LinearRidgeRegression.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 Soeren Sonnenburg
 */

#ifndef _LINEARRIDGEREGRESSION_H__
#define _LINEARRIDGEREGRESSION_H__

#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK

#include <shogun/regression/Regression.h>
#include <shogun/machine/LinearMachine.h>
#include <shogun/features/DenseFeatures.h>

namespace shogun
{
class CLinearRidgeRegression : public CLinearMachine
{
    public:
        MACHINE_PROBLEM_TYPE(PT_REGRESSION);

        CLinearRidgeRegression();

        CLinearRidgeRegression(float64_t tau, CDenseFeatures<float64_t>* data, CLabels* lab);
        virtual ~CLinearRidgeRegression() {}

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

        virtual bool load(FILE* srcfile);

        virtual bool save(FILE* dstfile);

        virtual EMachineType get_classifier_type()
        {
            return CT_LINEARRIDGEREGRESSION;
        }

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

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

    private:
        void init();

    protected:
        float64_t m_tau;
};
}
#endif // HAVE_LAPACK
#endif // _LINEARRIDGEREGRESSION_H__