weka.classifiers.functions.supportVector

Class RegSMO

java.lang.Object

weka.classifiers.functions.supportVector.RegOptimizer

weka.classifiers.functions.supportVector.RegSMO

All Implemented Interfaces:

Serializable, OptionHandler, RevisionHandler, TechnicalInformationHandler

Direct Known Subclasses:

RegSMOImproved

public class RegSMO
extends RegOptimizer
implements TechnicalInformationHandler

Implementation of SMO for support vector regression as described in :

A.J. Smola, B. Schoelkopf (1998). A tutorial on support vector regression.

BibTeX:

 @misc{Smola1998,
    author = {A.J. Smola and B. Schoelkopf},
    note = {NeuroCOLT2 Technical Report NC2-TR-1998-030},
    title = {A tutorial on support vector regression},
    year = {1998}
 }
 

Valid options are:

 -P <double>
  The epsilon for round-off error.
  (default 1.0e-12)
 

 -L <double>
  The epsilon parameter in epsilon-insensitive loss function.
  (default 1.0e-3)
 

 -W <double>
  The random number seed.
  (default 1)
 

Version:

$Revision: 10169 $

Author:

Remco Bouckaert (remco@cs.waikato.ac.nz,rrb@xm.co.nz)

See Also:

Serialized Form

Field Summary

Fields inherited from class weka.classifiers.functions.supportVector.RegOptimizer

m_alpha, m_alphaStar

Constructor Summary

Constructors

Constructor and Description
RegSMO() default constructor

Method Summary

Methods

Modifier and Type	Method and Description
void	buildClassifier(Instances instances) learn SVM parameters from data using Smola's SMO algorithm.
String	epsilonTipText() Returns the tip text for this property
double	getEpsilon() Get the value of epsilon.
String[]	getOptions() Gets the current settings of the classifier.
String	getRevision() Returns the revision string.
TechnicalInformation	getTechnicalInformation() Returns an instance of a TechnicalInformation object, containing detailed information about the technical background of this class, e.g., paper reference or book this class is based on.
String	globalInfo() Returns a string describing classifier
Enumeration<Option>	listOptions() Returns an enumeration describing the available options
void	optimize() finds alpha and alpha* parameters that optimize the SVM target function
void	setEpsilon(double v) Set the value of epsilon.
void	setOptions(String[] options) Parses a given list of options.

Methods inherited from class weka.classifiers.functions.supportVector.RegOptimizer

epsilonParameterTipText, getCacheHits, getEpsilonParameter, getKernelEvaluations, getSeed, modelBuilt, seedTipText, setEpsilonParameter, setSeed, setSMOReg, SVMOutput, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

RegSMO

public RegSMO()

default constructor

Method Detail

globalInfo

public String globalInfo()

Returns a string describing classifier

Returns:

a description suitable for displaying in the explorer/experimenter gui

getTechnicalInformation

public TechnicalInformation getTechnicalInformation()

Returns an instance of a TechnicalInformation object, containing detailed information about the technical background of this class, e.g., paper reference or book this class is based on.

Specified by:

getTechnicalInformation in interface TechnicalInformationHandler

Returns:

the technical information about this class

listOptions

public Enumeration<Option> listOptions()

Returns an enumeration describing the available options

Specified by:

listOptions in interface OptionHandler

Overrides:

listOptions in class RegOptimizer

Returns:

an enumeration of all the available options

setOptions

public void setOptions(String[] options)
                throws Exception

Parses a given list of options.

Valid options are:

 -P <double>
  The epsilon for round-off error.
  (default 1.0e-12)
 

 -L <double>
  The epsilon parameter in epsilon-insensitive loss function.
  (default 1.0e-3)
 

 -W <double>
  The random number seed.
  (default 1)
 

Specified by:

setOptions in interface OptionHandler

Overrides:

setOptions in class RegOptimizer

Parameters:

options - the list of options as an array of strings

Throws:

Exception - if an option is not supported

getOptions

public String[] getOptions()

Gets the current settings of the classifier.

Specified by:

getOptions in interface OptionHandler

Overrides:

getOptions in class RegOptimizer

Returns:

an array of strings suitable for passing to setOptions

epsilonTipText

public String epsilonTipText()

Returns the tip text for this property

Returns:

tip text for this property suitable for displaying in the explorer/experimenter gui

getEpsilon

public double getEpsilon()

Get the value of epsilon.

Returns:

Value of epsilon.

setEpsilon

public void setEpsilon(double v)

Set the value of epsilon.

Parameters:

v - Value to assign to epsilon.

optimize

public void optimize()
              throws Exception

finds alpha and alpha* parameters that optimize the SVM target function

Throws:

Exception

buildClassifier

public void buildClassifier(Instances instances)
                     throws Exception

learn SVM parameters from data using Smola's SMO algorithm. Subclasses should implement something more interesting.

Overrides:

buildClassifier in class RegOptimizer

Parameters:

instances - the data to learn from

Throws:

Exception - if something goes wrong

getRevision

public String getRevision()

Returns the revision string.

Specified by:

getRevision in interface RevisionHandler

Overrides:

getRevision in class RegOptimizer

Returns:

the revision