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LibCapy - supportVectorMachine

Support vector machine class.

Macros:

#define CAPY_SUPPORT_VECTOR_MACHINE_H

#define CapySVMKernelDef        \
struct {                        \
  void (*destruct)(void);       \
  double (*eval)(               \
    CapyVec const* const u,     \
    CapyVec const* const v);    \
  void (*exportToCFun)(         \
    FILE* const stream,         \
    char const* const name);    \
  void (*exportToJavascript)(   \
    FILE* const stream,         \
    char const* const name);    \
}

SVMKernel parent class

Enumerations:

None.

Typedefs:

typedef CapySVMKernelDef CapySVMKernel;

SVMKernel structure

Struct CapySVMKernelLinear :

Struct CapySVMKernelLinear's properties:

  CapySVMKernelDef;

Inherits CapySVMKernel

Struct CapySVMKernelLinear's methods:

  void (*destructCapySVMKernel)(void);

Destructor

Struct CapySVMKernelPolynomial :

Struct CapySVMKernelPolynomial's properties:

  CapySVMKernelDef;

Inherits CapySVMKernel

  double power;

Power of the polynomial (default: 1.0)

  double theta;

Threshold (default: 0.0)

Struct CapySVMKernelPolynomial's methods:

  void (*destructCapySVMKernel)(void);

Destructor

Struct CapySVMKernelGaussian :

Struct CapySVMKernelGaussian's properties:

  CapySVMKernelDef;

Inherits CapySVMKernel

  double gamma;

Gamma (default: 1.0)

Struct CapySVMKernelGaussian's methods:

  void (*destructCapySVMKernel)(void);

Destructor

Struct CapySVMEvaluation :

Struct CapySVMEvaluation's properties:

  CapyPredictorEvaluationDef;

Parent class

  double reducNbSupportVector;

Reduction coefficient of the support vector (=1-nbSupport/nbExample)

Struct CapySVMEvaluation's methods:

  void (*destructCapyPredictorEvaluation)(void);

Destructor

Struct CapySupportVectorMachine :

Struct CapySupportVectorMachine's properties:

  CapyPredictorDef;

Inherit CapyPredictor

  CapySVMKernel* kernel;

Reference to the used kernel

  CapyVec lambda;

Lagrangian multipliers

  double bias;

Bias

  CapyMat support;

Support vectors (one vector per row, input values (normalised in [0,1]) followed by category in {-1,1}

  double tolerance;

Tolerance (default: 1.0e-3)

  double coeffRelax;

Margin relaxation coefficient (default: 1e-2, the higher the more sensitive to outliers, must be strictly greater than that.tolerance)

  CapyRandomSeed_t seed;

Seed for the pseudo random generator used to shuffle the rows during training

  size_t iCat;

Index of the predicted category (default: 1)

  double reducNbSupportVector;

Reduction coefficient of the support vector (=1-nbSupport/nbExample), used during evaluation of the SVM

  size_t nbMaxIterTraining;

Maximum number of iteration during training (default: 0, if equal to 0 the number rows in the dataset is used instead)

  bool verbose;

Flag for verbose mode (default: false)

  CapyPad(bool, 1);

Struct CapySupportVectorMachine's methods:

  void (*destructCapyPredictor)(void);

Destructor

  void (*exportBodyToHtml)(
                 FILE* const stream,
           char const* const title,
    CapyDataset const* const dataset,
                double const expectedAccuracy);

Function herited from the parent to export the body to HTML.

Input argument(s):

stream: the stream where to export
title: the title of the web app
dataset: the training dataset
expectedAccuracy: the expected accuracy of the predictor (in [0,1])

Output and side effect(s):

The and part of a ready to use web app implementing the predictor is written on the stream. The web app can be completed by calling exportToHtml on the predictor to write the