private void FitInternal(Matrix<double> x, Vector<double> y)
{
if (this.Kernel.KernelFunction != null)
{
// you must store a reference to X to compute the kernel in predict
// TODO: add keyword copy to copy on demand
this.xFit = x;
x = this.ComputeKernel(x);
if (x.RowCount != x.ColumnCount)
{
throw new ArgumentException("X.RowCount should be equal to X.ColumnCount");
}
}
var problem = new svm_problem();
problem.l = x.RowCount;
problem.x = new svm_node[x.RowCount][];
foreach (var row in x.RowEnumerator())
{
if (Kernel.LibSvmKernel == LibSvmKernel.Precomputed)
{
var svmNodes =
row.Item2.GetIndexedEnumerator().Select(i =>
new svm_node
{
index = i.Item1 + 1,
value = i.Item2
});
problem.x[row.Item1] =
new[]
{
new svm_node
{
index = 0,
value = row.Item1 + 1
}
}.Concat(svmNodes).ToArray();
}
else
{
var svmNodes =
row.Item2.GetIndexedEnumerator().Select(
i => new svm_node { index = i.Item1, value = i.Item2 });
problem.x[row.Item1] = svmNodes.ToArray();
}
}
problem.y = y.ToArray();
this.Param.kernel_type = (int)this.Kernel.LibSvmKernel;
if (new[] { LibSvmKernel.Poly, LibSvmKernel.Rbf }.Contains(this.Kernel.LibSvmKernel) &&
this.Gamma == 0)
{
// if custom gamma is not provided ...
this.Param.gamma = 1.0 / x.ColumnCount;
}
else
{
this.Param.gamma = this.Gamma;
}
this.Model = svm.svm_train(problem, this.Param);
}
// Stratified cross validation
public static void svm_cross_validation(svm_problem prob, svm_parameter param, int nr_fold, double[] target)
{
int i;
int[] fold_start = new int[nr_fold+1];
int l = prob.l;
int[] perm = new int[l];
// stratified cv may not give leave-one-out rate
// Each class to l folds -> some folds may have zero elements
if((param.svm_type == svm_parameter.C_SVC ||
param.svm_type == svm_parameter.NU_SVC) && nr_fold < l)
{
int[] tmp_nr_class = new int[1];
int[][] tmp_label = new int[1][];
int[][] tmp_start = new int[1][];
int[][] tmp_count = new int[1][];
svm_group_classes(prob,tmp_nr_class,tmp_label,tmp_start,tmp_count,perm);
int nr_class = tmp_nr_class[0];
int[] start = tmp_start[0];
int[] count = tmp_count[0];
// random shuffle and then data grouped by fold using the array perm
int[] fold_count = new int[nr_fold];
int c;
int[] index = new int[l];
for(i=0;i<l;i++)
index[i]=perm[i];
for (c=0; c<nr_class; c++)
for(i=0;i<count[c];i++)
{
int j = i+rand.Next(count[c]-i);
do {int _=index[start[c]+j]; index[start[c]+j]=index[start[c]+i]; index[start[c]+i]=_;} while(false);
}
for(i=0;i<nr_fold;i++)
{
fold_count[i] = 0;
for (c=0; c<nr_class;c++)
fold_count[i]+=(i+1)*count[c]/nr_fold-i*count[c]/nr_fold;
}
fold_start[0]=0;
for (i=1;i<=nr_fold;i++)
fold_start[i] = fold_start[i-1]+fold_count[i-1];
for (c=0; c<nr_class;c++)
for(i=0;i<nr_fold;i++)
{
int begin = start[c]+i*count[c]/nr_fold;
int end = start[c]+(i+1)*count[c]/nr_fold;
for(int j=begin;j<end;j++)
{
perm[fold_start[i]] = index[j];
fold_start[i]++;
}
}
fold_start[0]=0;
for (i=1;i<=nr_fold;i++)
fold_start[i] = fold_start[i-1]+fold_count[i-1];
}
else
{
for(i=0;i<l;i++) perm[i]=i;
for(i=0;i<l;i++)
{
int j = i+rand.Next(l-i);
do {int _=perm[i]; perm[i]=perm[j]; perm[j]=_;} while(false);
}
for(i=0;i<=nr_fold;i++)
fold_start[i]=i*l/nr_fold;
}
for(i=0;i<nr_fold;i++)
{
int begin = fold_start[i];
