Description Usage Arguments Value Examples
Fit SVM with Square Hinge loss function.
1 2 | SquareHinge(YMAT, DIM = 2L, EPSILON = 1e-05, returnAll = FALSE,
rho = 1)
|
YMAT |
Data. First column is -1 or 1 indicating the class of each observation. The remaining columns are the coordinates of the data points. |
DIM |
Dimension of data. Default value is 2. |
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 |
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 |
Intermediate value PSI at each iteration (new point observed). |
1 2 | YMAT <- generateSim(10^3,DIM=3)
sq1<-SquareHinge(YMAT$YMAT, DIM=3, returnAll=TRUE)
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