資源簡介
支持向量機的源代碼,對于非線性擬合非常的有用
代碼片段和文件信息
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%?SVMNR.m
%?Support?Vector?Machine?for?Nonlinear?Regression
%?支持向量機非線性回歸通用matlab程序
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function?[Alpha1Alpha2AlphaFlagB]=SVMNR(XYEpsilonCD)
%?ChengAihuaPLA?Information?Engineering?UniversityZhengZhouChina
%?Email:aihuacheng@gmail.com
%?All?rights?reserved
%本程序使用支持向量機法,實現對數據的非線性回歸
%輸入參數列表
%?X?輸入樣本n×l的矩陣,n為變量個數,l為樣本個數
%?Y?輸出樣本1×l的矩陣,l為樣本個數
%?Epsilon?ε不敏感損失函數的參數,Epsilon越大,支持向量越少
%?C?懲罰系數,C過大或過小,泛化能力變差
%?注意:核函數的設定和修改在函數內部進行,數據預處理在函數外部進行
%輸出參數列表
%?Alpha1?α系數
%?Alpha2?α*系數
%?Alpha?支持向量的加權系數(α-α*)向量
%?Flag?1×l標記,0對應非支持向量,1對應邊界支持向量,2對應標準支持向量
%?B?回歸方程中的常數項
%第一步:構造K矩陣
[nl]=size(X);
K=zeros(ll);
for?i=1:l
for?j=1
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