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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

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# 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
```bash
git clone <repository-url>
cd svm_classifier
mkdir build && cd build
cmake ..
make -j$(nproc)
```
### Basic Usage
```cpp
#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
```cpp
#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
```cpp
// 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
```cpp
// 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
```cpp
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();
```
### Grid Search
```cpp
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
```bash
cd build
make test_all
```
### Test Categories
```bash
make test_unit # Unit tests
make test_integration # Integration tests
make test_performance # Performance tests
```
### Coverage Report
```bash
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