pmlpp/mlpp/svc/svc.h

58 lines
1.5 KiB
C++

#ifndef MLPP_SVC_H
#define MLPP_SVC_H
//
// SVC.hpp
//
// Created by Marc Melikyan on 10/2/20.
//
// https://towardsdatascience.com/svm-implementation-from-scratch-python-2db2fc52e5c2
// Illustratd a practical definition of the Hinge Loss function and its gradient when optimizing with SGD.
#include "core/math/math_defs.h"
#include <string>
#include <vector>
class MLPPSVC {
public:
MLPPSVC(std::vector<std::vector<real_t>> inputSet, std::vector<real_t> outputSet, 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 = 1);
void SGD(real_t learning_rate, int max_epoch, bool UI = 1);
void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = 1);
real_t score();
void save(std::string fileName);
private:
real_t Cost(std::vector<real_t> y_hat, std::vector<real_t> y, std::vector<real_t> weights, real_t C);
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();
std::vector<std::vector<real_t>> inputSet;
std::vector<real_t> outputSet;
std::vector<real_t> z;
std::vector<real_t> y_hat;
std::vector<real_t> weights;
real_t bias;
real_t C;
int n;
int k;
// UI Portion
void UI(int epoch, real_t cost_prev);
};
#endif /* SVC_hpp */