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SVMClassifier/README.md
Ricardo Montañana Gómez d6dc083a5a
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Initial commit as Claude developed it
2025-06-22 12:50:10 +02:00

7.3 KiB

SVM Classifier C++

A high-performance Support Vector Machine classifier implementation in C++ with a scikit-learn compatible API. This library provides a unified interface for SVM classification using both liblinear (for linear kernels) and libsvm (for non-linear kernels), with support for multiclass classification and PyTorch tensor integration.

Features

  • 🚀 Scikit-learn Compatible API: Familiar fit(), predict(), predict_proba(), score() methods
  • 🔧 Multiple Kernels: Linear, RBF, Polynomial, and Sigmoid kernels
  • 📊 Multiclass Support: One-vs-Rest (OvR) and One-vs-One (OvO) strategies
  • Automatic Library Selection: Uses liblinear for linear kernels, libsvm for others
  • 🔗 PyTorch Integration: Native support for libtorch tensors
  • ⚙️ JSON Configuration: Easy parameter management with nlohmann::json
  • 🧪 Comprehensive Testing: 100% test coverage with Catch2
  • 📈 Performance Metrics: Detailed evaluation and training metrics
  • 🔍 Cross-Validation: Built-in k-fold cross-validation support
  • 🎯 Grid Search: Hyperparameter optimization capabilities

Quick Start

Prerequisites

  • C++17 or later
  • CMake 3.15+
  • libtorch
  • Git

Building

git clone <repository-url>
cd svm_classifier
mkdir build && cd build
cmake ..
make -j$(nproc)

Basic Usage

#include <svm_classifier/svm_classifier.hpp>
#include <torch/torch.h>

using namespace svm_classifier;

// Create sample data
auto X = torch::randn({100, 2});  // 100 samples, 2 features
auto y = torch::randint(0, 3, {100}); // 3 classes

// Create and train SVM
SVMClassifier svm(KernelType::RBF, 1.0);
auto metrics = svm.fit(X, y);

// Make predictions
auto predictions = svm.predict(X);
auto probabilities = svm.predict_proba(X);
double accuracy = svm.score(X, y);

JSON Configuration

#include <nlohmann/json.hpp>

nlohmann::json config = {
    {"kernel", "rbf"},
    {"C", 10.0},
    {"gamma", 0.1},
    {"multiclass_strategy", "ovo"},
    {"probability", true}
};

SVMClassifier svm(config);

API Reference

Constructor Options

// Default constructor
SVMClassifier svm;

// With explicit parameters
SVMClassifier svm(KernelType::RBF, 1.0, MulticlassStrategy::ONE_VS_REST);

// From JSON configuration
SVMClassifier svm(config_json);

Core Methods

Method Description Returns
fit(X, y) Train the classifier TrainingMetrics
predict(X) Predict class labels torch::Tensor
predict_proba(X) Predict class probabilities torch::Tensor
score(X, y) Calculate accuracy double
decision_function(X) Get decision values torch::Tensor
cross_validate(X, y, cv) K-fold cross-validation std::vector<double>
grid_search(X, y, grid, cv) Hyperparameter tuning nlohmann::json

Parameter Configuration

Common Parameters

  • kernel: "linear", "rbf", "polynomial", "sigmoid"
  • C: Regularization parameter (default: 1.0)
  • multiclass_strategy: "ovr" (One-vs-Rest) or "ovo" (One-vs-One)
  • probability: Enable probability estimates (default: false)
  • tolerance: Convergence tolerance (default: 1e-3)

Kernel-Specific Parameters

  • RBF/Polynomial/Sigmoid: gamma (default: auto)
  • Polynomial: degree (default: 3), coef0 (default: 0.0)
  • Sigmoid: coef0 (default: 0.0)

Examples

Multi-class Classification

// Generate multi-class dataset
auto X = torch::randn({300, 4});
auto y = torch::randint(0, 5, {300});  // 5 classes

// Configure for multi-class
nlohmann::json config = {
    {"kernel", "rbf"},
    {"C", 1.0},
    {"gamma", 0.1},
    {"multiclass_strategy", "ovo"},
    {"probability", true}
};

SVMClassifier svm(config);
auto metrics = svm.fit(X, y);

// Evaluate
auto eval_metrics = svm.evaluate(X, y);
std::cout << "Accuracy: " << eval_metrics.accuracy << std::endl;
std::cout << "F1-Score: " << eval_metrics.f1_score << std::endl;

Cross-Validation

SVMClassifier svm(KernelType::RBF);
auto cv_scores = svm.cross_validate(X, y, 5);  // 5-fold CV

double mean_score = 0.0;
for (auto score : cv_scores) {
    mean_score += score;
}
mean_score /= cv_scores.size();
nlohmann::json param_grid = {
    {"C", {0.1, 1.0, 10.0}},
    {"gamma", {0.01, 0.1, 1.0}},
    {"kernel", {"rbf", "polynomial"}}
};

auto best_params = svm.grid_search(X, y, param_grid, 3);
std::cout << "Best parameters: " << best_params.dump(2) << std::endl;

Testing

Run All Tests

cd build
make test_all

Test Categories

make test_unit          # Unit tests
make test_integration   # Integration tests  
make test_performance   # Performance tests

Coverage Report

cmake -DCMAKE_BUILD_TYPE=Debug ..
make coverage

The coverage report will be generated in build/coverage_html/index.html.

Project Structure

svm_classifier/
├── include/svm_classifier/     # Public headers
│   ├── svm_classifier.hpp      # Main classifier interface
│   ├── data_converter.hpp      # Tensor conversion utilities
│   ├── multiclass_strategy.hpp # Multiclass strategies
│   ├── kernel_parameters.hpp   # Parameter management
│   └── types.hpp               # Common types and enums
├── src/                        # Implementation files
├── tests/                      # Comprehensive test suite
├── examples/                   # Usage examples
├── external/                   # Third-party dependencies
└── CMakeLists.txt             # Build configuration

Dependencies

Required

  • libtorch: PyTorch C++ API for tensor operations
  • liblinear: Linear SVM implementation
  • libsvm: Non-linear SVM implementation
  • nlohmann/json: JSON configuration handling

Testing

  • Catch2: Testing framework

Build System

  • CMake: Cross-platform build system

Performance Characteristics

Memory Usage

  • Efficient sparse data handling
  • Automatic memory management for SVM structures
  • Configurable cache sizes for large datasets

Speed

  • Linear kernels: Uses highly optimized liblinear
  • Non-linear kernels: Uses proven libsvm implementation
  • Multi-threading support via libtorch

Scalability

  • Handles datasets from hundreds to millions of samples
  • Memory-efficient data conversion
  • Sparse feature support

Library Selection Logic

The classifier automatically selects the appropriate underlying library:

  • Linear Kernel → liblinear (optimized for linear classification)
  • RBF/Polynomial/Sigmoid → libsvm (supports arbitrary kernels)

This ensures optimal performance for each kernel type while maintaining a unified API.

Contributing

  1. Fork the repository
  2. Create a feature branch
  3. Add tests for new functionality
  4. Ensure all tests pass: make test_all
  5. Check code coverage: make coverage
  6. Submit a pull request

Code Style

  • Follow modern C++17 conventions
  • Use RAII for resource management
  • Comprehensive error handling
  • Document all public APIs

License

[Specify your license here]

Acknowledgments

  • libsvm: Chih-Chung Chang and Chih-Jen Lin
  • liblinear: Fan et al.
  • PyTorch: Facebook AI Research
  • nlohmann/json: Niels Lohmann
  • Catch2: Phil Nash and contributors