one_class_svm_train.m

来自「各人用Mtalab编写的SVM程序」· M 代码 · 共 55 行

function svm = One_Class_SVM_Train(X,tmp,nu,ker)

% 输入参数:
% X 训练样本,n×d的矩阵,n为样本个数,d为样本维数
% nu 控制参数
% ker 核参数(结构体变量)
% the following fields:
% type - linear : k(x,y) = x'*y
% poly : k(x,y) = (x'*y+c)^d
% gauss : k(x,y) = exp(-0.5*(norm(x-y)/s)^2)
% tanh : k(x,y) = tanh(g*x'*y+c)
% degree - Degree d of polynomial kernel (positive scalar).
% offset - Offset c of polynomial and tanh kernel (scalar, negative for tanh).
% width - Width s of Gauss kernel (positive scalar).
% gamma - Slope g of the tanh kernel (positive scalar).

% 输出参数:
% svm 支持向量机(结构体变量)
% the following fields:
% ker - 核参数
% x - 训练样本
% y - 训练目标;
% a - 拉格朗日乘子

% ------------------------------------------------------------%
% 解二次优化

n = size(X,1);
H = Calckernel(ker,X,X);

f = zeros(n,1);
for i = 1:n
f(i,:) = -Calckernel(ker,X(i,:),X(i,:));
end
A = [];
b = [];
Aeq = ones(1,n);
beq = 1;
lb = zeros(n,1);
ub = ones(n,1)/(nu*n);
a0 = zeros(n,1);

options = optimset;
options.LargeScale = 'off';
options.Display = 'off';

[a,fval,eXitflag,output,lambda] = quadprog(H,f,A,b,Aeq,beq,lb,ub,a0,options);
eXitflag

% ------------------------------------------------------------%
% 输出 svm
svm.ker = ker;
svm.x = X;
svm.y = [];
svm.a = a;