C++ (Cpp) Solver_NU::Solve示例

示例#1

文件： svm.cpp 项目： shwetabhandare/PySG

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;
}

示例#2

文件： svm_train.cpp 项目： CPernet/CanlabCore

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;
}

示例#3

文件： svm.cpp 项目： shwetabhandare/PySG

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;
}

示例#4

文件： svm_train.cpp 项目： CPernet/CanlabCore

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;
}