SHOGUN  3.2.1
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
StochasticGBMachine.h
Go to the documentation of this file.
1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Parijat Mazumdar
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions are met:
8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
10  * list of conditions and the following disclaimer.
11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
13  * and/or other materials provided with the distribution.
14  *
15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
16  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
18  * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
19  * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
20  * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
21  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
22  * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
23  * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
24  * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
25  *
26  * The views and conclusions contained in the software and documentation are those
27  * of the authors and should not be interpreted as representing official policies,
28  * either expressed or implied, of the Shogun Development Team.
29  */
30 
31 #ifndef _StochasticGBMachine_H__
32 #define _StochasticGBMachine_H__
33 
34 
35 #include <shogun/lib/config.h>
36 
37 #include <shogun/machine/Machine.h>
40 
41 namespace shogun
42 {
43 
53 {
54 public:
63  CStochasticGBMachine(CMachine* machine=NULL, CLossFunction* loss=NULL, int32_t num_iterations=100,
64  float64_t learning_rate=1.0, float64_t subset_fraction=0.6);
65 
67  virtual ~CStochasticGBMachine();
68 
73  virtual const char* get_name() const { return "StochasticGBMachine"; }
74 
79  void set_machine(CMachine* machine);
80 
85  CMachine* get_machine() const;
86 
91  virtual void set_loss_function(CLossFunction* f);
92 
97  virtual CLossFunction* get_loss_function() const;
98 
103  void set_num_iterations(int32_t iter);
104 
109  int32_t get_num_iterations() const;
110 
115  void set_subset_fraction(float64_t frac);
116 
122 
127  void set_learning_rate(float64_t lr);
128 
134 
140  virtual CRegressionLabels* apply_regression(CFeatures* data=NULL);
141 
142 protected:
148  virtual bool train_machine(CFeatures* data=NULL);
149 
157 
165 
172 
179 
181  void initialize_learners();
182 
188  float64_t get_gamma(void* instance);
189 
198  static float64_t lbfgs_evaluate(void *obj, const float64_t *parameters, float64_t *gradient, const int dim, const float64_t step);
199 
201  void init();
202 
203 protected:
206 
209 
211  int32_t m_num_iter;
212 
215 
218 
221 
224 };
225 }/* shogun */
226 
227 #endif /* _StochasticGBMachine_H__ */

SHOGUN Machine Learning Toolbox - Documentation