Nothing
"pi.initialization" <- function(x, y, K, kernel, kparam, lambda, eps = 1.0e-10) {
if (kernel == "radial") {
kernel = "rbfdot"
kpar = list("sigma" = kparam)
} else if (kernel == "linear") {
kernel = "vanilladot"
kpar = list()
} else if (kernel == "polynomial") {
kernel = "polydot"
kpar = list("degree" = kparam, "scale" = 1, "offset" = 1)
} else stop("kernel function is not properly defined")
cost <- 1/(2*lambda)
temp <- ksvm(x = x, y = y, type = "C-svc", kernel = kernel, kpar = kpar, C = cost, tol = 1.0e-5, scaled = F)
notRight <- temp@SVindex
n<-length(y)
alpha <- rep(0, n)
alpha[notRight] <- unlist(temp@alpha) #* lambda
Right <- unlist(setdiff(1:n, notRight))
Left <- unlist(setdiff(notRight, which(alpha < (cost - 1.0e-10))))
Elbow <- unlist(setdiff(notRight, Left))
alpha <- alpha * lambda
alpha0 <- temp@b * lambda
gx <- t(alpha * y) %*% K[,Elbow]
alpha0.elbow <- lambda * y[Elbow] - gx
alpha0 <- mean(alpha0.elbow)
obj <- list(alpha = alpha, alpha0 = alpha0, Elbow = Elbow, Left = Left, Right = Right)
obj
}
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