private static void SolveEpsilonSvr(SvmProblem prob, SvmParameter param, IList <double> alpha,
SvmSolver.SolutionInfo si)
{
int l = prob.Count;
double[] alpha2 = new double[2 * l];
double[] linearTerm = new double[2 * l];
short[] y = new short[2 * l];
int i;
for (i = 0; i < l; i++)
{
alpha2[i] = 0;
linearTerm[i] = param.p - prob.y[i];
y[i] = 1;
alpha2[i + l] = 0;
linearTerm[i + l] = param.p + prob.y[i];
y[i + l] = -1;
}
SvmSolver s = new SvmSolver();
s.Solve(2 * l, new SvrQ(prob, param), linearTerm, y, alpha2, param.c, param.c, param.eps, si, param.shrinking);
double sumAlpha = 0;
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
sumAlpha += Math.Abs(alpha[i]);
}
Info("nu = " + sumAlpha / (param.c * l) + "\n");
}
private static DecisionFunction SvmTrainOne(SvmProblem prob, SvmParameter param, double cp, double cn)
{
double[] alpha = new double[prob.Count];
SvmSolver.SolutionInfo si = new SvmSolver.SolutionInfo();
switch (param.svmType)
{
case SvmType.CSvc:
SolveCSvc(prob, param, alpha, si, cp, cn);
break;
case SvmType.NuSvc:
SolveNuSvc(prob, param, alpha, si);
break;
case SvmType.OneClass:
SolveOneClass(prob, param, alpha, si);
break;
case SvmType.EpsilonSvr:
SolveEpsilonSvr(prob, param, alpha, si);
break;
case SvmType.NuSvr:
SolveNuSvr(prob, param, alpha, si);
break;
}
Info("obj = " + si.obj + ", rho = " + si.rho + "\n");
// output SVs
int nSv = 0;
int nBsv = 0;
for (int i = 0; i < prob.Count; i++)
{
if (Math.Abs(alpha[i]) > 0)
{
++nSv;
if (prob.y[i] > 0)
{
if (Math.Abs(alpha[i]) >= si.upperBoundP)
{
++nBsv;
}
}
else
{
if (Math.Abs(alpha[i]) >= si.upperBoundN)
{
++nBsv;
}
}
}
}
Info("nSV = " + nSv + ", nBSV = " + nBsv + "\n");
DecisionFunction f = new DecisionFunction {
alpha = alpha, rho = si.rho
};
return(f);
}
private static void SolveNuSvc(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si)
{
int i;
int l = prob.Count;
double nu = param.nu;
short[] y = new short[l];
for (i = 0; i < l; i++)
{
if (prob.y[i] > 0)
{
y[i] = +1;
}
else
{
y[i] = -1;
}
}
double sumPos = nu * l / 2;
double sumNeg = nu * l / 2;
for (i = 0; i < l; i++)
{
if (y[i] == +1)
{
alpha[i] = Math.Min(1.0, sumPos);
sumPos -= alpha[i];
}
else
{
alpha[i] = Math.Min(1.0, sumNeg);
sumNeg -= alpha[i];
}
}
double[] zeros = new double[l];
for (i = 0; i < l; i++)
{
zeros[i] = 0;
}
SvmSolverNu s = new SvmSolverNu();
s.Solve(l, new SvcQ(prob, param, y), zeros, y, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
double r = si.r;
Info("C = " + 1 / r + "\n");
for (i = 0; i < l; i++)
{
alpha[i] *= y[i] / r;
}
si.rho /= r;
si.obj /= (r * r);
si.upperBoundP = 1 / r;
si.upperBoundN = 1 / r;
}
private static void SolveNuSvr(SvmProblem prob, SvmParameter param, IList <double> alpha, SvmSolver.SolutionInfo si)
{
int l = prob.Count;
double c = param.c;
double[] alpha2 = new double[2 * l];
double[] linearTerm = new double[2 * l];
short[] y = new short[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];
linearTerm[i] = -prob.y[i];
y[i] = 1;
linearTerm[i + l] = prob.y[i];
y[i + l] = -1;
}
SvmSolverNu s = new SvmSolverNu();
s.Solve(2 * l, new SvrQ(prob, param), linearTerm, y, alpha2, c, c, param.eps, si, param.shrinking);
Info("epsilon = " + (-si.r) + "\n");
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
}
}
private static void SolveCSvc(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si,
double cp, double cn)
{
int l = prob.Count;
double[] minusOnes = new double[l];
short[] y = new short[l];
int i;
for (i = 0; i < l; i++)
{
alpha[i] = 0;
minusOnes[i] = -1;
if (prob.y[i] > 0)
{
y[i] = +1;
}
else
{
y[i] = -1;
}
}
SvmSolver s = new SvmSolver();
s.Solve(l, new SvcQ(prob, param, y), minusOnes, y, alpha, cp, cn, param.eps, si, param.shrinking);
double sumAlpha = 0;
for (i = 0; i < l; i++)
{
sumAlpha += alpha[i];
}
if (cp == cn)
{
Info("nu = " + sumAlpha / (cp * prob.Count) + "\n");
}
for (i = 0; i < l; i++)
{
alpha[i] *= y[i];
}
}
private static void SolveOneClass(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si)
{
int l = prob.Count;
double[] zeros = new double[l];
short[] ones = new short[l];
int i;
int n = (int)(param.nu * prob.Count); // # of alpha's at upper bound
for (i = 0; i < n; i++)
{
alpha[i] = 1;
}
if (n < prob.Count)
{
alpha[n] = param.nu * prob.Count - n;
}
for (i = n + 1; i < l; i++)
{
alpha[i] = 0;
}
for (i = 0; i < l; i++)
{
zeros[i] = 0;
ones[i] = 1;
}
SvmSolver s = new SvmSolver();
s.Solve(l, new OneClassQ(prob, param), zeros, ones, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
}
private static DecisionFunction SvmTrainOne(SvmProblem prob, SvmParameter param, double cp, double cn)
{
double[] alpha = new double[prob.Count];
SvmSolver.SolutionInfo si = new SvmSolver.SolutionInfo();
switch (param.svmType){
case SvmType.CSvc:
SolveCSvc(prob, param, alpha, si, cp, cn);
break;
case SvmType.NuSvc:
SolveNuSvc(prob, param, alpha, si);
break;
case SvmType.OneClass:
SolveOneClass(prob, param, alpha, si);
break;
case SvmType.EpsilonSvr:
SolveEpsilonSvr(prob, param, alpha, si);
break;
case SvmType.NuSvr:
SolveNuSvr(prob, param, alpha, si);
break;
}
Info("obj = " + si.obj + ", rho = " + si.rho + "\n");
// output SVs
int nSv = 0;
int nBsv = 0;
for (int i = 0; i < prob.Count; i++){
if (Math.Abs(alpha[i]) > 0){
++nSv;
if (prob.y[i] > 0){
if (Math.Abs(alpha[i]) >= si.upperBoundP){
++nBsv;
}
} else{
if (Math.Abs(alpha[i]) >= si.upperBoundN){
++nBsv;
}
}
}
}
Info("nSV = " + nSv + ", nBSV = " + nBsv + "\n");
DecisionFunction f = new DecisionFunction{alpha = alpha, rho = si.rho};
return f;
}
