Class LSSVM

JSAT/src/jsat/classifiers/svm/LSSVM.java:71–540

The Least Squares Support Vector Machine (LS-SVM) is an alternative to the standard SVM classifier for regression and binary classification problems. It can be faster to train, but is usually significantly slower to perform predictions with. This is because the LS-SVM solution is dense, so all train

 * @author Edward Raff
 */
public class LSSVM extends SupportVectorLearner implements BinaryScoreClassifier, Regressor, Parameterized, WarmRegressor, WarmClassifier
{

    private static final long serialVersionUID = -7569924400631719451L;
    protected double b = 0, b_low, b_up;
    private double C = 1;

    private int i_up, i_low;
    private double[] fcache;
    private double dualObjective;
    
    private static double epsilon = 1e-12;
    private static double tol = 1e-3;
    
    /**
     * Creates a new LS-SVM learner that uses a linear model and does not use a
     * cache
     */
    public LSSVM()
    {
        this(new LinearKernel());
    }
    
    /**
     * Creates a new LS-SVM learner that does not use a cache
     * @param kernel the kernel method to use
     */
    public LSSVM(KernelTrick kernel)
    {
        this(kernel, CacheMode.NONE);
    }
    
    /**
     * Creates a new LS-SVM learner
     * @param kernel the kernel method to use
     * @param cacheMode the caching scheme to use for kernel evaluations
     */
    public LSSVM(KernelTrick kernel, CacheMode cacheMode)
    {
        super(kernel, cacheMode);
    }

    /**
     * Creates a deep copy of another LS-SVM 
     * @param toCopy the object to copy
     */
    public LSSVM(LSSVM toCopy)
    {
        super(toCopy.getKernel().clone(), toCopy.getCacheMode());
        this.b_low = toCopy.b_low;
        this.b_up = toCopy.b_up;
        this.i_up = toCopy.i_up;
        this.i_low = toCopy.i_low;
        this.C = toCopy.C;
        if(toCopy.alphas != null)
            this.alphas = Arrays.copyOf(toCopy.alphas, toCopy.alphas.length);
        if(toCopy.fcache != null)
            this.fcache = Arrays.copyOf(toCopy.fcache, toCopy.fcache.length);