int end = fold_start[i+1];
int j,k;
svm_problem subprob = new svm_problem();
subprob.l = l-(end-begin);
subprob.x = new svm_node[subprob.l][];
subprob.y = new double[subprob.l];
k=0;
for(j=0;j<begin;j++)
{
subprob.x[k] = prob.x[perm[j]];
subprob.y[k] = prob.y[perm[j]];
++k;
}
for(j=end;j<l;j++)
{
subprob.x[k] = prob.x[perm[j]];
subprob.y[k] = prob.y[perm[j]];
++k;
}
svm_model submodel = svm_train(subprob,param);
if(param.probability==1 &&
(param.svm_type == svm_parameter.C_SVC ||
param.svm_type == svm_parameter.NU_SVC))
{
double[] prob_estimates= new double[svm_get_nr_class(submodel)];
for(j=begin;j<end;j++)
target[perm[j]] = svm_predict_probability(submodel,prob.x[perm[j]],prob_estimates);
}
else
for(j=begin;j<end;j++)
target[perm[j]] = svm_predict(submodel,prob.x[perm[j]]);
}
}
/*
public static svm_model svm_load_model(String model_file_name)
{
return svm_load_model(new BufferedReader(new FileReader(model_file_name)));
}
public static svm_model svm_load_model(BufferedReader fp)
{
// read parameters
svm_model model = new svm_model();
svm_parameter param = new svm_parameter();
model.param = param;
model.rho = null;
model.probA = null;
model.probB = null;
model.label = null;
model.nSV = null;
while(true)
{
String cmd = fp.readLine();
String arg = cmd.substring(cmd.indexOf(' ')+1);
if(cmd.startsWith("svm_type"))
{
int i;
for(i=0;i<svm_type_table.length;i++)
{
if(arg.indexOf(svm_type_table[i])!=-1)
{
param.svm_type=i;
break;
}
}
if(i == svm_type_table.length)
{
System.err.print("unknown svm type.\n");
return null;
}
}
else if(cmd.startsWith("kernel_type"))
{
int i;
for(i=0;i<kernel_type_table.length;i++)
{
if(arg.indexOf(kernel_type_table[i])!=-1)
{
param.kernel_type=i;
break;
}
}
if(i == kernel_type_table.length)
{
System.err.print("unknown kernel function.\n");
return null;
}
}
else if(cmd.startsWith("degree"))
param.degree = atoi(arg);
else if(cmd.startsWith("gamma"))
param.gamma = atof(arg);
else if(cmd.startsWith("coef0"))
param.coef0 = atof(arg);
else if(cmd.startsWith("nr_class"))
model.nr_class = atoi(arg);
else if(cmd.startsWith("total_sv"))
model.l = atoi(arg);
else if(cmd.startsWith("rho"))
{
int n = model.nr_class * (model.nr_class-1)/2;
model.rho = new double[n];
StringTokenizer st = new StringTokenizer(arg);
for(int i=0;i<n;i++)
model.rho[i] = atof(st.nextToken());
}
else if(cmd.startsWith("label"))
{
int n = model.nr_class;
model.label = new int[n];
StringTokenizer st = new StringTokenizer(arg);
for(int i=0;i<n;i++)
model.label[i] = atoi(st.nextToken());
}
else if(cmd.startsWith("probA"))
{
int n = model.nr_class*(model.nr_class-1)/2;
model.probA = new double[n];
StringTokenizer st = new StringTokenizer(arg);
for(int i=0;i<n;i++)
model.probA[i] = atof(st.nextToken());
}
else if(cmd.startsWith("probB"))
{
int n = model.nr_class*(model.nr_class-1)/2;
model.probB = new double[n];
StringTokenizer st = new StringTokenizer(arg);
for(int i=0;i<n;i++)
model.probB[i] = atof(st.nextToken());
}
else if(cmd.startsWith("nr_sv"))
{
int n = model.nr_class;
model.nSV = new int[n];
StringTokenizer st = new StringTokenizer(arg);
for(int i=0;i<n;i++)
model.nSV[i] = atoi(st.nextToken());
}
else if(cmd.startsWith("SV"))
{
break;
}
else
{
