GlowingHorse / SVM-SMO-CS229

Implement SVM-SMO based on the course CS229

svm-smo algorithm (an example in the course CS229)

• svm_cn.py
  A simple SVM is implemented in this file, which uses SMO for optimization and adopts a random selection method when selecting optimized variables. Chinese comments are added.

• plattSMO.py
  Using SMO for optimization. When selecting optimization variables, we choose the two variables with the largest error steps for optimization, which can greatly improve the convergence speed. The kernel function (linear kernel, RBF kernel) is also added to the file

• Reference

  • Original Project
  • Coordinate Descent
  • SMO algorithm

---

• svm_shi.py
  该文件中实现了一个简单的SVM，使用SMO进行优化，在选择优化的变量时采用随机选择的方式。

• plattSMO.py
  该文件也是采用SMO进行优化，在选择优化变量时，选择误差步长最大的两个变量进行优化，可以大幅提高优化速度。 该文件中还加入了核函数（线性核函数，RBF核函数）

• 参考链接

  • 原项目地址
  • 坐标上升算法介绍
  • SMO算法介绍