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SVR.m
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SVR.m
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classdef SVR < Algorithm
%SVR implements Support Vector Regression to perform ordinal
%classification by predicting class labels as a regression problem.
%It uses libSVM-weight SVM implementation.
%
% SVR methods:
% fitpredict - runs the corresponding algorithm,
% fitting the model and testing it in a dataset.
% fit - Fits a model from training data
% predict - Performs label prediction
%
% References:
% [1] P.A. Gutiérrez, M. Pérez-Ortiz, J. Sánchez-Monedero,
% F. Fernández-Navarro and C. Hervás-Martínez
% Ordinal regression methods: survey and experimental study
% IEEE Transactions on Knowledge and Data Engineering, Vol. 28. Issue 1
% 2016
% http://dx.doi.org/10.1109/TKDE.2015.2457911
% [2] C.-W. Hsu and C.-J. Lin
% A comparison of methods for multi-class support vector machines
% IEEE Transaction on Neural Networks,vol. 13, no. 2, pp. 415–425, 2002.
% https://doi.org/10.1109/72.991427
% [3] LibSVM website: https://www.csie.ntu.edu.tw/~cjlin/libsvm
%
% This file is part of ORCA: https://github.com/ayrna/orca
% Original authors: Pedro Antonio Gutiérrez, María Pérez Ortiz, Javier Sánchez Monedero
% Citation: If you use this code, please cite the associated paper http://www.uco.es/grupos/ayrna/orreview
% Copyright:
% This software is released under the The GNU General Public License v3.0 licence
% available at http://www.gnu.org/licenses/gpl-3.0.html
properties
description = 'Support Vector Regression';
parameters = struct('C', 0.1, 'k', 0.1, 'e', 0.1);
end
properties (Access = private)
algorithmMexPath = fullfile(fileparts(which('Algorithm.m')),'libsvm-weights-3.12','matlab');
end
methods
function obj = SVR(varargin)
%SVR constructs an object of the class SVR and sets its default
% characteristics
% OBJ = SVR() builds SVR with RBF as kernel function
end
function [projectedTrain,predictedTrain] = privfit(obj,train,parameters)
%PRIVFIT trains the model for the SVR method with TRAIN data and
%vector of parameters PARAMETERS.
if isempty(strfind(path,obj.algorithmMexPath))
addpath(obj.algorithmMexPath);
end
nOfClasses = numel(unique(train.targets));
% Scale the targets
auxTrain = train;
auxTrain.targets = (auxTrain.targets-1)/(nOfClasses-1);
svrParameters = ...
['-s 3 -t 2 -c ' num2str(parameters.C) ' -p ' num2str(parameters.e) ' -g ' num2str(parameters.k) ' -q'];
weights = ones(size(auxTrain.targets));
model.libsvmModel = svmtrain(weights, auxTrain.targets, auxTrain.patterns, svrParameters);
model.scaledLabelSet = unique(auxTrain.targets);
model.parameters = parameters;
obj.model = model;
[projectedTrain, predictedTrain] = obj.predict(auxTrain.patterns);
if ~isempty(strfind(path,obj.algorithmMexPath))
rmpath(obj.algorithmMexPath);
end
end
function [projected, predicted]= privpredict(obj, test)
%PREDICT predict labels of TEST patterns labels using MODEL.
if isempty(strfind(path,obj.algorithmMexPath))
addpath(obj.algorithmMexPath);
end
[projected err] = svmpredict(ones(size(test,1),1), test, obj.model.libsvmModel);
classMembership = repmat(projected, 1,numel(obj.model.scaledLabelSet));
classMembership = abs(classMembership - ones(size(classMembership,1),1)*obj.model.scaledLabelSet');
[m,predicted]=min(classMembership,[],2);
if ~isempty(strfind(path,obj.algorithmMexPath))
rmpath(obj.algorithmMexPath);
end
end
end
end