BaseQPSVR: SVR variant that is solved using quadratic programs. More...

Detailed Description

BaseQPSVR: SVR variant that is solved using quadratic programs.

Documentation Update:

Author: Daniel Wirtz

Date: 2013-01-23

New in 0.7:: (Daniel Wirtz, 2013-01-23) Added this class.

This class is part of the framework

KerMor - Model Order Reduction using Kernels

Homepage http://www.morepas.org/software/index.html
Documentation http://www.morepas.org/software/kermor/index.html
License KerMor license conditions

Definition at line 19 of file BaseQPSVR.m.

Public Member Functions
	BaseQPSVR ()
	`LargeScale`,`off`, interior-point-convex, trust-region-reflective More...

function copy =	clone (copy)
	The interface method with returns a copy of the current class instance. More...

Public Member Functions inherited from general.regression.BaseScalarSVR
	BaseScalarSVR ()

function target =	clone (target)
	The interface method with returns a copy of the current class instance. More...

function	init (kernels.KernelExpansion kexp)
	% IKernelCoeffComp interface members Sets the kernel matrix. More...

function [ rowvec ci , integer svidx , sf ] =	computeKernelCoefficients (rowvec yi, initialai)
	Implementation of the kernels.ICoeffComp interface. More...

virtual function [ ci , integer sf ] =	regress (fxi,rowvec initialai)
	Performs the actual regression (template method) More...

Public Member Functions inherited from KerMorObject
	KerMorObject ()
	Constructs a new KerMor object. More...

function	display ()
	disp(object2str(this)); More...

function bool =	eq (B)
	Checks equality of two KerMor objects. More...

function bool =	ne (B)
	Checks if two KerMorObjects are different. More...

function cn =	getClassName ()
	Returns the simple class name of this object without packages. More...

Public Member Functions inherited from DPCMObject
	DPCMObject ()
	Creates a new DPCM object. More...

	DPCMObject ()

Public Member Functions inherited from IKernelCoeffComp
function copy =	clone (copy)
	The interface method with returns a copy of the current class instance. More...

virtual function	init (data.FileMatrix K)
	Initialization template method. More...

virtual function [ rowvec ci , integer svidx ] =	computeKernelCoefficients (yi, initialai)
	Kernel coefficient computation. More...

Public Attributes
integer	MaxIterations = 5000
	The maximum number of iterations. More...

	QuadProgOpts = optimset("'Display','off','Algorithm','active-set'")
	Options for quadprog-solver. More...

Public Attributes inherited from general.regression.BaseScalarSVR
double	AlphaRelMinValue = eps
	Minimum relative value for any alpha to be considered a support vector coefficient. More...

data.FileMatrix	K
	The kernel matrix to use. More...

double	Lambda
	The regularization parameter \(\lambda\) for the primary minimization problem. More...

Public Attributes inherited from DPCMObject
	WorkspaceVariableName = ""
	The workspace variable name of this class. Optional. More...

	ID = "[]"
	An ID that allows to uniquely identify this DPCMObject (at least within the current MatLab session/context). More...

	PropertiesChanged = "[]"
	The Dictionary containing all the property settings as key/value pairs. More...

Public Attributes inherited from handle
	addlistener
	Creates a listener for the specified event and assigns a callback function to execute when the event occurs. More...

	notify
	Broadcast a notice that a specific event is occurring on a specified handle object or array of handle objects. More...

	delete
	Handle object destructor method that is called when the object's lifecycle ends. More...

	disp
	Handle object disp method which is called by the display method. See the MATLAB disp function. More...

	display
	Handle object display method called when MATLAB software interprets an expression returning a handle object that is not terminated by a semicolon. See the MATLAB display function. More...

	findobj
	Finds objects matching the specified conditions from the input array of handle objects. More...

	findprop
	Returns a meta.property objects associated with the specified property name. More...

	fields
	Returns a cell array of string containing the names of public properties. More...

	fieldnames
	Returns a cell array of string containing the names of public properties. See the MATLAB fieldnames function. More...

	isvalid
	Returns a logical array in which elements are true if the corresponding elements in the input array are valid handles. This method is Sealed so you cannot override it in a handle subclass. More...

	eq
	Relational functions example. See details for more information. More...

	transpose
	Transposes the elements of the handle object array. More...

	permute
	Rearranges the dimensions of the handle object array. See the MATLAB permute function. More...

	reshape
	hanges the dimensions of the handle object array to the specified dimensions. See the MATLAB reshape function. More...

	sort
	ort the handle objects in any array in ascending or descending order. More...

