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");
}
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);
}
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];
}
}
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];
}
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_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];
}
