pmlpp/mlpp/dual_svc/dual_svc.h

#ifndef MLPP_DUAL_SVC_H
#define MLPP_DUAL_SVC_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 <string>
#include <vector>

namespace MLPP {

class DualSVC {
public:
	DualSVC(std::vector<std::vector<double>> inputSet, std::vector<double> outputSet, double C, std::string kernel = "Linear");
	DualSVC(std::vector<std::vector<double>> inputSet, std::vector<double> outputSet, double C, std::string kernel, double p, double c);

	std::vector<double> modelSetTest(std::vector<std::vector<double>> X);
	double modelTest(std::vector<double> x);
	void gradientDescent(double learning_rate, int max_epoch, bool UI = 1);
	void SGD(double learning_rate, int max_epoch, bool UI = 1);
	void MBGD(double learning_rate, int max_epoch, int mini_batch_size, bool UI = 1);
	double score();
	void save(std::string fileName);

private:
	void init();

	double Cost(std::vector<double> alpha, std::vector<std::vector<double>> X, std::vector<double> y);

	std::vector<double> Evaluate(std::vector<std::vector<double>> X);
	std::vector<double> propagate(std::vector<std::vector<double>> X);
	double Evaluate(std::vector<double> x);
	double propagate(std::vector<double> x);
	void forwardPass();

	void alphaProjection();

	double kernelFunction(std::vector<double> v, std::vector<double> u, std::string kernel);
	std::vector<std::vector<double>> kernelFunction(std::vector<std::vector<double>> U, std::vector<std::vector<double>> V, std::string kernel);

	std::vector<std::vector<double>> inputSet;
	std::vector<double> outputSet;
	std::vector<double> z;
	std::vector<double> y_hat;
	double bias;

	std::vector<double> alpha;
	std::vector<std::vector<double>> K;

	double C;
	int n;
	int k;

	std::string kernel;
	double p; // Poly
	double c; // Poly

	// UI Portion
	void UI(int epoch, double cost_prev);
};
} //namespace MLPP

#endif /* DualSVC_hpp */