/usr/include/shogun/classifier/svm/QPBSVMLib.h is in libshogun-dev 1.1.0-4ubuntu2.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 | /*-----------------------------------------------------------------------
*
* 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.
*
* Library for solving QP task required for learning SVM without bias term.
*
* Written (W) 1999-2008 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
* Copyright (C) 1999-2008 Center for Machine Perception, CTU FEL Prague
*
-------------------------------------------------------------------- */
#ifndef QPBSVMLIB_H__
#define QPBSVMLIB_H__
#include <math.h>
#include <limits.h>
#include <shogun/base/SGObject.h>
#include <shogun/io/SGIO.h>
#include <shogun/lib/config.h>
#include <shogun/lib/common.h>
#include <shogun/kernel/Kernel.h>
namespace shogun
{
#ifndef DOXYGEN_SHOULD_SKIP_THIS
enum E_QPB_SOLVER
{
QPB_SOLVER_SCA, // sequential coordinate wise (gaussian seidel based)
QPB_SOLVER_SCAS, // sequential coordinate wise selecting the variable
// gaining 'best' improved
QPB_SOLVER_SCAMV, // sequential coordinate wise selecting variable most violating kkt's
QPB_SOLVER_PRLOQO,// via pr_loqo
QPB_SOLVER_CPLEX, // via cplex
QPB_SOLVER_GS, // gaussian seidel
QPB_SOLVER_GRADDESC // gaussian seidel
};
#endif
/** @brief class QPBSVMLib */
class CQPBSVMLib: public CSGObject
{
public:
/** default constructor */
CQPBSVMLib();
/** constructor
*
* @param H symmetric matrix of size n x n
* @param n size of H's matrix
* @param f is vector of size m
* @param m size of vector f
* @param UB UB
*/
CQPBSVMLib(
float64_t* H, int32_t n, float64_t* f, int32_t m, float64_t UB=1.0);
/// result has to be allocated & zeroed
int32_t solve_qp(float64_t* result, int32_t len);
/** set solver
*
* @param solver new solver
*/
inline void set_solver(E_QPB_SOLVER solver)
{
m_solver=solver;
}
virtual ~CQPBSVMLib();
protected:
/** get col
*
* @param col col to get
* @return col indexed by col
*/
inline float64_t* get_col(int32_t col)
{
return &m_H[m_dim*col];
}
/** Usage: exitflag = qpbsvm_sca(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_sca(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
/** Usage: exitflag = qpbsvm_scas(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_scas(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
/** Usage: exitflag = qpbsvm_scamv(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_scamv(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
/** Usage: exitflag = qpbsvm_prloqo(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_prloqo(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
/** Usage: exitflag = qpbsvm_gauss_seidel(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_gauss_seidel(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
/** Usage: exitflag = qpbsvm_gradient_descent(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_gradient_descent(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
#ifdef USE_CPLEX
/** Usage: exitflag = qpbsvm_cplex(UB, dim, tmax,
tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb ) */
int32_t qpbsvm_cplex(
float64_t *x, float64_t *Nabla, int32_t *ptr_t,
float64_t **ptr_History, int32_t verb);
#endif
/** @return object name */
inline virtual const char* get_name() const { return "QPBSVMLib"; }
protected:
/** matrix H */
float64_t* m_H;
/** diagonal of H */
float64_t* m_diag_H;
/** dim */
int32_t m_dim;
/** vector f */
float64_t* m_f;
/** UB */
float64_t m_UB;
/** tmax */
int32_t m_tmax;
/** tolabs */
float64_t m_tolabs;
/** tolrel */
float64_t m_tolrel;
/** tolKKT */
float64_t m_tolKKT;
/** solver */
E_QPB_SOLVER m_solver;
};
}
#endif //QPBSVMLIB_H__
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