直观认识SVM。
这是脚本
%% =============== Part 1: Loading and Visualizing Data ================
% We start the exercise by first loading and visualizing the dataset.
% The following code will load the dataset into your environment and plot
% the data.
%
fprintf('Loading and Visualizing Data ...\n')
% Load from ex6data1:
% You will have X, y in your environment
load('ex6data1.mat');
% Plot training data
plotData(X, y);
fprintf('Program paused. Press enter to continue.\n');
pause;
这是函数
function plotData(X, y)
%PLOTDATA Plots the data points X and y into a new figure
% PLOTDATA(x,y) plots the data points with + for the positive examples
% and o for the negative examples. X is assumed to be a Mx2 matrix.
%
% Note: This was slightly modified such that it expects y = 1 or y = 0
% Find Indices of Positive and Negative Examples
pos = find(y == 1); neg = find(y == 0);
% Plot Examples
plot(X(pos, 1), X(pos, 2), 'k+','LineWidth', 1, 'MarkerSize', 7)
hold on;
plot(X(neg, 1), X(neg, 2), 'ko', 'MarkerFaceColor', 'y', 'MarkerSize', 7)
hold off;
end
%% ==================== Part 2: Training Linear SVM ====================
% The following code will train a linear SVM on the dataset and plot the
% decision boundary learned.
%
% Load from ex6data1:
% You will have X, y in your environment
load('ex6data1.mat');
fprintf('\nTraining Linear SVM ...\n')
% You should try to change the C value below and see how the decision
% boundary varies (e.g., try C = 1000)
C = 1;
model = svmTrain(X, y, C, @linearKernel, 1e-3, 20);
visualizeBoundaryLinear(X, y, model);
fprintf('Program paused. Press enter to continue.\n');
pause;
C = 1的图像 C = 1000的图像
(P1) (P2)
可以看出,当C很大(P2)时,可以理解为正则化参数lambda很小,这是,正则化的作用很小,出现了过拟合现象。
实现高斯核函数
其中X的上标为数据的编号,X的下标为此数据属性的编号。
这是脚本
%% =============== Part 3: Implementing Gaussian Kernel ===============
% You will now implement the Gaussian kernel to use
% with the SVM. You should complete the code in gaussianKernel.m
%
fprintf('\nEvaluating the Gaussian Kernel ...\n')
x1 = [1 2 1]; x2 = [0 4 -1]; sigma = 2;
sim = gaussianKernel(x1, x2, sigma);
fprintf(['Gaussian Kernel between x1 = [1; 2; 1], x2 = [0; 4; -1], sigma = 0.5 :' ...
'\n\t%f\n(this value should be about 0.324652)\n'], sim);
fprintf('Program paused. Press enter to continue.\n');
pause;
高斯函数
function sim = gaussianKernel(x1, x2, sigma)
%RBFKERNEL returns a radial basis function kernel between x1 and x2
% sim = gaussianKernel(x1, x2) returns a gaussian kernel between x1 and x2
% and returns the value in sim
% Ensure that x1 and x2 are column vectors
x1 = x1(:); x2 = x2(:);
% You need to return the following variables correctly.
sim = 0;
% ====================== YOUR CODE HERE ======================
% Instructions: Fill in this function to return the similarity between x1
% and x2 computed using a Gaussian kernel with bandwidth
% sigma
%
%
sim = exp( - (x1-x2)'* (x1-x2) / (2 * sigma *sigma ) );
% =============================================================
end
%% =============== Part 4: Visualizing Dataset 2 ================
% The following code will load the next dataset into your environment and
% plot the data.
%
fprintf('Loading and Visualizing Data ...\n')
% Load from ex6data2:
% You will have X, y in your environment
load('ex6data2.mat');
% Plot training data
plotData(X, y);
fprintf('Program paused. Press enter to continue.\n');
pause;
这是数据的图,可以明显看出,这个图没有线性边界,下面的部分,我们利用高斯内核的SVM找出它的数据集边界。
%% ========== Part 5: Training SVM with RBF Kernel (Dataset 2) ==========
% After you have implemented the kernel, we can now use it to train the
% SVM classifier.
%
fprintf('\nTraining SVM with RBF Kernel (this may take 1 to 2 minutes) ...\n');
% Load from ex6data2:
% You will have X, y in your environment
load('ex6data2.mat');
% SVM Parameters
C = 1; sigma = 0.1;
% We set the tolerance and max_passes lower here so that the code will run
% faster. However, in practice, you will want to run the training to
% convergence.
model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma));
visualizeBoundary(X, y, model);
fprintf('Program paused. Press enter to continue.\n');
pause;
%% =============== Part 6: Visualizing Dataset 3 ================
% The following code will load the next dataset into your environment and
% plot the data.
%
fprintf('Loading and Visualizing Data ...\n')
% Load from ex6data3:
% You will have X, y in your environment
load('ex6data3.mat');
% Plot training data
plotData(X, y);
fprintf('Program paused. Press enter to continue.\n');
pause;
%% ========== Part 7: Training SVM with RBF Kernel (Dataset 3) ==========
% This is a different dataset that you can use to experiment with. Try
% different values of C and sigma here.
%
% Load from ex6data3:
% You will have X, y in your environment
load('ex6data3.mat');
% Try different SVM Parameters here
[C, sigma] = dataset3Params(X, y, Xval, yval);
% Train the SVM
model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma));
visualizeBoundary(X, y, model);
fprintf('Program paused. Press enter to continue.\n');
pause;
%% ========== Part 7: Training SVM with RBF Kernel (Dataset 3) ==========
% This is a different dataset that you can use to experiment with. Try
% different values of C and sigma here.
%
% Load from ex6data3:
% You will have X, y in your environment
load('ex6data3.mat');
% Try different SVM Parameters here
[C, sigma] = dataset3Params(X, y, Xval, yval);
% Train the SVM
model= svmTrain(X, y, C, @(x1, x2) gaussianKernel(x1, x2, sigma));
visualizeBoundary(X, y, model);
fprintf('Program paused. Press enter to continue.\n');
pause;