dmeoli / optiml / 34233973549

69%

Build Type

push

github

Committed by dmeoli

Commit Message

Rewrite the SMO on one dual index space, with shrinking and the exact path

One iteration trains the classifier and the regressor, which provide the dual
index space and nothing else; the working set is the maximal violating pair
with the second order selection of Fan, Chen and Lin on a cached Hessian
diagonal, and the active set is shrunk as a permuted prefix and restored
unconditionally every so often. unlearn() walks the exact solution path of
Cauwenberghs and Poggio, following the inverse of the free system with
rank-one updates, and set_C() follows the gradient in O(N).

Coverage Stats

99 of 369 new or added lines in 1 file covered. (26.83%)

241 existing lines in 12 files now uncovered.

2151 of 3108 relevant lines covered (69.21%)

0.69 hits per line