yat
0.17pre

Support Vector Machine. More...
#include <yat/classifier/SVM.h>
Public Member Functions  
SVM (void)  
Constructor.  
SVM (const SVM &)  
Copy constructor.  
virtual  ~SVM () 
Destructor.  
SVM *  make_classifier (void) const 
Create an untrained copy of SVM. More...  
const utility::Vector &  alpha (void) const 
double  C (void) const 
unsigned long int  max_epochs (void) const 
void  max_epochs (unsigned long int) 
set maximal number of epochs in training  
const theplu::yat::utility::Vector &  output (void) const 
void  predict (const KernelLookup &input, utility::Matrix &predict) const 
void  reset (void) 
make SVM untrained More...  
void  set_C (const double) 
sets the CParameter  
void  train (const KernelLookup &kernel, const Target &target) 
bool  trained (void) const 
Support Vector Machine.
const utility::Vector& theplu::yat::classifier::SVM::alpha  (  void  )  const 
double theplu::yat::classifier::SVM::C  (  void  )  const 
The Cparameter is the balance term (see train()). A very large C means the training will be focused on getting samples correctly classified, with risk for overfitting and poor generalisation. A too small C will result in a training, in which misclassifications are not penalized. C is weighted with respect to the size such that , meaning a misclassificaion of the smaller group is penalized harder. This balance is equivalent to the one occuring for regression with regularisation, or ANNtraining with a weightdecay term. Default is C set to infinity.
SVM* theplu::yat::classifier::SVM::make_classifier  (  void  )  const 
unsigned long int theplu::yat::classifier::SVM::max_epochs  (  void  )  const 
Default is max_epochs set to 100,000.
const theplu::yat::utility::Vector& theplu::yat::classifier::SVM::output  (  void  )  const 
The output is calculated as , where is the target.
void theplu::yat::classifier::SVM::predict  (  const KernelLookup &  input, 
utility::Matrix &  predict  
)  const 
Generate prediction predict from input. The prediction is calculated as the output times the margin, i.e., geometric distance from decision hyperplane: The output has 2 rows. The first row is for binary target true, and the second is for binary target false. The second row is superfluous as it is the first row negated. It exist just to be aligned with multiclass SupervisedClassifiers. Each column in input and output corresponds to a sample to predict. Each row in input corresponds to a training sample, and more exactly row i in input should correspond to row i in KernelLookup that was used for training.
void theplu::yat::classifier::SVM::reset  (  void  ) 
make SVM untrained
Setting variable trained to false; other variables are undefined.
void theplu::yat::classifier::SVM::train  (  const KernelLookup &  kernel, 
const Target &  target  
) 
Training the SVM following Platt's SMO, with Keerti's modifacation. Minimizing , which corresponds to minimizing .
Class for SVM using Keerthi's second modification of Platt's Sequential Minimal Optimization. The SVM uses all data given for training.
utility::runtime_error  if maximal number of epoch is reach. 
bool theplu::yat::classifier::SVM::trained  (  void  )  const 