mlpack/doc/index.md

Documentation for mlpack

A fast, flexible machine learning library

mlpack is an intuitive, fast, and flexible header-only C++ machine learning library with bindings to other languages. It aims to provide fast, lightweight implementations of both common and cutting-edge machine learning algorithms.

mlpack's lightweight C++ implementation makes it ideal for deployment, and it can also be used for interactive prototyping via C++ notebooks (these can be seen in action on mlpack's homepage).

In addition to its powerful C++ interface, mlpack also provides command-line programs, and bindings to the Python, R, Julia, and Go languages.

If you use mlpack, please cite the software.

mlpack basics

Installing mlpack can be done using the instructions in the README; or the Windows build guide. The following basic guides are highly recommended before using mlpack.

• First steps:

  • mlpack C++ quickstart: create a couple simple C++ programs that use mlpack
  • Sample Windows mlpack C++ application: create a working mlpack Windows program using Visual Studio

• Basics of matrices and data in mlpack:

  • Matrices and data in mlpack
  • Loading and saving mlpack objects

• Reference for mlpack core classes:

  • Core mlpack documentation

• Using mlpack natively with our extensions in Python, R, CLI, Julia, and Go:

  • Links to quickstarts and references

mlpack algorithm documentation

Documentation for each machine learning algorithm that mlpack implements is detailed in the sections below.

• Classification algorithms: classify points as discrete labels (0, 1, 2, ...).
• Regression algorithms: predict continuous values.
• Clustering algorithms: group points into clusters.
• Geometric algorithms: computations based on distance metrics (nearest neighbors, kernel density estimation, etc.).
• Preprocessing utilities: prepare data for machine learning algorithms.
• Transformations: transform data from one space to another (principal components analysis, etc.).
• Modeling utilities: cross-validation, hyperparameter tuning, etc.

Classification algorithms

Classify points as discrete labels (0, 1, 2, ...).

• AdaBoost: Adaptive Boosting
• DecisionTree: ID3-style decision tree classifier
• HoeffdingTree: streaming/incremental decision tree classifier
• LinearSVM: simple linear support vector machine classifier
• LogisticRegression: L2-regularized logistic regression (two-class only)
• NaiveBayesClassifier: simple multi-class naive Bayes classifier
• Perceptron: simple Perceptron classifier
• RandomForest: parallelized random forest classifier
• SoftmaxRegression: L2-regularized softmax regression (i.e. multi-class logistic regression)

Regression algorithms

Predict continuous values.

• BayesianLinearRegression: Bayesian L2-penalized linear regression
• DecisionTreeRegressor: ID3-style decision tree regressor
• LARS: Least Angle Regression (LARS), L1-regularized and L2-regularized
• LinearRegression: L2-regularized linear regression (ridge regression)

Clustering algorithms

Group points into clusters.

Geometric algorithms

Computations based on distance metrics.

Preprocessing utilities

Prepare data for machine learning algorithms.

Transformations

Transform data from one space to another.

• AMF: alternating matrix factorization
• LocalCoordinateCoding: local coordinate coding with dictionary learning
• NMF: non-negative matrix factorization
• PCA: principal components analysis
• SparseCoding: sparse coding with dictionary learning

Modeling utilities

Tools for assembling a full data science pipeline.

• Cross-validation: k-fold cross-validation tools for any mlpack algorithm
• Hyperparameter tuning: generic hyperparameter tuner to find good hyperparameters for any mlpack algorithm

Bindings to other languages

mlpack's bindings to other languages have less complete functionality than mlpack in C++, but almost all the same algorithms are available.

| Python | -- | quickstart | -- | reference | | Julia | -- | quickstart | -- | reference | | R | -- | quickstart | -- | reference | Command-line programs | -- | quickstart | -- | reference | | Go | -- | quickstart | -- | reference |

Examples and further documentation

• mlpack examples repository: numerous fully-working example applications of mlpack, in C++ and other languages.
• mlpack models repository: complex models in C++ built with mlpack

For additional documentation beyond what is covered in all the resources above, the source code should be consulted. Each method is fully documented.

Developer documentation

The following general documentation can be useful if you are interested in contributing to mlpack:

• The mlpack community
• mlpack and Google Summer of Code

Throughout the codebase, mlpack uses some common template parameter policies. These are documented below.

• The ElemType policy: element types for data
• The DistanceType policy: distance metrics
• The KernelType policy: kernel functions
• The TreeType policy: space trees (ball trees, KD-trees, etc.)

In addition, the following documentation may be useful when developing bindings for other languages:

• Timers: timing parts of bindings
• Writing an mlpack binding: simple examples of mlpack bindings
• Automatic bindings: details on mlpack's automatic binding generator system.

Changelog

For a list of changes in each version of mlpack, see the changelog.