!************************************************************************* !* * !* A-PWLSVR - Adaptive Piecewise Linear Support Vector Regression * !* * !* by Napsu Karmitsa 2019, Adil Bagirov and Kaisa Joki * !* (last modified 01.02.2022). * !* * !* The software is free for academic teaching and research * !* purposes but we ask you to refer the appropriate references * !* given below, if you use it. * !* * !************************************************************************* !* !* !* Codes included: !* !* !* spr.f03 - Mainprogram (this file). !* constants.f03 - Parameters and constants. !* initspr.f03 - Initialization of parameters for A-PWLSVR and DBDC. !* functions.f03 - Computation of DC components f_1 and f_2 and their subgradients for the PWLSVR problem. !* bundle1.f03 - Bundle of DC component f_1. !* bundle2.f03 - Bundle of DC component f_2. !* dbdc.f03 - DBDC method. !* plqdf1.f - Quadratic solver by L. Luksan. !* !* Makefile - makefile. !* !* !* Calling sequence: !* !* ./spr infile nrecord ntrain nft maxmin [noutcom maxlin eps] !* !* with the following arguments: !* !* infile - the data set; !* nrecord - number of records in the data set; !* ntrain - size of the training set, ntrain <= nrecord; !* nft - number of features in the data set; !* maxmin - maximum number of min functions under maximum in the model; !* noutcom - number of output column, optional, nft by default; !* maxlin - number of linear functions under each minimum in the model, optional, !* Default value = 3; !* eps - stopping tolerance, optional, 10^(-2) by default. !* !* If you want to tune other parameters, modify initspr.f03. !* As default the results are written in !* !* predictions.txt - Evaluation criteria (e.g. RMSE, MAE,...) with training and predictions; !* reg_results.txt - Regression results with hyperplanes. !* pwl_points.txt - Points of original data and pwl-model obtained !* for drawing purposis. Works only with nft = 2 and maxlin = 3 (otherwise empty). !* !* !* References: !* A. Bagirov, S. Taheri, N. Karmitsa, K. Joki, M.M. Mäkelä, !* "Adaptive piecewise linear support vector regression", submitted 2020. !* !* !* Acknowledgements: !* !* The work was financially supported by the Academy of Finland (Project No. 289500 and 319274). !* !*