Author: Jinbo Bi firstname.lastname@example.org Contact: Jinbo Bi Department of Mathematical Sciences Rensselaer Polytechnic Institute 110 8th Street Troy, NY 12180 Goal: To compare three support vector regression algorithms, the first is our proposed RH-SVR method, see related references for details, the second is the nu-SVR method, which is proposed by Bernhard Scholkopf et.al., the third one is the classic SVR method, see Vapnik's Statistical Learning Theory. Source Codes: 1. cplexcpp.h -- header file for CPLEX interface 2. cplexcpp.C -- cplexcpp class 3. sv_crqp.C -- implement RH-SVR algorithm 4. sv_nuqp.C -- implement nu-SVR algorithm 5. sv_rqp.C -- implement classic SVR algorithm Other Files: 1. Makefile (for Unix Sun Solaris OS) 2. toydata (a sample toydata ready to run) 3. sv_crqp.par (a sample parameter file to feed in program SV_crqp) 4. sv_nuqp.par (a sample parameter file to feed in program SV_nuqp) 5. sv_rqp.par (a sample parameter file to feed in program SV_rqp) Implemented in C++ It can be compiled on SUN Solaris OS and IBM AIX OS if you have CPLEX software installed in the corresponding system. You need to chance the Makefile in order to include correct library location. Compile: 1. make all will generate all three programs, SV_crqp (RH-SVR method), SV_nuqp (nu-SVR method), and SV_rqp (classic SVR method) 2. make sv_crqp will only generate the SV_crqp executable program 3. make sv_nuqp will only generate the SV_nuqp executable program 4. make sv_rqp will generate the SV_rqp executable program 5. make cc will clean up those .o files 6. make clean will clean up all executable files and .o files Help: After you successfully compile the source codes, you can type in the program name such as SV_crqp without any arguments, and you can see a brief help. Run: Three files have exactly the same format for use. For example, using the following command SV_crqp toydata sv_crqp.par 20 0.3 means to perform 20 bootstraps with 30% of total examples in the data file "toydata" left out as test data in each bootstrap. The choices of the parameters such as C, epsilon and others are provided in sv_crqp.par.