def regression_libsvr_modular (svm_c=1, svr_param=0.1, n=100,n_test=100, \ x_range=6,x_range_test=10,noise_var=0.5,width=1, seed=1): from shogun.Features import RegressionLabels, RealFeatures from shogun.Kernel import GaussianKernel from shogun.Regression import LibSVR, LIBSVR_NU_SVR, LIBSVR_EPSILON_SVR # reproducable results random.seed(seed) # easy regression data: one dimensional noisy sine wave n=15 n_test=100 x_range_test=10 noise_var=0.5; X=random.rand(1,n)*x_range X_test=array([[float(i)/n_test*x_range_test for i in range(n_test)]]) Y_test=sin(X_test) Y=sin(X)+random.randn(n)*noise_var # shogun representation labels=RegressionLabels(Y[0]) feats_train=RealFeatures(X) feats_test=RealFeatures(X_test) kernel=GaussianKernel(feats_train, feats_train, width) # two svr models: epsilon and nu svr_epsilon=LibSVR(svm_c, svr_param, kernel, labels, LIBSVR_EPSILON_SVR) svr_epsilon.train() svr_nu=LibSVR(svm_c, svr_param, kernel, labels, LIBSVR_NU_SVR) svr_nu.train() # predictions kernel.init(feats_train, feats_test) out1_epsilon=svr_epsilon.apply().get_labels() out2_epsilon=svr_epsilon.apply(feats_test).get_labels() out1_nu=svr_epsilon.apply().get_labels() out2_nu=svr_epsilon.apply(feats_test).get_labels() return out1_epsilon,out2_epsilon,out1_nu,out2_nu ,kernel
def regression_libsvr_modular (fm_train=traindat,fm_test=testdat,label_train=label_traindat,\ width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2): from shogun.Features import Labels, RealFeatures from shogun.Kernel import GaussianKernel from shogun.Regression import LibSVR feats_train = RealFeatures(fm_train) feats_test = RealFeatures(fm_test) kernel = GaussianKernel(feats_train, feats_train, width) labels = Labels(label_train) svr = LibSVR(C, tube_epsilon, kernel, labels) svr.set_epsilon(epsilon) svr.train() kernel.init(feats_train, feats_test) out1 = svr.apply().get_labels() out2 = svr.apply(feats_test).get_labels() return out1, out2, kernel
def regression_libsvr_modular (fm_train=traindat,fm_test=testdat,label_train=label_traindat,\ width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2): from shogun.Features import Labels, RealFeatures from shogun.Kernel import GaussianKernel from shogun.Regression import LibSVR feats_train=RealFeatures(fm_train) feats_test=RealFeatures(fm_test) kernel=GaussianKernel(feats_train, feats_train, width) labels=Labels(label_train) svr=LibSVR(C, tube_epsilon, kernel, labels) svr.set_epsilon(epsilon) svr.train() kernel.init(feats_train, feats_test) out1=svr.apply().get_labels() out2=svr.apply(feats_test).get_labels() return out1,out2,kernel