SHOGUN
v2.0.0
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00001 /* 00002 * This program is free software; you can redistribute it and/or modify 00003 * it under the terms of the GNU General Public License as published by 00004 * the Free Software Foundation; either version 3 of the License, or 00005 * (at your option) any later version. 00006 * 00007 * Written (W) 2012 Harshit Syal 00008 * Copyright (C) 2012 Harshit Syal 00009 */ 00010 00011 #ifndef _NEWTONSVM_H___ 00012 #define _NEWTONSVM_H___ 00013 00014 #include <shogun/lib/common.h> 00015 #include <shogun/machine/LinearMachine.h> 00016 #include <shogun/features/DotFeatures.h> 00017 #include <shogun/labels/Labels.h> 00018 00019 namespace shogun 00020 { 00021 #ifdef HAVE_LAPACK 00022 00027 class CNewtonSVM : public CLinearMachine 00028 { 00029 public: 00030 MACHINE_PROBLEM_TYPE(PT_BINARY); 00031 00033 CNewtonSVM(); 00034 00041 CNewtonSVM(float64_t C, CDotFeatures* traindat, CLabels* trainlab, int32_t itr=20); 00042 00043 virtual ~CNewtonSVM(); 00044 00049 virtual inline EMachineType get_classifier_type() { return CT_NEWTONSVM; } 00050 00055 inline void set_C(float64_t c) { C=c; } 00056 00060 inline float64_t get_epsilon() { return epsilon; } 00061 00066 inline void set_epsilon(float64_t e) { epsilon=e; } 00067 00071 inline float64_t get_C() { return C; } 00072 00073 00077 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; } 00078 00082 inline bool get_bias_enabled() { return use_bias; } 00083 00087 inline int32_t get_num_iter() {return num_iter;} 00088 00092 inline void set_num_iter(int32_t iter) { num_iter=iter; } 00093 00095 inline virtual const char* get_name() const { return "NewtonSVM"; } 00096 00097 protected: 00106 virtual bool train_machine(CFeatures* data=NULL); 00107 00108 private: 00109 void obj_fun_linear(float64_t* weights, float64_t* out, float64_t* obj, 00110 int32_t* sv, int32_t* numsv, float64_t* grad); 00111 00112 void line_search_linear(float64_t* weights, float64_t* d, 00113 float64_t* out, float64_t* tx); 00114 00115 protected: 00117 float64_t lambda, C, epsilon; 00118 float64_t prec; 00119 int32_t x_n, x_d, num_iter; 00120 00122 bool use_bias; 00123 }; 00124 #endif //HAVE_LAPACK 00125 } 00126 #endif //_NEWTONSVM_H___