This is an online supervised learning algorithm which utilizes 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.

You can choose which to use by the parameter of `init`

.

- This package performs only binary classification, not multiclass classification.
- Training labels must be 1 or -1. No other labels allowed.

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)
```

08/19/2015

about 3 years ago

63 commits