System.err.print("unknown text in model file: ["+cmd+"]\n");
return null;
}
}
// read sv_coef and SV
int m = model.nr_class - 1;
int l = model.l;
model.sv_coef = new double[m][l];
model.SV = new svm_node[l][];
for(int i=0;i<l;i++)
{
String line = fp.readLine();
StringTokenizer st = new StringTokenizer(line," \t\n\r\f:");
for(int k=0;k<m;k++)
model.sv_coef[k][i] = atof(st.nextToken());
int n = st.countTokens()/2;
model.SV[i] = new svm_node[n];
for(int j=0;j<n;j++)
{
model.SV[i][j] = new svm_node();
model.SV[i][j].index = atoi(st.nextToken());
model.SV[i][j].value = atof(st.nextToken());
}
}
fp.close();
return model;
}
*/
public static String svm_check_parameter(svm_problem prob, svm_parameter param)
{
// svm_type
int svm_type = param.svm_type;
if(svm_type != svm_parameter.C_SVC &&
svm_type != svm_parameter.NU_SVC &&
svm_type != svm_parameter.ONE_CLASS &&
svm_type != svm_parameter.EPSILON_SVR &&
svm_type != svm_parameter.NU_SVR)
return "unknown svm type";
// kernel_type, degree
int kernel_type = param.kernel_type;
if(kernel_type != svm_parameter.LINEAR &&
kernel_type != svm_parameter.POLY &&
kernel_type != svm_parameter.RBF &&
kernel_type != svm_parameter.SIGMOID &&
kernel_type != svm_parameter.PRECOMPUTED)
return "unknown kernel type";
if(param.gamma < 0)
return "gamma < 0";
if(param.degree < 0)
return "degree of polynomial kernel < 0";
// cache_size,eps,C,nu,p,shrinking
if(param.cache_size <= 0)
return "cache_size <= 0";
if(param.eps <= 0)
return "eps <= 0";
if(svm_type == svm_parameter.C_SVC ||
svm_type == svm_parameter.EPSILON_SVR ||
svm_type == svm_parameter.NU_SVR)
if(param.C <= 0)
return "C <= 0";
if(svm_type == svm_parameter.NU_SVC ||
svm_type == svm_parameter.ONE_CLASS ||
svm_type == svm_parameter.NU_SVR)
if(param.nu <= 0 || param.nu > 1)
return "nu <= 0 or nu > 1";
if(svm_type == svm_parameter.EPSILON_SVR)
if(param.p < 0)
return "p < 0";
if(param.shrinking != 0 &&
param.shrinking != 1)
return "shrinking != 0 and shrinking != 1";
if(param.probability != 0 &&
param.probability != 1)
return "probability != 0 and probability != 1";
if(param.probability == 1 &&
svm_type == svm_parameter.ONE_CLASS)
return "one-class SVM probability output not supported yet";
// check whether nu-svc is feasible
if(svm_type == svm_parameter.NU_SVC)
{
int l = prob.l;
int max_nr_class = 16;
int nr_class = 0;
int[] label = new int[max_nr_class];
int[] count = new int[max_nr_class];
int i;
for(i=0;i<l;i++)
{
int this_label = (int)prob.y[i];
int j;
for(j=0;j<nr_class;j++)
if(this_label == label[j])
{
++count[j];
break;
}
if(j == nr_class)
{
if(nr_class == max_nr_class)
{
max_nr_class *= 2;
int[] new_data = new int[max_nr_class];
Array.Copy(label,0,new_data,0,label.Length);
label = new_data;
new_data = new int[max_nr_class];
Array.Copy(count,0,new_data,0,count.Length);
count = new_data;
}
label[nr_class] = this_label;
count[nr_class] = 1;
++nr_class;
}
}
for(i=0;i<nr_class;i++)
{
int n1 = count[i];
for(int j=i+1;j<nr_class;j++)
{
int n2 = count[j];
if(param.nu*(n1+n2)/2 > Math.Min(n1,n2))
return "specified nu is infeasible";
}
}
}
return null;
}
// label: label name, start: begin of each class, count: #data of classes, perm: indices to the original data
// perm, length l, must be allocated before calling this subroutine
private static void svm_group_classes(svm_problem prob, int[] nr_class_ret, int[][] label_ret, int[][] start_ret, int[][] count_ret, int[] perm)
{
int l = prob.l;
int max_nr_class = 16;
int nr_class = 0;
int[] label = new int[max_nr_class];
int[] count = new int[max_nr_class];
int[] data_label = new int[l];
int i;
for(i=0;i<l;i++)
{
int this_label = (int)(prob.y[i]);
int j;
for(j=0;j<nr_class;j++)
{
if(this_label == label[j])
{
++count[j];
break;
}
}
data_label[i] = j;
if(j == nr_class)
{
if(nr_class == max_nr_class)
{
max_nr_class *= 2;
int[] new_data = new int[max_nr_class];
Array.Copy(label,0,new_data,0,label.Length);
label = new_data;
new_data = new int[max_nr_class];
Array.Copy(count,0,new_data,0,count.Length);
count = new_data;
}
label[nr_class] = this_label;
count[nr_class] = 1;
++nr_class;
}
}
//
// Labels are ordered by their first occurrence in the training set.
// However, for two-class sets with -1/+1 labels and -1 appears first,
// we swap labels to ensure that internally the binary SVM has positive data corresponding to the +1 instances.
//
if (nr_class == 2 && label[0] == -1 && label[1] == +1)
{
do {int _=label[0]; label[0]=label[1]; label[1]=_;} while(false);
do {int _=count[0]; count[0]=count[1]; count[1]=_;} while(false);
for(i=0;i<l;i++)
{
if(data_label[i] == 0)
data_label[i] = 1;
else
data_label[i] = 0;
}
}
int[] start = new int[nr_class];
start[0] = 0;
for(i=1;i<nr_class;i++)
start[i] = start[i-1]+count[i-1];
for(i=0;i<l;i++)
{
perm[start[data_label[i]]] = i;
++start[data_label[i]];
}
start[0] = 0;
for(i=1;i<nr_class;i++)
start[i] = start[i-1]+count[i-1];
nr_class_ret[0] = nr_class;
label_ret[0] = label;
start_ret[0] = start;
count_ret[0] = count;
}
//
// Interface functions
//
public static svm_model svm_train(svm_problem prob, svm_parameter param)
{
svm_model model = new svm_model();
model.param = param;
if(param.svm_type == svm_parameter.ONE_CLASS ||
param.svm_type == svm_parameter.EPSILON_SVR ||
param.svm_type == svm_parameter.NU_SVR)
{
// regression or one-class-svm
model.nr_class = 2;
model.label = null;
model.nSV = null;
model.probA = null; model.probB = null;
model.sv_coef = new double[1][];
if(param.probability == 1 &&
(param.svm_type == svm_parameter.EPSILON_SVR ||
param.svm_type == svm_parameter.NU_SVR))
{
model.probA = new double[1];
model.probA[0] = svm_svr_probability(prob,param);
}
decision_function f = svm_train_one(prob,param,0,0);
model.rho = new double[1];
model.rho[0] = f.rho;
int nSV = 0;
int i;
for(i=0;i<prob.l;i++)
if(Math.Abs(f.alpha[i]) > 0) ++nSV;
model.l = nSV;
model.SV = new svm_node[nSV][];
model.sv_coef[0] = new double[nSV];
model.sv_indices = new int[nSV];
int j = 0;
for(i=0;i<prob.l;i++)
if(Math.Abs(f.alpha[i]) > 0)
{
model.SV[j] = prob.x[i];
model.sv_coef[0][j] = f.alpha[i];
model.sv_indices[j] = i+1;
++j;
}
}
else
{
// classification
int l = prob.l;
int[] tmp_nr_class = new int[1];
int[][] tmp_label = new int[1][];
int[][] tmp_start = new int[1][];
int[][] tmp_count = new int[1][];
int[] perm = new int[l];
// group training data of the same class
svm_group_classes(prob,tmp_nr_class,tmp_label,tmp_start,tmp_count,perm);
int nr_class = tmp_nr_class[0];