Public Attributes inherited from IKernelCoeffComp
logical	MultiTargetComputation = false
	A flag that indicates to users if the coefficient computation method is capable of using a matrix of column fxi vectors or only single vectors. More...

Protected Member Functions
function [ p , d , info ] =	solve (matrix Q,colvec c,colvec lb,colvec ub,matrix A,matrix Alb,matrix Aub, x0)
	Solves the given quadratic problem \(\frac{1}{2}\beta Q\beta + c^t\beta\) according to the subclasses' algorithm. More...

Protected Member Functions inherited from KerMorObject
function	checkType (obj, type)
	Object typechecker. More...

Protected Member Functions inherited from DPCMObject
function	registerProps (varargin)
	Call this method at any class that defines DPCM observed properties. More...

function	registerProps (varargin)

Additional Inherited Members
Static Protected Member Functions inherited from DPCMObject
static function obj =	loadobj (obj, from)
	Re-register any registered change listeners! More...

static function obj =	loadobj (obj, from)

Protected Attributes inherited from general.regression.BaseScalarSVR
double	C = .5
	The weighting of the slack variables. More...

Constructor & Destructor Documentation

general.regression.BaseQPSVR.BaseQPSVR ( )

LargeScale,off, interior-point-convex, trust-region-reflective

Definition at line 77 of file BaseQPSVR.m.

References DPCMObject.registerProps().

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Member Function Documentation

function copy = general.regression.BaseQPSVR.clone ( target )

virtual

The interface method with returns a copy of the current class instance.

Parameters

target If clone was called for a subclass of this class, target must contain the new instance of the subclass that is to be the cloned result.

Implements ICloneable.

Definition at line 88 of file BaseQPSVR.m.

References MaxIterations, and QuadProgOpts.

function [ p , d , info ] = general.regression.BaseQPSVR.solve	(	matrix	Q,
		colvec	c,
		colvec	lb,
		colvec	ub,
		matrix	A,
		matrix	Alb,
		matrix	Aub,
			x0
	)

protected

Solves the given quadratic problem \(\frac{1}{2}\beta Q\beta + c^t\beta\) according to the subclasses' algorithm.

Throws an error if the solver does not come to a solution satisfying the requirements (MaxIterations, Tolerance etc depending on subclasses)

Exceptions

KerMor:solvers:qp:notconverged Thrown if the QP solver did not converge.

Parameters

Q	The quadratic pos. def. matrix Q
c	The linear part \(c\)
lb	The lower bounds of \(\beta\)
ub	The upper bounds of \(\beta\)
A	The equality constraint matrix \(A\beta=0\)
Alb	The lower bound matrix \(lb < A_{lb}\beta\)
Aub	The upper bound matrix \(A_{ub}\beta < ub\)
x0	The initial value for \(\beta\)

Return values

p	The primary variable \(\beta\)
d	The dual variables, i.e. the LaGrange multipliers for the constraints. Correspond to a column vector composed as [lambda_bounds; lambda_equality; lambda_inequality]
info	Contains algorithm-specific return values, at minimum the self-explaining fields Iterations

CompTime

NumVariables

NumConstraints

Generated fields of info:

Definition at line 100 of file BaseQPSVR.m.

References KerMor.App(), handle.disp, and MaxIterations.

Referenced by general.regression.ScalarEpsSVR.regress(), and general.regression.ScalarNuSVR.regress().

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Member Data Documentation

general.regression.BaseQPSVR.MaxIterations = 5000

The maximum number of iterations.

If set to [], the number is automatically set to 100*(size(Q,1)+size(A,1));

Property class alglimit:: Works as an execution limit when the qp does not converge.

Default: 5000

Note: This property has the MATLAB attribute SetObservable set to true.; Matlab documentation of property attributes.

Definition at line 41 of file BaseQPSVR.m.

Referenced by clone(), and solve().

general.regression.BaseQPSVR.QuadProgOpts = optimset("'Display','off','Algorithm','active-set'")

Options for quadprog-solver.

Property class important:: The flags for the matlab builtin quadprog solver.

See Also: quadprog

Note: This property has the MATLAB attribute SetObservable set to true.; Matlab documentation of property attributes.
Default: optimset("'Display','off','Algorithm','active-set'")

Definition at line 59 of file BaseQPSVR.m.

Referenced by clone().

The documentation for this class was generated from the following file:

core/+general/+regression/BaseQPSVR.m

Detailed Description

Public Member Functions

Public Attributes

Protected Member Functions