SMO

SMO/.project

@@ -0,0 +1,17 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<projectDescription>
+	<name>SMO</name>
+	<comment></comment>
+	<projects>
+	</projects>
+	<buildSpec>
+		<buildCommand>
+			<name>org.python.pydev.PyDevBuilder</name>
+			<arguments>
+			</arguments>
+		</buildCommand>
+	</buildSpec>
+	<natures>
+		<nature>org.python.pydev.pythonNature</nature>
+	</natures>
+</projectDescription>

SMO/.pydevproject

@@ -0,0 +1,10 @@
+<?xml version="1.0" encoding="UTF-8" standalone="no"?>
+<?eclipse-pydev version="1.0"?>
+
+<pydev_project>
+<pydev_property name="org.python.pydev.PYTHON_PROJECT_INTERPRETER">Default</pydev_property>
+<pydev_property name="org.python.pydev.PYTHON_PROJECT_VERSION">python 2.7</pydev_property>
+<pydev_pathproperty name="org.python.pydev.PROJECT_SOURCE_PATH">
+<path>/SMO</path>
+</pydev_pathproperty>
+</pydev_project>

SMO/src/SMO.py

@@ -0,0 +1,99 @@
+import matplotlib.pyplot as plt
+from numpy import *
+from time import sleep
+
+def loadDataSet(fileName):
+    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):
+    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):
+    if aj > H: 
+        aj = H
+    if L > aj:
+        aj = L
+    return aj
+
+def smoSimple(dataMatIn, classLabels, C, toler, maxIter):
+    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
+
+def matplot(dataMat,lableMat):
+    xcord1 = []; ycord1 = []
+    xcord2 = []; ycord2 = []
+    xcord3 = []; ycord3 = []
+    for i in range(100):
+        if lableMat[i]==1:
+           xcord1.append(dataMat[i][0])
+           ycord1.append(dataMat[i][1])
+        else:
+           xcord2.append(dataMat[i][0])
+           ycord2.append(dataMat[i][1]) 
+    b,alphas=smoSimple(dataMat,labelMat,0.6,0.001,40)
+    for j in range(100):
+        if alphas[j]>0:
+             xcord3.append(dataMat[j][0])
+             ycord3.append(dataMat[j][1])               
+    fig = plt.figure()
+    ax = fig.add_subplot(111)
+
+    ax.scatter(xcord1, ycord1, s=30, c='red', marker='s')
+    ax.scatter(xcord2, ycord2, s=30, c='green')
+    ax.scatter(xcord3, ycord3, s=80, c='blue')
+    ax.plot()
+    plt.xlabel('X1'); plt.ylabel('X2');
+    plt.show()    
+
+if __name__=='__main__':
+     dataMat,labelMat=loadDataSet('/Users/hakuri/Desktop/testSet.txt')
+#      b,alphas=smoSimple(dataMat,labelMat,0.6,0.001,40)  
+#      print b,alphas[alphas>0]
+     matplot(dataMat,labelMat)