Method mainLoop

JSAT/src/jsat/classifiers/svm/LSSVM.java:489–526

(DataSet dataSet, LSSVM warmSolution, double[] targets, ExecutorService ex)

    }

    private void mainLoop(DataSet dataSet, LSSVM warmSolution, double[] targets, ExecutorService ex)
    {
        final int P;
        if(ex == null || ex instanceof FakeExecutor)
        {
            ex = new FakeExecutor();
            P = 1;
        }
        else
            P = SystemInfo.LogicalCores;
        
        try
        {
            vecs = dataSet.getDataVectors();
            initializeVariables(targets, warmSolution, dataSet);
            
            boolean change = true;
            double dualityGap = computeDualityGap(true, ex, P);
            int iter = 0;
            while (dualityGap > tol * dualObjective && change)
            {
                change = takeStep(i_up, i_low, ex, P);
                dualityGap = computeDualityGap(true, ex, P);
                iter++;
            }
            
            setCacheMode(null);
            setAlphas(alphas);
        }
        catch (InterruptedException interruptedException)
        {
            throw new FailedToFitException(interruptedException);
        }
        catch (ExecutionException executionException)
        {
            throw new FailedToFitException(executionException);
        }
    }
    
    /**
     * Guess the distribution to use for the regularization term