An implementation of Exact Soft Confidence-Weighted Learning
This is an online supervised learning algorithm which utilizes all the four salient properties:
- Large margin training
- Confidence weighting
- Capability to handle non-separable data
- Adaptive margin
The paper is here.
SCW has 2 formulations of its algorithm which are SCW-I and SCW-II. They can be accessed like below.
scw.SCW1(C, ETA) scw.SCW2(C, ETA)
C and ETA are hyperparameters.
from scw import SCW1, SCW2 scw = SCW1(C=1.0, ETA=1.0) scw.fit(X, y) y_pred = scw.perdict(X)
- This package performs only binary classification, not multiclass classification.
- Training labels must be 1 or -1. No other labels allowed.