Hands-On Machine Learning with C++

Shogun example

The Shogun library contains all the necessary classes for the grid search approach. We start by defining the base model. In the Shogun library, we can use the CKernelRidgeRegression class for this purpose. This class implements the polynomial regression model based on the SVM algorithm, and it uses kernels for precise model specialization. Therefore, we can use the polynomial kernel to simulate the polynomial regression model. Also, this kernel type has a configurable hyperparameter called the polynomial degree. The following code sample shows how to create the kernel object:

auto kernel = some<CPolyKernel>(/*cache size*/ 256, /*degree*/ 15);kernel->init(x, x);

Notice that the kernel object requires our training data for initialization. ...