the init version

Makefile

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+CPPFLAGS=-g -Wall 
+
+BOOST_HOME=/home/yichen.lyh/boost_home
+
+LIBS= -L /usr/include/
+
+CPLUS_INCLUDE_PATH=${BOOST_HOME}/include
+export CPLUS_INCLUDE_PATH
+
+.PHONY : clean all
+
+all: $(subst .cpp,.o,$(SOURCES))  lr
+
+
+%.O: %.cpp
+	$(CXX) $(CPPFLAGS) ${LIBS} $^ $@
+lr: lr.cpp 
+	$(CXX) $(CPPFLAGS) $^  ${LIBS} -o $@
+
+clean:
+	rm -rf  *.o  lr

README

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+This is a simple implementation of logistic regresion in c++.
+Please refer to the paper:
+
+http://people.csail.mit.edu/jrennie/writing/lr.pdf
+
+for more details.
+
+How to run:
+
+cd your_path_to_lr
+./make
+./lr heart_scale
+
+heart_scale is the testing data

data_loader.hpp

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+#ifndef _CPP_DATA_LOADER_
+#define _CPP_DATA_LOADER_
+
+#include <iostream>
+#include <fstream>
+#include <string>
+#include <sstream>
+
+#include <stdio.h>
+#include <stdlib.h>
+
+#include <boost/numeric/ublas/vector.hpp>
+#include <boost/numeric/ublas/matrix.hpp>
+#include <boost/numeric/ublas/io.hpp>
+
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/random/uniform_int.hpp>
+
+// refer to matrix row
+#include <boost/numeric/ublas/matrix_proxy.hpp>
+
+
+#include "util.hpp"
+
+class SimpleDataLoader {
+    private:
+        int record_num;
+        int dim_num;
+
+        bool debug;
+
+    private:
+
+
+        int get_cat(const string& data) {
+            int c;
+            convert_from_string(c, data);
+
+            return c;
+        }
+
+        bool get_features(const string& data, int& index, double& value) {
+            int pos = data.find(":");
+            if (pos == -1) return false;
+            convert_from_string(index, data.substr(0, pos));
+            convert_from_string(value, data.substr(pos + 1));
+
+            return true;
+        }
+
+        // please note we need to add a default feature to each instance and set the feature weight to 1
+        bool parse_line(const string& line, int& cat, const int line_num, boost::numeric::ublas::matrix<double>& x) {
+            if (line.empty()) return false;
+            size_t start_pos = 0;
+            char space = ' ';
+
+            // the dummy feature 
+            x(line_num, 0) = 1;
+
+            while (true) {
+                size_t pos = line.find(space, start_pos);
+                string data = line.substr(start_pos, pos - start_pos);
+                if (!data.empty()) {
+                    if (start_pos == 0) {
+                        cat = get_cat(data);
+                    }
+                    else {
+                        int index = -1;
+                        double v = 0;
+                        get_features(data, index, v);
+                        if (debug)
+                            cout << "index: " << index << "," << "value: " << v << endl;
+                        if (index != -1) {
+                            x(line_num, index) = v;
+                        }
+                    }
+                }
+                if ((int)pos != -1) {
+                    start_pos = pos + 1;
+                }
+                else {
+                    break;
+                }
+            }
+
+            return true;
+
+        }
+
+
+    public:
+        SimpleDataLoader(const int r, const int c) : record_num(r), dim_num(c), debug(false) {}
+
+        void load_file(char*& file_path, boost::numeric::ublas::vector<double>& y, boost::numeric::ublas::matrix<double>& x) {
+            ifstream in(file_path);
+            string line;
+            int line_num = 0;
+            if (in.is_open()) {
+                while (in.good()) {
+                    getline(in, line);
+                    if (line.empty()) continue;
+                    int cat = 0;
+                    if (!parse_line(line, cat, line_num, x)) {
+                        cout << "parse line: " << line << ", failed.." << endl;
+                        continue;
+                    }
+
+                    y(line_num) = cat;
+
+                    line_num += 1;
+                }
+                in.close();
+            }
+
+        }
+};
+
+
+#endif