LDA.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
 * Written (W) 2014 Abhijeet Kislay
 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _LDA_H___
#define _LDA_H___

#include <shogun/lib/config.h>

#include <shogun/lib/common.h>
#include <shogun/features/Features.h>
#include <shogun/features/DenseFeatures.h>
#include <shogun/machine/LinearMachine.h>

namespace shogun
{

enum ELDAMethod
{
    AUTO_LDA = 10,
    SVD_LDA = 20,
    FLD_LDA = 30
};

template <class ST> class CDenseFeatures;
class CLDA : public CLinearMachine
{
    public:
        MACHINE_PROBLEM_TYPE(PT_BINARY);

        CLDA(
            float64_t gamma = 0, ELDAMethod method = AUTO_LDA,
            bool bdc_svd = true);

        CLDA(
            float64_t gamma, CDenseFeatures<float64_t>* traindat,
            CLabels* trainlab, ELDAMethod method = AUTO_LDA,
            bool bdc_svd = true);
        virtual ~CLDA();

        inline void set_gamma(float64_t gamma)
        {
            m_gamma=gamma;
        }

        inline float64_t get_gamma()
        {
            return m_gamma;
        }

        virtual EMachineType get_classifier_type()
        {
            return CT_LDA;
        }

        virtual void set_features(CDotFeatures* feat)
        {
            if (feat->get_feature_class() != C_DENSE ||
                feat->get_feature_type() != F_DREAL)
                SG_ERROR("LDA requires SIMPLE REAL valued features\n")

            CLinearMachine::set_features(feat);
        }

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

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

        template <typename ST>
        bool train_machine_templated();

        template <typename ST>
        bool solver_svd();

        template <typename ST>
        bool solver_classic();

    protected:

        void init();

        float64_t m_gamma;
        ELDAMethod m_method;
        bool m_bdc_svd;
};
}
#endif//ifndef