A Python interface to rusvm.
pip install rusvm
See simple.py.
importrusvmimportnumpyasnpimportmatplotlib.pyplotasplt# generate sample datasetn=20np.random.seed(42)
x=np.random.rand(n)
y=np.sin(2.0*np.pi*x)
# define parameters for training problem# regularization parameterlmbda=1.0# scaling parametergamma=10.0# solve training problemres=rusvm.solve_smo(
x=np.sqrt(gamma) *x[:, None],
y=y,
params_problem=dict(
lmbda=lmbda,
kind='regression',
),
params_smo=dict(
time_limit=1.0,
)
)
print(res['opt_status'])
a=np.array(res['a']) /lmbdaa=a[:n] +a[n:]
# generate reference pointsxplot=np.linspace(0.0, 1.0, 100)
# evaluate decision function at reference pointsk=np.exp(-gamma* (xplot[:, None] -x[None, :]) **2)
yplot=k.dot(a) +res['b']
# plot training points and decision functionplt.plot(x, y, 'kx')
plt.plot(xplot, yplot, 'r')maturin develop --release