multiclass_logistic_regression.h

#ifndef MULTICLASS_LOGISTIC_REGRESSION_H
#define MULTICLASS_LOGISTIC_REGRESSION_H
 
#include "PlusML/util.h"
 
#include <cstdint>
#include <forward_list>
#include <Eigen/Dense>
 
#include "binary_logistic_regression.h"
 
namespace plusml {
class EXPORT MulticlassLogisticRegression {
public:
  MulticlassLogisticRegression() = delete;
 
  MulticlassLogisticRegression(uint64_t features, uint64_t classes, bool bias_enabled = true);
 
  uint64_t Features() const;
 
  void FitSGD(const Eigen::MatrixXf& samples,
              const Eigen::MatrixXi& targets,
              float learning_rate,
              uint64_t batch_size,
              uint64_t epochs);
 
  Eigen::MatrixXf Predict(Eigen::MatrixXf samples);
 
private:
  uint64_t features_;
  uint64_t classes_;
 
  bool bias_enabled_;
 
  std::forward_list<std::tuple<uint64_t, BinaryLogisticRegression>> classifiers_;
};
 
} //namespace plusml
 
#endif //MULTICLASS_LOGISTIC_REGRESSION_H