svm.h

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/*
Copyright (C) 2013 Milan Sulc.
Copyright (C) 2012 Daniele Perrone.
Copyright (C) 2011-13 Andrea Vedaldi.

All rights reserved.

This file is part of the VLFeat library and is made available under
the terms of the BSD license (see the COPYING file).
*/

#ifndef VL_SVM_H
#define VL_SVM_H

#include "generic.h"
#include "svmdataset.h"

#ifndef __DOXYGEN__
struct VlSvm_ ;
typedef struct VlSvm_ VlSvm ;
#else
typedef OPAQUE VlSvm ;
#endif

typedef enum
{
  VlSvmSolverNone = 0, 
  VlSvmSolverSgd = 1,  
  VlSvmSolverSdca      
} VlSvmSolverType ;

typedef enum
{
  VlSvmLossHinge = 0,   
  VlSvmLossHinge2 = 1,  
  VlSvmLossL1,          
  VlSvmLossL2,          
  VlSvmLossLogistic     
} VlSvmLossType ;

typedef enum
{
  VlSvmStatusTraining = 1, 
  VlSvmStatusConverged, 
  VlSvmStatusMaxNumIterationsReached 
} VlSvmSolverStatus ;

typedef struct VlSvmStatistics_ {
  VlSvmSolverStatus status ;    
  vl_size iteration ;           
  vl_size epoch ;               
  double objective ;            
  double regularizer ;          
  double loss ;                 
  double dualObjective ;        
  double dualLoss ;             
  double dualityGap ;           
  double scoresVariation ;      
  double elapsedTime ;          
} VlSvmStatistics ;

VL_EXPORT VlSvm * vl_svm_new (VlSvmSolverType type,
                              double const * data,
                              vl_size dimension,
                              vl_size numData,
                              double const * labels,
                              double lambda) ;

VL_EXPORT VlSvm * vl_svm_new_with_dataset (VlSvmSolverType type,
                                           VlSvmDataset * dataset,
                                           double const * labels,
                                           double lambda) ;

VL_EXPORT VlSvm * vl_svm_new_with_abstract_data (VlSvmSolverType type,
                                              void * data,
                                              vl_size dimension,
                                              vl_size numData,
                                              double const * labels,
                                              double lambda) ;

VL_EXPORT void vl_svm_delete (VlSvm * self) ;
VL_EXPORT VlSvmStatistics const * vl_svm_get_statistics (VlSvm const *self) ;
VL_EXPORT double const * vl_svm_get_model (VlSvm const *self) ;
VL_EXPORT double vl_svm_get_bias (VlSvm const *self) ;
VL_EXPORT vl_size vl_svm_get_dimension (VlSvm *self) ;
VL_EXPORT vl_size vl_svm_get_num_data (VlSvm *self) ;
VL_EXPORT double vl_svm_get_epsilon (VlSvm const *self) ;
VL_EXPORT double vl_svm_get_bias_learning_rate (VlSvm const *self) ;
VL_EXPORT vl_size vl_svm_get_max_num_iterations (VlSvm const *self) ;
VL_EXPORT vl_size vl_svm_get_diagnostic_frequency (VlSvm const *self) ;
VL_EXPORT VlSvmSolverType vl_svm_get_solver (VlSvm const *self) ;
VL_EXPORT double vl_svm_get_bias_multiplier (VlSvm const *self) ;
VL_EXPORT double vl_svm_get_lambda (VlSvm const *self) ;
VL_EXPORT vl_size vl_svm_get_iteration_number (VlSvm const *self) ;
VL_EXPORT double const * vl_svm_get_scores (VlSvm const *self) ;
VL_EXPORT double const * vl_svm_get_weights (VlSvm const *self) ;
VL_EXPORT void vl_svm_set_epsilon (VlSvm *self, double epsilon) ;
VL_EXPORT void vl_svm_set_bias_learning_rate (VlSvm *self, double rate) ;
VL_EXPORT void vl_svm_set_max_num_iterations (VlSvm *self, vl_size maxNumIterations) ;
VL_EXPORT void vl_svm_set_diagnostic_frequency (VlSvm *self, vl_size f) ;
VL_EXPORT void vl_svm_set_bias_multiplier (VlSvm *self, double b) ;
VL_EXPORT void vl_svm_set_model (VlSvm *self, double const *model) ;
VL_EXPORT void vl_svm_set_bias (VlSvm *self, double b) ;
VL_EXPORT void vl_svm_set_iteration_number (VlSvm *self, vl_uindex n) ;
VL_EXPORT void vl_svm_set_weights (VlSvm *self, double const *weights) ;

VL_EXPORT void vl_svm_set_diagnostic_function (VlSvm *self, VlSvmDiagnosticFunction f, void *data) ;
VL_EXPORT void vl_svm_set_loss_function (VlSvm *self, VlSvmLossFunction f) ;
VL_EXPORT void vl_svm_set_loss_derivative_function (VlSvm *self, VlSvmLossFunction f) ;
VL_EXPORT void vl_svm_set_conjugate_loss_function (VlSvm *self, VlSvmLossFunction f) ;
VL_EXPORT void vl_svm_set_dca_update_function (VlSvm *self, VlSvmDcaUpdateFunction f) ;
VL_EXPORT void vl_svm_set_data_functions (VlSvm *self, VlSvmInnerProductFunction inner, VlSvmAccumulateFunction acc) ;
VL_EXPORT void vl_svm_set_loss (VlSvm *self, VlSvmLossType loss) ;
VL_EXPORT void vl_svm_train (VlSvm * self) ;
/* hinge */
VL_EXPORT double vl_svm_hinge_loss (double label, double inner) ;
VL_EXPORT double vl_svm_hinge_loss_derivative (double label, double inner) ;
VL_EXPORT double vl_svm_hinge_conjugate_loss (double label, double u) ;
VL_EXPORT double vl_svm_hinge_dca_update (double alpha, double inner, double norm2, double label) ;

/* square hinge */
VL_EXPORT double vl_svm_hinge2_loss (double label, double inner) ;
VL_EXPORT double vl_svm_hinge2_loss_derivative (double label, double inner) ;
VL_EXPORT double vl_svm_hinge2_conjugate_loss (double label, double u) ;
VL_EXPORT double vl_svm_hinge2_dca_update (double alpha, double inner, double norm2, double label) ;

/* l1 */
VL_EXPORT double vl_svm_l1_loss (double label, double inner) ;
VL_EXPORT double vl_svm_l1_loss_derivative (double label, double inner) ;
VL_EXPORT double vl_svm_l1_conjugate_loss (double label, double u) ;
VL_EXPORT double vl_svm_l1_dca_update (double alpha, double inner, double norm2, double label) ;

/* l2 */
VL_EXPORT double vl_svm_l2_loss (double label, double inner) ;
VL_EXPORT double vl_svm_l2_loss_derivative (double label, double inner) ;
VL_EXPORT double vl_svm_l2_conjugate_loss (double label, double u) ;
VL_EXPORT double vl_svm_l2_dca_update (double alpha, double inner, double norm2, double label) ;

/* logistic */
VL_EXPORT double vl_svm_logistic_loss (double label, double inner) ;
VL_EXPORT double vl_svm_logistic_loss_derivative (double label, double inner) ;
VL_EXPORT double vl_svm_logistic_conjugate_loss (double label, double u) ;
VL_EXPORT double vl_svm_logistic_dca_update (double alpha, double inner, double norm2, double label) ;
/* VL_SVM_H */
#endif