SVMOcas.h

Go to the documentation of this file.

/*
 * 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.
 *
 * Written (W) 2007-2009 Vojtech Franc
 * Written (W) 2007-2009 Soeren Sonnenburg
 * Copyright (C) 2007-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _SVMOCAS_H___
#define _SVMOCAS_H___

#include <shogun/lib/common.h>
#include <shogun/machine/LinearMachine.h>
#include <shogun/lib/external/libocas.h>
#include <shogun/features/DotFeatures.h>
#include <shogun/labels/Labels.h>

namespace shogun
{
#ifndef DOXYGEN_SHOULD_SKIP_THIS
enum E_SVM_TYPE
{
    SVM_OCAS = 0,
    SVM_BMRM = 1
};
#endif

class CSVMOcas : public CLinearMachine
{
    public:

        MACHINE_PROBLEM_TYPE(PT_BINARY);

        CSVMOcas();

        CSVMOcas(E_SVM_TYPE type);

        CSVMOcas(
            float64_t C, CDotFeatures* traindat,
            CLabels* trainlab);
        virtual ~CSVMOcas();

        virtual EMachineType get_classifier_type() { return CT_SVMOCAS; }

        inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }

        inline float64_t get_C1() { return C1; }

        inline float64_t get_C2() { return C2; }

        inline void set_epsilon(float64_t eps) { epsilon=eps; }

        inline float64_t get_epsilon() { return epsilon; }

        inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }

        inline bool get_bias_enabled() { return use_bias; }

        inline void set_bufsize(int32_t sz) { bufsize=sz; }

        inline int32_t get_bufsize() { return bufsize; }

        virtual float64_t compute_primal_objective() const;

    protected:
        static void compute_W(
            float64_t *sq_norm_W, float64_t *dp_WoldW, float64_t *alpha,
            uint32_t nSel, void* ptr);

        static float64_t update_W(float64_t t, void* ptr );

        static int add_new_cut(
            float64_t *new_col_H, uint32_t *new_cut, uint32_t cut_length,
            uint32_t nSel, void* ptr );

        static int compute_output( float64_t *output, void* ptr );

        static int sort( float64_t* vals, float64_t* data, uint32_t size);

        static inline void print(ocas_return_value_T value)
        {
              return;
        }

    protected:
        virtual bool train_machine(CFeatures* data=NULL);

        inline const char* get_name() const { return "SVMOcas"; }
    private:
        void init();

    protected:
        bool use_bias;
        int32_t bufsize;
        float64_t C1;
        float64_t C2;
        float64_t epsilon;
        E_SVM_TYPE method;

        float64_t* old_w;
        float64_t old_bias;
        float64_t* tmp_a_buf;
        SGVector<float64_t> lab;

        float64_t** cp_value;
        uint32_t** cp_index;
        uint32_t* cp_nz_dims;
        float64_t* cp_bias;
        
        float64_t primal_objective;
};
}
#endif