Esempio n. 1
0
	private static void solve_nu_svr(svm_problem prob, svm_parameter param,
					double[] alpha, Solver.SolutionInfo si)
	{
		if(param.nu < 0 || param.nu > 1)
		{
			System.err.print("specified nu is out of range\n");
			System.exit(1);
		}

		int l = prob.l;
		double C = param.C;
		double[] alpha2 = new double[2*l];
		double[] linear_term = new double[2*l];
		byte[] y = new byte[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);

		System.out.print("epsilon = "+(-si.r)+"\n");
		
		for(i=0;i<l;i++)
			alpha[i] = alpha2[i] - alpha2[i+l];
	}
Esempio n. 2
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;

		int y_pos = 0;
		int y_neg = 0;
		byte[] y = new byte[l];

		for(i=0;i<l;i++)
			if(prob.y[i]>0)
			{
				y[i] = +1;
				++y_pos;
			}
			else
			{
				y[i] = -1;
				++y_neg;
			}

		if(nu < 0 || nu*l/2 > Math.min(y_pos,y_neg))
		{
			System.err.print("specified nu is infeasible\n");
			System.exit(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;

		System.out.print("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;
	}