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00012 #ifndef _SUBGRADIENTSVM_H___
00013 #define _SUBGRADIENTSVM_H___
00014
00015 #include "lib/common.h"
00016 #include "classifier/LinearClassifier.h"
00017 #include "features/DotFeatures.h"
00018 #include "features/Labels.h"
00019
00020 namespace shogun
00021 {
00023 class CSubGradientSVM : public CLinearClassifier
00024 {
00025 public:
00027 CSubGradientSVM();
00028
00035 CSubGradientSVM(
00036 float64_t C, CDotFeatures* traindat,
00037 CLabels* trainlab);
00038 virtual ~CSubGradientSVM();
00039
00044 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTSVM; }
00045
00054 virtual bool train(CFeatures* data=NULL);
00055
00061 inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }
00062
00063
00068 inline float64_t get_C1() { return C1; }
00069
00074 inline float64_t get_C2() { return C2; }
00075
00080 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00081
00086 inline bool get_bias_enabled() { return use_bias; }
00087
00092 inline void set_epsilon(float64_t eps) { epsilon=eps; }
00093
00098 inline float64_t get_epsilon() { return epsilon; }
00099
00104 inline void set_qpsize(int32_t q) { qpsize=q; }
00105
00110 inline int32_t get_qpsize() { return qpsize; }
00111
00116 inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00117
00122 inline int32_t get_qpsize_max() { return qpsize_max; }
00123
00124 protected:
00127 int32_t find_active(
00128 int32_t num_feat, int32_t num_vec, int32_t& num_active,
00129 int32_t& num_bound);
00130
00133 void update_active(int32_t num_feat, int32_t num_vec);
00134
00136 float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00137
00140 float64_t compute_min_subgradient(
00141 int32_t num_feat, int32_t num_vec, int32_t num_active,
00142 int32_t num_bound);
00143
00145 float64_t line_search(int32_t num_feat, int32_t num_vec);
00146
00148 void compute_projection(int32_t num_feat, int32_t num_vec);
00149
00151 void update_projection(float64_t alpha, int32_t num_vec);
00152
00154 void init(int32_t num_vec, int32_t num_feat);
00155
00157 void cleanup();
00158
00160 inline virtual const char* get_name() const { return "SubGradientSVM"; }
00161
00162 protected:
00164 float64_t C1;
00166 float64_t C2;
00168 float64_t epsilon;
00170 float64_t work_epsilon;
00172 float64_t autoselected_epsilon;
00174 int32_t qpsize;
00176 int32_t qpsize_max;
00178 int32_t qpsize_limit;
00180 bool use_bias;
00181
00183 int32_t last_it_noimprovement;
00185 int32_t num_it_noimprovement;
00186
00187
00189 uint8_t* active;
00191 uint8_t* old_active;
00193 int32_t* idx_active;
00195 int32_t* idx_bound;
00197 int32_t delta_active;
00199 int32_t delta_bound;
00201 float64_t* proj;
00203 float64_t* tmp_proj;
00205 int32_t* tmp_proj_idx;
00206
00207
00209 float64_t* sum_CXy_active;
00211 float64_t* v;
00213 float64_t* old_v;
00215 float64_t sum_Cy_active;
00216
00217
00219 float64_t* grad_w;
00221 float64_t grad_b;
00223 float64_t* grad_proj;
00225 float64_t* hinge_point;
00227 int32_t* hinge_idx;
00228
00229
00231 float64_t* beta;
00233 float64_t* old_beta;
00235 float64_t* Zv;
00237 float64_t* old_Zv;
00239 float64_t* Z;
00241 float64_t* old_Z;
00242
00244 float64_t tim;
00245 };
00246 }
00247 #endif