SequentialMinimalOptimizationRegression Class 
Namespace: Accord.MachineLearning.VectorMachines.Learning
public class SequentialMinimalOptimizationRegression : BaseSequentialMinimalOptimizationRegression<SupportVectorMachine<IKernel>, IKernel, double[]>
The SequentialMinimalOptimizationRegression type exposes the following members.
Name  Description  

SequentialMinimalOptimizationRegression 
Initializes a new instance of the SequentialMinimalOptimizationRegression class.
 
SequentialMinimalOptimizationRegression(ISupportVectorMachineDouble, Double, Double)  Obsolete.
Obsolete.

Name  Description  

C 
Gets or sets the cost values associated with each input vector.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Complexity 
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 BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Epsilon 
Insensitivity zone ε. Increasing the value of ε can result in fewer
support vectors in the created model. Default value is 1e3.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Inputs 
Gets or sets the input vectors for training.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
IsLinear 
Gets whether the machine to be learned
has a Linear kernel.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Kernel 
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 BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Model 
Gets the machine to be taught.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Outputs 
Gets or sets the output values for each calibration vector.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Token 
Gets or sets a cancellation token that can be used to
stop the learning algorithm while it is running.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Tolerance 
Convergence tolerance. Default value is 1e3.
(Inherited from BaseSequentialMinimalOptimizationRegressionTModel, TKernel, TInput.)  
UseComplexityHeuristic 
Gets or sets a value indicating whether the Complexity parameter C
should be computed automatically by employing an heuristic rule.
Default is false.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
UseKernelEstimation 
Gets or sets whether initial values for some kernel parameters
should be estimated from the data, if possible. Default is true.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Weights 
Gets or sets the individual weight of each sample in the training set. If set
to null, all samples will be assumed equal weight. Default is null.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.) 
Name  Description  

ComputeError  Obsolete.
Obsolete.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
Create 
Obsolete.
(Overrides BaseSupportVectorRegressionTModel, TKernel, TInputCreate(Int32, TKernel).)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
InnerRun 
Runs the learning algorithm.
(Inherited from BaseSequentialMinimalOptimizationRegressionTModel, TKernel, TInput.)  
Learn 
Learns a model that can map the given inputs to the given outputs.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
Run  Obsolete.
Obsolete.
(Inherited from BaseSupportVectorRegressionTModel, TKernel, TInput.)  
ToString  Returns a string that represents the current object. (Inherited from Object.) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
IsEqual  Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices. (Defined by Matrix.)  
ToT  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.)  
ToT  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 Matrix.) 
The SMO algorithm is an algorithm for solving large quadratic programming (QP) optimization problems, widely used for the training of support vector machines. First developed by John C. Platt in 1998, SMO breaks up large QP problems into a series of smallest possible QP problems, which are then solved analytically.
This class incorporates modifications in the original SMO algorithm to solve regression problems as suggested by Alex J. Smola and Bernhard Schölkopf and further modifications for better performance by Shevade et al.
Portions of this implementation has been based on the GPL code by Sylvain Roy in SMOreg.java, a part of the Weka software package. It is, thus, available under the same GPL license. This file is not linked against the rest of the Accord.NET Framework and can only be used in GPL applications. This class is only available in the special Accord.MachineLearning.GPL assembly, which has to be explicitly selected in the framework installation. Before linking against this assembly, please read the GPL license for more details. This assembly also should have been distributed with a copy of the GNU GPLv3 alongside with it.
For a nonGPL'd version, see FanChenLinSupportVectorRegressionTKernel.
To use this class, add a reference to the Accord.MachineLearning.GPL.dll assembly that resides inside the Release/GPL folder of the framework's installation directory.
References:
Accord.Math.Random.Generator.Seed = 0; // Example regression problem. Suppose we are trying // to model the following equation: f(x, y) = 2x + y double[][] inputs = // (x, y) { new double[] { 0, 1 }, // 2*0 + 1 = 1 new double[] { 4, 3 }, // 2*4 + 3 = 11 new double[] { 8, 8 }, // 2*8  8 = 8 new double[] { 2, 2 }, // 2*2 + 2 = 6 new double[] { 6, 1 }, // 2*6 + 1 = 13 new double[] { 5, 4 }, // 2*5 + 4 = 14 new double[] { 9, 1 }, // 2*9 + 1 = 19 new double[] { 1, 6 }, // 2*1 + 6 = 8 }; double[] outputs = // f(x, y) { 1, 11, 8, 6, 13, 14, 19, 8 }; // Create the sequential minimal optimization teacher var learn = new SequentialMinimalOptimizationRegression<Polynomial>() { Kernel = new Polynomial(2), // Polynomial Kernel of 2nd degree Complexity = 100 }; // Run the learning algorithm SupportVectorMachine<Polynomial> svm = learn.Learn(inputs, outputs); // Compute the predicted scores double[] predicted = svm.Score(inputs); // Compute the error between the expected and predicted double error = new SquareLoss(outputs).Loss(predicted); // Compute the answer for one particular example double fxy = svm.Score(inputs[0]); // 1.0003849827673186