#ifndef MLPP_DUAL_SVC_H #define MLPP_DUAL_SVC_H /*************************************************************************/ /* dual_svc.h */ /*************************************************************************/ /* This file is part of: */ /* PMLPP Machine Learning Library */ /* https://github.com/Relintai/pmlpp */ /*************************************************************************/ /* Copyright (c) 2023-present Péter Magyar. */ /* Copyright (c) 2022-2023 Marc Melikyan */ /* */ /* Permission is hereby granted, free of charge, to any person obtaining */ /* a copy of this software and associated documentation files (the */ /* "Software"), to deal in the Software without restriction, including */ /* without limitation the rights to use, copy, modify, merge, publish, */ /* distribute, sublicense, and/or sell copies of the Software, and to */ /* permit persons to whom the Software is furnished to do so, subject to */ /* the following conditions: */ /* */ /* The above copyright notice and this permission notice shall be */ /* included in all copies or substantial portions of the Software. */ /* */ /* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */ /* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */ /* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/ /* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */ /* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */ /* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */ /* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ /*************************************************************************/ // 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 "core/object/reference.h" #include "../lin_alg/mlpp_matrix.h" #include "../lin_alg/mlpp_vector.h" class MLPPDualSVC : public Reference { GDCLASS(MLPPDualSVC, Reference); public: enum KernelMethod { KERNEL_METHOD_LINEAR = 0, }; public: Ref model_set_test(const Ref &X); real_t model_test(const Ref &x); void gradient_descent(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(const String &file_name); MLPPDualSVC(const Ref &p_input_set, const Ref &p_output_set, real_t p_C, KernelMethod p_kernel = KERNEL_METHOD_LINEAR); MLPPDualSVC(); ~MLPPDualSVC(); protected: void init(); real_t cost(const Ref &alpha, const Ref &X, const Ref &y); real_t evaluatev(const Ref &x); real_t propagatev(const Ref &x); Ref evaluatem(const Ref &X); Ref propagatem(const Ref &X); void forward_pass(); void alpha_projection(); real_t kernel_functionv(const Ref &v, const Ref &u, KernelMethod kernel); Ref kernel_functionm(const Ref &U, const Ref &V, KernelMethod kernel); static void _bind_methods(); Ref _input_set; Ref _output_set; Ref _z; Ref _y_hat; real_t _bias; Ref _alpha; Ref _K; real_t _C; int _n; int _k; KernelMethod _kernel; real_t _p; // Poly real_t _c; // Poly }; #endif /* DualSVC_hpp */