int[] label = tmp_label[0];
int[] start = tmp_start[0];
int[] count = tmp_count[0];
if(nr_class == 1)
svm.info("WARNING: training data in only one class. See README for details.\n");
svm_node[][] x = new svm_node[l][];
int i;
for(i=0;i<l;i++)
x[i] = prob.x[perm[i]];
// calculate weighted C
double[] weighted_C = new double[nr_class];
for(i=0;i<nr_class;i++)
weighted_C[i] = param.C;
for(i=0;i<param.nr_weight;i++)
{
int j;
for(j=0;j<nr_class;j++)
if(param.weight_label[i] == label[j])
break;
if(j == nr_class)
Console.Error.Write("WARNING: class label "+param.weight_label[i]+" specified in weight is not found\n");
else
weighted_C[j] *= param.weight[i];
}
// train k*(k-1)/2 models
bool[] nonzero = new bool[l];
for(i=0;i<l;i++)
nonzero[i] = false;
decision_function[] f = new decision_function[nr_class*(nr_class-1)/2];
double[] probA=null,probB=null;
if (param.probability == 1)
{
probA=new double[nr_class*(nr_class-1)/2];
probB=new double[nr_class*(nr_class-1)/2];
}
int p = 0;
for(i=0;i<nr_class;i++)
for(int j=i+1;j<nr_class;j++)
{
svm_problem sub_prob = new svm_problem();
int si = start[i], sj = start[j];
int ci = count[i], cj = count[j];
sub_prob.l = ci+cj;
sub_prob.x = new svm_node[sub_prob.l][];
sub_prob.y = new double[sub_prob.l];
int k;
for(k=0;k<ci;k++)
{
sub_prob.x[k] = x[si+k];
sub_prob.y[k] = +1;
}
for(k=0;k<cj;k++)
{
sub_prob.x[ci+k] = x[sj+k];
sub_prob.y[ci+k] = -1;
}
if(param.probability == 1)
{
double[] probAB=new double[2];
svm_binary_svc_probability(sub_prob,param,weighted_C[i],weighted_C[j],probAB);
probA[p]=probAB[0];
probB[p]=probAB[1];
}
f[p] = svm_train_one(sub_prob,param,weighted_C[i],weighted_C[j]);
for(k=0;k<ci;k++)
if(!nonzero[si+k] && Math.Abs(f[p].alpha[k]) > 0)
nonzero[si+k] = true;
for(k=0;k<cj;k++)
if(!nonzero[sj+k] && Math.Abs(f[p].alpha[ci+k]) > 0)
nonzero[sj+k] = true;
++p;
}
// build output
model.nr_class = nr_class;
model.label = new int[nr_class];
for(i=0;i<nr_class;i++)
model.label[i] = label[i];
model.rho = new double[nr_class*(nr_class-1)/2];
for(i=0;i<nr_class*(nr_class-1)/2;i++)
model.rho[i] = f[i].rho;
if(param.probability == 1)
{
model.probA = new double[nr_class*(nr_class-1)/2];
model.probB = new double[nr_class*(nr_class-1)/2];
for(i=0;i<nr_class*(nr_class-1)/2;i++)
{
model.probA[i] = probA[i];
model.probB[i] = probB[i];
}
}
else
{
model.probA=null;
model.probB=null;
}
int nnz = 0;
int[] nz_count = new int[nr_class];
model.nSV = new int[nr_class];
for(i=0;i<nr_class;i++)
{
int nSV = 0;
for(int j=0;j<count[i];j++)
if(nonzero[start[i]+j])
{
++nSV;
++nnz;
}
model.nSV[i] = nSV;
nz_count[i] = nSV;
}
svm.info("Total nSV = "+nnz+"\n");
model.l = nnz;
model.SV = new svm_node[nnz][];
model.sv_indices = new int[nnz];
p = 0;
for(i=0;i<l;i++)
if(nonzero[i])
{
model.SV[p] = x[i];
model.sv_indices[p++] = perm[i] + 1;
}
int[] nz_start = new int[nr_class];
nz_start[0] = 0;
for(i=1;i<nr_class;i++)
nz_start[i] = nz_start[i-1]+nz_count[i-1];
model.sv_coef = new double[nr_class-1][];
for(i=0;i<nr_class-1;i++)
model.sv_coef[i] = new double[nnz];
p = 0;
for(i=0;i<nr_class;i++)
for(int j=i+1;j<nr_class;j++)
{
// classifier (i,j): coefficients with
// i are in sv_coef[j-1][nz_start[i]...],
// j are in sv_coef[i][nz_start[j]...]
