Created
June 3, 2015 00:33
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Support Vector Machine I
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<!DOCTYPE html> | |
<meta charset="utf-8"> | |
<head> | |
<script src="http://d3js.org/d3.v3.min.js"></script> | |
<script src="SMO.js"></script> | |
<style> | |
.axis { | |
font: 10px sans-serif; | |
} | |
path { | |
stroke: steelblue; | |
stroke-width: 2; | |
fill: none; | |
} | |
.axis path, | |
.axis line { | |
fill: none; | |
stroke: #000; | |
shape-rendering: crispEdges; | |
} | |
</style> | |
</head> | |
<body> | |
<script> | |
var margin = {top: 80, right: 180, bottom: 80, left: 180}, | |
width = 960 - margin.left - margin.right, | |
height = 500 - margin.top - margin.bottom; | |
var svg = d3.select("body").append("svg") | |
.attr("width", width + margin.left + margin.right) | |
.attr("height", height + margin.top + margin.bottom) | |
.append("g") | |
.attr("transform", "translate(" + margin.left + "," + margin.top + ")"); | |
var y = d3.scale.linear() | |
.domain([0, 10]) | |
.range([height, 0]); | |
var x = d3.scale.linear() | |
.domain([0, 10]) | |
.range([0, width]) | |
var xAxis = d3.svg.axis() | |
.scale(x) | |
.orient("bottom"); | |
var yAxis = d3.svg.axis() | |
.scale(y) | |
.orient("left"); | |
var line = d3.svg.line() | |
.x(function(d) { return x(d.x); }) | |
.y(function(d) { return y(d.y); }); | |
svg.append("g") | |
.attr("class", "x axis") | |
.attr("transform", "translate(0," + height + ")") | |
.call(xAxis) | |
svg.append("g") | |
.attr("class", "y axis") | |
.call(yAxis); | |
d3.json("PerceptronClassifier.json", function(error, data){ | |
dots = svg.selectAll(".dot") | |
.data(data) | |
.enter().append("circle") | |
.attr("class", "dot") | |
.attr("r", 5.5) | |
.attr("cx", function(d){ | |
return x(+d.x); | |
}) | |
.attr("cy", function(d){ | |
return y(+d.y) | |
}) | |
.style("fill", function(d){ | |
if (d.c == 1){ | |
return "#377eb8"; | |
} | |
else { | |
return "#e41a1c"; | |
} | |
}) | |
.style("stroke-width", 2); | |
var X = [], | |
Y = []; | |
for (var i = data.length - 1; i >= 0; i--) { | |
X[i] = [+data[i].x, +data[i].y]; | |
Y[i] = +data[i].c; | |
}; | |
V = SMO(X, Y, 1, 0.000001, 30, -1); | |
var w = V.w[0], | |
b = V.b; | |
var decision = []; | |
for (var i = 0; i < 1000; i++){ | |
decision[i] = {'x' : i / 100, 'y': (-w[0] / w[1]) * (i / 100) - (b / w[1])}; | |
} | |
var pg = []; | |
for (var i = 0; i < 1000; i++){ | |
pg[i] = {'x' : i / 100, 'y': (-w[0] / w[1]) * (i / 100) - ((1 + b) / w[1])}; | |
} | |
var ng = []; | |
for (var i = 0; i < 1000; i++){ | |
ng[i] = {'x' : i / 100, 'y': (-w[0] / w[1]) * (i / 100) - ((-1 + b) / w[1])}; | |
} | |
svg.append("path") | |
.datum(decision) | |
.attr("class", "line") | |
.attr("d", line); | |
svg.append("path") | |
.datum(pg) | |
.attr("class", "line") | |
.attr("d", line) | |
.style("stroke-dasharray", "10,10"); | |
svg.append("path") | |
.datum(ng) | |
.attr("class", "line") | |
.attr("d", line) | |
.style("stroke-dasharray", "10,10"); | |
}); | |
</script> | |
</body> |
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[{"x":1.3918159586,"y":2.3137462987,"c":-1},{"x":2.7553492977,"y":3.8358933062,"c":-1},{"x":1.3068825052,"y":1.562141254,"c":-1},{"x":2.8944226465,"y":2.5841533943,"c":-1},{"x":3.7024428812,"y":2.7501198675,"c":-1},{"x":3.5026863304,"y":4.1441852379,"c":-1},{"x":1.2875267989,"y":1.6449839313,"c":-1},{"x":1.5512224368,"y":3.479681808,"c":-1},{"x":2.4134867529,"y":4.2236237896,"c":-1},{"x":3.6559341255,"y":1.9783436371,"c":-1},{"x":6.9659900849,"y":5.3009901301,"c":1.0},{"x":9.0119210614,"y":7.702946096,"c":1.0},{"x":5.950966712,"y":7.2311001543,"c":1.0},{"x":5.979236673,"y":7.7339372771,"c":1.0},{"x":5.955605886,"y":6.8574976596,"c":1.0},{"x":7.8664572356,"y":6.3242365141,"c":1.0},{"x":5.2714950518,"y":6.744864841,"c":1.0},{"x":7.0457948624,"y":8.2216029477,"c":1.0},{"x":8.3580121873,"y":7.1820232618,"c":1.0},{"x":9.6273291291,"y":7.0579781464,"c":1.0}] |
