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PrimalMosekSOSVM.h
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00001 /*
00002  * This program is free software; you can redistribute it and/or modify
00003  * it under the terms of the GNU General Public License as published by
00004  * the Free Software Foundation; either version 3 of the License, or
00005  * (at your option) any later version.
00006  *
00007  * Written (W) 2012 Fernando José Iglesias García
00008  * Copyright (C) 2012 Fernando José Iglesias García
00009  */
00010 
00011 #ifndef _PRIMAL_MOSEK_SOSVM__H__
00012 #define _PRIMAL_MOSEK_SOSVM__H__
00013 
00014 #ifdef USE_MOSEK
00015 
00016 #include <shogun/machine/LinearStructuredOutputMachine.h>
00017 #include <shogun/mathematics/Mosek.h>
00018 
00019 namespace shogun
00020 {
00021 
00032 class CPrimalMosekSOSVM : public CLinearStructuredOutputMachine
00033 {
00034     public:
00036         CPrimalMosekSOSVM();
00037 
00043         CPrimalMosekSOSVM(CStructuredModel* model, CStructuredLabels* labs);
00044 
00046         ~CPrimalMosekSOSVM();
00047 
00052         inline SGVector< float64_t > get_slacks() const { return m_slacks; }
00053 
00058         virtual float64_t compute_primal_objective() const;
00059 
00061         virtual const char* get_name() const { return "PrimalMosekSOSVM"; }
00062 
00067         virtual EMachineType get_classifier_type();
00068 
00073         void set_regularization(float64_t C);
00074 
00079         void set_epsilon(float64_t epsilon);
00080 
00081     protected:
00087         virtual bool train_machine(CFeatures* data = NULL);
00088 
00089     private:
00090         void init();
00091 
00097         float64_t compute_loss_arg(CResultSet* result) const;
00098 
00104         bool insert_result(CList* result_list, CResultSet* result) const;
00105 
00129         bool add_constraint(CMosek* mosek, CResultSet* result, index_t con_idx, index_t train_idx) const;
00130 
00131     private:
00133         SGVector< float64_t > m_slacks;
00134 
00136         float64_t po_value;
00137 
00139         float64_t m_regularization;
00140 
00142         float64_t m_epsilon;
00143 
00144 }; /* class CPrimalMosekSOSVM */
00145 
00146 } /* namespace shogun */
00147 
00148 #endif /* USE_MOSEK */
00149 #endif /* _PRIMAL_MOSEK_SOSVM__H__ */
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