SquareHinge {SSOSVM}

Square Hinge

Description

Fit SVM with Square Hinge loss function.

Usage

SquareHinge(YMAT, DIM = 2L, EPSILON = 1e-05, returnAll = FALSE,
  rho = 1)

Arguments

YMAT

Data. First column is -1 or 1 indicating the class of each observation. The remaining columns are the coordinates of the data points.

DIM

Dimension of data. Default value is 2.

EPSILON

Small perturbation value needed in calculation. Default value is 0.00001.

returnAll

Return all of theta values? Boolean with default value FALSE.

rho

Sensitivity factor to adjust the level of change in the SVM fit when a new observation is added. Default value 1.0

Value

A list containing:

THETA

SVM fit parameters.

NN

Number of observation points in YMAT.

DIM

Dimension of data.

THETA_list

THETA at each iteration (new point observed) as YMAT is fed into the algorithm one data point at a time.

PSI

Intermediate value PSI at each iteration (new point observed).

Examples

YMAT <- generateSim(10^3,DIM=3)
sq1<-SquareHinge(YMAT$YMAT, DIM=3, returnAll=TRUE)