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]; 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]; 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); svm.info("epsilon = " + (-si.r) + Environment.NewLine); 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; double[] alpha2 = new double[2 * l]; double[] linear_term = new double[2 * l]; short[] y = new short[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 += Math.Abs(alpha[i]); } svm.info("nu = " + sum_alpha / (param.C * l) + Environment.NewLine); }
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; short[] y = new short[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]; } 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; svm.info("C = " + 1 / r + Environment.NewLine); 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; double[] zeros = new double[l]; short[] ones = new short[l]; int i; int n = (int)(param.nu * prob.l); // # of alpha's at upper bound for (i = 0; i < n; i++) alpha[i] = 1; if (n < prob.l) 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); }
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]; short[] y = new short[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; } 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) svm.info("nu = " + sum_alpha / (Cp * prob.l) + Environment.NewLine); for (i = 0; i < l; i++) alpha[i] *= y[i]; }