svm.cs

支持向量机程序,非常有用,可以供大家实验使用,改进.希望能多大家工作有帮助.

				{
					if (y[k] == + 1)
					{
						if (G[k] < Gm2)
							continue;
					}
					else if (G[k] < Gm1)
						continue;
				}
				else
					continue;
				
				swap_index(k, active_size);
				active_size++;
				++k; // look at the newcomer
			}
		}
		
		//UPGRADE_NOTE: 方法“calculate_rho”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal virtual double calculate_rho()
		{
			double r;
			int nr_free = 0;
			double ub = INF, lb = - INF, sum_free = 0;
			for (int i = 0; i < active_size; i++)
			{
				double yG = y[i] * G[i];
				
				if (is_lower_bound(i))
				{
					if (y[i] > 0)
						ub = System.Math.Min(ub, yG);
					else
						lb = System.Math.Max(lb, yG);
				}
				else if (is_upper_bound(i))
				{
					if (y[i] < 0)
						ub = System.Math.Min(ub, yG);
					else
						lb = System.Math.Max(lb, yG);
				}
				else
				{
					++nr_free;
					sum_free += yG;
				}
			}
			
			if (nr_free > 0)
				r = sum_free / nr_free;
			else
				r = (ub + lb) / 2;
			
			return r;
		}
	}
	
	//
	// Solver for nu-svm classification and regression
	//
	// additional constraint: e^T \alpha = constant
	//
	sealed class Solver_NU:Solver
	{
		private SolutionInfo si;
		
		//UPGRADE_NOTE: 方法“Solve”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal void  Solve(int l, QMatrix Q, double[] b, sbyte[] y, double[] alpha, double Cp, double Cn, double eps, SolutionInfo si, int shrinking)
		{
			this.si = si;
			base.Solve(l, Q, b, y, alpha, Cp, Cn, eps, si, shrinking);
		}
		
		// return 1 if already optimal, return 0 otherwise
		//UPGRADE_NOTE: 方法“select_working_set”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override int select_working_set(int[] working_set)
		{
			// return i,j such that y_i = y_j and
			// i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
			// j: minimizes the decrease of obj value
			//    (if quadratic coefficeint <= 0, replace it with tau)
			//    -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
			
			double Gmaxp = - INF;
			int Gmaxp_idx = - 1;
			
			double Gmaxn = - INF;
			int Gmaxn_idx = - 1;
			
			int Gmin_idx = - 1;
			double obj_diff_min = INF;
			
			for (int t = 0; t < active_size; t++)
				if (y[t] == + 1)
				{
					if (!is_upper_bound(t))
						if (- G[t] >= Gmaxp)
						{
							Gmaxp = - G[t];
							Gmaxp_idx = t;
						}
				}
				else
				{
					if (!is_lower_bound(t))
						if (G[t] >= Gmaxn)
						{
							Gmaxn = G[t];
							Gmaxn_idx = t;
						}
				}
			
			int ip = Gmaxp_idx;
			int in_Renamed = Gmaxn_idx;
			float[] Q_ip = null;
			float[] Q_in = null;
			if (ip != - 1)
			// null Q_ip not accessed: Gmaxp=-INF if ip=-1
				Q_ip = Q.get_Q(ip, active_size);
			if (in_Renamed != - 1)
				Q_in = Q.get_Q(in_Renamed, active_size);
			
			for (int j = 0; j < active_size; j++)
			{
				if (y[j] == + 1)
				{
					if (!is_lower_bound(j))
					{
						double grad_diff = Gmaxp + G[j];
						if (grad_diff >= eps)
						{
							double obj_diff;
							double quad_coef = Q_ip[ip] + QD[j] - 2 * Q_ip[j];
							if (quad_coef > 0)
								obj_diff = (- (grad_diff * grad_diff)) / quad_coef;
							else
								obj_diff = (- (grad_diff * grad_diff)) / 1e-12;
							
							if (obj_diff <= obj_diff_min)
							{
								Gmin_idx = j;
								obj_diff_min = obj_diff;
							}
						}
					}
				}
				else
				{
					if (!is_upper_bound(j))
					{
						double grad_diff = Gmaxn - G[j];
						if (grad_diff >= eps)
						{
							double obj_diff;
							double quad_coef = Q_in[in_Renamed] + QD[j] - 2 * Q_in[j];
							if (quad_coef > 0)
								obj_diff = (- (grad_diff * grad_diff)) / quad_coef;
							else
								obj_diff = (- (grad_diff * grad_diff)) / 1e-12;
							
