fix: svr, post-review changes

Author: Volodymyr Orlov

src/svm/svr.rs

@@ -41,6 +41,14 @@
 //!
 //! let y_hat = svr.predict(&x).unwrap();
 //! ```
+//!
+//! ## References:
+//!
+//! * ["Support Vector Machines" Kowalczyk A., 2017](https://www.svm-tutorial.com/2017/10/support-vector-machines-succinctly-released/)
+//! * ["A Fast Algorithm for Training Support Vector Machines", Platt J.C., 1998](https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/tr-98-14.pdf)
+//! * ["Working Set Selection Using Second Order Information for Training Support Vector Machines", Rong-En Fan et al., 2005](https://www.jmlr.org/papers/volume6/fan05a/fan05a.pdf)
+//! * ["A tutorial on support vector regression", SMOLA A.J., Scholkopf B., 2003](https://alex.smola.org/papers/2004/SmoSch04.pdf)
+
 use std::cell::{Ref, RefCell};
 use std::fmt::Debug;
 
@@ -87,6 +95,7 @@ struct SupportVector<T: RealNumber, V: BaseVector<T>> {
     k: T,
 }
 
+/// Sequential Minimal Optimization algorithm
 struct Optimizer<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> {
     tol: T,
     c: T,
@@ -135,7 +144,7 @@ impl<T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> SVR<T, M, K> {
             )));
         }
 
-        let optimizer = Optimizer::optimize(x, y, &kernel, &parameters);
+        let optimizer = Optimizer::new(x, y, &kernel, &parameters);
 
         let (support_vectors, weight, b) = optimizer.smo();
 
@@ -209,7 +218,7 @@ impl<T: RealNumber, V: BaseVector<T>> SupportVector<T, V> {
 }
 
 impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a, T, M, K> {
-    fn optimize(
+    fn new(
         x: &M,
         y: &M::RowVector,
         kernel: &'a K,
@@ -244,7 +253,7 @@ impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a,
         }
     }
 
-    fn minmax(&mut self) {
+    fn find_min_max_gradient(&mut self) {
         self.gmin = T::max_value();
         self.gmax = T::min_value();
 
@@ -278,10 +287,14 @@ impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a,
         }
     }
 
+    /// Solvs the quadratic programming (QP) problem that arises during the training of support-vector machines (SVM) algorithm.
+    /// Returns:
+    /// * support vectors
+    /// * hyperplane parameters: w and b
     fn smo(mut self) -> (Vec<M::RowVector>, Vec<T>, T) {
         let cache: Cache<T> = Cache::new(self.sv.len());
 
-        self.minmax();
+        self.find_min_max_gradient();
 
         while self.gmax - self.gmin > self.tol {
             let v1 = self.svmax;
@@ -417,22 +430,22 @@ impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a,
                 v.grad[1] += si * k1[v.index] * delta_alpha_i + sj * k2[v.index] * delta_alpha_j;
             }
 
-            self.minmax();
+            self.find_min_max_gradient();
         }
 
         let b = -(self.gmax + self.gmin) / T::two();
 
-        let mut result: Vec<M::RowVector> = Vec::new();
-        let mut alpha: Vec<T> = Vec::new();
+        let mut support_vectors: Vec<M::RowVector> = Vec::new();
+        let mut w: Vec<T> = Vec::new();
 
         for v in self.sv {
             if v.alpha[0] != v.alpha[1] {
-                result.push(v.x);
-                alpha.push(v.alpha[1] - v.alpha[0]);
+                support_vectors.push(v.x);
+                w.push(v.alpha[1] - v.alpha[0]);
             }
         }
 
-        (result, alpha, b)
+        (support_vectors, w, b)
     }
 }
 
@@ -497,8 +510,6 @@ mod tests {
         .and_then(|lr| lr.predict(&x))
         .unwrap();
 
-        println!("{:?}", y_hat);
-
         assert!(mean_squared_error(&y_hat, &y) < 2.5);
     }