// // construct and solve various formulations // static void solve_c_svc( const svm_problem *prob, const svm_parameter* param, double *alpha, Solver::SolutionInfo* si, double Cp, double Cn) { int l = prob->l; double *minus_ones = new double[l]; schar *y = new schar[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; s.Solve(l, 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) info("nu = %f\n", sum_alpha/(Cp*prob->l)); for(i=0;i<l;i++) alpha[i] *= y[i]; delete[] minus_ones; delete[] y; }
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_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; }