linear_svm_function.hpp

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#ifndef MLPACK_METHODS_LINEAR_SVM_LINEAR_SVM_FUNCTION_HPP
#define MLPACK_METHODS_LINEAR_SVM_LINEAR_SVM_FUNCTION_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace svm {

template <typename MatType = arma::mat>
class LinearSVMFunction
{
 public:
  LinearSVMFunction(const MatType& dataset,
                    const arma::Row<size_t>& labels,
                    const size_t numClasses,
                    const double lambda = 0.0001,
                    const double delta = 1.0,
                    const bool fitIntercept = false);

  void Shuffle();

  static void InitializeWeights(arma::mat& weights,
                                const size_t featureSize,
                                const size_t numClasses,
                                const bool fitIntercept = false);

  void GetGroundTruthMatrix(const arma::Row<size_t>& labels,
                            arma::sp_mat& groundTruth);

  double Evaluate(const arma::mat& parameters);

  double Evaluate(const arma::mat& parameters,
                  const size_t firstId,
                  const size_t batchSize = 1);

  template <typename GradType>
  void Gradient(const arma::mat& parameters,
                GradType& gradient);

  template <typename GradType>
  void Gradient(const arma::mat& parameters,
                const size_t firstId,
                GradType& gradient,
                const size_t batchSize = 1);

  template <typename GradType>
  double EvaluateWithGradient(const arma::mat& parameters,
                              GradType& gradient) const;

  template <typename GradType>
  double EvaluateWithGradient(const arma::mat& parameters,
                              const size_t firstId,
                              GradType& gradient,
                              const size_t batchSize = 1) const;

  const arma::mat& InitialPoint() const { return initialPoint; }
  arma::mat& InitialPoint() { return initialPoint; }

  const arma::sp_mat& Dataset() const { return dataset; }
  arma::sp_mat& Dataset() { return dataset; }

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

  bool FitIntercept() const { return fitIntercept; }

  size_t NumFunctions() const;

 private:
  arma::mat initialPoint;

  arma::sp_mat groundTruth;

  MatType dataset;

  size_t numClasses;

  double lambda;

  double delta;

  bool fitIntercept;
};

} // namespace svm
} // namespace mlpack

// Include implementation
#include "linear_svm_function_impl.hpp"

#endif // MLPACK_METHODS_LINEAR_SVM_LINEAR_SVM_FUNCTION_HPP