linear.hpp

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/*
 * SPDX-FileCopyrightText: Copyright (c) 2021-2025, NVIDIA CORPORATION.
 * SPDX-License-Identifier: Apache-2.0
 */
 
#pragma once
 
#include <cuml/common/logger.hpp>
 
#include <raft/core/handle.hpp>
 
namespace ML {
namespace SVM {
namespace linear {
 
struct Params {
  enum Penalty {
    L1,
    L2
  };
  enum Loss {
    HINGE,
    SQUARED_HINGE,
    EPSILON_INSENSITIVE,
    SQUARED_EPSILON_INSENSITIVE
  };
 
  Penalty penalty = L2;
  Loss loss = HINGE;
  bool fit_intercept = true;
  bool penalized_intercept = false;
  int max_iter = 1000;
  int linesearch_max_iter = 100;
  int lbfgs_memory = 5;
  rapids_logger::level_enum verbose = rapids_logger::level_enum::off;
  double C = 1.0;
  double grad_tol = 0.0001;
  double change_tol = 0.00001;
  double epsilon = 0.0;
};
 
template <typename T>
int fit(const raft::handle_t& handle,
        const Params& params,
        const std::size_t nRows,
        const std::size_t nCols,
        const int nClasses,
        const T* classes,
        const T* X,
        const T* y,
        const T* sampleWeight,
        T* w,
        T* probScale);
 
template <typename T>
void computeProbabilities(const raft::handle_t& handle,
                          const std::size_t nRows,
                          const int nClasses,
                          const T* probScale,
                          T* scores,
                          T* out);
 
}  // namespace linear
}  // namespace SVM
}  // namespace ML