scalation.analytics

SupportVectorMachine

class SupportVectorMachine extends Classifier with Error

This class implements linear support vector machines (SVM). Each vector xi is stored as a row in the x matrix.

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  1. SupportVectorMachine
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Instance Constructors

  1. new SupportVectorMachine(x: MatrixD, y: VectorD)

    x

    the matrix consisting of vectors

    y

    the vector of outcomes (e.g., positive(1), negative(-1))

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. def classify(z: VectorD): Int

    Given a new continuous data vector z, determine which class it belongs to by determining whether the function is positive (1), zero (0) or negative (-1), i.

    Given a new continuous data vector z, determine which class it belongs to by determining whether the function is positive (1), zero (0) or negative (-1), i.e., compute the sign function of (w dot z + b).

    z

    the vector to classify

    Definition Classes
    SupportVectorMachineClassifier
  8. def classify(z: VectorI): Int

    Given a new discrete data vector z, determine which class it belongs to.

    Given a new discrete data vector z, determine which class it belongs to.

    z

    the vector to classify

    Definition Classes
    Classifier
  9. def clone(): AnyRef

    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()
  10. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  11. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  12. def finalize(): Unit

    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()
  13. def find_b(): Unit

    Determine the intercept b of the separating hyperplane w dot x + b = 0.

    Determine the intercept b of the separating hyperplane w dot x + b = 0. Use ...

  14. def find_w(): Unit

    Determine the normal vector w of the separating hyperplane w dot x + b = 0.

    Determine the normal vector w of the separating hyperplane w dot x + b = 0. Use a quadratic programming solver to find the optimal values for the the Lagrange multipliers a. Use these to compute w.

  15. def fit: (VectorD, Double)

    Return the fit (normal vector w, intercept b)

  16. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  17. def g(a: VectorD): Double

    Equality constraint to be satisfied, dot product of a and y == 0.

    Equality constraint to be satisfied, dot product of a and y == 0.

    a

    the vector of Lagrange multipliers

  18. final def getClass(): java.lang.Class[_]

    Definition Classes
    AnyRef → Any
  19. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  20. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  21. def l_D(a: VectorD): Double

    Compute the Lagrangian Dual function, i.

    Compute the Lagrangian Dual function, i.e., the objective function, to be maximized.

    a

    the vector of Lagrange multipliers

  22. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  23. final def notify(): Unit

    Definition Classes
    AnyRef
  24. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  25. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  26. def toString(): String

    Definition Classes
    AnyRef → Any
  27. def train(): Unit

    From the positive and negative cases (vectors), find an optimal separating hyperplane w dot x + b = 0.

    From the positive and negative cases (vectors), find an optimal separating hyperplane w dot x + b = 0.

    Definition Classes
    SupportVectorMachineClassifier
  28. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()
  29. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()
  30. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

Inherited from Error

Inherited from Classifier

Inherited from AnyRef

Inherited from Any