Detailed Description

ScalarEpsSVR_SMO:

Implements the 1D and 2D SMO algorithm introduced in [10] 'I. Steinwart, D. Hush, and C. Scovel. Training svms without offset. J. Mach. Learn. Res., 12:141-202, February 2011'

Author: Daniel Wirtz

Date: 2011-08-09

Change in 0.5:: (Daniel Wirtz, 2011-09-09) Finished initial work on this class, fixed many bugs and implemented all strategies required for the WSS7 described in SHS11. Added initial value (warm start) support.

New in 0.5:: (Daniel Wirtz, 2011-08-09) 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 ScalarEpsSVR_SMO.m.

Public Member Functions
function [ ai , sf ] =	regress (fxi, initialai)

function copy =	clone ()

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...

Static Public Member Functions
static function res =	test_ScalarEpsSVR_SMO ()
	Performs a test of this class. More...

Public Attributes
	Eps = .1
	The epsilon value to use for the loss function. More...

	StopEps = 1e-4
	Stopping criterion. More...

	Vis = 0
	Visual output. More...

	Version = 2
	Which Version to use. More...

	NNk = 10
	Nearest neighbors to search for WSS4 strategy. More...

	MaxCount = 60000
	The maximum number of iterations. More...

integer	LastIterations = "[]"
	The number of iterations used at the last run. 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...

Additional Inherited Members
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)

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...

Member Function Documentation

function copy = general.regression.ScalarEpsSVR_SMO.clone ( )

Definition at line 172 of file ScalarEpsSVR_SMO.m.

References Eps, LastIterations, MaxCount, NNk, StopEps, Version, and Vis.

function [ai , sf ] = general.regression.ScalarEpsSVR_SMO.regress	(	fxi,
		initialai
	)

Definition at line 157 of file ScalarEpsSVR_SMO.m.

References Version.

function res = general.regression.ScalarEpsSVR_SMO.test_ScalarEpsSVR_SMO ( )

static

Performs a test of this class.

Definition at line 742 of file ScalarEpsSVR_SMO.m.

Member Data Documentation

general.regression.ScalarEpsSVR_SMO.Eps = .1

The epsilon value to use for the loss function.

Property class critical:: Influences the precision of the result.

Default: .1;

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

Definition at line 47 of file ScalarEpsSVR_SMO.m.

Referenced by clone().

general.regression.ScalarEpsSVR_SMO.LastIterations = "[]"

The number of iterations used at the last run.

Default: []

Note: This property has non-standard access specifiers: SetAccess = Private, GetAccess = Public; Matlab documentation of property attributes.

Definition at line 142 of file ScalarEpsSVR_SMO.m.

Referenced by clone().

general.regression.ScalarEpsSVR_SMO.MaxCount = 60000

The maximum number of iterations.

Property class alglimit:: Max iteration count.

Default: 60000

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

Definition at line 125 of file ScalarEpsSVR_SMO.m.

Referenced by clone().

general.regression.ScalarEpsSVR_SMO.NNk = 10

Nearest neighbors to search for WSS4 strategy.

Property class optional:: A higher number of neighbors might

Default: 10

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

Definition at line 110 of file ScalarEpsSVR_SMO.m.

Referenced by clone().

general.regression.ScalarEpsSVR_SMO.StopEps = 1e-4

Stopping criterion.

Property class critical:: Determines the precision of the solution. This eps is used within the stopping criterion introduced in SHS11.

Note: This property has the MATLAB attribute SetObservable set to true.; Matlab documentation of property attributes.
Default: 1e-4

Definition at line 62 of file ScalarEpsSVR_SMO.m.

Referenced by clone().

general.regression.ScalarEpsSVR_SMO.Version = 2

Which Version to use.

Set to 1 for 1D SMO and 2 for 2D SMO. 2D is faster, uses the WSS7 as default.

Property class important:: Influences the performance and time needed for solving.

Default: 2

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

Definition at line 92 of file ScalarEpsSVR_SMO.m.

Referenced by clone(), and regress().

general.regression.ScalarEpsSVR_SMO.Vis = 0

Visual output.

Property class optional:

Default: 0;

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

Definition at line 77 of file ScalarEpsSVR_SMO.m.

Referenced by clone().

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

core/+general/+regression/ScalarEpsSVR_SMO.m

Detailed Description

Public Member Functions

Static Public Member Functions

Public Attributes

Additional Inherited Members

Member Function Documentation

Member Data Documentation