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The Waikato Environment for Knowledge Analysis (WEKA), a machine learning workbench. This version represents the developer version, the "bleeding edge" of development, you could say. New functionality gets added to this version.
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/*
 *   This program 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.
 *
 *   This program 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 this program.  If not, see .
 */

/*
 *    RegSMOImproved.java
 *    Copyright (C) 2006-2012 University of Waikato, Hamilton, New Zealand
 *
 */

package weka.classifiers.functions.supportVector;

import java.util.Collections;
import java.util.Enumeration;
import java.util.Vector;

import weka.core.Instances;
import weka.core.Option;
import weka.core.RevisionUtils;
import weka.core.TechnicalInformation;
import weka.core.TechnicalInformation.Field;
import weka.core.TechnicalInformation.Type;
import weka.core.TechnicalInformationHandler;
import weka.core.Utils;

/**
 *  Learn SVM for regression using SMO with Shevade,
 * Keerthi, et al. adaption of the stopping criterion.

 * 

 * For more information see:

 * 

 * S.K. Shevade, S.S. Keerthi, C. Bhattacharyya, K.R.K. Murthy: Improvements to
 * the SMO Algorithm for SVM Regression. In: IEEE Transactions on Neural
 * Networks, 1999.

 * 

 * S.K. Shevade, S.S. Keerthi, C. Bhattacharyya, K.R.K. Murthy (1999).
 * Improvements to the SMO Algorithm for SVM Regression. Control Division, Dept.
 * of Mechanical Engineering.
 * 
 * 
 * 
 *  BibTeX:
 * 
 * 
 * @inproceedings{Shevade1999,
 *    author = {S.K. Shevade and S.S. Keerthi and C. Bhattacharyya and K.R.K. Murthy},
 *    booktitle = {IEEE Transactions on Neural Networks},
 *    title = {Improvements to the SMO Algorithm for SVM Regression},
 *    year = {1999},
 *    PS = {http://guppy.mpe.nus.edu.sg/\~mpessk/svm/ieee_smo_reg.ps.gz}
 * }
 * 
 * @techreport{Shevade1999,
 *    address = {Control Division, Dept. of Mechanical Engineering},
 *    author = {S.K. Shevade and S.S. Keerthi and C. Bhattacharyya and K.R.K. Murthy},
 *    institution = {National University of Singapore},
 *    number = {CD-99-16},
 *    title = {Improvements to the SMO Algorithm for SVM Regression},
 *    year = {1999},
 *    PS = {http://guppy.mpe.nus.edu.sg/\~mpessk/svm/smoreg_mod.ps.gz}
 * }
 * 
 * 
 * 
 * 
 *  Valid options are:
 * 

 * 
 * 
 * -T <double>
 *  The tolerance parameter for checking the stopping criterion.
 *  (default 0.001)
 * 
 * 
 *  * -V
 *  Use variant 1 of the algorithm when true, otherwise use variant 2.
 *  (default true)
 * 
 * 
 *  * -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)
 * 
 * 
 * 
 * 
 * @author Remco Bouckaert ([email protected],[email protected])
 * @version $Revision: 10169 $
 */
public class RegSMOImproved extends RegSMO implements
  TechnicalInformationHandler {

  /** for serialization */
  private static final long serialVersionUID = 471692841446029784L;

  public final static int I0 = 3;
  public final static int I0a = 1;
  public final static int I0b = 2;
  public final static int I1 = 4;
  public final static int I2 = 8;
  public final static int I3 = 16;

  /** The different sets used by the algorithm. */
  protected SMOset m_I0;

  /** Index set {i: 0 < m_alpha[i] < C || 0 < m_alphaStar[i] < C}} */
  protected int[] m_iSet;

  /** b.up and b.low boundaries used to determine stopping criterion */
  protected double m_bUp, m_bLow;

  /** index of the instance that gave us b.up and b.low */
  protected int m_iUp, m_iLow;

  /**
   * tolerance parameter used for checking stopping criterion b.up < b.low + 2
   * tol
   */
  double m_fTolerance = 0.001;

  /** set true to use variant 1 of the paper, otherwise use variant 2 */
  boolean m_bUseVariant1 = true;

  /**
   * Returns a string describing the object
   * 
   * @return a description suitable for displaying in the explorer/experimenter
   *         gui
   */
  @Override
  public String globalInfo() {
    return "Learn SVM for regression using SMO with Shevade, Keerthi, et al. "
      + "adaption of the stopping criterion.\n\n"
      + "For more information see:\n\n" + getTechnicalInformation().toString();
  }

  /**
   * 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.
   * 
   * @return the technical information about this class
   */
  @Override
  public TechnicalInformation getTechnicalInformation() {
    TechnicalInformation result;
    TechnicalInformation additional;

    result = new TechnicalInformation(Type.INPROCEEDINGS);
    result.setValue(Field.AUTHOR,
      "S.K. Shevade and S.S. Keerthi and C. Bhattacharyya and K.R.K. Murthy");
    result.setValue(Field.TITLE,
      "Improvements to the SMO Algorithm for SVM Regression");
    result.setValue(Field.BOOKTITLE, "IEEE Transactions on Neural Networks");
    result.setValue(Field.YEAR, "1999");
    result.setValue(Field.PS,
      "http://guppy.mpe.nus.edu.sg/~mpessk/svm/ieee_smo_reg.ps.gz");

    additional = result.add(Type.TECHREPORT);
    additional.setValue(Field.AUTHOR,
      "S.K. Shevade and S.S. Keerthi and C. Bhattacharyya and K.R.K. Murthy");
    additional.setValue(Field.TITLE,
      "Improvements to the SMO Algorithm for SVM Regression");
    additional.setValue(Field.INSTITUTION, "National University of Singapore");
    additional.setValue(Field.ADDRESS,
      "Control Division, Dept. of Mechanical Engineering");
    additional.setValue(Field.NUMBER, "CD-99-16");
    additional.setValue(Field.YEAR, "1999");
    additional.setValue(Field.PS,
      "http://guppy.mpe.nus.edu.sg/~mpessk/svm/smoreg_mod.ps.gz");

    return result;
  }

  /**
   * Returns an enumeration describing the available options
   * 
   * @return an enumeration of all the available options
   */
  @Override
  public Enumeration