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 
00031 class CSVMSGD : public CLinearClassifier
00032 {
00033     public:
00038         CSVMSGD(float64_t C);
00039 
00046         CSVMSGD(
00047             float64_t C, CDotFeatures* traindat,
00048             CLabels* trainlab);
00049 
00050         virtual ~CSVMSGD();
00051 
00056         virtual inline EClassifierType get_classifier_type() { return CT_SVMSGD; }
00057 
00062         virtual bool train();
00063 
00069         inline void set_C(float64_t c1, float64_t c2) { C1=c1; C2=c2; }
00070 
00075         inline float64_t get_C1() { return C1; }
00076 
00081         inline float64_t get_C2() { return C2; }
00082 
00087         inline void set_epochs(int32_t e) { epochs=e; }
00088 
00093         inline int32_t get_epochs() { return epochs; }
00094 
00099         inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00100 
00105         inline bool get_bias_enabled() { return use_bias; }
00106 
00111         inline void set_regularized_bias_enabled(bool enable_bias) { use_regularized_bias=enable_bias; }
00112 
00117         inline bool get_regularized_bias_enabled() { return use_regularized_bias; }
00118 
00120         inline virtual const char* get_name() const { return "SVMSGD"; }
00121 
00122     protected:
00124         void calibrate();
00125 
00126     private:
00127         float64_t t;
00128         float64_t C1;
00129         float64_t C2;
00130         float64_t wscale;
00131         float64_t bscale;
00132         int32_t epochs;
00133         int32_t skip;
00134         int32_t count;
00135 
00136         bool use_bias;
00137         bool use_regularized_bias;
00138 };
00139 #endif

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