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<div class="title">regularized_svd.hpp</div> </div>
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<a href="regularized__svd_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="preprocessor">#ifndef MLPACK_METHODS_REGULARIZED_SVD_REGULARIZED_SVD_HPP</span></div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#define MLPACK_METHODS_REGULARIZED_SVD_REGULARIZED_SVD_HPP</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> </div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <<a class="code" href="prereqs_8hpp.html">mlpack/prereqs.hpp</a>></span></div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <<a class="code" href="sgd_8hpp.html">mlpack/core/optimizers/sgd/sgd.hpp</a>></span></div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include <<a class="code" href="cf_8hpp.html">mlpack/methods/cf/cf.hpp</a>></span></div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> </div><div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include "<a class="code" href="regularized__svd__function_8hpp.html">regularized_svd_function.hpp</a>"</span></div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span> </div><div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="keyword">namespace </span>svd {</div><div class="line"><a name="l00024"></a><span class="lineno"> 24</span> </div><div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="keyword">template</span><</div><div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  <span class="keyword">template</span><<span class="keyword">typename</span>> <span class="keyword">class </span>OptimizerType = <a class="code" href="classmlpack_1_1optimization_1_1SGD.html">mlpack::optimization::StandardSGD</a></div><div class="line"><a name="l00060"></a><span class="lineno"> 60</span> ></div><div class="line"><a name="l00061"></a><span class="lineno"><a class="line" href="classmlpack_1_1svd_1_1RegularizedSVD.html"> 61</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html">RegularizedSVD</a></div><div class="line"><a name="l00062"></a><span class="lineno"> 62</span> {</div><div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00064"></a><span class="lineno"> 64</span> </div><div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a08b5bb062aafcc65b68839d196fcb157">RegularizedSVD</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a215f1ecdb0d2e604895c3fb9fb0fddf8">iterations</a> = 10,</div><div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a709a8efda1c03b99a70a168fb70dd747">alpha</a> = 0.01,</div><div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a03711c74a3b7edf9d11ec2b8cb7fbb87">lambda</a> = 0.02);</div><div class="line"><a name="l00078"></a><span class="lineno"> 78</span> </div><div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#af70b1c4fb97044e5cb3255978044cf69">Apply</a>(<span class="keyword">const</span> arma::mat& data,</div><div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> rank,</div><div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  arma::mat& u,</div><div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  arma::mat& v);</div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div><div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00094"></a><span class="lineno"><a class="line" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a215f1ecdb0d2e604895c3fb9fb0fddf8"> 94</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a215f1ecdb0d2e604895c3fb9fb0fddf8">iterations</a>;</div><div class="line"><a name="l00096"></a><span class="lineno"><a class="line" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a709a8efda1c03b99a70a168fb70dd747"> 96</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a709a8efda1c03b99a70a168fb70dd747">alpha</a>;</div><div class="line"><a name="l00098"></a><span class="lineno"><a class="line" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a03711c74a3b7edf9d11ec2b8cb7fbb87"> 98</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html#a03711c74a3b7edf9d11ec2b8cb7fbb87">lambda</a>;</div><div class="line"><a name="l00099"></a><span class="lineno"> 99</span> };</div><div class="line"><a name="l00100"></a><span class="lineno"> 100</span> </div><div class="line"><a name="l00101"></a><span class="lineno"> 101</span> } <span class="comment">// namespace svd</span></div><div class="line"><a name="l00102"></a><span class="lineno"> 102</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00103"></a><span class="lineno"> 103</span> </div><div class="line"><a name="l00104"></a><span class="lineno"> 104</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00105"></a><span class="lineno"> 105</span> <span class="keyword">namespace </span>cf {</div><div class="line"><a name="l00106"></a><span class="lineno"> 106</span> </div><div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="keyword">template</span><></div><div class="line"><a name="l00109"></a><span class="lineno"><a class="line" href="classmlpack_1_1cf_1_1FactorizerTraits_3_01mlpack_1_1svd_1_1RegularizedSVD_3_4_01_4.html"> 109</a></span> <span class="keyword">class </span><a class="code" href="structmlpack_1_1cf_1_1FactorizerTraits.html">FactorizerTraits</a><<a class="code" href="namespacemlpack.html">mlpack</a>::<a class="code" href="classmlpack_1_1svd_1_1RegularizedSVD.html">svd::RegularizedSVD</a><> ></div><div class="line"><a name="l00110"></a><span class="lineno"> 110</span> {</div><div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00113"></a><span class="lineno"><a class="line" href="classmlpack_1_1cf_1_1FactorizerTraits_3_01mlpack_1_1svd_1_1RegularizedSVD_3_4_01_4.html#a411173411fda1dc5f60861ea42aa1cf9"> 113</a></span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> UsesCoordinateList = <span class="keyword">true</span>;</div><div class="line"><a name="l00114"></a><span class="lineno"> 114</span> };</div><div class="line"><a name="l00115"></a><span class="lineno"> 115</span> </div><div class="line"><a name="l00116"></a><span class="lineno"> 116</span> } <span class="comment">// namespace cf</span></div><div class="line"><a name="l00117"></a><span class="lineno"> 117</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00118"></a><span class="lineno"> 118</span> </div><div class="line"><a name="l00119"></a><span class="lineno"> 119</span> <span class="comment">// Include implementation.