qn.h

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/*
 * Copyright (c) 2021-2022, NVIDIA CORPORATION.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
#pragma once
 
#include <stdbool.h>
 
#ifdef __cplusplus
namespace ML::GLM {
 
extern "C" {
#endif
 
enum qn_loss_type {
  QN_LOSS_LOGISTIC = 0,
  QN_LOSS_SQUARED = 1,
  QN_LOSS_SOFTMAX = 2,
  QN_LOSS_SVC_L1 = 3,
  QN_LOSS_SVC_L2 = 4,
  QN_LOSS_SVR_L1 = 5,
  QN_LOSS_SVR_L2 = 6,
  QN_LOSS_ABS = 7,
  QN_LOSS_UNKNOWN = 99
};
#ifndef __cplusplus
typedef enum qn_loss_type qn_loss_type;
#endif
 
struct qn_params {
  qn_loss_type loss;
  double penalty_l1;
  double penalty_l2;
  double grad_tol;
  double change_tol;
  int max_iter;
  int linesearch_max_iter;
  int lbfgs_memory;
  int verbose;
  bool fit_intercept;
  bool penalty_normalized;
 
#ifdef __cplusplus
  qn_params()
    : loss(QN_LOSS_UNKNOWN),
      penalty_l1(0),
      penalty_l2(0),
      grad_tol(1e-4),
      change_tol(1e-5),
      max_iter(1000),
      linesearch_max_iter(50),
      lbfgs_memory(5),
      verbose(0),
      fit_intercept(true),
      penalty_normalized(true)
  {
  }
#endif
};
 
#ifndef __cplusplus
typedef struct qn_params qn_params;
#endif
 
#ifdef __cplusplus
}
}
#endif