All Downloads are FREE. Search and download functionalities are using the official Maven repository.

smile.anomaly.SVM Maven / Gradle / Ivy

The newest version!
/*
 * Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
 *
 * Smile 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 3 of the License, or
 * (at your option) any later version.
 *
 * Smile 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 Smile.  If not, see .
 */

package smile.anomaly;

import smile.base.svm.KernelMachine;
import smile.base.svm.OCSVM;
import smile.math.kernel.MercerKernel;

/**
 * One-class support vector machines for novelty detection.
 * One-class SVM relies on identifying the smallest hypersphere
 * consisting of all the data points. Therefore, it is sensitive to outliers.
 * If the training data is not contaminated by outliers, the model is best
 * suited for novelty detection.
 *
 * 

References

*
    *
  1. B. Schölkopf, J. Platt, J. Shawe-Taylor, A. J. Smola, and R. C. Williamson. Estimating the support of a high-dimensional distribution. Neural Computation, 2001.
  2. *
  3. Jia Jiong and Zhang Hao-ran. A Fast Learning Algorithm for One-Class Support Vector Machine. ICNC 2007.
  4. *
* * @author Haifeng Li */ public class SVM extends KernelMachine { /** * Constructor. * @param kernel Kernel function. * @param vectors The support vectors. * @param weight The weights of instances. * @param b The intercept; */ public SVM(MercerKernel kernel, T[] vectors, double[] weight, double b) { super(kernel, vectors, weight, b); } /** * Fits an one-class SVM. * @param x training samples. * @param kernel the kernel function. * @param the data type. * @return the model. */ public static SVM fit(T[] x, MercerKernel kernel) { return fit(x, kernel, 0.5, 1E-3); } /** * Fits an one-class SVM. * @param x training samples. * @param kernel the kernel function. * @param nu the parameter sets an upper bound on the fraction of outliers * (training examples regarded out-of-class) and it is a lower * bound on the number of training examples used as Support Vector. * @param tol the tolerance of convergence test. * @param the data type. * @return the model. */ public static SVM fit(T[] x, MercerKernel kernel, double nu, double tol) { if (nu <= 0 || nu > 1) { throw new IllegalArgumentException("Invalid nu: " + nu); } if (tol <= 0) { throw new IllegalArgumentException("Invalid tol: " + tol); } OCSVM svm = new OCSVM<>(kernel, nu, tol); KernelMachine model = svm.fit(x); return new SVM<>(model.kernel(), model.vectors(), model.weights(), model.intercept()); } }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy