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STUDENT ID NUMBERS and Names 21579617 - Mark Rogers 20206553 - James Long 22270627 - Siqi Wu ==== FOLDER DESCRIPTIONS === 1) code - all code written for this project === 2) data - data files used by code === 3) outline - the outline we submitted as part of hw2 === 4) papers - a few papers we read for this project (just .pdfs) === 5) report - .tex and some .pdf for final report to be submitted - final report is in report/ms.pdf === 6) results - output of code moved / stored here ============ ============ MORE ON THE CODE FOLDER ============ ==== contains code for fitting path algorithm for interval SVM ==== see folder: code/svmIntervalPath Matlab code: the svmIntervalPath package svmInterval.m: matlab function to fit an interval SVM by calling cvx functions. svmIntervalPath.m: matlab function to compute the entire regularization path. svmIntervalInit.m: matlab function to compute the initialization configurations. svmIntervalFindNext0.m: matlab function to find the initial break point lambda. svmIntervalFindNext.m: matlab function to iteratively find the next events. vline.m: a convenient matlab function to plot verticle lines. === see folder ExamplePathPlots ExamplePathPlots contains three plots that are relevant in our simulated example in the report: alphaPath.pdf, beta0Path.pdf and betaPath.pdf ==== Files for implementing ordinary "brute force" version of interval SVM CODE FOR CROSS VALIDATION FRAMEWORK: svm.m: Takes as input a training set of interval data, training labels, a testing set of interval data, testing labels, and fixed hyperparameters lambda and rho and outputs the classification error and the model parameters beta and beta0. xval.m: Partitions data into disjoint blocks and performs cross-validation to compute an estimate of the expected loss of the SVM with designated hyperparameters and interval dataset. computeResults.m: Takes as input an interval dataset and produces a file for each designated (lambda,rho) hyperparameter pair. batch.m: Script that calls driver function computeResults.m with indicate dataset and hyperparameters. CODE FOR SUMMARIZING RESULTS: collectResults.m: Aggregates file outputs from computeResults.m to yield two matrices loss_values and L0_norm_b, which summarize loss values and L0 norm values as a function of the hyperparameters lambda and rho. Also produces plots of all results. collect.m: Script that calls driver function collectResults.m with indicated directory of files produced by computeResults.m analyze_features.m: Takes as input summary file and outputs a text file containing features paired with the absolute values of their weights. This is used to determine which features are important. features.m: Script that calls driver function analyze_features.m with indicated summary results filename HELPER FUNCTIONS: getParams.m: Takes as input vectors of hyperparameters Lambda, Rho, and C and produces cell array Params, where Params{i,j} = [Lambda(i) Rho(j)] quantile_ranking.m: Normalizes data via the quantile ranking method preprocess_data.m: Removes zeros that are either all zeros or contain NaN's and then applies quantile ranking mytiedrank.m: Helper function to quantile_ranking.m which simply ranks elements of a vector and assigns equal ranks in the event of ties
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