static void solve_nu_svc(
const svm_problem *prob, const svm_parameter *param,
double *alpha, Solver::SolutionInfo* si)
{
int i;
int l = prob->l;
double nu = param->nu;
schar *y = new schar[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] = min(1.0,sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = 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;
s.Solve(l, SVC_Q(*prob,*param,y), zeros, y,
alpha, 1.0, 1.0, param->eps, si, param->shrinking);
double r = si->r;
info("C = %f\n",1/r);
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;
delete[] y;
delete[] zeros;
}
static void solve_nu_svr(
const svm_problem *prob, svm_parameter *param,
double *alpha, Solver::SolutionInfo* si)
{
if(param->nu < 0 || param->nu > 1)
{
cerr << "specified nu is out of range\n";
exit(1);
}
int l = prob->l;
double C = param->C;
double *alpha2 = new double[2*l];
double *linear_term = new double[2*l];
schar *y = new schar[2*l];
int i;
double sum = C * param->nu * l / 2;
for(i=0;i<l;i++)
{
alpha2[i] = alpha2[i+l] = 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;
s.Solve(2*l, SVR_Q(*prob,*param), linear_term, y,
alpha2, C, C, param->eps, si, param->shrinking);
info("epsilon = %f\n",-si->r);
// output the value of epsilon
param->p = -si->r;
for(i=0;i<l;i++)
alpha[i] = alpha2[i] - alpha2[i+l];
delete[] alpha2;
delete[] linear_term;
delete[] y;
}
static void solve_nu_svr(
const svm_problem *prob, const 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];
schar *y = new schar[2*l];
int i;
double sum = C * param->nu * l / 2;
for(i=0;i<l;i++)
{
alpha2[i] = alpha2[i+l] = 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;
s.Solve(2*l, SVR_Q(*prob,*param), linear_term, y,
alpha2, C, C, param->eps, si, param->shrinking);
info("epsilon = %f\n",-si->r);
for(i=0;i<l;i++)
alpha[i] = alpha2[i] - alpha2[i+l];
delete[] alpha2;
delete[] linear_term;
delete[] y;
}
static void solve_nu_svc(
const 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;
schar *y = new schar[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 > min(y_pos,y_neg))
{
cerr << "specified nu is infeasible\n";
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] = min(1.0,sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = 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;
s.Solve(l, SVC_Q(*prob,*param,y), zeros, y,
alpha, 1.0, 1.0, param->eps, si, param->shrinking);
double r = si->r;
info("C = %f\n",1/r);
//output the value of C
param->C = 1/r;
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;
delete[] y;
delete[] zeros;
}
