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72 lines
2.4 KiB
C++
72 lines
2.4 KiB
C++
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//
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// DualSVC.hpp
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//
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// Created by Marc Melikyan on 10/2/20.
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//
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// http://disp.ee.ntu.edu.tw/~pujols/Support%20Vector%20Machine.pdf
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// http://ciml.info/dl/v0_99/ciml-v0_99-ch11.pdf
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// Were excellent for the practical intution behind the dual formulation.
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#ifndef DualSVC_hpp
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#define DualSVC_hpp
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#include <vector>
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#include <string>
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namespace MLPP {
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class DualSVC{
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public:
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DualSVC(std::vector<std::vector<double>> inputSet, std::vector<double> outputSet, double C, std::string kernel = "Linear");
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DualSVC(std::vector<std::vector<double>> inputSet, std::vector<double> outputSet, double C, std::string kernel, double p, double c);
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std::vector<double> modelSetTest(std::vector<std::vector<double>> X);
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double modelTest(std::vector<double> x);
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void gradientDescent(double learning_rate, int max_epoch, bool UI = 1);
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void SGD(double learning_rate, int max_epoch, bool UI = 1);
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void MBGD(double learning_rate, int max_epoch, int mini_batch_size, bool UI = 1);
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double score();
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void save(std::string fileName);
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private:
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void init();
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double Cost(std::vector<double> alpha, std::vector<std::vector<double>> X, std::vector<double> y);
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std::vector<double> Evaluate(std::vector<std::vector<double>> X);
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std::vector<double> propagate(std::vector<std::vector<double>> X);
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double Evaluate(std::vector<double> x);
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double propagate(std::vector<double> x);
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void forwardPass();
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void alphaProjection();
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double kernelFunction(std::vector<double> v, std::vector<double> u, std::string kernel);
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std::vector<std::vector<double>> kernelFunction(std::vector<std::vector<double>> U, std::vector<std::vector<double>> V, std::string kernel);
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std::vector<std::vector<double>> inputSet;
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std::vector<double> outputSet;
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std::vector<double> z;
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std::vector<double> y_hat;
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double bias;
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std::vector<double> alpha;
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std::vector<std::vector<double>> K;
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double C;
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int n;
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int k;
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std::string kernel;
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double p; // Poly
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double c; // Poly
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// UI Portion
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void UI(int epoch, double cost_prev);
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};
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}
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#endif /* DualSVC_hpp */
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