/// <summary>
/// Creates Polinominal Kernel,
/// </summary>
/// <param name="vectors">array of vectors</param>
/// <param name="degree">polinominal Degree</param>
/// <param name="coef">coeficient</param>
/// <param name="gamma">Gamma</param>
public PolinominalKernel(double degree, double coef, double gamma)
{
Degree = degree;
Coef = coef;
Gamma = gamma;
linKernel = new LinearKernel();
}
/// <summary>
/// Initializes a new instance of the <see cref="RbfKernel"/> class.
/// </summary>
/// <param name="gamma">The gamma parameter .</param>
public RbfKernel(float gamma)
{
Gamma = gamma;
linKernel = new LinearKernel();
}
public override void SearchParams(Problem <SparseVec> problem,
out float C,
out IKernel <SparseVec> kernel)
{
// throw new NotImplementedException();
Debug.WriteLine("Starting Parameter Selection for Linear kernel");
//create range for penalty parameter C
IList <double> rangeC = PowerRange(MinCPower, MaxCPower, PowerBase, PowerStep);
double crossValidation = double.MinValue;
double maxC = double.MinValue;
//we can set this kernel, because we only looking for one parameter C
LinearKernel bestKernel = new LinearKernel();
object lockObj = new object();
List <SparseVec>[] foldsElements;
List <float>[] foldsLabels;
Validation <SparseVec> .MakeFoldsSplit(problem, NrFolds, out foldsElements, out foldsLabels);
Parallel.ForEach(rangeC, paramC =>
{
//do cross validation
Stopwatch timer = Stopwatch.StartNew();
Validation <SparseVec> valid = new Validation <SparseVec>();
valid.Evaluator = new DualEvaluator <SparseVec>();
valid.TrainingProblem = problem;
//but here kernel should be different because
// in CSVM.Init we set the problem to kernel
valid.Kernel = new LinearKernel();
valid.C = (float)paramC;
double acc = valid.CrossValidateOnFolds(problem.ElementsCount, foldsElements, foldsLabels);
//old code
//var tmpKernel = new LinearKernel();
//double acc = Validation.CrossValidateOnFolds(problem.ElementsCount,
// foldsElements,
// foldsLabels, tmpKernel,
// (float)paramC);
lock (lockObj)
{
if (acc > crossValidation)
{
crossValidation = acc;
maxC = paramC;
// bestKernel = tmpKernel;
}
}
Debug.WriteLine(
string.Format(
"CrossValidation time={0},C={1}->{2:0.#####}",
timer.Elapsed, paramC, acc));
});
C = (float)maxC;
kernel = bestKernel;
Debug.WriteLine("\n");
Debug.WriteLine("-------------- Grid Search summary ------------");
Debug.WriteLine(string.Format("Max accuracy={0} c={1} ", crossValidation, C));
}
