1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
|
// Copyright (C) 2002 Ronan Collobert (collober@iro.umontreal.ca)
//
//
// This file is part of Torch. Release II.
// [The Ultimate Machine Learning Library]
//
// Torch is free software; you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation; either version 2 of the License, or
// (at your option) any later version.
//
// Torch is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Torch; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
#ifndef QC_MACHINE_INC
#define QC_MACHINE_INC
#include "Machine.h"
namespace Torch {
/** "Quadratic Constrained Machine".
It's a machine with #alpha# parameters which
are the minimum of a constrained quadratic problem.
The problem:
minimize $QP(alpha) = alpha' * Q * alpha + beta'*alpha$
with the following constraints:
\begin{itemize}
\item $\sum_j alpha_j y_j = 1$
\item $Cdown_j <= alpha_j <= Cup_j$
\end{itemize}
where $y$, $Cdown$, $Cup$ are given by the user
and $y_j = +- 1$.
The number of #alpha# variable is determined here by #l#.
(Therefore, it determines the size of de Cup, Cdown et y...)
Note: if $alpha_j$ is closed to $Cup_j$ [ou $Cdown_j$] with
the accuracy "eps bounds", $alpha_j$ is considered
to be equal to $Cup_j$ [ou $Cdown_j$].
Options:
\begin{tabular}{lcll}
"eps bounds" & real & bound accuracy: & [1E-4 in float, 1E-12 in double]
\end{tabular}
@author Ronan Collobert (collober@iro.umontreal.ca)
*/
class QCMachine : public Machine
{
public:
///
real *Cup;
///
real *Cdown;
///
real eps_bornes;
///
int l;
///
real *alpha;
///
real *grad;
///
real *y;
//-----
///
QCMachine();
/** Function called by #QCTrainer# after the optimization.
@see QCTrainer
*/
virtual void checkSupportVectors() = 0;
//-----
virtual ~QCMachine();
};
}
#endif
|