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function SMO(X, y, C, tolerance, max_passes, gamma){ | |
//Performs the SMO algorithm to determine Lagrange Multipliers for a SVM | |
var n = X.length, //Size of Data | |
a = [], //Lagrange Multipliers | |
E = [], //Expected Values | |
b = 0.0, //Threshold | |
passes = 0, //Current Passes | |
num_changed_alphas = 0; | |
//initialize lagrange multipliers | |
for (var i = n - 1; i >= 0; i--) { | |
a[i] = 0.0; | |
E[i] = 0.0; | |
}; | |
while (passes < max_passes) { | |
num_changed_alphas = 0; | |
//Calculate Ei = f(x_i) - y_i | |
for (var i = n - 1; i >= 0; i--) { | |
E[i] = b - y[i]; | |
for (var j = n - 1; j >= 0; j--) { | |
E[i] += (y[j] * a[j] * RBF(X[i], X[j], gamma)); | |
}; | |
if ((y[i] * E[i] < -tolerance && a[i] < C) || (y[i] * E[i] > tolerance && a[i] > 0)){ | |
//Select j != i Randomly | |
do { | |
j = Math.floor(Math.random() * n); | |
} | |
while(j == i); | |
//Calculate Ej = f(x_j) - y_j | |
E[j] = b - y[j]; | |
for (var k = n - 1; k >= 0; k--) { | |
E[j] += (y[k] * a[k] * | |
RBF(X[j], X[k], gamma)) ; | |
}; | |
var alpha_old_i = a[i], | |
alpha_old_j = a[j]; | |
//Compute L and H by 10 or 11 | |
if (y[i] != y[j]){ | |
var L = Math.max(0, a[j] - a[i]); | |
var H = Math.min(C, C + a[j] - a[i]); | |
} | |
else { | |
var L = Math.max(0, a[i] + a[j] - C); | |
var H = Math.min(C, a[j] + a[i]); | |
} | |
if(L == H){ | |
continue; | |
} | |
//Compute nen by 14 | |
var nen = 2 * RBF(X[i], X[j], gamma) - | |
RBF(X[i], X[i], gamma) - | |
RBF(X[j], X[j], gamma); | |
if (nen >= 0){ | |
continue; | |
} | |
//Compute and clip new value for aj using 12 and 15 | |
a[j] = a[j] - ((y[j] * (E[i] - E[j])) / nen); | |
//Clip aj to fall in range | |
if (a[j] > H){ | |
a[j] = H; | |
} | |
else if (a[j] < L){ | |
a[j] = L; | |
} | |
//Check Change | |
if (Math.abs(a[j] - alpha_old_j) < 10e-5){ | |
continue; | |
} | |
//Compute value for ai using 16 | |
a[i] = a[i] + (y[i] * y[j] * (alpha_old_j - a[j])); | |
//Compute b1 and b2 with 17 and 18 | |
var b1 = b - E[i] - y[i] * (a[i] - alpha_old_i) * | |
RBF(X[i], X[i], gamma) - y[j] * | |
(a[j] - alpha_old_j) * RBF(X[i], X[j], gamma); | |
var b2 = b - E[j] - y[i] * (a[i] - alpha_old_i) * | |
RBF(X[i], X[j], gamma) - y[j] * | |
(a[j] - alpha_old_j) * RBF(X[j], X[j], gamma); | |
//Compute b by 19 | |
if ((a[i] > 0) && (a[i] < C)){ | |
b = b1; | |
} | |
else if ((a[j] > 0) && (a[j] < C)){ | |
b = b2; | |
} | |
else { | |
b = (b1 + b2) / 2; | |
} | |
num_changed_alphas += 1; | |
}; | |
}; | |
if (num_changed_alphas == 0){ | |
passes += 1; | |
} | |
else { | |
passes = 0; | |
} | |
}; | |
var w = [[]]; | |
for (var i = X[0].length - 1; i >= 0; i--) { | |
w[0][i] = 0; | |
}; | |
for (var i = n - 1; i >= 0; i--) { | |
for (var j = X[0].length - 1; j >= 0; j--) { | |
w[0][j] += a[i] * X[i][j] * y[i]; | |
}; | |
}; | |
return {'w' : w, 'b' : b}; | |
} | |
function RBF(a, b, gamma){ | |
var d = 0.0; | |
for (var i = a.length - 1; i >= 0; i--) { | |
d += a[i] * b[i] | |
}; | |
return d; | |
} |
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