							if (obj_diff <= obj_diff_min)
							{
								Gmin_idx = j;
								obj_diff_min = obj_diff;
							}
						}
					}
				}
			}
			
			if (Gmin_idx == - 1)
				return 1;
			
			if (y[Gmin_idx] == + 1)
				working_set[0] = Gmaxp_idx;
			else
				working_set[0] = Gmaxn_idx;
			working_set[1] = Gmin_idx;
			
			return 0;
		}
		
		//UPGRADE_NOTE: 方法“do_shrinking”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override void  do_shrinking()
		{
			double Gmax1 = - INF; // max { -y_i * grad(f)_i | y_i = +1, i in I_up(\alpha) }
			double Gmax2 = - INF; // max { y_i * grad(f)_i | y_i = +1, i in I_low(\alpha) }
			double Gmax3 = - INF; // max { -y_i * grad(f)_i | y_i = -1, i in I_up(\alpha) }
			double Gmax4 = - INF; // max { y_i * grad(f)_i | y_i = -1, i in I_low(\alpha) }
			
			// find maximal violating pair first
			int k;
			for (k = 0; k < active_size; k++)
			{
				if (!is_upper_bound(k))
				{
					if (y[k] == + 1)
					{
						if (- G[k] > Gmax1)
							Gmax1 = - G[k];
					}
					else if (- G[k] > Gmax3)
						Gmax3 = - G[k];
				}
				if (!is_lower_bound(k))
				{
					if (y[k] == + 1)
					{
						if (G[k] > Gmax2)
							Gmax2 = G[k];
					}
					else if (G[k] > Gmax4)
						Gmax4 = G[k];
				}
			}
			
			// shrinking
			
			double Gm1 = - Gmax2;
			double Gm2 = - Gmax1;
			double Gm3 = - Gmax4;
			double Gm4 = - Gmax3;
			
			for (k = 0; k < active_size; k++)
			{
				if (is_lower_bound(k))
				{
					if (y[k] == + 1)
					{
						if (- G[k] >= Gm1)
							continue;
					}
					else if (- G[k] >= Gm3)
						continue;
				}
				else if (is_upper_bound(k))
				{
					if (y[k] == + 1)
					{
						if (G[k] >= Gm2)
							continue;
					}
					else if (G[k] >= Gm4)
						continue;
				}
				else
					continue;
				
				--active_size;
				swap_index(k, active_size);
				--k; // look at the newcomer
			}
			
			// unshrink, check all variables again before final iterations
			
			if (unshrinked || System.Math.Max(- (Gm1 + Gm2), - (Gm3 + Gm4)) > eps * 10)
				return ;
			
			unshrinked = true;
			reconstruct_gradient();
			
			for (k = l - 1; k >= active_size; k--)
			{
				if (is_lower_bound(k))
				{
					if (y[k] == + 1)
					{
						if (- G[k] < Gm1)
							continue;
					}
					else if (- G[k] < Gm3)
						continue;
				}
				else if (is_upper_bound(k))
				{
					if (y[k] == + 1)
					{
						if (G[k] < Gm2)
							continue;
					}
					else if (G[k] < Gm4)
						continue;
				}
				else
					continue;
				
				swap_index(k, active_size);
				active_size++;
				++k; // look at the newcomer
			}
		}
		
		//UPGRADE_NOTE: 方法“calculate_rho”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override double calculate_rho()
		{
			int nr_free1 = 0, nr_free2 = 0;
			double ub1 = INF, ub2 = INF;
			double lb1 = - INF, lb2 = - INF;
			double sum_free1 = 0, sum_free2 = 0;
			
			for (int i = 0; i < active_size; i++)
			{
				if (y[i] == + 1)
				{
					if (is_lower_bound(i))
						ub1 = System.Math.Min(ub1, G[i]);
					else if (is_upper_bound(i))
						lb1 = System.Math.Max(lb1, G[i]);
					else
					{
						++nr_free1;
						sum_free1 += G[i];
					}
				}
				else
				{
					if (is_lower_bound(i))
						ub2 = System.Math.Min(ub2, G[i]);
					else if (is_upper_bound(i))
						lb2 = System.Math.Max(lb2, G[i]);
					else
					{
						++nr_free2;
						sum_free2 += G[i];
					}
				}
			}
			
			double r1, r2;
			if (nr_free1 > 0)
				r1 = sum_free1 / nr_free1;
			else
				r1 = (ub1 + lb1) / 2;
			
