Beispiel #1
0
// Two heuristics:
func (alg *smo) examineExample() int {

	data := alg.s.supportVectors[alg.i1]
	alg.a2 = alg.s.alpha[alg.i2]
	alg.E2 = alg.errors[alg.i2]
	r2 := alg.E2 * data.Class()

	if (r2 < -alg.tolerance && alg.a2 < alg.C) || (r2 > alg.tolerance && alg.a2 > 0) {

		if alg.numNonBoundaryAlphas > 1 {

			// Second Choice Heuristic by biggest |E1 - E2|
			alg.i1 = 0
			prev := gomath.AbsFloat32(alg.errors[alg.i1] - alg.E2)

			for i := 1; i < len(alg.s.supportVectors); i++ {
				test := gomath.AbsFloat32(alg.errors[i] - alg.E2)
				if test > prev {
					prev = test
					alg.i1 = i
				}
			}

			alg.E1 = prev
			if alg.takeStep() {
				return 1
			}
		}

		for i, a := range alg.s.alpha {
			if a > 0 && a < alg.C {
				alg.i1 = i
				alg.E1 = alg.errors[i]
				if alg.takeStep() {
					return 1
				}
			}
		}

		randomStart := rand.Intn(len(alg.s.alpha))
		for i := 0; i < len(alg.s.alpha); i++ {
			alg.i1 = randomStart
			alg.E1 = alg.errors[randomStart]
			if alg.takeStep() {
				return 1
			}
			randomStart = (randomStart + 1) % len(alg.s.alpha)
		}
	}

	return 0
}
Beispiel #2
0
func TestDotFloat32WithSameLength(t *testing.T) {
	N := 500000

	a := genFloat32Array(N, LowFloat32, HighFloat32)
	b := genFloat32Array(N, LowFloat32, HighFloat32)

	Expected := 0.0
	for i := range a {
		Expected += float64(a[i] * b[i])
	}

	computed := DotFloat32(a, b)

	if gomath.AbsFloat32(computed-float32(Expected)) < LowFloat32 {
		t.Logf("Expected %f but computed %f\n", Expected, computed)
		t.FailNow()
	}

}
Beispiel #3
0
func TestDotFloat32WithDiffLength(t *testing.T) {
	N := 1000 + rand.Intn(1000000)
	M := 1000 + rand.Intn(1000000)
	if N == M {
		N++
	}
	a := genFloat32Array(N, LowFloat32, HighFloat32)
	b := genFloat32Array(M, LowFloat32, HighFloat32)
	Expected := 0.0
	for i := range a {
		if i < N && i < M {
			Expected += float64(a[i] * b[i])
		} else {
			break
		}
	}

	computed := DotFloat32(a, b)

	if gomath.AbsFloat32(computed-float32(Expected)) < LowFloat32 {
		t.Logf("Expected %f but computed %f\n", Expected, computed)
		t.FailNow()
	}
}
Beispiel #4
0
func (alg *smo) takeStep() bool {
	result := false
	if alg.i1 != alg.i2 {

		fZero := float32(0)

		alpha1 := alg.s.alpha[alg.i1]
		alpha2 := alg.a2

		alg.a1 = alpha1

		alg.v1 = alg.s.supportVectors[alg.i1].Value()
		alg.y1 = alg.s.supportVectors[alg.i1].Class()

		alg.E1 = alg.s.Classify(alg.v1) - alg.y1

		var L, H float32

		if alg.y1 == alg.y2 {
			sum := alpha2 + alpha1
			L = gomath.MaxFloat32(fZero, sum-alg.C)
			H = gomath.MinFloat32(alg.C, sum)
		} else {
			diff := alpha2 - alpha1
			L = gomath.MaxFloat32(fZero, diff)
			H = gomath.MinFloat32(alg.C, alg.C+diff)
		}

		if L != H {
			k11 := alg.s.kernel.Dot(alg.v1, alg.v1)
			k12 := alg.s.kernel.Dot(alg.v1, alg.v2)
			k22 := alg.s.kernel.Dot(alg.v2, alg.v2)

			eta := 2*k12 - k11 - k22

			if eta < 0 {
				alg.a2 = gomath.ClampFloat32(L, H, alpha1-alg.y2*(alg.E1-alg.E2)/eta)
			} else {
				Lobj := float32(5.0)
				Hobj := float32(5.0)
				if Lobj > Hobj+1E-3 {
					alg.a2 = L
				} else if Lobj < Hobj-1E-3 {
					alg.a2 = L
				} else {
					alg.a2 = alpha2
				}

				if alg.a2 < 1E-8 {
					alg.a2 = 0
				} else if alg.a2 > alg.C-1e-8 {
					alg.a2 = alg.C
				}

				if gomath.AbsFloat32(alg.a2-alpha2) >= alg.eps*(alg.a2+alpha2+alg.eps) {
					alg.s.alpha[alg.i1] = alg.a1
					alg.s.alpha[alg.i2] = alg.a2

					result = true
				}
			}
		}
	}
	return result
}