Commit 160293f9 authored by Davis King's avatar Davis King

moved calculate_rho_and_b back into the svm_nu_trainer

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%404015
parent 2932d6d3
// Copyright (C) 2007 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#ifndef DLIB_CALCULATE_RHO_ANd_B_H__
#define DLIB_CALCULATE_RHO_ANd_B_H__
#include <limits>
namespace dlib
{
// ----------------------------------------------------------------------------------------
template <
typename scalar_vector_type,
typename scalar_vector_type2,
typename scalar_type
>
void calculate_rho_and_b(
const scalar_vector_type2& y,
const scalar_vector_type& alpha,
const scalar_vector_type& df,
scalar_type& rho,
scalar_type& b
)
/*!
requires
- is_col_vector(y) == true
- is_col_vector(alpha) == true
- is_col_vector(df) == true
- df.size() == alpha.size() == y.size()
ensures
- calculates the rho and b values associated with an SVM problem.
This function is basically an implementation detail of the svm_nu_trainer
and svm_c_trainer.
rho and b are defined in the following paper:
Chih-Chung Chang and Chih-Jen Lin, LIBSVM : a library for support vector
machines, 2001. Software available at http://www.csie.ntu.edu.tw/~cjlin/libsvm
!*/
{
using namespace std;
long num_p_free = 0;
long num_n_free = 0;
scalar_type sum_p_free = 0;
scalar_type sum_n_free = 0;
scalar_type upper_bound_p = -numeric_limits<scalar_type>::infinity();
scalar_type upper_bound_n = -numeric_limits<scalar_type>::infinity();
scalar_type lower_bound_p = numeric_limits<scalar_type>::infinity();
scalar_type lower_bound_n = numeric_limits<scalar_type>::infinity();
for(long i = 0; i < alpha.nr(); ++i)
{
if(y(i) == 1)
{
if(alpha(i) == 1)
{
if (df(i) > upper_bound_p)
upper_bound_p = df(i);
}
else if(alpha(i) == 0)
{
if (df(i) < lower_bound_p)
lower_bound_p = df(i);
}
else
{
++num_p_free;
sum_p_free += df(i);
}
}
else
{
if(alpha(i) == 1)
{
if (df(i) > upper_bound_n)
upper_bound_n = df(i);
}
else if(alpha(i) == 0)
{
if (df(i) < lower_bound_n)
lower_bound_n = df(i);
}
else
{
++num_n_free;
sum_n_free += df(i);
}
}
}
scalar_type r1,r2;
if(num_p_free > 0)
r1 = sum_p_free/num_p_free;
else
r1 = (upper_bound_p+lower_bound_p)/2;
if(num_n_free > 0)
r2 = sum_n_free/num_n_free;
else
r2 = (upper_bound_n+lower_bound_n)/2;
rho = (r1+r2)/2;
b = (r1-r2)/2/rho;
}
// ----------------------------------------------------------------------------------------
}
#endif // DLIB_CALCULATE_RHO_ANd_B_H__
......@@ -6,7 +6,6 @@
//#include "local/make_label_kernel_matrix.h"
#include "svm_nu_trainer_abstract.h"
#include "calculate_rho_and_b.h"
#include <cmath>
#include <limits>
#include <sstream>
......@@ -222,6 +221,87 @@ namespace dlib
return decision_function<K> (sv_alpha, b, kernel_function, support_vectors);
}
// ------------------------------------------------------------------------------------
template <
typename scalar_vector_type,
typename scalar_vector_type2,
typename scalar_type
>
void calculate_rho_and_b(
const scalar_vector_type2& y,
const scalar_vector_type& alpha,
const scalar_vector_type& df,
scalar_type& rho,
scalar_type& b
) const
{
using namespace std;
long num_p_free = 0;
long num_n_free = 0;
scalar_type sum_p_free = 0;
scalar_type sum_n_free = 0;
scalar_type upper_bound_p = -numeric_limits<scalar_type>::infinity();
scalar_type upper_bound_n = -numeric_limits<scalar_type>::infinity();
scalar_type lower_bound_p = numeric_limits<scalar_type>::infinity();
scalar_type lower_bound_n = numeric_limits<scalar_type>::infinity();
for(long i = 0; i < alpha.nr(); ++i)
{
if(y(i) == 1)
{
if(alpha(i) == 1)
{
if (df(i) > upper_bound_p)
upper_bound_p = df(i);
}
else if(alpha(i) == 0)
{
if (df(i) < lower_bound_p)
lower_bound_p = df(i);
}
else
{
++num_p_free;
sum_p_free += df(i);
}
}
else
{
if(alpha(i) == 1)
{
if (df(i) > upper_bound_n)
upper_bound_n = df(i);
}
else if(alpha(i) == 0)
{
if (df(i) < lower_bound_n)
lower_bound_n = df(i);
}
else
{
++num_n_free;
sum_n_free += df(i);
}
}
}
scalar_type r1,r2;
if(num_p_free > 0)
r1 = sum_p_free/num_p_free;
else
r1 = (upper_bound_p+lower_bound_p)/2;
if(num_n_free > 0)
r2 = sum_n_free/num_n_free;
else
r2 = (upper_bound_n+lower_bound_n)/2;
rho = (r1+r2)/2;
b = (r1-r2)/2/rho;
}
// ------------------------------------------------------------------------------------
kernel_type kernel_function;
......
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