			if (nr_free2 > 0)
				r2 = sum_free2 / nr_free2;
			else
				r2 = (ub2 + lb2) / 2;
			
			si.r = (r1 + r2) / 2;
			return (r1 - r2) / 2;
		}
	}
	
	//
	// Q matrices for various formulations
	//
	class SVC_Q:Kernel
	{
		//UPGRADE_NOTE: Final 已从“y ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private sbyte[] y;
		//UPGRADE_NOTE: Final 已从“cache ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private Cache cache;
		//UPGRADE_NOTE: Final 已从“QD ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private float[] QD;
		
		internal SVC_Q(svm_problem prob, svm_parameter param, sbyte[] y_):base(prob.l, prob.x, param)
		{
			y = new sbyte[y_.Length];
			y_.CopyTo(y, 0);
			//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
			cache = new Cache(prob.l, (int) (param.cache_size * (1 << 20)));
			QD = new float[prob.l];
			for (int i = 0; i < prob.l; i++)
			{
				//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
				QD[i] = (float) kernel_function(i, i);
			}
		}
		
		//UPGRADE_NOTE: 方法“get_Q”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override float[] get_Q(int i, int len)
		{
			float[][] data = new float[1][];
			int start;
			if ((start = cache.get_data(i, data, len)) < len)
			{
				for (int j = start; j < len; j++)
				{
					//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
					data[0][j] = (float) (y[i] * y[j] * kernel_function(i, j));
				}
			}
			return data[0];
		}
		
		//UPGRADE_NOTE: 方法“get_QD”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override float[] get_QD()
		{
			return QD;
		}
		
		//UPGRADE_NOTE: 方法“swap_index”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override void  swap_index(int i, int j)
		{
			cache.swap_index(i, j);
			base.swap_index(i, j);
			do 
			{
				sbyte _ = y[i]; y[i] = y[j]; y[j] = _;
			}
			while (false);
			do 
			{
				float _ = QD[i]; QD[i] = QD[j]; QD[j] = _;
			}
			while (false);
		}
	}
	
	class ONE_CLASS_Q:Kernel
	{
		//UPGRADE_NOTE: Final 已从“cache ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private Cache cache;
		//UPGRADE_NOTE: Final 已从“QD ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private float[] QD;
		
		internal ONE_CLASS_Q(svm_problem prob, svm_parameter param):base(prob.l, prob.x, param)
		{
			//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
			cache = new Cache(prob.l, (int) (param.cache_size * (1 << 20)));
			QD = new float[prob.l];
			for (int i = 0; i < prob.l; i++)
			{
				//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
				QD[i] = (float) kernel_function(i, i);
			}
		}
		
		//UPGRADE_NOTE: 方法“get_Q”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override float[] get_Q(int i, int len)
		{
			float[][] data = new float[1][];
			int start;
			if ((start = cache.get_data(i, data, len)) < len)
			{
				for (int j = start; j < len; j++)
				{
					//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
					data[0][j] = (float) kernel_function(i, j);
				}
			}
			return data[0];
		}
		
		//UPGRADE_NOTE: 方法“get_QD”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override float[] get_QD()
		{
			return QD;
		}
		
		//UPGRADE_NOTE: 方法“swap_index”的访问修饰符被更改为“internal”。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1204"'
		internal override void  swap_index(int i, int j)
		{
			cache.swap_index(i, j);
			base.swap_index(i, j);
			do 
			{
				float _ = QD[i]; QD[i] = QD[j]; QD[j] = _;
			}
			while (false);
		}
	}
	
	class SVR_Q:Kernel
	{
		//UPGRADE_NOTE: Final 已从“l ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private int l;
		//UPGRADE_NOTE: Final 已从“cache ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private Cache cache;
		//UPGRADE_NOTE: Final 已从“sign ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private sbyte[] sign;
		//UPGRADE_NOTE: Final 已从“index ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private int[] index;
		private int next_buffer;
		private float[][] buffer;
		//UPGRADE_NOTE: Final 已从“QD ”的声明中移除。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003"'
		private float[] QD;
		
		internal SVR_Q(svm_problem prob, svm_parameter param):base(prob.l, prob.x, param)
		{
			l = prob.l;
			//UPGRADE_WARNING: 在 C# 中，收缩转换可能产生意外的结果。 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1042"'
			cache = new Cache(l, (int) (param.cache_size * (1 << 20)));
			QD = new float[2 * l];
			sign = new sbyte[2 * l];
			index = new int[2 * l];
			for (int k = 0; k < l; k++)
			{