int si = start[i];
int sj = start[j];
int ci = count[i];
int cj = count[j];
int q = nz_start[i];
int k;
for(k=0;k<ci;k++)
if(nonzero[si+k])
model.sv_coef[j-1][q++] = f[p].alpha[k];
q = nz_start[j];
for(k=0;k<cj;k++)
if(nonzero[sj+k])
model.sv_coef[i][q++] = f[p].alpha[ci+k];
++p;
}
}
return model;
}
// Cross-validation decision values for probability estimates
private static void svm_binary_svc_probability(svm_problem prob, svm_parameter param, double Cp, double Cn, double[] probAB)
{
int i;
int nr_fold = 5;
int[] perm = new int[prob.l];
double[] dec_values = new double[prob.l];
// random shuffle
for(i=0;i<prob.l;i++) perm[i]=i;
for(i=0;i<prob.l;i++)
{
int j = i+rand.Next(prob.l-i);
do {int _=perm[i]; perm[i]=perm[j]; perm[j]=_;} while(false);
}
for(i=0;i<nr_fold;i++)
{
int begin = i*prob.l/nr_fold;
int end = (i+1)*prob.l/nr_fold;
int j,k;
svm_problem subprob = new svm_problem();
subprob.l = prob.l-(end-begin);
subprob.x = new svm_node[subprob.l][];
subprob.y = new double[subprob.l];
k=0;
for(j=0;j<begin;j++)
{
subprob.x[k] = prob.x[perm[j]];
subprob.y[k] = prob.y[perm[j]];
++k;
}
for(j=end;j<prob.l;j++)
{
subprob.x[k] = prob.x[perm[j]];
subprob.y[k] = prob.y[perm[j]];
++k;
}
int p_count=0,n_count=0;
for(j=0;j<k;j++)
if(subprob.y[j]>0)
p_count++;
else
n_count++;
if(p_count==0 && n_count==0)
for(j=begin;j<end;j++)
dec_values[perm[j]] = 0;
else if(p_count > 0 && n_count == 0)
for(j=begin;j<end;j++)
dec_values[perm[j]] = 1;
else if(p_count == 0 && n_count > 0)
for(j=begin;j<end;j++)
dec_values[perm[j]] = -1;
else
{
svm_parameter subparam = (svm_parameter)param.Clone();
subparam.probability=0;
subparam.C=1.0;
subparam.nr_weight=2;
subparam.weight_label = new int[2];
subparam.weight = new double[2];
subparam.weight_label[0]=+1;
subparam.weight_label[1]=-1;
subparam.weight[0]=Cp;
subparam.weight[1]=Cn;
svm_model submodel = svm_train(subprob,subparam);
for(j=begin;j<end;j++)
{
double[] dec_value=new double[1];
svm_predict_values(submodel,prob.x[perm[j]],dec_value);
dec_values[perm[j]]=dec_value[0];
// ensure +1 -1 order; reason not using CV subroutine
dec_values[perm[j]] *= submodel.label[0];
}
}
}
sigmoid_train(prob.l,dec_values,prob.y,probAB);
}
// Return parameter of a Laplace distribution
private static double svm_svr_probability(svm_problem prob, svm_parameter param)
{
int i;
int nr_fold = 5;
double[] ymv = new double[prob.l];
double mae = 0;
svm_parameter newparam = (svm_parameter)param.Clone();
newparam.probability = 0;
svm_cross_validation(prob,newparam,nr_fold,ymv);
for(i=0;i<prob.l;i++)
{
ymv[i]=prob.y[i]-ymv[i];
mae += Math.Abs(ymv[i]);
}
mae /= prob.l;
double std=Math.Sqrt(2*mae*mae);
int count=0;
mae=0;
for(i=0;i<prob.l;i++)
if (Math.Abs(ymv[i]) > 5*std)
count=count+1;
else
mae+=Math.Abs(ymv[i]);
mae /= (prob.l-count);
