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Soeren Sonnenburg
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| /* | ||
| * This program is free software; you can redistribute it and/or modify | ||
| * it under the terms of the GNU General Public License as published by | ||
| * the Free Software Foundation; either version 3 of the License, or | ||
| * (at your option) any later version. | ||
| * | ||
| * Copyright (C) 2012 Soeren Sonnenburg | ||
| */ | ||
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| #include <shogun/lib/config.h> | ||
| #ifdef HAVE_LAPACK | ||
| #include <shogun/regression/svr/LibLinearRegression.h> | ||
| #include <shogun/mathematics/Math.h> | ||
| #include <shogun/labels/RegressionLabels.h> | ||
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| using namespace shogun; | ||
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| CLibLinearRegression::CLibLinearRegression() : | ||
| CLinearMachine() | ||
| { | ||
| init_defaults(); | ||
| } | ||
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| CLibLinearRegression::CLibLinearRegression(float64_t C, CDotFeatures* feats, CLabels* labs) : | ||
| CLinearMachine() | ||
| { | ||
| init_defaults(); | ||
| set_C(C); | ||
| set_features(feats); | ||
| set_labels(labs); | ||
| } | ||
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| void CLibLinearRegression::init_defaults() | ||
| { | ||
| set_C(1.0); | ||
| set_epsilon(1e-2); | ||
| set_max_iter(10000); | ||
| set_use_bias(false); | ||
| } | ||
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| void CLibLinearRegression::register_parameters() | ||
| { | ||
| SG_ADD(&m_C, "m_C", "regularization constant",MS_AVAILABLE); | ||
| SG_ADD(&m_epsilon, "m_epsilon", "tolerance epsilon",MS_NOT_AVAILABLE); | ||
| SG_ADD(&m_epsilon, "m_tube_epsilon", "svr tube epsilon",MS_AVAILABLE); | ||
| SG_ADD(&m_max_iter, "m_max_iter", "max number of iterations",MS_NOT_AVAILABLE); | ||
| SG_ADD(&m_use_bias, "m_use_bias", "indicates whether bias should be used",MS_NOT_AVAILABLE); | ||
| } | ||
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| CLibLinearRegression::~CLibLinearRegression() | ||
| { | ||
| } | ||
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| bool CLibLinearRegression::train_machine(CFeatures* data) | ||
| { | ||
| if (data) | ||
| set_features((CDotFeatures*)data); | ||
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| ASSERT(features); | ||
| ASSERT(m_labels && m_labels->get_label_type()==LT_REGRESSION); | ||
| //TODO | ||
| return true; | ||
| } | ||
| #endif /* HAVE_LAPACK */ |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,149 @@ | ||
| /* | ||
| * This program is free software; you can redistribute it and/or modify | ||
| * it under the terms of the GNU General Public License as published by | ||
| * the Free Software Foundation; either version 3 of the License, or | ||
| * (at your option) any later version. | ||
| * | ||
| * Copyright (C) 2012 Soeren Sonnenburg | ||
| */ | ||
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| #ifndef _REGRESSIONLIBLINEAR_H___ | ||
| #define _REGRESSIONLIBLINEAR_H___ | ||
| #include <shogun/lib/config.h> | ||
| #ifdef HAVE_LAPACK | ||
| #include <shogun/lib/common.h> | ||
| #include <shogun/features/DotFeatures.h> | ||
| #include <shogun/machine/LinearMachine.h> | ||
| #include <shogun/lib/external/shogun_liblinear.h> | ||
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| namespace shogun | ||
| { | ||
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| /** @brief LibLinear for regression | ||
| */ | ||
| class CLibLinearRegression : public CLinearMachine | ||
| { | ||
| public: | ||
| MACHINE_PROBLEM_TYPE(PT_REGRESSION) | ||
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| /** default constructor */ | ||
| CLibLinearRegression(); | ||
|
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| /** standard constructor | ||
| * @param C C regularization constant value | ||
| * @param features features | ||
| * @param labs labels | ||
| */ | ||
| CLibLinearRegression(float64_t C, CDotFeatures* features, CLabels* labs); | ||
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| /** destructor */ | ||
| virtual ~CLibLinearRegression(); | ||
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| /** get name */ | ||
| virtual const char* get_name() const | ||
| { | ||
| return "LibLinearRegression"; | ||
| } | ||
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| /** set C | ||
| * @param C C value | ||
| */ | ||
| inline void set_C(float64_t C) | ||
| { | ||
| ASSERT(C>0); | ||
| m_C = C; | ||
| } | ||
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| /** get C | ||
| * @return C value | ||
| */ | ||
| inline float64_t get_C() const { return m_C; } | ||
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| /** set tube epsilon | ||
| * | ||
| * @param eps new tube epsilon | ||
| */ | ||
| inline void set_tube_epsilon(float64_t eps) { m_tube_epsilon=eps; } | ||
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| /** get tube epsilon | ||
| * | ||
| * @return tube epsilon | ||
| */ | ||
| inline float64_t get_tube_epsilon() { return m_tube_epsilon; } | ||
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| /** set epsilon | ||
| * @param epsilon epsilon value | ||
| */ | ||
| inline void set_epsilon(float64_t epsilon) | ||
| { | ||
| ASSERT(epsilon>0); | ||
| m_epsilon = epsilon; | ||
| } | ||
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| /** get epsilon | ||
| * @return epsilon value | ||
| */ | ||
| inline float64_t get_epsilon() const { return m_epsilon; } | ||
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| /** set use bias | ||
| * @param use_bias use_bias value | ||
| */ | ||
| inline void set_use_bias(bool use_bias) | ||
| { | ||
| m_use_bias = use_bias; | ||
| } | ||
| /** get use bias | ||
| * @return use_bias value | ||
| */ | ||
| inline bool get_use_bias() const | ||
| { | ||
| return m_use_bias; | ||
| } | ||
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| /** set max iter | ||
| * @param max_iter max iter value | ||
| */ | ||
| inline void set_max_iter(int32_t max_iter) | ||
| { | ||
| ASSERT(max_iter>0); | ||
| m_max_iter = max_iter; | ||
| } | ||
| /** get max iter | ||
| * @return max iter value | ||
| */ | ||
| inline int32_t get_max_iter() const { return m_max_iter; } | ||
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| protected: | ||
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| /** train machine */ | ||
| virtual bool train_machine(CFeatures* data = NULL); | ||
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| private: | ||
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| /** init defaults */ | ||
| void init_defaults(); | ||
|
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| /** register parameters */ | ||
| void register_parameters(); | ||
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| protected: | ||
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| /** regularization constant for each machine */ | ||
| float64_t m_C; | ||
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| /** tolerance */ | ||
| float64_t m_epsilon; | ||
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| /** tube epsilon for support vector regression*/ | ||
| float64_t m_tube_epsilon; | ||
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| /** max number of iterations */ | ||
| int32_t m_max_iter; | ||
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| /** use bias */ | ||
| bool m_use_bias; | ||
| }; | ||
| } | ||
| #endif /* HAVE_LAPACK */ | ||
| #endif |