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ProbabilisticCoordinateDescentTKernel, TInput Class

L1-regularized logistic regression (probabilistic SVM) learning algorithm (-s 6).
Inheritance Hierarchy
SystemObject
  Accord.MachineLearningBinaryLearningBaseSupportVectorMachineTKernel, TInput, TInput
    Accord.MachineLearning.VectorMachines.LearningBaseSupportVectorClassificationSupportVectorMachineTKernel, TInput, TKernel, TInput
      Accord.MachineLearning.VectorMachines.LearningBaseProbabilisticCoordinateDescentSupportVectorMachineTKernel, TInput, TKernel, TInput
        Accord.MachineLearning.VectorMachines.LearningProbabilisticCoordinateDescentTKernel, TInput

Namespace:  Accord.MachineLearning.VectorMachines.Learning
Assembly:  Accord.MachineLearning (in Accord.MachineLearning.dll) Version: 3.8.0
Syntax
public class ProbabilisticCoordinateDescent<TKernel, TInput> : BaseProbabilisticCoordinateDescent<SupportVectorMachine<TKernel, TInput>, TKernel, TInput>
where TKernel : struct, new(), ILinear<TInput>
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Type Parameters

TKernel
TInput

The ProbabilisticCoordinateDescentTKernel, TInput type exposes the following members.

Constructors
Properties
  NameDescription
Protected propertyC
Gets or sets the cost values associated with each input vector.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyComplexity
Complexity (cost) parameter C. Increasing the value of C forces the creation of a more accurate model that may not generalize well. If this value is not set and UseComplexityHeuristic is set to true, the framework will automatically guess a value for C. If this value is manually set to something else, then UseComplexityHeuristic will be automatically disabled and the given value will be used instead.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Protected propertyInputs
Gets or sets the input vectors for training.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyKernel
Gets or sets the kernel function use to create a kernel Support Vector Machine. If this property is set, UseKernelEstimation will be set to false.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyMaximumIterations
Gets or sets the maximum number of iterations that should be performed until the algorithm stops. Default is 1000.
(Inherited from BaseProbabilisticCoordinateDescentTModel, TKernel, TInput.)
Public propertyMaximumLineSearches
Gets or sets the maximum number of line searches that can be performed per iteration. Default is 20.
(Inherited from BaseProbabilisticCoordinateDescentTModel, TKernel, TInput.)
Public propertyMaximumNewtonIterations
Gets or sets the maximum number of inner iterations that can be performed by the inner solver algorithm. Default is 100.
(Inherited from BaseProbabilisticCoordinateDescentTModel, TKernel, TInput.)
Public propertyModel
Gets or sets the classifier being learned.
(Inherited from BinaryLearningBaseTModel, TInput.)
Public propertyNegativeWeight
Gets or sets the negative class weight. This should be a value higher than 0 indicating how much of the Complexity parameter C should be applied to instances carrying the negative label.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Protected propertyOutputs
Gets or sets the output labels for each training vector.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyPositiveWeight
Gets or sets the positive class weight. This should be a value higher than 0 indicating how much of the Complexity parameter C should be applied to instances carrying the positive label.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyToken
Gets or sets a cancellation token that can be used to stop the learning algorithm while it is running.
(Inherited from BinaryLearningBaseTModel, TInput.)
Public propertyTolerance
Convergence tolerance. Default value is 0.01.
(Inherited from BaseProbabilisticCoordinateDescentTModel, TKernel, TInput.)
Public propertyUseClassProportions
Gets or sets a value indicating whether the weight ratio to be used between Complexity values for negative and positive instances should be computed automatically from the data proportions. Default is false.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyUseComplexityHeuristic
Gets or sets a value indicating whether the Complexity parameter C should be computed automatically by employing an heuristic rule. Default is true.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyUseKernelEstimation
Gets or sets whether initial values for some kernel parameters should be estimated from the data, if possible. Default is true.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public propertyWeightRatio
Gets or sets the weight ratio between positive and negative class weights. This ratio controls how much of the Complexity parameter C should be applied to the positive class.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
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Methods
  NameDescription
Public methodComputeError Obsolete.
Computes the error rate for a given set of input and outputs.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Protected methodCreate
Creates an instance of the model to be learned. Inheritors of this abstract class must define this method so new models can be created from the training data.
(Overrides BaseSupportVectorClassificationTModel, TKernel, TInputCreate(Int32, TKernel).)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodInnerRun
Runs the learning algorithm.
(Inherited from BaseProbabilisticCoordinateDescentTModel, TKernel, TInput.)
Public methodLearn(TInput, Boolean, Double)
Learns a model that can map the given inputs to the given outputs.
(Inherited from BinaryLearningBaseTModel, TInput.)
Public methodLearn(TInput, Double, Double)
Learns a model that can map the given inputs to the given outputs.
(Inherited from BinaryLearningBaseTModel, TInput.)
Public methodLearn(TInput, Int32, Double)
Learns a model that can map the given inputs to the given outputs.
(Inherited from BinaryLearningBaseTModel, TInput.)
Public methodLearn(TInput, Int32, Double)
Learns a model that can map the given inputs to the given outputs.
(Inherited from BinaryLearningBaseTModel, TInput.)
Public methodLearn(TInput, Boolean, Double)
Learns a model that can map the given inputs to the given outputs.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodRun Obsolete.
Obsolete.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public methodRun(Boolean) Obsolete.
Obsolete.
(Inherited from BaseSupportVectorClassificationTModel, TKernel, TInput.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodIsEqual
Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.
(Defined by Matrix.)
Public Extension MethodTo(Type)Overloaded.
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)
Public Extension MethodToTOverloaded.
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)
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Remarks

This class implements a SupportVectorMachine learning algorithm specifically crafted for probabilistic linear machines only. It provides a L1- regularized coordinate descent learning algorithm for optimizing the learning problem. The code has been based on liblinear's method solve_l1r_lr method, whose original description is provided below.

Liblinear's solver -s 6: L1R_LR. A coordinate descent algorithm for L1-regularized logistic regression (probabilistic svm) problems.

min_w \sum |wj| + C \sum log(1+exp(-yi w^T xi)),

Given: x, y, Cp, Cn, and eps as the stopping tolerance

See Yuan et al. (2011) and appendix of LIBLINEAR paper, Fan et al. (2008)

See Also