</span></div><div class="line"><a name="l00120"></a><span class="lineno"> 120</span> <span class="preprocessor">#include "regularized_svd_impl.hpp"</span></div><div class="line"><a name="l00121"></a><span class="lineno"> 121</span> </div><div class="line"><a name="l00122"></a><span class="lineno"> 122</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="classmlpack_1_1svd_1_1RegularizedSVD_html_a215f1ecdb0d2e604895c3fb9fb0fddf8"><div class="ttname"><a href="classmlpack_1_1svd_1_1RegularizedSVD.html#a215f1ecdb0d2e604895c3fb9fb0fddf8">mlpack::svd::RegularizedSVD::iterations</a></div><div class="ttdeci">size_t iterations</div><div class="ttdoc">Number of optimization iterations. </div><div class="ttdef"><b>Definition:</b> <a href="regularized__svd_8hpp_source.html#l00094">regularized_svd.hpp:94</a></div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RegularizedSVD_html"><div class="ttname"><a href="classmlpack_1_1svd_1_1RegularizedSVD.html">mlpack::svd::RegularizedSVD</a></div><div class="ttdoc">Regularized SVD is a matrix factorization technique that seeks to reduce the error on the training se...</div><div class="ttdef"><b>Definition:</b> <a href="regularized__svd_8hpp_source.html#l00061">regularized_svd.hpp:61</a></div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RegularizedSVD_html_a08b5bb062aafcc65b68839d196fcb157"><div class="ttname"><a href="classmlpack_1_1svd_1_1RegularizedSVD.html#a08b5bb062aafcc65b68839d196fcb157">mlpack::svd::RegularizedSVD::RegularizedSVD</a></div><div class="ttdeci">RegularizedSVD(const size_t iterations=10, const double alpha=0.01, const double lambda=0.02)</div><div class="ttdoc">Constructor for Regularized SVD. </div></div>
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<div class="ttc" id="namespacemlpack_html"><div class="ttname"><a href="namespacemlpack.html">mlpack</a></div><div class="ttdoc">Linear algebra utility functions, generally performed on matrices or vectors. </div><div class="ttdef"><b>Definition:</b> <a href="binarize_8hpp_source.html#l00018">binarize.hpp:18</a></div></div>
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<div class="ttc" id="cf_8hpp_html"><div class="ttname"><a href="cf_8hpp.html">cf.hpp</a></div></div>
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<div class="ttc" id="prereqs_8hpp_html"><div class="ttname"><a href="prereqs_8hpp.html">prereqs.hpp</a></div><div class="ttdoc">The core includes that mlpack expects; standard C++ includes and Armadillo. </div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RegularizedSVD_html_a03711c74a3b7edf9d11ec2b8cb7fbb87"><div class="ttname"><a href="classmlpack_1_1svd_1_1RegularizedSVD.html#a03711c74a3b7edf9d11ec2b8cb7fbb87">mlpack::svd::RegularizedSVD::lambda</a></div><div class="ttdeci">double lambda</div><div class="ttdoc">Regularization parameter for the optimization. </div><div class="ttdef"><b>Definition:</b> <a href="regularized__svd_8hpp_source.html#l00098">regularized_svd.hpp:98</a></div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RegularizedSVD_html_a709a8efda1c03b99a70a168fb70dd747"><div class="ttname"><a href="classmlpack_1_1svd_1_1RegularizedSVD.html#a709a8efda1c03b99a70a168fb70dd747">mlpack::svd::RegularizedSVD::alpha</a></div><div class="ttdeci">double alpha</div><div class="ttdoc">Learning rate for the SGD optimizer. </div><div class="ttdef"><b>Definition:</b> <a href="regularized__svd_8hpp_source.html#l00096">regularized_svd.hpp:96</a></div></div>
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<div class="ttc" id="sgd_8hpp_html"><div class="ttname"><a href="sgd_8hpp.html">sgd.hpp</a></div></div>
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<div class="ttc" id="regularized__svd__function_8hpp_html"><div class="ttname"><a href="regularized__svd__function_8hpp.html">regularized_svd_function.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1svd_1_1RegularizedSVD_html_af70b1c4fb97044e5cb3255978044cf69"><div class="ttname"><a href="classmlpack_1_1svd_1_1RegularizedSVD.html#af70b1c4fb97044e5cb3255978044cf69">mlpack::svd::RegularizedSVD::Apply</a></div><div class="ttdeci">void Apply(const arma::mat &data, const size_t rank, arma::mat &u, arma::mat &v)</div><div class="ttdoc">Obtains the user and item matrices using the provided data and rank. </div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1SGD_html"><div class="ttname"><a href="classmlpack_1_1optimization_1_1SGD.html">mlpack::optimization::SGD</a></div><div class="ttdoc">Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum ...</div><div class="ttdef"><b>Definition:</b> <a href="sgd_8hpp_source.html#l00077">sgd.hpp:77</a></div></div>
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<div class="ttc" id="structmlpack_1_1cf_1_1FactorizerTraits_html"><div class="ttname"><a href="structmlpack_1_1cf_1_1FactorizerTraits.html">mlpack::cf::FactorizerTraits</a></div><div class="ttdoc">Template class for factorizer traits. </div><div class="ttdef"><b>Definition:</b> <a href="cf_8hpp_source.html#l00039">cf.hpp:39</a></div></div>
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