Method initializeVariables

JSAT/src/jsat/classifiers/svm/LSSVM.java:335–381

(double[] targets, LSSVM warmSolution, DataSet data)

    }
    
    private void initializeVariables(double[] targets, LSSVM warmSolution, DataSet data)
    {
        alphas = new double[targets.length];
        fcache = new double[targets.length];
        dualObjective = 0;
        if(warmSolution != null)
        {
            if(warmSolution.alphas.length != this.alphas.length)
                throw new FailedToFitException("Warm LS-SVM solution could not have been trained on the sama data, different number of alpha values present");
            double C_ratio = this.C/warmSolution.C;
            for(int i = 0; i < targets.length; i++)
            {
                alphas[i] = warmSolution.alphas[i];
                fcache[i] = warmSolution.fcache[i]-(C_ratio-1)*warmSolution.alphas[i]/(this.C);
                dualObjective += alphas[i]*(targets[i]-fcache[i]);
            }
            dualObjective /= 2;
        }
        else
        {
            for(int i = 0; i < targets.length; i++)
                fcache[i] = -targets[i];
        }
        
        //Compute (i_low, b_low) and (i_up, b_up) using (3.4)
        b_up = Double.NEGATIVE_INFINITY;
        b_low = Double.POSITIVE_INFINITY;
        
        //Update Fcache[i] for all i in I using (4.10)
        //Compute (i_low, b_low) and (i_up, b_up) using (3.4)
        for (int i = 0; i < fcache.length; i++)
        {
            final double Fi = fcache[i];
            if(Fi > b_up)
            {
                b_up = Fi;
                i_up = i;
            }
            
            if(Fi < b_low)
            {
                b_low = Fi;
                i_low = i;
            }
        }
        setCacheMode(getCacheMode());//Initializes the cahce
    }
    
    
    @Override