pmlpp/mlpp/dual_svc/dual_svc_old.h

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