private static void solve_nu_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
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;
}
var s = new SolverNu();
s.Solve(2 * l, new SvrQ(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];
}
}
private static void solve_nu_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
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;
}
var s = new SolverNu();
s.Solve(2 * l, new SvrQ(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];
}
private static void solve_nu_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int i;
int l = prob.Lenght;
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;
var s = new SolverNu();
s.Solve(l, new SvcQ(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.UpperBoundP = 1 / r;
si.UpperBoundN = 1 / r;
}
private static void solve_nu_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int i;
int l = prob.Lenght;
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;
}
var s = new SolverNu();
s.Solve(l, new SvcQ(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.UpperBoundP = 1 / r;
si.UpperBoundN = 1 / r;
}
