Changeset 3879 for trunk/sources/HeuristicLab.ExtLibs/HeuristicLab.LibSVM/1.6.3/LibSVM-1.6.3

Timestamp:

05/31/10 16:07:20 (14 years ago)

Author:

gkronber

Message:

Changed cross-validation in SVM.NET to return the MSE instead of the correlation coefficient. #1009

File:

• trunk/sources/HeuristicLab.ExtLibs/HeuristicLab.LibSVM/1.6.3/LibSVM-1.6.3/Training.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.ExtLibs/HeuristicLab.LibSVM/1.6.3/LibSVM-1.6.3/Training.cs

@@ -50 +50 @@
             int total_correct = 0;
             double total_error = 0;
-            double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0;
+            //double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0;
             if (parameters.SvmType == SvmType.EPSILON_SVR || parameters.SvmType == SvmType.NU_SVR)
             {
@@ -58 +58 @@
                     double v = target[i];
                     total_error += (v - y) * (v - y);
-                    sumv += v;
-                    sumy += y;
-                    sumvv += v * v;
-                    sumyy += y * y;
-                    sumvy += v * y;
+                    //sumv += v;
+                    //sumy += y;
+                    //sumvv += v * v;
+                    //sumyy += y * y;
+                    //sumvy += v * y;
                 }
-                return(problem.Count * sumvy - sumv * sumy) / (Math.Sqrt(problem.Count * sumvv - sumv * sumv) * Math.Sqrt(problem.Count * sumyy - sumy * sumy));
+                return total_error / problem.Count; // return MSE
+              // (problem.Count * sumvy - sumv * sumy) / (Math.Sqrt(problem.Count * sumvv - sumv * sumv) * Math.Sqrt(problem.Count * sumyy - sumy * sumy));
             }
             else