RcppShark (version 3.1.0)

SharkBSGDTrain: Budgeted SGD Train.

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