/usr/include/shogun/classifier/LPBoost.h is in libshogun-dev 1.1.0-4ubuntu2.
This file is owned by root:root, with mode 0o644.
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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.
*
* Written (W) 2007-2009 Soeren Sonnenburg
* Copyright (C) 2007-2009 Fraunhofer Institute FIRST and Max-Planck-Society
*/
#ifndef _LPBOOST_H___
#define _LPBOOST_H___
#include <shogun/lib/config.h>
#ifdef USE_CPLEX
#include <stdio.h>
#include <shogun/lib/common.h>
#include <shogun/lib/DynamicArray.h>
#include <shogun/features/Features.h>
#include <shogun/features/SparseFeatures.h>
#include <shogun/machine/LinearMachine.h>
namespace shogun
{
/** @brief Class LPBoost trains a linear classifier called Linear Programming
* Machine, i.e. a SVM using a \f$\ell_1\f$ norm regularizer.
*
* It solves the following optimization problem using Boosting on the input
* features:
*
* \f{eqnarray*}
* \min_{{\bf w}={(\bf w^+},{\bf w^-}), b, {\bf \xi}} &&
* \sum_{i=1}^N ( {\bf w}^+_i + {\bf w}^-_i) + C \sum_{i=1}^{N} \xi_i\\
*
* \mbox{s.t.} && -y_i(({\bf w}^+-{\bf w}^-)^T {\bf x}_i + b)-{\bf \xi}_i \leq -1\\
* && \quad {\bf x}_i \geq 0\\\
* && {\bf w}_i \geq 0,\quad \forall i=1\dots N
* \f}
*
* Note that currently CPLEX is required to solve this problem. This
* implementation is faster than solving the linear program directly in CPLEX
* (as was done in CLPM).
*
* \sa CLPM
*/
class CLPBoost : public CLinearClassifier
{
public:
CLPBoost();
virtual ~CLPBoost();
inline virtual EClassifierType get_classifier_type()
{
return CT_LPBOOST;
}
bool init(int32_t num_vec);
void cleanup();
/** set features
*
* @param feat features to set
*/
virtual inline void set_features(CDotFeatures* feat)
{
if (feat->get_feature_class() != C_SPARSE ||
feat->get_feature_type() != F_DREAL)
SG_ERROR("LPBoost requires SPARSE REAL valued features\n");
CLinearClassifier::set_features(feat);
}
/** set C
*
* @param c_neg new C constant for negatively labeled examples
* @param c_pos new C constant for positively labeled examples
*
*/
inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }
inline float64_t get_C1() { return C1; }
inline float64_t get_C2() { return C2; }
inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
inline bool get_bias_enabled() { return use_bias; }
inline void set_epsilon(float64_t eps) { epsilon=eps; }
inline float64_t get_epsilon() { return epsilon; }
float64_t find_max_violator(int32_t& max_dim);
/** @return object name */
inline virtual const char* get_name() const { return "LPBoost"; }
protected:
/** train classifier
*
* @param data training data (parameter can be avoided if distance or
* kernel-based classifiers are used and distance/kernels are
* initialized with train data)
*
* @return whether training was successful
*/
virtual bool train_machine(CFeatures* data=NULL);
protected:
float64_t C1;
float64_t C2;
bool use_bias;
float64_t epsilon;
float64_t* u;
CDynamicArray<int32_t>* dim;
int32_t num_sfeat;
int32_t num_svec;
SGSparseVector<float64_t>* sfeat;
};
}
#endif //USE_CPLEX
#endif //_LPBOOST_H___
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