binary_svm.h

#ifndef BINARY_SVM_H
#define BINARY_SVM_H
 
#include "PlusML/util.h"
#include <Eigen/Dense>
 
namespace plusml {
class EXPORT BinarySVM {
public:
  BinarySVM() = delete;
 
  explicit BinarySVM(uint64_t features, bool bias_enabled = true);
 
  uint64_t Features() const;
 
  Eigen::MatrixXf Parameters() const;
 
  void SetParameters(const Eigen::MatrixXf& parameters);
 
  void FitSGD(const Eigen::MatrixXf& samples,
              const Eigen::MatrixXf& targets,
              float learning_rate,
              float l2_alpha,
              uint64_t batch_size,
              uint64_t epochs);
 
  Eigen::MatrixXf Predict(Eigen::MatrixXf samples, bool sign = true);
 
private:
  uint64_t features_;
  bool bias_enabled_;
  Eigen::MatrixXf w_;
};
} //namespace plusml
 
#endif //BINARY_SVM_H