private static void solve_nu_svr(svm_problem prob, svm_parameter param, double[] alpha, Solver.SolutionInfo si)
{
int l = prob.l;
double C = param.C;
var alpha2 = new double[2*l];
var linear_term = new double[2*l];
var y = new sbyte[2*l];
int i;
double sum = C*param.nu*l/2;
for (i = 0; i < l; i++)
{
alpha2[i] = alpha2[i + l] = Math.Min(sum, C);
sum -= alpha2[i];
linear_term[i] = - prob.y[i];
y[i] = 1;
linear_term[i + l] = prob.y[i];
y[i + l] = - 1;
}
var s = new Solver_NU();
s.Solve(2*l, new SVR_Q(prob, param), linear_term, y, alpha2, C, C, param.eps, si, param.shrinking);
Console.Out.Write("epsilon = " + (- si.r) + "\n");
for (i = 0; i < l; i++)
alpha[i] = alpha2[i] - alpha2[i + l];
}
private static void solve_epsilon_svr(svm_problem prob, svm_parameter param, double[] alpha,
Solver.SolutionInfo si)
{
int l = prob.l;
var alpha2 = new double[2*l];
var linear_term = new double[2*l];
var y = new sbyte[2*l];
int i;
for (i = 0; i < l; i++)
{
alpha2[i] = 0;
linear_term[i] = param.p - prob.y[i];
y[i] = 1;
alpha2[i + l] = 0;
linear_term[i + l] = param.p + prob.y[i];
y[i + l] = - 1;
}
var s = new Solver();
s.Solve(2*l, new SVR_Q(prob, param), linear_term, y, alpha2, param.C, param.C, param.eps, si,
param.shrinking);
double sum_alpha = 0;
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
sum_alpha += Math.Abs(alpha[i]);
}
Console.Out.Write("nu = " + sum_alpha/(param.C*l) + "\n");
}
private static void solve_nu_svc(svm_problem prob, svm_parameter param, double[] alpha, Solver.SolutionInfo si)
{
int i;
int l = prob.l;
double nu = param.nu;
var y = new sbyte[l];
for (i = 0; i < l; i++)
if (prob.y[i] > 0)
y[i] = (+ 1);
else
y[i] = - 1;
double sum_pos = nu*l/2;
double sum_neg = nu*l/2;
for (i = 0; i < l; i++)
if (y[i] == + 1)
{
alpha[i] = Math.Min(1.0, sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = Math.Min(1.0, sum_neg);
sum_neg -= alpha[i];
}
var zeros = new double[l];
for (i = 0; i < l; i++)
zeros[i] = 0;
var s = new Solver_NU();
s.Solve(l, new SVC_Q(prob, param, y), zeros, y, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
double r = si.r;
Console.Out.Write("C = " + 1/r + "\n");
for (i = 0; i < l; i++)
alpha[i] *= y[i]/r;
si.rho /= r;
si.obj /= (r*r);
si.upper_bound_p = 1/r;
si.upper_bound_n = 1/r;
}
private static void solve_one_class(svm_problem prob, svm_parameter param, double[] alpha,
Solver.SolutionInfo si)
{
int l = prob.l;
var zeros = new double[l];
var ones = new sbyte[l];
int i;
//UPGRADE_WARNING: Data types in Visual C# might be different. Verify the accuracy of narrowing conversions. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042_3"'
var n = (int) (param.nu*prob.l); // # of alpha's at upper bound
for (i = 0; i < n; i++)
alpha[i] = 1;
alpha[n] = param.nu*prob.l - n;
for (i = n + 1; i < l; i++)
alpha[i] = 0;
for (i = 0; i < l; i++)
{
zeros[i] = 0;
ones[i] = 1;
}
var s = new Solver();
s.Solve(l, new ONE_CLASS_Q(prob, param), zeros, ones, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
}
//
// construct and solve various formulations
//
private static void solve_c_svc(svm_problem prob, svm_parameter param, double[] alpha, Solver.SolutionInfo si,
double Cp, double Cn)
{
int l = prob.l;
var minus_ones = new double[l];
var y = new sbyte[l];
int i;
for (i = 0; i < l; i++)
{
alpha[i] = 0;
minus_ones[i] = - 1;
if (prob.y[i] > 0)
y[i] = (+ 1);
else
y[i] = - 1;
}
var s = new Solver();
s.Solve(l, new SVC_Q(prob, param, y), minus_ones, y, alpha, Cp, Cn, param.eps, si, param.shrinking);
double sum_alpha = 0;
for (i = 0; i < l; i++)
sum_alpha += alpha[i];
if (Cp == Cn)
Console.Out.Write("nu = " + sum_alpha/(Cp*prob.l) + "\n");
for (i = 0; i < l; i++)
alpha[i] *= y[i];
}