帮我用matlab写一个smo算法
时间: 2023-07-01 11:24:27 浏览: 110
好的,以下是一个简单的SMO算法的MATLAB实现:
```
function [alpha, b] = smo(X, y, C, tol, max_passes)
% X,y是训练数据和标签,C是惩罚参数,tol是容忍度,max_passes是最大迭代次数
% 初始化参数
[m, n] = size(X);
alpha = zeros(m, 1);
b = 0;
passes = 0;
E = zeros(m, 1);
eta = 0;
L = 0;
H = 0;
k_ij = 0;
y_i = 0;
y_j = 0;
alpha_old_i = 0;
alpha_old_j = 0;
while passes < max_passes
num_changed_alphas = 0;
for i = 1:m
% 计算预测值
E(i) = b + sum(alpha .* y .* (X * X(i,:)')) - y(i);
if ((y(i) * E(i) < -tol && alpha(i) < C) || (y(i) * E(i) > tol && alpha(i) > 0))
% 随机选择第二个alpha
j = randi([1, m], 1);
while j == i
j = randi([1, m], 1);
end
% 计算第二个alpha的预测值
E(j) = b + sum(alpha .* y .* (X * X(j,:)')) - y(j);
% 保存旧的alpha值
alpha_old_i = alpha(i);
alpha_old_j = alpha(j);
% 计算L和H
if y(i) == y(j)
L = max(0, alpha(j) + alpha(i) - C);
H = min(C, alpha(j) + alpha(i));
else
L = max(0, alpha(j) - alpha(i));
H = min(C, C + alpha(j) - alpha(i));
end
if L == H
continue;
end
% 计算eta和更新alpha_j
k_ij = 2 * X(i,:) * X(j,:)' - X(i,:) * X(i,:)' - X(j,:) * X(j,:)';
if k_ij >= 0
continue;
end
alpha(j) = alpha(j) - (y(j) * (E(i) - E(j))) / k_ij;
alpha(j) = min(H, alpha(j));
alpha(j) = max(L, alpha(j));
if abs(alpha(j) - alpha_old_j) < tol
alpha(j) = alpha_old_j;
continue;
end
% 更新alpha_i
alpha(i) = alpha(i) + y(i) * y(j) * (alpha_old_j - alpha(j));
% 更新b
b1 = b - E(i) - y(i) * (alpha(i) - alpha_old_i) * X(i,:) * X(i,:)' - y(j) * (alpha(j) - alpha_old_j) * X(i,:) * X(j,:)';
b2 = b - E(j) - y(i) * (alpha(i) - alpha_old_i) * X(i,:) * X(j,:)' - y(j) * (alpha(j) - alpha_old_j) * X(j,:) * X(j,:)';
if 0 < alpha(i) && alpha(i) < C
b = b1;
elseif 0 < alpha(j) && alpha(j) < C
b = b2;
else
b = (b1 + b2) / 2;
end
num_changed_alphas = num_changed_alphas + 1;
end
end
if num_changed_alphas == 0
passes = passes + 1;
else
passes = 0;
end
end
end
```
注意,这只是一个简单的实现,可能不够完整和准确。如果需要更严谨的实现,建议参考相关文献或使用现成的SVM库。
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