public static double train(SupportVectorMachine network, IMLDataSet training)
{
SVMTrain train = new SVMTrain(network, training);
train.Iteration();
return(train.Error);
}
public static double TrainNetworks(SupportVectorMachine network, MarketMLDataSet training)
{
// train the neural network
SVMTrain trainMain = new SVMTrain(network, training);
StopTrainingStrategy stop = new StopTrainingStrategy(0.0001, 200);
trainMain.AddStrategy(stop);
var sw = new Stopwatch();
sw.Start();
while (!stop.ShouldStop())
{
trainMain.PreIteration();
trainMain.Iteration();
trainMain.PostIteration();
Console.WriteLine(@"Iteration #:" + trainMain.IterationNumber + @" Error:" + trainMain.Error);
}
sw.Stop();
Console.WriteLine("SVM Trained in :" + sw.ElapsedMilliseconds + "For error:" + trainMain.Error + " Iterated:" + trainMain.IterationNumber);
return(trainMain.Error);
}
protected ProbabilitySupportVectorMachine TrainSVM(double C, double gamma, List <ISample> trainingSamples, Func <ISample, double> idealFunction)
{
// duplicate the training dataset for better cross validation by LIBSVM probability generator (see LIBSVM documentation)
List <double[]> inputSamples = trainingSamples.Select(sample => sample.GetDimensions()).ToList();
inputSamples.AddRange(trainingSamples.Select(sample => sample.GetDimensions()));
// account for imposter samples (identifier not in identifierMap)
List <double[]> outputSamples = trainingSamples.Select(sample => new double[] { idealFunction.Invoke(sample) }).ToList();
outputSamples.AddRange(trainingSamples.Select(sample => new double[] { idealFunction.Invoke(sample) }));
double[][] INPUT = inputSamples.ToArray();
double[][] IDEAL = outputSamples.ToArray();
// train the SVM classifier with the provided data
IMLDataSet trainingData = new BasicMLDataSet(INPUT, IDEAL);
ProbabilitySupportVectorMachine svmNetwork = new ProbabilitySupportVectorMachine(trainingSamples[0].GetDimensionCount(), false, 0.00000001);
// train the SVM classifier with the provided C and gamma
SVMTrain trainedSVM = new SVMTrain(svmNetwork, trainingData)
{
Fold = 0,
Gamma = gamma,
C = C
};
trainedSVM.Iteration();
Console.WriteLine("SVM training error: " + trainedSVM.Error);
return(svmNetwork);
}
private static SupportVectorMachine Create(IMLDataSet theset, int inputs)
{
IMLDataSet training = new BasicMLDataSet(theset);
SupportVectorMachine result = new SupportVectorMachine(inputs, SVMType.EpsilonSupportVectorRegression, KernelType.Sigmoid);
SVMTrain train = new SVMTrain(result, training);
train.Iteration();
return(result);
}
private SupportVectorMachine Create()
{
IMLDataSet training = new BasicMLDataSet(XOR.XORInput, XOR.XORIdeal);
SupportVectorMachine result = new SupportVectorMachine(2, SVMType.EpsilonSupportVectorRegression, KernelType.RadialBasisFunction);
SVMTrain train = new SVMTrain(result, training);
train.Iteration();
return(result);
}
public static double TrainSVM(SVMTrain train, SupportVectorMachine machine)
{
StopTrainingStrategy stop = new StopTrainingStrategy(0.0001, 200);
train.AddStrategy(stop);
var sw = new Stopwatch();
sw.Start();
while (!stop.ShouldStop())
{
train.PreIteration();
train.Iteration();
train.PostIteration();
Console.WriteLine(@"Iteration #:" + train.IterationNumber + @" Error:" + train.Error + " Gamma:" + train.Gamma);
}
sw.Stop();
Console.WriteLine(@"SVM Trained in :" + sw.ElapsedMilliseconds);
return(train.Error);
}
public static void train(SupportVectorMachine network, IMLDataSet training)
{
SVMTrain train = new SVMTrain(network, training);
train.Iteration();
}
public void TestSOM2()
{
// create the training set
IMLDataSet training = new BasicMLDataSet(
SOMInput2, null);
// Create the neural network.
var network = new SOMNetwork(4,4);
var train = new BasicTrainSOM(network, 0.01,
training, new NeighborhoodSingle()) { ForceWinner = true };
int iteration = 0;
for (iteration = 0; iteration <= 1000; iteration++)
{
train.Iteration();
}
IMLData data1 = new BasicMLData(
SOMInput2[2]);
IMLData data2 = new BasicMLData(
SOMInput2[0]);
IMLData data3 = new BasicMLData(
SOMInput2[1]);
IMLData data4 = new BasicMLData(
SOMInput2[3]);
int result1 = network.Classify(data1);
int result2 = network.Classify(data2);
int result3 = network.Classify(data3);
int result4 = network.Classify(data4);
Console.WriteLine("Winner in someinput 2 "+network.Winner(new BasicMLData(SOMInput2[0])));
Console.WriteLine("First :" +result1);
Console.WriteLine("Second "+result2);
Console.WriteLine("Third :" + result3);
Console.WriteLine("Fourth " + result4);
Assert.IsTrue(result1 != result2);
train.TrainPattern(new BasicMLData(SOMInput2[2]));
Console.WriteLine("After training pattern: " + network.Winner(new BasicMLData(SOMInput2[1])));
var result = new SupportVectorMachine(4, SVMType.SupportVectorClassification, KernelType.Sigmoid);
training = new BasicMLDataSet(
SOMInput2, SOMInput2);
SVMTrain trainsvm = new SVMTrain(result, training);
trainsvm.Iteration(50);
result1 = result.Classify(data1);
result2 = result.Classify(data2);
result3 = result.Classify(data3);
result4 = result.Classify(data4);
Console.WriteLine("SVM classification : EURUSD 1 :"+result1 + " GBPUSD:"+result2 + " EURCHF :"+result3+ " EURJPY:"+result4 );
}