This is an online supervised learning algorithm which utilizes the four salient properties:
The paper is here.
SCW has 2 formulations of its algorithm which are SCW-I and SCW-II.
You can choose which to use by the parameter of
Feature vectors are given as the columns of the matrix X.
using SoftConfidenceWeighted # C and ETA are hyperparameters. # X is a data matrix which each column represents a data vector. # y is corresponding labels. model = init(C = 1, ETA = 1, type_ = SCW1) model = fit!(model, X_train, y_train) y_pred = predict(model, X_test)
10 months ago