Class DCDs

JSAT/src/jsat/classifiers/svm/DCDs.java:58–744

Implements Dual Coordinate Descent with shrinking (DCDs) 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 algorit

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

    private static final long serialVersionUID = -1686294187234524696L;
    private int maxIterations;
    private double tolerance;
    private Vec[] vecs;
    private double[] alpha;
    private double[] y;
    private double bias;
    private Vec w;
    private double C;
    private boolean useL1;
    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 DCDs()
    {
        this(10000, false);
    }

    /**
     * Creates a new DCD SVM object
     * @param maxIterations the maximum number of training iterations
     * @param useL1 whether or not to use L1 or L2 form
     */
    public DCDs(int maxIterations, boolean useL1)
    {
        this(maxIterations, 1e-3, 1, useL1);
    }
    
    /**
     * Creates a new DCD SVM object
     * @param maxIterations the maximum number of training iterations
     * @param tolerance the tolerance value for early stopping
     * @param C the misclassification penalty
     * @param useL1 whether or not to use L1 or L2 form
     */
    public DCDs(int maxIterations, double tolerance, double C, boolean useL1)
    {
        setMaxIterations(maxIterations);
        setTolerance(tolerance);
        setC(C);
        setUseL1(useL1);
    }
    
    /**
     * Sets the penalty parameter for misclassifications. The recommended value 
     * is 1, and values larger than 4 are not normally needed according to the 
     * original paper. 
     *