00001 /* 00002 * This program is free software; you can redistribute it and/or modify 00003 * it under the terms of the GNU General Public License as published by 00004 * the Free Software Foundation; either version 3 of the License, or 00005 * (at your option) any later version. 00006 * 00007 * Written (W) 2006 Mikio L. Braun 00008 * Written (W) 1999-2009 Soeren Sonnenburg 00009 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society 00010 */ 00011 00012 #ifndef _KERNELRIDGEREGRESSION_H__ 00013 #define _KERNELRIDGEREGRESSION_H__ 00014 00015 #include <shogun/lib/config.h> 00016 #include <shogun/regression/Regression.h> 00017 00018 #ifdef HAVE_LAPACK 00019 00020 #include <shogun/machine/KernelMachine.h> 00021 00022 namespace shogun 00023 { 00024 00026 enum ETrainingType 00027 { 00029 PINV=1, 00031 GS=2 00032 }; 00033 00064 class CKernelRidgeRegression : public CKernelMachine 00065 { 00066 public: 00068 MACHINE_PROBLEM_TYPE(PT_REGRESSION); 00069 00071 CKernelRidgeRegression(); 00072 00080 CKernelRidgeRegression(float64_t tau, CKernel* k, CLabels* lab, ETrainingType m=PINV); 00081 00083 virtual ~CKernelRidgeRegression() {} 00084 00089 inline void set_tau(float64_t tau) { m_tau = tau; }; 00090 00095 inline void set_epsilon(float64_t epsilon) { m_epsilon = epsilon; } 00096 00102 virtual bool load(FILE* srcfile); 00103 00109 virtual bool save(FILE* dstfile); 00110 00115 virtual EMachineType get_classifier_type() 00116 { 00117 return CT_KERNELRIDGEREGRESSION; 00118 } 00119 00121 virtual const char* get_name() const { return "KernelRidgeRegression"; } 00122 00123 protected: 00132 virtual bool train_machine(CFeatures* data=NULL); 00133 00134 private: 00135 void init(); 00136 00141 bool train_machine_gs(); 00142 00147 bool train_machine_pinv(); 00148 00149 private: 00151 float64_t m_tau; 00152 00154 float64_t m_epsilon; 00155 00157 ETrainingType m_train_func; 00158 }; 00159 } 00160 00161 #endif // HAVE_LAPACK 00162 #endif // _KERNELRIDGEREGRESSION_H__