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_epsilon_svr(
const svm_problem *prob, const svm_parameter *param,
double *alpha, Solver::SolutionInfo* si)
{
int l = prob->l;
double *alpha2 = new double[2*l];
double *linear_term = new double[2*l];
schar *y = new schar[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;
s.Solve(2*l, SVR_Q(*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 += fabs(alpha[i]);
}
info("nu = %f\n",sum_alpha/(param->C*l));
delete[] alpha2;
delete[] linear_term;
delete[] y;
}
