###A tiny C++ implement of logistic regression.

• Based on Eigen
• Support L2 regulation
• Support save/load weights

###Dependency

• Eigen

###Usage

//data prepare,10 samples
MatrixXd X(10,2);
X<<1.0,0.8,2.0,1.7,3.0,2.5,4.0,3.6,5.0,4.9,
  1.0,1.2,2.0,2.5,3.0,3.4,4.0,4.5,5.0,6.0;
VectorXi y(10);
y<<0,0,0,0,0,1,1,1,1,1;

//train and save the weights
LR clf1 = LR(200,0.01,0.05,0.01);  //max_iter=200,alpha=0.01(learning rate),l2_lambda=0.05,tolerance=0.01
clf1.fit(X,y);
cout<<"weights:\n"<<clf1.getW()<<endl; 
clf1.saveWeights("test.weights");

//load the weights and predict
LR clf2 = LR();
clf2.loadWeights("test.weights");
cout<<"Predict:\n"<<clf2.predict(X)<<endl;

###DirTree

.
|-- common_functions.h
|-- common_functions.cc
|-- lr.h
|-- lr.cc
|-- main.cc
|-- makefile
|-- weights         [direction where save the weights]
|  `-- test.weights
|-- eigen_tutorial  [show the basic usage of Eigen]
   `-- eigen_usage.cc