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SGDQN.h
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1 #ifndef _SGDQN_H___
2 #define _SGDQN_H___
3 
4 /*
5  SVM with Quasi-Newton stochastic gradient
6  Copyright (C) 2009- Antoine Bordes
7 
8  This program is free software; you can redistribute it and/or
9  modify it under the terms of the GNU Lesser General Public
10  License as published by the Free Software Foundation; either
11  version 2.1 of the License, or (at your option) any later version.
12 
13  This program is distributed in the hope that it will be useful,
14  but WITHOUT ANY WARRANTY; without even the implied warranty of
15  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
16  GNU General Public License for more details.
17 
18  You should have received a copy of the GNU General Public License
19  along with this program; if not, write to the Free Software
20  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111, USA
21 
22  Shogun adjustments (w) 2011 Siddharth Kherada
23 */
24 
25 #include <shogun/lib/common.h>
28 #include <shogun/features/Labels.h>
30 
31 namespace shogun
32 {
34 class CSGDQN : public CLinearMachine
35 {
36  public:
38  CSGDQN();
39 
44  CSGDQN(float64_t C);
45 
52  CSGDQN(
53  float64_t C, CDotFeatures* traindat,
54  CLabels* trainlab);
55 
56  virtual ~CSGDQN();
57 
62  virtual inline EClassifierType get_classifier_type() { return CT_SGDQN; }
63 
72  virtual bool train(CFeatures* data=NULL);
73 
80  inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }
81 
86  inline float64_t get_C1() { return C1; }
87 
92  inline float64_t get_C2() { return C2; }
93 
98  inline void set_epochs(int32_t e) { epochs=e; }
99 
104  inline int32_t get_epochs() { return epochs; }
105 
107  void compute_ratio(float64_t* W,float64_t* W_1,float64_t* B,float64_t* dst,int32_t dim,float64_t regularizer_lambda,float64_t loss);
108 
110  void combine_and_clip(float64_t* Bc,float64_t* B,int32_t dim,float64_t c1,float64_t c2,float64_t v1,float64_t v2);
111 
116  void set_loss_function(CLossFunction* loss_func);
117 
122  inline CLossFunction* get_loss_function() { SG_REF(loss); return loss; }
123 
125  inline virtual const char* get_name() const { return "SGDQN"; }
126 
127  protected:
129  void calibrate();
130 
131  private:
132  void init();
133 
134  private:
135  float64_t t;
136  float64_t C1;
137  float64_t C2;
138  int32_t epochs;
139  int32_t skip;
140  int32_t count;
141 
142  CLossFunction* loss;
143 };
144 }
145 #endif

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