library(MASS)
n <- 100
c <- vector('list', 7)
c[[1]] <- mvrnorm(n, mu = c( 0,  0), Sigma = rbind(c(2.0,  0.0), c( 0.0, 2.0)))
c[[2]] <- mvrnorm(n, mu = c( 0, 10), Sigma = rbind(c(2.0, -0.8), c(-0.8, 2.0)))
c[[3]] <- mvrnorm(n, mu = c(10,  0), Sigma = rbind(c(2.0, -0.8), c(-0.8, 2.0)))
c[[4]] <- mvrnorm(n, mu = c(-5, -5), Sigma = rbind(c(2.0,  0.8), c( 0.8, 2.0)))
c[[5]] <- mvrnorm(n, mu = c( 5,  5), Sigma = rbind(c(2.0,  0.8), c( 0.8, 2.0)))
c[[6]] <- mvrnorm(n, mu = c(-5,  5), Sigma = rbind(c(2.0, -0.8), c(-0.8, 2.0)))
c[[7]] <- mvrnorm(n, mu = c( 5, -5), Sigma = rbind(c(2.0, -0.8), c(-0.8, 2.0)))

for (i in seq_along(c))
{
  c[[i]] <- as.data.frame(c[[i]])
  colnames(c[[i]]) <- c('x', 'y')
}

d <- data.frame(c(rep(1, n), rep(0, n)), rbind(c[[1]], c[[5]]))
colnames(d) <- c('blue', 'x', 'y')

COL <- c(rgb(255,   0,   0,  105, max = 255), # 赤
         rgb(  0,   0, 255,  105, max = 255), # 青
         rgb(  0, 155,   0,  105, max = 255), # 緑
         rgb(100, 100, 100,   20, max = 255)) # 灰
draw.fig <- function()
{

  matplot (NA, type = 'n',
           xlim = c(-10, 15), ylim = c(-10, 20),
           xlab = 'x', ylab = 'y')

  grid() 

  
  matlines(x = c[[1]]$x, y = c[[1]]$y, type = 'p', pch = 1, col = COL[2])
  matlines(x = c[[5]]$x, y = c[[5]]$y, type = 'p', pch = 1, col = COL[1])
 
}

draw.fig()

legend('topright', col = COL[1:2], pch = c(1, 1), bg = 'white',
      legend = c('赤', '青'))

library(e1071)

KERNEL <- c('linear', 'polynomial', 'sigmoid', 'radial')

k <- 1

cv <- tune('svm', as.factor(blue) ~ ., data = d,
           kernel = KERNEL[k], type = 'C-classification', 
           ranges = list(
                         cost    = 2^(-4:4)))  

cv
## 
## Parameter tuning of 'svm':
## 
## - sampling method: 10-fold cross validation 
## 
## - best parameters:
##  cost
##   0.5
## 
## - best performance: 0.015
dx <- 0.2
dy <- 0.2

dgrid <- expand.grid(x = seq(-25, 25, dx),
                     y = seq(-25, 25, dy))

pred <- predict(cv$best.model, newdata = dgrid)

draw.fig()

sv <- d[cv$best.model$index, -1]
matpoints(x = sv[, 1], y = sv[, 2], pch = 16, cex = 0.5, col = 1)

dgrid.blue <- dgrid[pred == 1, ]


fill.cell <- function(x, y)
{
  xline <- c(x - dx/2, x + dx/2)
  ylow  <- c(y - dy/2, y - dy/2)
  yupp  <- c(y + dy/2, y + dy/2)

  polygon(c(xline, rev(xline)), c(ylow, yupp), border = F, col = COL[4])
}


for (i in 1:nrow(dgrid))
{
  if (pred[i] == 1) fill.cell(dgrid$x[i], dgrid$y[i])
}

title(paste0('SVM(カーネル:', KERNEL[k], ')による分類'))

