本文转载自 http://www.cnblogs.com/jerrylead/archive/2011/03/18/1988419.html。SMO算法由Microsoft Research的John C. Platt在1998年提出,并成为最快的二次规划优化算法,特别针对线性SVM和数据稀疏时性能更优。关于SMO最好的资料就是他本人写的《Seq…
下面是使用 scikit-learn 库中的 SVM 模型的示例代码: from sklearn import svm
from sklearn.datasets import make_classification# generate some example data
X, y make_classification(n_features4, random_state0)# fit an SVM model to the data
clf svm.…
Z.F Zhou Watermelon Book SVM.This article is a supplementary material for SVM. Watermelon Book
6.3
Suppose training data set is linear separable.Minimum margin is δ\deltaδ. {wTxb>δ,yi1wTxb<−δ,yi−1→{wTδxbδ>1,yi1wTδxbδ<−1,yi−1\begi…
PCA降维单特征选择网格搜索
from sklearn.datasets import load_iris
from sklearn.decomposition import PCA
from sklearn.feature_selection import SelectKBest
from sklearn.svm import SVC
from sklearn.pipeline import Pipeline, FeatureUnion
from sklearn.model_sel…
本笔记基于清华大学《机器学习》的课程讲义监督学习相关部分,基本为笔者在考试前一两天所作的Cheat Sheet。内容较多,并不详细,主要作为复习和记忆的资料。 Linear Regression
Perceptron f ( x ) s i g n ( w ⊤ x b ) f(x)sign(w^\top x…
This article records my process of study.Link:SVM.There are not Lagrange and KKT condition.Here,we mainly use gradient descent. Binary Classification
Because g(x)g(x)g(x) only outputs 111 or −1-1−1.Thus δ\deltaδ can’t use gradient descent.We use anot…
Karush-Kuhn-Tucker (KKT)条件 〇、问题背景
在阅读 Karush-Kuhn-Tucker (KKT)条件 时,不太能理解 ∇ f \nabla f ∇f 的方向,以及 ∇ g \nabla g ∇g 的方向: 为什么 ∇ f \nabla f ∇f 是指向可行域内部, ∇ g \nabla g ∇g…
关键词 随机森林分类器5折交叉验证ROC曲线AUC可视化import matplotlib.pylab as plt
from scipy import interp
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import roc_curve,auc
from sklearn.model_selection import StratifiedKFold
import…