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/**
* @file kernel.c
* @author Gertjan van den Burg (burg@ese.eur.nl)
* @date October 18, 2013
* @brief Defines main functions for use of kernels in MSVMMaj.
*
* @details
* Functions for constructing different kernels using user-supplied
* parameters. Also contains the functions for decomposing the
* kernel matrix using several decomposition methods.
*
*/
#include <math.h>
#include "kernel.h"
void msvmmaj_make_kernel(struct MajModel *model, struct MajData *data)
{
switch (model->kerneltype) {
case K_LINEAR:
break;
case K_POLY:
msvmmaj_make_kernel_poly(model, data);
break;
case K_RBF:
msvmmaj_make_kernel_rbf(model, data);
break;
case K_SIGMOID:
msvmmaj_make_kernel_sigmoid(model, data);
break;
}
}
void msvmmaj_make_kernel_rbf(struct MajModel *model, struct MajData *data)
{
long i, j;
long n = model->n;
double value;
double *x1, *x2;
double *K = Calloc(double, n*(n+1));
for (i=0; i<n; i++) {
for (j=0; j<n; j++) {
x1 = &data->Z[i*(data->m+1)+1];
x2 = &data->Z[j*(data->m+1)+1];
value = msvmmaj_compute_rbf(x1, x2, model->kernelparam, n);
matrix_set(K, n+1, i, j+1, value);
}
matrix_set(K, n+1, i, 0, 1.0);
}
free(data->Z);
data->Z = K;
data->m = n;
model->m = n;
}
/**
* Implements k(x, z) = exp( -gamma * || x - z ||^2)
*/
double msvmmaj_compute_rbf(double *x1, double *x2, double *kernelparam, long n)
{
long i;
double value = 0.0;
for (i=0; i<n; i++)
value += (x1[i] - x2[i]) * (x1[i] - x2[i]);
value *= -kernelparam[0];
return exp(value);
}
/**
* Implements k(x, z) = (gamma * <x, z> + c)^degree
*/
double msvmmaj_compute_poly(double *x1, double *x2, double *kernelparam, long n)
{
long i;
double value = 0.0;
for (i=0; i<n; i++)
value += x1[i]*x2[i];
value *= kernelparam[0];
value += kernelparam[1];
for (i=1; i<(int kernelparam[2]); i++)
value *= value;
:w
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