r2smallestsphere.m

用于matlab环境下的支持向量机svm的工具箱

function  [beta,r2,pos]= r2smallestsphere(xapp,kernel,kerneloption,Cpenalization)

% usage
% [beta,r2,pos]= r2smallestsphere(xapp,kernel,kerneloption,Cpenalization)
%------------------------------------------------------------------------------------
%
%       Processing the radius of the smallest sphere including learning data
%
%-------------------------------------------------------------------------------------
%
%
% if you are using a linear slacks Cpenalization is equal to 0
% otherwise as you are changing the kernel you have to take C into account
%
%
% if you want to pass just the kernel matrix, then pass the struct with a field
% 'matrix'

if nargin < 5
    Cpenalization=0;
end;

if ~isempty(xapp)
    
    [kapp]=svmkernel(xapp,kernel,kerneloption);
    if Cpenalization~=0
        kapp=kapp+Cpenalization*eye(size(kapp));
    end;
elseif isfield(kerneloption,'matrix')
    kapp=kerneloption.matrix+Cpenalization*eye(size(kerneloption.matrix));
else
    error('No ways for processing the radius. Check inputs...');
end;

D=diag(kapp);
A = ones(size(D));
b=1;
lambda=1e-7;
verbose=0;
C=inf;
%[betaaux,lagrangian,pos]=monqp(kapp,D,A,b,C,lambda,verbose);
[betaaux,lagrangian,pos]=monqpCinfty(kapp,D,A,b,lambda,verbose);
beta=zeros(size(D));
beta(pos)=betaaux;

r2=-betaaux'*kapp(pos,pos)*betaaux + betaaux'*D(pos);