private static void SolveNuSvr(SvmProblem prob, SvmParameter param, IList <double> alpha, SvmSolver.SolutionInfo si)
{
int l = prob.Count;
double c = param.c;
double[] alpha2 = new double[2 * l];
double[] linearTerm = 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];
linearTerm[i] = -prob.y[i];
y[i] = 1;
linearTerm[i + l] = prob.y[i];
y[i + l] = -1;
}
SvmSolverNu s = new SvmSolverNu();
s.Solve(2 * l, new SvrQ(prob, param), linearTerm, y, alpha2, c, c, param.eps, si, param.shrinking);
Info("epsilon = " + (-si.r) + "\n");
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
}
}
private static void SolveNuSvc(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si)
{
int i;
int l = prob.Count;
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 sumPos = nu * l / 2;
double sumNeg = nu * l / 2;
for (i = 0; i < l; i++)
{
if (y[i] == +1)
{
alpha[i] = Math.Min(1.0, sumPos);
sumPos -= alpha[i];
}
else
{
alpha[i] = Math.Min(1.0, sumNeg);
sumNeg -= alpha[i];
}
}
double[] zeros = new double[l];
for (i = 0; i < l; i++)
{
zeros[i] = 0;
}
SvmSolverNu s = new SvmSolverNu();
s.Solve(l, new SvcQ(prob, param, y), zeros, y, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
double r = si.r;
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 SolveNuSvr(SvmProblem prob, SvmParameter param, IList<double> alpha, SvmSolver.SolutionInfo si)
{
int l = prob.Count;
double c = param.c;
double[] alpha2 = new double[2*l];
double[] linearTerm = 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];
linearTerm[i] = -prob.y[i];
y[i] = 1;
linearTerm[i + l] = prob.y[i];
y[i + l] = -1;
}
SvmSolverNu s = new SvmSolverNu();
s.Solve(2*l, new SvrQ(prob, param), linearTerm, y, alpha2, c, c, param.eps, si, param.shrinking);
Info("epsilon = " + (-si.r) + "\n");
for (i = 0; i < l; i++){
alpha[i] = alpha2[i] - alpha2[i + l];
}
}
private static void SolveNuSvc(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si)
{
int i;
int l = prob.Count;
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 sumPos = nu*l/2;
double sumNeg = nu*l/2;
for (i = 0; i < l; i++){
if (y[i] == +1){
alpha[i] = Math.Min(1.0, sumPos);
sumPos -= alpha[i];
} else{
alpha[i] = Math.Min(1.0, sumNeg);
sumNeg -= alpha[i];
}
}
double[] zeros = new double[l];
for (i = 0; i < l; i++){
zeros[i] = 0;
}
SvmSolverNu s = new SvmSolverNu();
s.Solve(l, new SvcQ(prob, param, y), zeros, y, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
double r = si.r;
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;
}
