Exemplo n.º 1
0
        private static void solve_epsilon_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
        {
            int l = prob.Lenght;
              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 SvrQ(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");
        }
Exemplo n.º 2
0
        private static void solve_one_class(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
        {
            int l = prob.Lenght;
              double[] zeros = new double[l];
              sbyte[] ones = new sbyte[l];
              int i;

              int n = (int)(param.Nu * prob.Lenght);	// # of alpha's at upper bound

              for (i = 0; i < n; i++)
            alpha[i] = 1;
              if (n < prob.Lenght)
            alpha[n] = param.Nu * prob.Lenght - n;
              for (i = n + 1; i < l; i++)
            alpha[i] = 0;

              for (i = 0; i < l; i++)
              {
            zeros[i] = 0;
            ones[i] = 1;
              }

              var s = new Solver();
              s.Solve(l, new OneClassQ(prob, param), zeros, ones,
            alpha, 1.0, 1.0, param.Eps, si, param.Shrinking);
        }
Exemplo n.º 3
0
        private static void solve_c_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si, double Cp, double Cn)
        {
            int l = prob.Lenght;
              double[] minus_ones = new double[l];
              sbyte[] y = new sbyte[l];

              for (int 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 SvcQ(prob, param, y), minus_ones, y,
            alpha, Cp, Cn, param.Eps, si, param.Shrinking);

              double sum_alpha = 0;
              for (int i = 0; i < l; i++)
              {
            sum_alpha += alpha[i];
              }

              if (Cp == Cn)
              {
            Svm.info("nu = " + sum_alpha / (Cp * prob.Lenght) + "\n");
              }

              for (int i = 0; i < l; i++)
              {
            alpha[i] *= y[i];
              }
        }
Exemplo n.º 4
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] = 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];
	}
Exemplo n.º 5
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;

		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);
	}
Exemplo n.º 6
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] = +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;
	}
Exemplo n.º 7
0
	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];
	}