/// <summary>
/// Get coefficients from the Langrange Multipliers
///
/// This function assumed the last attribute in trainingData is the target value
/// </summary>
/// <returns></returns>
public ModelKernel computeSupportVectors(double[][] trainingData,
int indexTargetAttribute,
IKernel kernel,
int maxThreads)
{
//Update private Vars -----------------
_kernel = kernel;
_lagrangeMul = new double[trainingData[0].Length];
_error_cache = new double[trainingData[0].Length];
SupportFunctions.InitArray(_lagrangeMul, maxThreads);
_indexTarget = indexTargetAttribute;
_trainingData = trainingData;
//---------------------------
//main routine:
int numChanged = 0;
bool examineAll = true;
while (numChanged > 0 || examineAll)
{
numChanged = 0;
if (examineAll)
{
//loop I over all training examples
for (int row = 0; row < trainingData[0].Length; row++)
{
numChanged += examineExample(row);
}
}
else
{
//loop I over examples where alpha is not 0 & not C
for (int row = 0; row < trainingData[0].Length; row++)
{
if (_lagrangeMul[row] != 0 && _lagrangeMul[row] != _C)
{
double[] data = SupportFunctions.GetLinearArray(trainingData, row);
numChanged += examineExample(row);
}
}
}
if (examineAll)
{
examineAll = false;
}
else if (numChanged == 0)
{
examineAll = true;
}
}
return(getModelKernel());
}