Go to the documentation of this file.00001 #ifndef _CTron_H
00002 #define _CTron_H
00003
00004 #include "lib/config.h"
00005
00006 #ifdef HAVE_LAPACK
00007 #include "base/SGObject.h"
00008
00009 #ifndef DOXYGEN_SHOULD_SKIP_THIS
00010 namespace shogun
00011 {
00013 class function
00014 {
00015 public:
00023 virtual float64_t fun(float64_t *w) = 0 ;
00024
00032 virtual void grad(float64_t *w, float64_t *g) = 0 ;
00033
00041 virtual void Hv(float64_t *s, float64_t *Hs) = 0 ;
00042
00049 virtual int32_t get_nr_variable(void) = 0 ;
00050
00051 virtual ~function(void){}
00052 };
00053 #endif // DOXYGEN_SHOULD_SKIP_THIS
00054
00056 #define IGNORE_IN_CLASSLIST
00057 IGNORE_IN_CLASSLIST class CTron : public CSGObject
00058 {
00059 public:
00066 CTron(
00067 const function *fun_obj, float64_t eps = 0.1, int32_t max_iter = 1000);
00068 virtual ~CTron();
00069
00075 void tron(float64_t *w, float64_t max_train_time);
00076
00078 inline virtual const char* get_name() const { return "LibLinear"; }
00079
00080 private:
00081 int32_t trcg(float64_t delta, double* g, double* s, double* r);
00082 float64_t norm_inf(int32_t n, float64_t *x);
00083
00084 float64_t eps;
00085 int32_t max_iter;
00086 function *fun_obj;
00087 };
00088 }
00089 #endif //HAVE_LAPACK
00090 #endif