DEPRECATED: Regularised Empirical Risk Minimisation Framework (SVMs, LogReg, Linear Regression) in Julia
16 Stars
Updated Last
1 Year Ago
Started In
June 2014

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Build Status Coverage Status RegERMs RegERMs

This package implements several machine learning algorithms in a regularised empirical risk minimisation framework (SVMs, LogReg, Linear Regression) in Julia.

Quick start

Some examples:

using RegERMs

# define some toy data (XOR - example)
np = 100
nn = 100
X = [randn(int(np/2),1)+1 randn(int(np/2),1)+1; randn(int(np/2-0.5),1)-1 randn(int(np/2-0.5),1)-1;
     randn(int(nn/2),1)+1 randn(int(nn/2),1)-1; randn(int(nn/2-0.5),1)-1 randn(int(nn/2-0.5),1)+1] # examples with 2 features
y = int(vec([ones(np,1); -ones(nn,1)]))       # binary class values

# use rbf kernel by using mercer map
map = MercerMap(X, :rbf)
X = RegERMs.apply(map)

# choose (linear) SVM as learning algorithm with regularization parameter 0.1
svm = SVM(X, y; λ=0.1)

# get a solution 
model = optimize(svm)

# make predictions and compute accuracy
ybar = predict(model, X)
acc = mean(ybar .== y)


Full documentation available at Read the Docs.