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cjlin1 / libsvm

LIBSVM -- A Library for Support Vector Machines
https://www.csie.ntu.edu.tw/~cjlin/libsvm/
BSD 3-Clause "New" or "Revised" License
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Confuse about “dual variables constraint" of OneClassSVM #157

Closed TsaiYunLin closed 4 years ago

TsaiYunLin commented 4 years ago

Hi, I read the paper "Estimating the Support of a High-Dimensional Distribution" about one-class-svm which provided on the webpage.

I noticed that the dual variables have a constraint that ∑_i α_i =1.

But when I tried to use and call clf._dualcoef (interface implemented by sklearn which directed to dual variables of libsvm), I found that the sum of the dual variables would not be 1.

Did I miss any detail about it?

Thanks

cjlin1 commented 4 years ago

libsvm scales the dual problem of one-class svm. See eq 8 of https://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf

On 2019-12-11 23:33, KevinTsai wrote:

Hi, I read the paper "Estimating the Support of a High-Dimensional Distribution" about one-class-svm which provided on the webpage.

I noticed that the dual variables have a constraint that ∑_i α_i =1.

But when I tried to use and call clf._dualcoef (INTERFACE IMPLEMENTED BY SKLEARN WHICH DIRECTED TO DUAL VARIABLES OF LIBSVM), I found that the sum of the dual variables would not be 1.

Did I miss any detail about it?

Thanks

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TsaiYunLin commented 4 years ago

Thank you so much.