KernelRidgeRegression.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.
 *
 * Written (W) 2006 Mikio L. Braun
 * Written (W) 1999-2009 Soeren Sonnenburg
 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _KERNELRIDGEREGRESSION_H__
#define _KERNELRIDGEREGRESSION_H__

#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK

#include <shogun/regression/Regression.h>
#include <shogun/kernel/Kernel.h>
#include <shogun/machine/KernelMachine.h>

namespace shogun
{

enum ETrainingType
{
    PINV=1,
    GS=2
};

class CKernelRidgeRegression : public CKernelMachine
{
    public:
        MACHINE_PROBLEM_TYPE(PT_REGRESSION);

        CKernelRidgeRegression();

        CKernelRidgeRegression(float64_t tau, CKernel* k, CLabels* lab, ETrainingType m=PINV);

        virtual ~CKernelRidgeRegression() {}

        inline void set_tau(float64_t tau) { m_tau = tau; };

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

        virtual bool load(FILE* srcfile);

        virtual bool save(FILE* dstfile);

        virtual EMachineType get_classifier_type()
        {
            return CT_KERNELRIDGEREGRESSION;
        }

        virtual const char* get_name() const { return "KernelRidgeRegression"; }

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

    private:
        void init();

        bool train_machine_gs();

        bool train_machine_pinv();

    private:
        float64_t m_tau;

        float64_t m_epsilon;

        ETrainingType m_train_func;
};
}

#endif // HAVE_LAPACK
#endif // _KERNELRIDGEREGRESSION_H__