SVMFit: SSOSVM Fit function

In SSOSVM: Stream Suitable Online Support Vector Machines

Description

This is the primary function for uses to fit SVMs using this package.

Usage

SVMFit(YMAT, method = "logistic", EPSILON = 1e-05, returnAll = FALSE,
  rho = 1)

Arguments

YMAT	Data. First column is -1 or 1 indicating the class of each observation. The remaining columns are the coordinates of the data points.
method	Choice of function used in SVM. Choices are 'logistic', 'hinge' and 'squareHinge'. Default value is 'logistic"
EPSILON	Small perturbation value needed in calculation. Default value is 0.00001.
returnAll	Return all of theta values? Boolean with default value FALSE.
rho	Sensitivity factor to adjust the level of change in the SVM fit when a new observation is added. Default value 1.0

Value

A list containing:

THETA	SVM fit parameters.
NN	Number of observation points in YMAT.
DIM	Dimension of data.
THETA_list	THETA at each iteration (new point observed) as YMAT is fed into the algorithm one data point at a time.
PSI,OMEGA,CHI	Intermediate value for PSI, OMEGA, or CHI (depending on method choice) at each iteration (new point observed).

Examples

Sim<- generateSim(10^4)
m1<-SVMFit(Sim$YMAT)

SSOSVM documentation built on May 6, 2019, 5:01 p.m.