linear_svm.hpp

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#ifndef MLPACK_METHODS_LINEAR_SVM_LINEAR_SVM_HPP
#define MLPACK_METHODS_LINEAR_SVM_LINEAR_SVM_HPP

#include <mlpack/prereqs.hpp>
#include <ensmallen.hpp>

#include "linear_svm_function.hpp"

namespace mlpack {
namespace svm {

template <typename MatType = arma::mat>
class LinearSVM
{
 public:
  template <typename OptimizerType = ens::L_BFGS>
  LinearSVM(const MatType& data,
            const arma::Row<size_t>& labels,
            const size_t numClasses = 2,
            const double lambda = 0.0001,
            const double delta = 1.0,
            const bool fitIntercept = false,
            OptimizerType optimizer = OptimizerType());

  LinearSVM(const size_t inputSize,
            const size_t numClasses = 0,
            const double lambda = 0.0001,
            const double delta = 1.0,
            const bool fitIntercept = false);

  void Classify(const MatType& data,
                arma::Row<size_t>& labels) const;

  void Classify(const MatType& data,
                arma::Row<size_t>& labels,
                arma::mat& scores) const;

  void Classify(const MatType& data,
                arma::mat& scores) const;

  template<typename VecType>
  size_t Classify(const VecType& point) const;

  double ComputeAccuracy(const MatType& testData,
                         const arma::Row<size_t>& testLabels) const;

  template <typename OptimizerType = ens::L_BFGS>
  double Train(const MatType& data,
               const arma::Row<size_t>& labels,
               const size_t numClasses = 2,
               OptimizerType optimizer = OptimizerType());


  size_t& NumClasses() { return numClasses; }
  size_t NumClasses() const { return numClasses; }

  double& Lambda() { return lambda; }
  double Lambda() const { return lambda; }

  arma::mat& Parameters() { return parameters; }
  const arma::mat& Parameters() const { return parameters; }

  size_t FeatureSize() const
  { return fitIntercept ? parameters.n_rows - 1 :
           parameters.n_rows; }

  template<typename Archive>
  void serialize(Archive& ar, const unsigned int /* version */)
  {
    ar & BOOST_SERIALIZATION_NVP(parameters);
    ar & BOOST_SERIALIZATION_NVP(numClasses);
    ar & BOOST_SERIALIZATION_NVP(lambda);
    ar & BOOST_SERIALIZATION_NVP(fitIntercept);
  }

 private:
  arma::mat parameters;
  size_t numClasses;
  double lambda;
  double delta;
  bool fitIntercept;
};

} // namespace svm
} // namespace mlpack

// Include implementation.
#include "linear_svm_impl.hpp"

#endif // MLPACK_METHODS_LINEAR_SVM_LINEAR_SVM_HPP