src/test/scripts/functions/lineage/LineageTraceParforMSVM.dml

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msvm2 = function(Matrix[Double] X, Matrix[Double] Y, Boolean intercept = FALSE,
    Double epsilon = 0.001, Double lambda = 1.0, Integer maxIterations = 100, Boolean verbose = FALSE)
  return(Matrix[Double] model)
{
  if(min(Y) < 0)
    stop("MSVM: Invalid Y input, containing negative values")

  if(verbose)
    print("Running Multiclass-SVM")

  num_rows_in_w = ncol(X)
  if(intercept) {
    num_rows_in_w = num_rows_in_w + 1
  }

  if(ncol(Y) > 1) 
    Y = rowMaxs(Y * t(seq(1,ncol(Y))))

  # Assuming number of classes to be max contained in Y
  w = matrix(0, rows=num_rows_in_w, cols=max(Y))

  parfor(class in 1:max(Y), opt=CONSTRAINED, par=4, mode=REMOTE_SPARK) {
    Y_local = 2 * (Y == class) - 1
    w[,class] = l2svm(X=X, Y=Y_local, intercept=intercept,
        epsilon=epsilon, lambda=lambda, maxIterations=maxIterations, 
        verbose= verbose, columnId=class)
  }
  
  model = w
}

nclass = 10;

X = rand(rows=$2, cols=$3, seed=1);
y = rand(rows=$2, cols=1, min=0, max=nclass, seed=2);
y = ceil(y);

model = msvm2(X=X, Y=y, intercept=FALSE);
                                                                       
write(model, $1);