Small machine learning library in C++ (a work very much in progress).
Some background to the theory at http://blog.jamild.com/post/77023959349/from-the-hessian-to-widrow-hoff-calculus-and-machine
tl;dr: SupervisedData is your training example, the Learner subclasses are the model.
First initialize a vector of type SupervisedData*. This will be your training set.
For each training example, initialize a SupervisedData instance dynamically with the desired number of features (this number should be consistent among one set):
SupervisedData *newData = new SupervisedData(num_features);
Then set the features by passing an array of type float to the method setFeatures:
newData->setFeatures(num_features, features);
Finally, set the supervised training value -- the value that the model "should" result in. For a sigmoid hypothesis or any classification algorithm where there is a binary activation function, this value should be either 1 or 0.
newData->setSupervisedValue(target);
Alternatively, you can call a constructor that does all this in one step:
SupervisedData *newData = new SupervisedData(num_features, features, target);
Now, create your hypothesis function. This is operating under the assumption that the output is a linear combination of the parameters and the features (i.e. sum of all the x-sub-i and theta-sub-i). For example, a sigmoid activation function would be like so:
float hyp(float y) { float h = 1 + exp(-1*y); h = 1 / h; return h; }
Now, initialize the learner instance; either StochasticLearner or BatchDescentLearner -- Learner is an abstract data class. Include the number of parameters/features, the vector of SupervisedData s, and the desired learning rate.
StochasticLearner learner(num_features, training_set, learning_rate)
Then, simply call the update method of Learner (perhaps on another thread -- it can be very slow for large data sets or a large number of parameters). This should set the _parameterValues variable.
To get a hypothesis for unknown/untrained data, just initialize a Data instance in the same way as SupervisedData, except without the last argument:
Data *newData = new Data(num_features, features);
and call getHypothesisForData from the learner instance:
learner.getHypothesisForData(newData);