VarSVM 0.5
Python library for Variants of Support Vector Machines
License: MIT

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Variant-SVMs
============

VarSVM is a Python module for solving variants Support Vector Machines (SVM).

This project was created by `Ben Dai <http://users.stat.umn.edu/~bdai/>`_. If there is any problem and suggestion please contact me via <bdai@umn.edu>.

Installation
------------

Dependencies
~~~~~~~~~~~~

Variant-SVMs requires:

- Python
- NumPy
- SciPy
- Cython 


User installation
~~~~~~~~~~~~~~~~~

Install Variant-SVMs using ``pip`` ::

	pip install VarSVM
	pip install git+https://github.com/statmlben/Variant-SVM.git

Source code
~~~~~~~~~~~

You can check the latest sources with the command::

    git clone https://github.com/statmlben/Variant-SVM.git


Documentation
-------------

The mathematical formulation for each model can be found in `VariantSVMs <./Variant-SVMs.pdf>`_.

Weighted SVM
~~~~~~~~~~~~
Classical weighted SVMs.

- class VarSVM.weightsvm(alpha=[], beta=[], C=1., max_iter = 1000, eps = 1e-4, print_step = 1)

	- Parameters:
		- **alpha**: Dual variable.
		- **beta**: Primal variable, or coefficients of the support vector in the decision function.
		- **C**: Penalty parameter C of the error term.
		- **max_iter**: Hard limit on iterations for coordinate descent.
		- **eps**: Tolerance for stopping criterion based on the relative l1 norm for difference of beta and beta_old.
		- **print_step**: If print the interations for coordinate descent, 1 indicates YES, 0 indicates NO.
	- Methods:
		- **decision_function(X)**: Evaluates the decision function for the samples in X.
			- X : array-like, shape (n_samples, n_features)
		- **fit(X, y, sample_weight=1.)**: Fit the SVM model.
			- X : {array-like, sparse matrix}, shape (n_samples, n_features)
			- y : array-like, shape (n_samples,) **NOTE: y must be +1 or -1!**
			- sample_weight : array-like, shape (n_samples,), weight for each sample.

Drift SVM
~~~~~~~~~
SVM with dift or fixed intercept for each instance.

- class VarSVM.driftsvm(alpha=[], beta=[], C=1., max_iter = 1000, eps = 1e-4, print_step = 1)

	- Parameters:
		- **alpha**: Dual variable.
		- **beta**: Primal variable, or coefficients of the support vector in the decision function.
		- **C**: Penalty parameter C of the error term.
		- **max_iter**: Hard limit on iterations for coordinate descent.
		- **eps**: Tolerance for stopping criterion based on the relative l1 norm for difference of beta and beta_old.
		- **print_step**: If print the interations for coordinate descent, 1 indicates YES, 0 indicates NO.
	- Methods:
		- **decision_function(X)**: Evaluates the decision function for the samples in X.
			- X : array-like, shape (n_samples, n_features)
		- **fit(X, y, drift, sample_weight=1.)**: Fit the SVM model.
			- X : {array-like, sparse matrix}, shape (n_samples, n_features)
			- y : array-like, shape (n_samples,). **NOTE: y must be +1 or -1!**
			- drift: array-like, shape (n_samples,), drift or fixed intercept for each instance, see `doc <./Variant-SVMs.pdf>`_.
			- sample_weight : array-like, shape (n_samples,), weight for each instance.

Non-negative Drift SVM
~~~~~~~~~~~~~~~~~~~~~~
SVM with non-negative constrains for coefficients.

- class VarSVM.noneg_driftsvm(alpha=[], beta=[], C=1., max_iter = 1000, eps = 1e-4, print_step = 1)

	- Parameters:
		- **alpha**: Dual variable.
		- **beta**: Primal variable, or coefficients of the support vector in the decision function.
		- **C**: Penalty parameter C of the error term.
		- **max_iter**: Hard limit on iterations for coordinate descent.
		- **eps**: Tolerance for stopping criterion based on the relative l1 norm for difference of beta and beta_old.
		- **print_step**: If print the interations for coordinate descent, 1 indicates YES, 0 indicates NO.
	- Methods:
		- **decision_function(X)**: Evaluates the decision function for the samples in X.
			- X : array-like, shape (n_samples, n_features)
		- **fit(X, y, drift, sample_weight=1.)**: Fit the SVM model.
			- X : {array-like, sparse matrix}, shape (n_samples, n_features)
			- y : array-like, shape (n_samples,). **NOTE: y must be +1 or -1!**
			- drift: array-like, shape (n_samples,), drift or fixed intercept for each instance, see `doc <./Variant-SVMs.pdf>`_.
			- sample_weight : array-like, shape (n_samples,), weight for each instance.

Example
~~~~~~~

.. code-block:: Python

   import numpy as np
   from sklearn.datasets import make_classification
   from VarSVM import noneg_driftsvm

   X, y = make_classification(n_features=4, random_state=0)
   y = y * 2 - 1

   n = len(X)
   drift = .28*np.ones(n)

   clf = noneg_driftsvm()
   clf.fit(X=X, y=y, drift=drift)
   y_pred = clf.decision_function(X=X, drift=drift)