Go to the documentation of this file.00001 #ifndef _CTron_H
00002 #define _CTron_H
00003
00004 #include <shogun/lib/config.h>
00005
00006 #include <shogun/base/SGObject.h>
00007
00008 #ifndef DOXYGEN_SHOULD_SKIP_THIS
00009 namespace shogun
00010 {
00012 class function
00013 {
00014 public:
00022 virtual float64_t fun(float64_t *w) = 0 ;
00023
00031 virtual void grad(float64_t *w, float64_t *g) = 0 ;
00032
00040 virtual void Hv(float64_t *s, float64_t *Hs) = 0 ;
00041
00048 virtual int32_t get_nr_variable() = 0 ;
00049
00050 virtual ~function(){}
00051 };
00052 #endif // DOXYGEN_SHOULD_SKIP_THIS
00053
00055 class CTron : public CSGObject
00056 {
00057 public:
00058 CTron() { }
00065 CTron(
00066 const function *fun_obj, float64_t eps = 0.1, int32_t max_iter = 1000);
00067 virtual ~CTron();
00068
00074 void tron(float64_t *w, float64_t max_train_time);
00075
00077 virtual const char* get_name() const { return "Tron"; }
00078
00079 private:
00080 int32_t trcg(float64_t delta, double* g, double* s, double* r);
00081 float64_t norm_inf(int32_t n, float64_t *x);
00082
00083 float64_t eps;
00084 int32_t max_iter;
00085 function *fun_obj;
00086 };
00087 }
00088 #endif