Example #1
0
        private static void solve_one_class(svm_problem prob, svm_parameter param, double[] alpha, Solver.SolutionInfo si)
        {
            int l = prob.l;
            double[] zeros = new double[l];
            sbyte[] 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"'
            int 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;
            }

            Solver s = new Solver();
            s.Solve(l, new ONE_CLASS_Q(prob, param), zeros, ones, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
        }
Example #2
0
        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;
            double[] alpha2 = new double[2 * l];
            double[] linear_term = new double[2 * l];
            sbyte[] 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] = System.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;
            }

            Solver_NU s = new Solver_NU();
            s.Solve(2 * l, new SVR_Q(prob, param), linear_term, y, alpha2, C, C, param.eps, si, param.shrinking);

            //Debug.WriteLine("epsilon = " + (- si.r) + "\n");

            for (i = 0; i < l; i++)
                alpha[i] = alpha2[i] - alpha2[i + l];
        }
Example #3
0
        private static void solve_epsilon_svr(svm_problem prob, svm_parameter param, double[] alpha, Solver.SolutionInfo si)
        {
            int l = prob.l;
            double[] alpha2 = new double[2 * l];
            double[] linear_term = new double[2 * l];
            sbyte[] 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;
            }

            Solver 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 += System.Math.Abs(alpha[i]);
            }
            //Debug.WriteLine("nu = " + sum_alpha / (param.C * l) + "\n");
        }
Example #4
0
        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;

            sbyte[] y = new sbyte[l];

            for (i = 0; i < l; i++)
                if (prob.y[i] > 0)
                    y[i] = (sbyte) (+ 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] = System.Math.Min(1.0, sum_pos);
                    sum_pos -= alpha[i];
                }
                else
                {
                    alpha[i] = System.Math.Min(1.0, sum_neg);
                    sum_neg -= alpha[i];
                }

            double[] zeros = new double[l];

            for (i = 0; i < l; i++)
                zeros[i] = 0;

            Solver_NU 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;

            //Debug.WriteLine("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;
        }
Example #5
0
        //
        // 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;
            double[] minus_ones = new double[l];
            sbyte[] 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] = (sbyte) (+ 1);
                else
                    y[i] = - 1;
            }

            Solver 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)
                //Debug.WriteLine("nu = " + sum_alpha / (Cp * prob.l) + "\n");

            for (i = 0; i < l; i++)
                alpha[i] *= y[i];
        }