SVM.h

#ifndef _theplu_yat_classifier_svm_ 
#define _theplu_yat_classifier_svm_ 

// $Id: SVM.h 2384 2010-12-22 14:03:36Z peter $

/*
  Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson
  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2009, 2010 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library 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.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "SVindex.h"
#include "Target.h"
#include "yat/utility/Vector.h"

#include <utility>
#include <vector>

namespace theplu {
namespace yat {
namespace utility{
  class Matrix;
}

namespace classifier {  

  class DataLookup1D;
  class DataLookupWeighted1D;
  class KernelLookup;

  class SVM
  {
  
  public:
    SVM(void);

    SVM(const SVM&);
         
    virtual ~SVM();

    SVM* make_classifier(void) const;

    const utility::Vector& alpha(void) const;

    double C(void) const;

    unsigned long int max_epochs(void) const;
    
    void max_epochs(unsigned long int);
    
    const theplu::yat::utility::Vector& output(void) const;

    void predict(const KernelLookup& input, utility::Matrix& predict) const;

    /*
    double predict(const DataLookup1D& input) const;

    double predict(const DataLookupWeighted1D& input) const;
    */

    void reset(void);

    void set_C(const double);

    void train(const KernelLookup& kernel, const Target& target);

    bool trained(void) const;
      
  private:
    void bounds(double&, double&) const;

    void calculate_bias(void);

    void calculate_margin(void);

    bool choose(const theplu::yat::utility::Vector&);

    double kernel_mod(const size_t i, const size_t j) const;

    int target(size_t i) const;

    utility::Vector alpha_;
    double bias_;
    double C_inverse_;
    // not owned by SVM
    const KernelLookup* kernel_; 
    double margin_;
    unsigned long int max_epochs_;
    utility::Vector output_;
    SVindex sample_;
    Target target_;
    double tolerance_;
    bool trained_;

  };

}}} // of namespace classifier, yat, and theplu

#endif