MultitaskLeastSquaresRegression.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Copyright (C) 2012 Sergey Lisitsyn
 */

#ifndef  MULTITASKLSREGRESSION_H_
#define  MULTITASKLSREGRESSION_H_

#include <shogun/lib/config.h>
#include <shogun/transfer/multitask/TaskRelation.h>
#include <shogun/transfer/multitask/MultitaskLinearMachine.h>

namespace shogun
{
class CMultitaskLeastSquaresRegression : public CMultitaskLinearMachine
{

    public:
        MACHINE_PROBLEM_TYPE(PT_REGRESSION)

        
        CMultitaskLeastSquaresRegression();

        CMultitaskLeastSquaresRegression(
             float64_t z, CDotFeatures* training_data, 
             CRegressionLabels* training_labels, CTaskRelation* task_relation);

        virtual ~CMultitaskLeastSquaresRegression();

        virtual const char* get_name() const 
        {
            return "MultitaskLeastSquaresRegression";
        }
        
        int32_t get_max_iter() const;
        float64_t get_q() const;
        int32_t get_regularization() const;
        int32_t get_termination() const;
        float64_t get_tolerance() const;
        float64_t get_z() const;

        void set_max_iter(int32_t max_iter);
        void set_q(float64_t q);
        void set_regularization(int32_t regularization);
        void set_termination(int32_t termination);
        void set_tolerance(float64_t tolerance);
        void set_z(float64_t z);

        virtual float64_t apply_one(int32_t i);

    protected:

        virtual bool train_machine(CFeatures* data=NULL);

        virtual bool train_locked_implementation(SGVector<index_t>* tasks);

    private:

        void register_parameters();

        void initialize_parameters();

    protected:

        int32_t m_regularization;

        int32_t m_termination;

        int32_t m_max_iter;

        float64_t m_tolerance;

        float64_t m_q;

        float64_t m_z;

};
}
#endif