class SupportVectorMachine extends ClassifierReal
The SupportVectorMachine class is a translation of Pseudo-Code from a
modified SMO (Modification 2) found at the above URL's into Scala and includes
a few simplifications (e.g., currently only works for linear kernels, dense
data and binary classification).
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- SupportVectorMachine
- ClassifierReal
- Error
- Classifier
- AnyRef
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Instance Constructors
-
new
SupportVectorMachine(x: MatrixD, y: VectorI, fn: Array[String] = Array (), cn: Array[String] = Array ("-", "+"))
- x
the training data points stored as rows in a matrix
- y
the classification of the data points stored in a vector
- fn
the factor names
- cn
the class names
Type Members
- type Pair = (Double, Double)
Value Members
-
def
calcCorrelation: MatriD
Calculate the correlation matrix for the feature vectors 'fea'.
Calculate the correlation matrix for the feature vectors 'fea'. If the correlations are too high, the independence assumption may be dubious.
- Definition Classes
- ClassifierReal
-
def
classify(z: VectoD): (Int, String, Double)
Given a new continuous data vector z, determine which class it belongs to.
Given a new continuous data vector z, determine which class it belongs to. Classify returns 1 meaning 'z' belongs to the positive class, while -1 means it belongs to the negative class.
- z
the vector to classify
- Definition Classes
- SupportVectorMachine → Classifier
-
def
classify(z: VectoI): (Int, String, Double)
Given a new discrete (integer-valued) data vector 'z', determine which class it belongs to, by first converting it to a vector of doubles.
Given a new discrete (integer-valued) data vector 'z', determine which class it belongs to, by first converting it to a vector of doubles. Return the best class, its name and its relative probability
- z
the vector to classify
- Definition Classes
- ClassifierReal → Classifier
-
def
crossValidate(nx: Int = 10): Double
Test the accuracy of the classified results by cross-validation, returning the accuracy.
Test the accuracy of the classified results by cross-validation, returning the accuracy. The "test data" starts at 'testStart' and ends at 'testEnd', the rest of the data is "training data'.
- nx
the number of crosses and cross-validations (defaults to 5x).
- Definition Classes
- Classifier
-
def
crossValidateRand(nx: Int = 10): Double
Test the accuracy of the classified results by cross-validation, returning the accuracy.
Test the accuracy of the classified results by cross-validation, returning the accuracy. This version of cross-validation relies on "subtracting" frequencies from the previously stored global data to achieve efficiency.
- nx
number of crosses and cross-validations (defaults to 10x).
- Definition Classes
- Classifier
-
final
def
flaw(method: String, message: String): Unit
- Definition Classes
- Error
-
def
reset(): Unit
Reset or re-initialize the frequency tables and the probability tables.
Reset or re-initialize the frequency tables and the probability tables.
- Definition Classes
- SupportVectorMachine → Classifier
-
def
size: Int
Return the number of data vectors in training/test-set (# rows).
Return the number of data vectors in training/test-set (# rows).
- Definition Classes
- ClassifierReal → Classifier
-
def
test(xx: MatrixD, yy: VectorI): Double
Test the quality of the training with a test-set and return the fraction of correct classifications.
Test the quality of the training with a test-set and return the fraction of correct classifications.
- xx
the real-valued test vectors stored as rows of a matrix
- yy
the test classification vector, where 'yy_i = class for row i of xx'
- Definition Classes
- ClassifierReal
-
def
test(testStart: Int, testEnd: Int): Double
Test the quality of the training with a test-set and return the fraction of correct classifications.
Test the quality of the training with a test-set and return the fraction of correct classifications.
- testStart
beginning of test region (inclusive)
- testEnd
end of test region (exclusive)
- Definition Classes
- ClassifierReal → Classifier
-
def
test(itest: VectorI): Double
Test the quality of the training with a test-set and return the fraction of correct classifications.
Test the quality of the training with a test-set and return the fraction of correct classifications.
- itest
the indices of the instances considered test data
- Definition Classes
- Classifier
-
def
toString(): String
Convert svm to a string showing (w, b).
Convert svm to a string showing (w, b).
- Definition Classes
- SupportVectorMachine → AnyRef → Any
-
def
train(testStart: Int, testEnd: Int): Unit
Train uses SMO (Sequential Minimum Optimization) algorithm to solves the optimization problem for the weight vector 'w' and the threshold 'b' for the model '(w dot z) - b'.
Train uses SMO (Sequential Minimum Optimization) algorithm to solves the optimization problem for the weight vector 'w' and the threshold 'b' for the model '(w dot z) - b'.
- testStart
starting index of test region (inclusive) used in cross-validation.
- testEnd
ending index of test region (exclusive) used in cross-validation.
- Definition Classes
- SupportVectorMachine → Classifier
-
def
train(): Unit
Given a set of data vectors and their classifications, build a classifier.
Given a set of data vectors and their classifications, build a classifier.
- Definition Classes
- Classifier
-
def
train(itest: IndexedSeq[Int]): Unit
Given a set of data vectors and their classifications, build a classifier.
Given a set of data vectors and their classifications, build a classifier.
- itest
the indices of the instances considered as testing data
- Definition Classes
- Classifier
-
def
update(i1: Int, i2: Int, y1: Int, y2: Int): Unit
Update weights 'w' and error cache 'fCache'.
Update weights 'w' and error cache 'fCache'.
- i1
the index for the first Lagrange multipliers (alpha)
- i2
the index for the second Lagrange multipliers (alpha)
- y1
the first target value
- y2
the second target value