SCALARSVR Scalar support vector regression. More...

Detailed Description

SCALARSVR Scalar support vector regression.

Implementation details can be found in Daniel's Scratch Tex-Collection; it basically combines aspects from the books B. Sch�lkopf & A. Smola's "Learning with Kernels" (p.260ff) and "Support Vector Machines" from I. Steinwart & A. Christman

See Also: ScalarEpsSVR

Author: Daniel Wirtz

Date: 11.03.2010

Change in 0.7:: (Daniel Wirtz, 2013-01-23) Removed QP solvers and introduced intermediate class BaseQPSVR to include qp stuff.

Change in 0.5:: (Daniel Wirtz, 2011-09-09) Moved the QPSolver property to this class.

Change in 0.4:: (Daniel Wirtz, 2011-06-01) Fitted the interface to the changed one in general.regression.BaseScalarSVR

Change in 0.4:: (Daniel Wirtz, 2011-05-04) Removed offset \(b\) terms from computations.

Definition at line 19 of file ScalarNuSVR.m.

Public Member Functions
	ScalarNuSVR ()

function [ ai , sf ] =	regress (fxi, ainit)
	Performs scalar nu-support vector regression. More...

function copy =	clone ()
	Create new instance. More...

Public Member Functions inherited from general.regression.BaseQPSVR
	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...

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

static function res =	test_ScalarNuSVR_to_EpsSVR ()
	Tests with random outliers. More...

Public Attributes
	nu = .4
	The weighting factor for epsilon against slack variables. Value may range between 0 < nu < 1. More...

	LastEpsilon

Public Attributes inherited from general.regression.BaseQPSVR
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...

Additional Inherited Members
Protected Member Functions inherited from general.regression.BaseQPSVR
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)

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.ScalarNuSVR.ScalarNuSVR ( )

Definition at line 78 of file ScalarNuSVR.m.

References DPCMObject.registerProps().

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Member Function Documentation

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

Create new instance.

Generated fields of copy:

Note: This method has the MATLAB method attribute Sealed set to true. It cannot be overwritten.; matlab documentation of method attributes.

Definition at line 150 of file ScalarNuSVR.m.

References nu.

function [ ai , sf ] = general.regression.ScalarNuSVR.regress	(	fxi,
		ainit
	)

Performs scalar nu-support vector regression.

Parameters

fxi	The \(f(x_i)\) values to regress given the kernel matrix \(K\) computed from \(\K(x_i,x_j)\).
ainit	[Optional] An initial value set for the coefficients.

Return values

ai	The kernel expansion coefficients \(\alpha_i\).

Todo:: return correct stop flag

Definition at line 84 of file ScalarNuSVR.m.

References general.regression.BaseScalarSVR.C, general.regression.BaseScalarSVR.K, LastEpsilon, nu, general.regression.BaseQPSVR.solve(), StopFlag.SUCCESS, and t.

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function res = general.regression.ScalarNuSVR.test_ScalarNuSVR ( )

static

Performs a test of this class.

Definition at line 172 of file ScalarNuSVR.m.

References handle.disp, and t.

function res = general.regression.ScalarNuSVR.test_ScalarNuSVR_to_EpsSVR ( )

static

Tests with random outliers.

Definition at line 222 of file ScalarNuSVR.m.

References t.

Member Data Documentation

general.regression.ScalarNuSVR.LastEpsilon

Definition at line 72 of file ScalarNuSVR.m.

Referenced by regress().

general.regression.ScalarNuSVR.nu = .4

The weighting factor for epsilon against slack variables. Value may range between 0 < nu < 1.

The \(\nu\) SVR parameter determines the resulting \(\epsilon\) value. \(\nu\) is an upper bound on the fraction of errors and a lower bound on the fraction of support vectors.

Property class critical:: Too low \(\nu\) parameters might result in too few support vectors and thus large \(epsilon\). Is closely connected to the C property.

Default: .4

See Also: C

Note: This property has the MATLAB attribute SetObservable set to true.; Matlab documentation of property attributes.; This property has custom functionality when its value is changed.

Definition at line 48 of file ScalarNuSVR.m.

Referenced by clone(), and regress().

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

core/+general/+regression/ScalarNuSVR.m

Detailed Description

Public Member Functions

Static Public Member Functions

Public Attributes

Additional Inherited Members

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation