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-// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
-/*
- This is an example illustrating the use of the epsilon-insensitive support vector
- regression object from the dlib C++ Library.
-
- In this example we will draw some points from the sinc() function and do a
- non-linear regression on them.
-*/
-
-#include <iostream>
-#include <vector>
-
-#include <dlib/svm.h>
-
-using namespace std;
-using namespace dlib;
-
-// Here is the sinc function we will be trying to learn with the svr_trainer
-// object.
-double sinc(double x)
-{
- if (x == 0)
- return 1;
- return sin(x)/x;
-}
-
-int main()
-{
- // Here we declare that our samples will be 1 dimensional column vectors.
- typedef matrix<double,1,1> sample_type;
-
- // Now we are making a typedef for the kind of kernel we want to use. I picked the
- // radial basis kernel because it only has one parameter and generally gives good
- // results without much fiddling.
- typedef radial_basis_kernel<sample_type> kernel_type;
-
-
- std::vector<sample_type> samples;
- std::vector<double> targets;
-
- // The first thing we do is pick a few training points from the sinc() function.
- sample_type m;
- for (double x = -10; x <= 4; x += 1)
- {
- m(0) = x;
-
- samples.push_back(m);
- targets.push_back(sinc(x));
- }
-
- // Now setup a SVR trainer object. It has three parameters, the kernel and
- // two parameters specific to SVR.
- svr_trainer<kernel_type> trainer;
- trainer.set_kernel(kernel_type(0.1));
-
- // This parameter is the usual regularization parameter. It determines the trade-off
- // between trying to reduce the training error or allowing more errors but hopefully
- // improving the generalization of the resulting function. Larger values encourage exact
- // fitting while smaller values of C may encourage better generalization.
- trainer.set_c(10);
-
- // Epsilon-insensitive regression means we do regression but stop trying to fit a data
- // point once it is "close enough" to its target value. This parameter is the value that
- // controls what we mean by "close enough". In this case, I'm saying I'm happy if the
- // resulting regression function gets within 0.001 of the target value.
- trainer.set_epsilon_insensitivity(0.001);
-
- // Now do the training and save the results
- decision_function<kernel_type> df = trainer.train(samples, targets);
-
- // now we output the value of the sinc function for a few test points as well as the
- // value predicted by SVR.
- m(0) = 2.5; cout << sinc(m(0)) << " " << df(m) << endl;
- m(0) = 0.1; cout << sinc(m(0)) << " " << df(m) << endl;
- m(0) = -4; cout << sinc(m(0)) << " " << df(m) << endl;
- m(0) = 5.0; cout << sinc(m(0)) << " " << df(m) << endl;
-
- // The output is as follows:
- // 0.239389 0.23905
- // 0.998334 0.997331
- // -0.189201 -0.187636
- // -0.191785 -0.218924
-
- // The first column is the true value of the sinc function and the second
- // column is the output from the SVR estimate.
-
- // We can also do 5-fold cross-validation and find the mean squared error and R-squared
- // values. Note that we need to randomly shuffle the samples first. See the svm_ex.cpp
- // for a discussion of why this is important.
- randomize_samples(samples, targets);
- cout << "MSE and R-Squared: "<< cross_validate_regression_trainer(trainer, samples, targets, 5) << endl;
- // The output is:
- // MSE and R-Squared: 1.65984e-05 0.999901
-}
-
-