legend('topright', col = c(COL[1:2], 1, NA), pch = c(1, 1, 16, NA),
       fill = c(NA, NA, NA, COL[4]), border = F, bg = 'white',
       legend = c('赤(0)', '青(1)', 'サポートベクター', '青(1)と分類する範囲'))

matplot (NA, type = 'n', xlim = c(-10, 10), ylim = c(-10, 10),
        xlab = 'x', ylab = 'y')
grid()
matlines(x = c[[1]]$x, y = c[[1]]$y, type = 'p', pch = 1, col = COL[2])
matlines(x = c[[4]]$x, y = c[[4]]$y, type = 'p', pch = 1, col = COL[1])
matlines(x = c[[5]]$x, y = c[[5]]$y, type = 'p', pch = 1, col = COL[1])
matlines(x = c[[6]]$x, y = c[[6]]$y, type = 'p', pch = 1, col = COL[1])
matlines(x = c[[7]]$x, y = c[[7]]$y, type = 'p', pch = 1, col = COL[1])

legend('topright', col = COL[1:2], pch = c(1, 1), bg = 'white',
      legend = c('赤', '青'))

library(plot3D)
f <- function(x, y) x^2 + y^2

x.g <- seq(-50, 50, 5)
y.g <- seq(-50, 50, 5)
z.g <- outer(x.g, y.g, function(x, y) x*0 + y*0 + 10)

library(latex2exp)
#cairo_pdf('kernel_trick.pdf')
scatter3D(x = c[[1]]$x, y = c[[1]]$y, z = f(c[[1]]$x, c[[1]]$y), 
          pch = 16, col = COL[2], bty = 'f', ticktype = 'detailed',
          theta = 45, phi = 15,
          main = TeX('$z = x^2 + y^2'),
          xlim = c(-10, 10),
          ylim = c(-10, 10),
          zlim = c(0, 100),
          surf = list(x = x.g, y = y.g, z = z.g, facet = NA, border = 'green'))

scatter3D(x = c[[4]]$x, y = c[[4]]$y, z = f(c[[4]]$x, c[[4]]$y), pch = 16, col = COL[1], add = T) 
scatter3D(x = c[[5]]$x, y = c[[5]]$y, z = f(c[[5]]$x, c[[5]]$y), pch = 16, col = COL[1], add = T) 
scatter3D(x = c[[6]]$x, y = c[[6]]$y, z = f(c[[6]]$x, c[[6]]$y), pch = 16, col = COL[1], add = T) 
scatter3D(x = c[[7]]$x, y = c[[7]]$y, z = f(c[[7]]$x, c[[7]]$y), pch = 16, col = COL[1], add = T) 

KERNEL
## [1] "linear"     "polynomial" "sigmoid"    "radial"
d <- data.frame(c(rep(1, n*3), rep(0, n*4)),
                  rbind(c[[1]], c[[2]], c[[3]], c[[4]], c[[5]], c[[6]], c[[7]]))
  colnames(d) <- c('blue', 'x', 'y')
  head(d)
##   blue          x           y
## 1    1 -0.1096850  0.95707875
## 2    1  0.7956401 -0.06520749
## 3    1  0.4742479  0.09616036
## 4    1  1.9114075  1.13302332
## 5    1 -1.3237573 -0.36516864
## 6    1  0.4336386 -0.25593169
  matplot (NA, type = 'n',
           xlim = c(-10, 15), ylim = c(-10, 20),
           xlab = 'x', ylab = 'y')

  grid() 
  
  d.red  <- d[d$blue == 0, ] # 赤データ
  d.blue <- d[d$blue == 1, ] # 青データ

  matlines(x = d.red$x,  y = d.red$y,  type = 'p', pch = 1, col = COL[1])
  matlines(x = d.blue$x, y = d.blue$y, type = 'p', pch = 1, col = COL[2])

  
  legend('topright', col = COL[1:2], pch = c(1, 1), bg = 'white',
        legend = c('赤', '青'))