Class DCD

JSAT/src/jsat/classifiers/svm/DCD.java:53–516

Implements Dual Coordinate Descent (DCD) training algorithms for a Linear L 1 or L 2 Support Vector Machine for binary classification and regression. NOTE: While this implementation makes use of the dual formulation only the linear kernel is ever used. The algorithm also uses the

 * @see DCDs
 */
public class DCD implements BinaryScoreClassifier, Regressor, Parameterized, SingleWeightVectorModel
{

	private static final long serialVersionUID = -1489225034030922798L;
	private int maxIterations;
    private Vec[] vecs;
    private double[] alpha;
    private double[] y;
    private double bias;
    private Vec w;
    private double C;
    private boolean useL1;
    private boolean onlineVersion = false;
    private double eps = 0.001;
    private boolean useBias = true;
    
    private final List<Parameter> params = Collections.unmodifiableList(Parameter.getParamsFromMethods(this));
    private final Map<String, Parameter> paramMap = Parameter.toParameterMap(params);

    /**
     * Creates a new DCDL2 SVM object
     */
    public DCD()
    {
        this(10000, false);
    }

    /**
     * Creates a new DCD SVM object. The default C value of 1 is 
     * used as suggested in the original paper. 
     * @param maxIterations the maximum number of training iterations
     * @param useL1 whether or not to use L1 or L2 form
     */
    public DCD(int maxIterations, boolean useL1)
    {
        this(maxIterations, 1, useL1);
    }
    
    /**
     * Creates a new DCD SVM object
     * @param maxIterations the maximum number of training iterations
     * @param C the misclassification penalty
     * @param useL1 whether or not to use L1 or L2 form
     */
    public DCD(int maxIterations, double C, boolean useL1)
    {
        this.maxIterations = maxIterations;
        this.C = C;
        this.useL1 = useL1;
    }

    /**
     * By default, Algorithm 1 is used. Algorithm 2 is an "online" version 
     * that updates the dual form by only one data point at a time. This
     * controls which version is used. 
     * @param onlineVersion <tt>false</tt> to use algorithm 1, <tt>true</tt>
     * to use algorithm 2
     */