""" ========================================================= SVM Margins Example ========================================================= The plots below illustrate the effect the parameter `C` has on the separation line. A large value of `C` basically tells our model that we do not have that much faith in our data's distribution, and will only consider points close to line of separation. A small value of `C` includes more/all the observations, allowing the margins to be calculated using all the data in the area. """ # Code source: Gaƫl Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn import svm # we create 40 separable points np.random.seed(0) X = np.r_[np.random.randn(20, 2) - [2, 2], np.random.randn(20, 2) + [2, 2]] Y = [0] * 20 + [1] * 20 # figure number fignum = 1 # fit the model for name, penalty in (("unreg", 1), ("reg", 0.05)): clf = svm.SVC(kernel="linear", C=penalty) clf.fit(X, Y) # get the separating hyperplane w = clf.coef_[0] a = -w[0] / w[1] xx = np.linspace(-5, 5) yy = a * xx - (clf.intercept_[0]) / w[1] # plot the parallels to the separating hyperplane that pass through the # support vectors (margin away from hyperplane in direction # perpendicular to hyperplane). This is sqrt(1+a^2) away vertically in # 2-d. margin = 1 / np.sqrt(np.sum(clf.coef_**2)) yy_down = yy - np.sqrt(1 + a**2) * margin yy_up = yy + np.sqrt(1 + a**2) * margin # plot the line, the points, and the nearest vectors to the plane plt.figure(fignum, figsize=(4, 3)) plt.clf() plt.plot(xx, yy, "k-") plt.plot(xx, yy_down, "k--") plt.plot(xx, yy_up, "k--") plt.scatter( clf.support_vectors_[:, 0], clf.support_vectors_[:, 1], s=80, facecolors="none", zorder=10, edgecolors="k", ) plt.scatter( X[:, 0], X[:, 1], c=Y, zorder=10, cmap=plt.get_cmap("RdBu"), edgecolors="k" ) plt.axis("tight") x_min = -4.8 x_max = 4.2 y_min = -6 y_max = 6 YY, XX = np.meshgrid(yy, xx) xy = np.vstack([XX.ravel(), YY.ravel()]).T Z = clf.decision_function(xy).reshape(XX.shape) # Put the result into a contour plot plt.contourf(XX, YY, Z, cmap=plt.get_cmap("RdBu"), alpha=0.5, linestyles=["-"]) plt.xlim(x_min, x_max) plt.ylim(y_min, y_max) plt.xticks(()) plt.yticks(()) fignum = fignum + 1 plt.show()