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 <shogun/lib/common.h> 00026 #include <shogun/machine/LinearMachine.h> 00027 #include <shogun/features/DotFeatures.h> 00028 #include <shogun/features/Labels.h> 00029 #include <shogun/loss/LossFunction.h> 00030 00031 namespace shogun 00032 { 00034 class CSVMSGD : public CLinearMachine 00035 { 00036 public: 00038 CSVMSGD(); 00039 00044 CSVMSGD(float64_t C); 00045 00052 CSVMSGD( 00053 float64_t C, CDotFeatures* traindat, 00054 CLabels* trainlab); 00055 00056 virtual ~CSVMSGD(); 00057 00062 virtual inline EClassifierType get_classifier_type() { return CT_SVMSGD; } 00063 00070 inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; } 00071 00076 inline float64_t get_C1() { return C1; } 00077 00082 inline float64_t get_C2() { return C2; } 00083 00088 inline void set_epochs(int32_t e) { epochs=e; } 00089 00094 inline int32_t get_epochs() { return epochs; } 00095 00100 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; } 00101 00106 inline bool get_bias_enabled() { return use_bias; } 00107 00112 inline void set_regularized_bias_enabled(bool enable_bias) { use_regularized_bias=enable_bias; } 00113 00118 inline bool get_regularized_bias_enabled() { return use_regularized_bias; } 00119 00124 void set_loss_function(CLossFunction* loss_func); 00125 00130 inline CLossFunction* get_loss_function() { SG_REF(loss); return loss; } 00131 00133 inline virtual const char* get_name() const { return "SVMSGD"; } 00134 00135 protected: 00137 void calibrate(); 00138 00147 virtual bool train_machine(CFeatures* data=NULL); 00148 00149 private: 00150 void init(); 00151 00152 private: 00153 float64_t t; 00154 float64_t C1; 00155 float64_t C2; 00156 float64_t wscale; 00157 float64_t bscale; 00158 int32_t epochs; 00159 int32_t skip; 00160 int32_t count; 00161 00162 bool use_bias; 00163 bool use_regularized_bias; 00164 00165 CLossFunction* loss; 00166 }; 00167 } 00168 #endif