sparse_ho.models.SVM

class sparse_ho.models.SVM(estimator=None)

Support Vector Machine classifier without bias.

The optimization problem is solved in the dual:

1/2 r^T(y * X)(y * X)^T r - sum_i^n r_i s.t 0 <= r_i <= C

Parameters

estimator: instance of ``sklearn.base.BaseEstimator``

An estimator that follows the scikit-learn API.

__init__(estimator=None)

Methods

__init__([estimator])
generalized_supp(X, v, log_C)	Generalized support of iterate.
get_L(X)	Compute Lipschitz constant of datafit.
get_dual_v(mask, dense, X, y, v, log_C)	TODO
get_full_jac_v(mask, jac_v, n_features)	TODO
get_jac_residual_norm(Xs, ys, n_samples, ...)
get_jac_v(X, y, mask, dense, jac, v)	Compute hypergradient.
get_mat_vec(X, y, mask, dense, log_C)	Returns a LinearOperator computing the matrix vector product with the Hessian of datafit.
proj_hyperparam(X, y, log_alpha)	Project hyperparameter on an admissible range of values.
reduce_X(X, mask)	Reduce design matrix to generalized support.
reduce_y(y, mask)	Reduce observation vector to generalized support.
sign(x, log_C)	Get sign of iterate.