SharkBSGDTrain: Budgeted SGD Train.

In aydindemircioglu/RcppShark: R Interface to the Shark Machine Learning Library

Description

This will train a support vector machine by an SGD (Pegasos-like). It will limit the number of support vector machines by applying the given budget maintenance strategy. See more on http://image.diku.dk/shark/sphinx_pages/build/html/rest_sources/tutorials/algorithms/kernelBudgetedSGD.html

Usage

SharkBSGDTrain(x, y = NULL, verbose = FALSE, budget = 500,
  strategy = "Merge", C = 1, gamma = 1, epochs = 1)

Arguments

x	matrix with input data
y	vector with labels
verbose	verbose output?
budget	size of budget
strategy	strategy to use to maintain the budget size. choises are 'Merge', 'RemoveSmallest', 'RemoveRandom, 'Project'
C	regularization constant
gamma	kernel bandwidth for RBF kernel
epochs	number of iterations through data set

Note

Currently works only for binary classification. Uses only RBF kernel.

aydindemircioglu/RcppShark documentation built on May 11, 2019, 4:13 p.m.