class SVMRegression

SVM in regression.

Inheritance:


Public Methods

[more] SVMRegression(Kernel* kernel_, real* C_=NULL, IOSequenceArray* io_sequence_array_=NULL)


Inherited from SVM:

Public Fields

oAllocator* sv_allocator
oIOSequenceArray* io_sequence_array
oDataSet* data
oKernel* kernel
oreal b
oint* support_vectors
oreal* sv_alpha
oSequence** sv_sequences
oint n_support_vectors
oint n_support_vectors_bound

Public Methods

obool bCompute()


Inherited from QCMachine:

Public Fields

oreal* Cup
oreal* Cdown
oreal bound_eps
oint n_alpha
oreal* alpha
oreal* grad
oreal* y
oQCCache* cache

Public Methods

ovirtual void checkSupportVectors()


Inherited from Machine:

Public Fields

oSequence* outputs

Public Methods

ovirtual void forward(Sequence* sequence)
ovirtual void reset()
ovirtual void setDataSet(DataSet* dataset_)


Inherited from Object:

Public Fields

oAllocator* allocator

Public Methods

ovoid addOption(const char* name, int size, void* ptr, const char* help="")
ovoid addIOption(const char* name, int* ptr, int init_value, const char* help="")
ovoid addROption(const char* name, real* ptr, real init_value, const char* help="")
ovoid addBOption(const char* name, bool* ptr, bool init_value, const char* help="")
ovoid addOOption(const char* name, Object** ptr, Object* init_value, const char* help="")
ovoid setOption(const char* name, void* ptr)
ovoid setIOption(const char* name, int option)
ovoid setROption(const char* name, real option)
ovoid setBOption(const char* name, bool option)
ovoid setOOption(const char* name, Object* option)
ovirtual void loadXFile(XFile* file)
ovirtual void saveXFile(XFile* file)
ovoid load(const char* filename)
ovoid save(const char* filename)
ovoid* operator new(size_t size, Allocator* allocator_=NULL)
ovoid* operator new(size_t size, Allocator* allocator_, void* ptr_)
ovoid operator delete(void* ptr)


Documentation

SVM in regression.

Try to find the hyperplane f(x) = w.x+b as minimize

(where if , else ) (and is the number of training examples) (the size of is here 2*)

("eps" is eps_regression in the code)

(in fact, we use a kernel kernel instead of a dot product)

The coefficients are given by C_ when you call the constructor. If this one is NULL, all C_j will have the value given by the "C" option. (The size of C_ must be 2*data->n_real_examples)

Options:
"C" real trade off between the weight decay and the error [100]
"eps regression" real size of the error tube [0.7]
"cache size" real cache size (in Mo) [50]

o SVMRegression(Kernel* kernel_, real* C_=NULL, IOSequenceArray* io_sequence_array_=NULL)


This class has no child classes.
Author:
Ronan Collobert (collober@idiap.ch)

Alphabetic index HTML hierarchy of classes or Java



This page was generated with the help of DOC++.