multiclass_svm.h

#ifndef MULTICLASS_SVM_H
#define MULTICLASS_SVM_H
 
#include <forward_list>
 
#include "PlusML/util.h"
#include <Eigen/Dense>
 
#include "PlusML/binary_svm.h"
 
namespace plusml {
enum ClassificationMode {
  kOneVsAll,
  kOneVsOne
};
 
class EXPORT MulticlassSVM {
public:
  MulticlassSVM() = delete;
 
  MulticlassSVM(uint64_t features, uint64_t classes, ClassificationMode mode, bool bias_enabled = true);
 
  uint64_t Features() const;
 
  void FitSGD(const Eigen::MatrixXf& samples,
              const Eigen::MatrixXi& targets,
              float learning_rate,
              float l2_alpha,
              uint64_t batch_size,
              uint64_t epochs);
 
  Eigen::MatrixXi Predict(Eigen::MatrixXf samples);
 
private:
  ClassificationMode mode_;
 
  uint64_t features_;
  uint64_t classes_;
 
  bool bias_enabled_;
 
  std::forward_list<std::tuple<uint64_t, uint64_t, BinarySVM>> classifiers_;
};
} // plusml
 
#endif //MULTICLASS_SVM_H