SVM.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) 1999-2009 Soeren Sonnenburg
 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _SVM_H___
#define _SVM_H___

#include <shogun/lib/config.h>

#include <shogun/lib/common.h>
#include <shogun/features/Features.h>
#include <shogun/kernel/Kernel.h>
#include <shogun/machine/KernelMachine.h>

namespace shogun
{

class CMKL;
class CMulticlassSVM;

class CSVM : public CKernelMachine
{
    public:

        MACHINE_PROBLEM_TYPE(PT_BINARY);

        CSVM(int32_t num_sv=0);

        CSVM(float64_t C, CKernel* k, CLabels* lab);

        virtual ~CSVM();

        void set_defaults(int32_t num_sv=0);


        virtual SGVector<float64_t> get_linear_term();


        virtual void set_linear_term(const SGVector<float64_t> linear_term);


        bool load(FILE* svm_file);

        bool save(FILE* svm_file);

        inline void set_nu(float64_t nue) { nu=nue; }


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


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

        inline void set_tube_epsilon(float64_t eps) { tube_epsilon=eps; }

        inline float64_t get_tube_epsilon() { return tube_epsilon; }

        inline void set_qpsize(int32_t qps) { qpsize=qps; }

        inline float64_t get_epsilon() { return epsilon; }

        inline float64_t get_nu() { return nu; }

        inline float64_t get_C1() { return C1; }

        inline float64_t get_C2() { return C2; }

        inline int32_t get_qpsize() { return qpsize; }

        inline void set_shrinking_enabled(bool enable)
        {
            use_shrinking=enable;
        }

        inline bool get_shrinking_enabled()
        {
            return use_shrinking;
        }

        float64_t compute_svm_dual_objective();

        float64_t compute_svm_primal_objective();

        inline void set_objective(float64_t v)
        {
            objective=v;
        }

        inline float64_t get_objective()
        {
            return objective;
        }

        void set_callback_function(CMKL* m, bool (*cb)
                (CMKL* mkl, const float64_t* sumw, const float64_t suma));

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

    protected:

        virtual float64_t* get_linear_term_array();

        SGVector<float64_t> m_linear_term;

        bool svm_loaded;
        float64_t epsilon;
        float64_t tube_epsilon;
        float64_t nu;
        float64_t C1;
        float64_t C2;
        float64_t objective;
        int32_t qpsize;
        bool use_shrinking;

        bool (*callback) (CMKL* mkl, const float64_t* sumw, const float64_t suma);
        CMKL* mkl;

    friend class CMulticlassSVM;
};
}
#endif