Create Boost class as Boost<x> classifiers parent

bayesnet/ensembles/Boost.h

@@ -0,0 +1,51 @@
+// ***************************************************************
+// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
+// SPDX-FileType: SOURCE
+// SPDX-License-Identifier: MIT
+// ***************************************************************
+
+#ifndef BOOST_H
+#define BOOST_H
+#include <string>
+#include <tuple>
+#include <vector>
+#include <nlohmann/json.hpp>
+#include <torch/torch.h>
+#include "Ensemble.h"
+#include "bayesnet/feature_selection/FeatureSelect.h"
+namespace bayesnet {
+    const struct {
+        std::string CFS = "CFS";
+        std::string FCBF = "FCBF";
+        std::string IWSS = "IWSS";
+    }SelectFeatures;
+    const struct {
+        std::string ASC = "asc";
+        std::string DESC = "desc";
+        std::string RAND = "rand";
+    }Orders;
+    class Boost : public Ensemble {
+    public:
+        explicit Boost(bool predict_voting = false);
+        virtual ~Boost() = default;
+        void setHyperparameters(const nlohmann::json& hyperparameters_) override;
+    protected:
+        std::vector<int> featureSelection(torch::Tensor& weights_);
+        std::tuple<torch::Tensor&, double, bool> update_weights(torch::Tensor& ytrain, torch::Tensor& ypred, torch::Tensor& weights);
+        std::tuple<torch::Tensor&, double, bool> update_weights_block(int k, torch::Tensor& ytrain, torch::Tensor& weights);
+        torch::Tensor X_train, y_train, X_test, y_test;
+        // Hyperparameters
+        bool bisection = true; // if true, use bisection stratety to add k models at once to the ensemble
+        int maxTolerance = 3;
+        std::string order_algorithm; // order to process the KBest features asc, desc, rand
+        bool convergence = true; //if true, stop when the model does not improve
+        bool convergence_best = false; // wether to keep the best accuracy to the moment or the last accuracy as prior accuracy
+        bool selectFeatures = false; // if true, use feature selection
+        std::string select_features_algorithm = Orders.DESC; // Selected feature selection algorithm
+        FeatureSelect* featureSelector = nullptr;
+        double threshold = -1;
+        bool block_update = false;
+
+    };
+}
+#endif