernel type')
return np.dot(kernel_matrix, self.dual_coef) + self.intercept
def quadprog(self, P, q, G, h):
# Solve quadratic programming problem using active set method
n_samples = P.shape[0]
active = np.zeros(n_samples, dtype=bool)
alpha = np.zeros(n_samples)
obj = np.inf
while True:
# Solve subproblem
G_active = G[active, :]
P_active = P[:, active][active, :]
q_active = q[active]
h_active = h[active]
try:
alpha_active = np.linalg.solve(P_active, q_active)
except np.linalg.LinAlgError:
alpha_active = np.zeros(G_active.shape[0])
# Compute optimality
r = q_active - np.dot(P_active, alpha_active)
if np.all(r <= self.epsilon) and np.all(h_active >= 0):
# Optimal solution found
obj = np.dot(alpha_active, np.dot(P_active, alpha_active)) - np.sum(alpha_active)
alpha[active] = alpha_active
break
# Compute maximum feasible direction
d = np.zeros(n_samples)
d[active] = np.dot(np.linalg.inv(P_active), G_active.T.dot(np.maximum(r, 0)))
i = np.argmax(np.abs(d * (~active)))
if d[i] >= 0:
# Unbounded objective function
break
# Add i to active set
active[i] = True
return alpha
```
代码中实现了线性核和RBF核的SVR算法。其中,fit方法用来训练模型,predict方法用来进行预测。quadprog方法实现了求解二次规划问题的算法,用于训练模型时求解对偶问题。