svm.info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma="+mae+"\n");
return mae;
}
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] = 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)+"\n");
for(i=0;i<l;i++)
alpha[i] = alpha2[i] - alpha2[i+l];
}
static decision_function svm_train_one(
svm_problem prob, svm_parameter param,
double Cp, double Cn)
{
double[] alpha = new double[prob.l];
Solver.SolutionInfo si = new Solver.SolutionInfo();
switch(param.svm_type)
{
case svm_parameter.C_SVC:
solve_c_svc(prob,param,alpha,si,Cp,Cn);
break;
case svm_parameter.NU_SVC:
solve_nu_svc(prob,param,alpha,si);
break;
case svm_parameter.ONE_CLASS:
solve_one_class(prob,param,alpha,si);
break;
case svm_parameter.EPSILON_SVR:
solve_epsilon_svr(prob,param,alpha,si);
break;
case svm_parameter.NU_SVR:
solve_nu_svr(prob,param,alpha,si);
break;
}
svm.info("obj = "+si.obj+", rho = "+si.rho+"\n");
// output SVs
int nSV = 0;
int nBSV = 0;
for(int i=0;i<prob.l;i++)
{
if(Math.Abs(alpha[i]) > 0)
{
++nSV;
if(prob.y[i] > 0)
{
if(Math.Abs(alpha[i]) >= si.upper_bound_p)
++nBSV;
}
else
{
if(Math.Abs(alpha[i]) >= si.upper_bound_n)
++nBSV;
}
}
}
svm.info("nSV = "+nSV+", nBSV = "+nBSV+"\n");
decision_function f = new decision_function();
f.alpha = alpha;
f.rho = si.rho;
return f;
}
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;
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_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 += Math.Abs(alpha[i]);
}
svm.info("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;
sbyte[] 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];
}
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+"\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_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] = +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)+"\n");
for(i=0;i<l;i++)
alpha[i] *= y[i];
}
public SVR_Q(svm_problem prob, svm_parameter param):base(prob.l, prob.x, param)
{
l = prob.l;
cache = new Cache(l,(long)(param.cache_size*(1<<20)));
QD = new double[2*l];
sign = new sbyte[2*l];
index = new int[2*l];
for(int k=0;k<l;k++)
{
sign[k] = 1;
sign[k+l] = -1;
index[k] = k;
index[k+l] = k;
QD[k] = kernel_function(k,k);
QD[k+l] = QD[k];
}
buffer = new float[2][];
buffer[0] = new float[2*l];
buffer[1] = new float[2*l];
next_buffer = 0;
}
public ONE_CLASS_Q(svm_problem prob, svm_parameter param):base(prob.l, prob.x, param)
{
cache = new Cache(prob.l,(long)(param.cache_size*(1<<20)));
QD = new double[prob.l];
for(int i=0;i<prob.l;i++)
QD[i] = kernel_function(i,i);
}
public SVC_Q(svm_problem prob, svm_parameter param, sbyte[] y_):base(prob.l, prob.x, param)
{
y = (sbyte[])y_.Clone();
cache = new Cache(prob.l,(long)(param.cache_size*(1<<20)));
QD = new double[prob.l];
for(int i=0;i<prob.l;i++)
QD[i] = kernel_function(i,i);
}