SVMSGD.h

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00001 #ifndef _SVMSGD_H___
00002 #define _SVMSGD_H___
00003 
00004 /*
00005    SVM with stochastic gradient
00006    Copyright (C) 2007- Leon Bottou
00007 
00008    This program is free software; you can redistribute it and/or
00009    modify it under the terms of the GNU Lesser General Public
00010    License as published by the Free Software Foundation; either
00011    version 2.1 of the License, or (at your option) any later version.
00012 
00013    This program is distributed in the hope that it will be useful,
00014    but WITHOUT ANY WARRANTY; without even the implied warranty of
00015    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00016    GNU General Public License for more details.
00017 
00018    You should have received a copy of the GNU General Public License
00019    along with this program; if not, write to the Free Software
00020    Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111, USA
00021 
00022    Shogun adjustments (w) 2008 Soeren Sonnenburg
00023 */
00024 
00025 #include "lib/common.h"
00026 #include "classifier/LinearClassifier.h"
00027 #include "features/DotFeatures.h"
00028 #include "features/Labels.h"
00029 
00030 namespace shogun
00031 {
00033 class CSVMSGD : public CLinearClassifier
00034 {
00035     public:
00040         CSVMSGD(float64_t C);
00041 
00048         CSVMSGD(
00049             float64_t C, CDotFeatures* traindat,
00050             CLabels* trainlab);
00051 
00052         virtual ~CSVMSGD();
00053 
00058         virtual inline EClassifierType get_classifier_type() { return CT_SVMSGD; }
00059 
00068         virtual bool train(CFeatures* data=NULL);
00069 
00076         inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }
00077 
00082         inline float64_t get_C1() { return C1; }
00083 
00088         inline float64_t get_C2() { return C2; }
00089 
00094         inline void set_epochs(int32_t e) { epochs=e; }
00095 
00100         inline int32_t get_epochs() { return epochs; }
00101 
00106         inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00107 
00112         inline bool get_bias_enabled() { return use_bias; }
00113 
00118         inline void set_regularized_bias_enabled(bool enable_bias) { use_regularized_bias=enable_bias; }
00119 
00124         inline bool get_regularized_bias_enabled() { return use_regularized_bias; }
00125 
00127         inline virtual const char* get_name() const { return "SVMSGD"; }
00128 
00129     protected:
00131         void calibrate();
00132 
00133     private:
00134         float64_t t;
00135         float64_t C1;
00136         float64_t C2;
00137         float64_t wscale;
00138         float64_t bscale;
00139         int32_t epochs;
00140         int32_t skip;
00141         int32_t count;
00142 
00143         bool use_bias;
00144         bool use_regularized_bias;
00145 };
00146 }
00147 #endif
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