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: 00037 CSVMSGD(); 00038 00043 CSVMSGD(float64_t C); 00044 00051 CSVMSGD( 00052 float64_t C, CDotFeatures* traindat, 00053 CLabels* trainlab); 00054 00055 virtual ~CSVMSGD(); 00056 00061 virtual inline EClassifierType get_classifier_type() { return CT_SVMSGD; } 00062 00071 virtual bool train(CFeatures* data=NULL); 00072 00079 inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; } 00080 00085 inline float64_t get_C1() { return C1; } 00086 00091 inline float64_t get_C2() { return C2; } 00092 00097 inline void set_epochs(int32_t e) { epochs=e; } 00098 00103 inline int32_t get_epochs() { return epochs; } 00104 00109 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; } 00110 00115 inline bool get_bias_enabled() { return use_bias; } 00116 00121 inline void set_regularized_bias_enabled(bool enable_bias) { use_regularized_bias=enable_bias; } 00122 00127 inline bool get_regularized_bias_enabled() { return use_regularized_bias; } 00128 00130 inline virtual const char* get_name() const { return "SVMSGD"; } 00131 00132 protected: 00134 void calibrate(); 00135 00136 private: 00137 void init(); 00138 00139 private: 00140 float64_t t; 00141 float64_t C1; 00142 float64_t C2; 00143 float64_t wscale; 00144 float64_t bscale; 00145 int32_t epochs; 00146 int32_t skip; 00147 int32_t count; 00148 00149 bool use_bias; 00150 bool use_regularized_bias; 00151 }; 00152 } 00153 #endif