SubGradientLPM.h
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00012 #ifndef _SUBGRADIENTLPM_H___
00013 #define _SUBGRADIENTLPM_H___
00014
00015 #include "lib/config.h"
00016
00017 #ifdef USE_CPLEX
00018 #include "lib/common.h"
00019
00020 #include "lib/Cplex.h"
00021
00022 #include "classifier/SparseLinearClassifier.h"
00023 #include "features/SparseFeatures.h"
00024 #include "features/Labels.h"
00025
00026 class CSubGradientLPM : public CSparseLinearClassifier
00027 {
00028 public:
00029 CSubGradientLPM();
00030 CSubGradientLPM(DREAL C, CSparseFeatures<DREAL>* traindat, CLabels* trainlab);
00031 virtual ~CSubGradientLPM();
00032
00033 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTLPM; }
00034 virtual bool train();
00035
00036 inline void set_C(DREAL c1, DREAL c2) { C1=c1; C2=c2; }
00037
00038 inline DREAL get_C1() { return C1; }
00039 inline DREAL get_C2() { return C2; }
00040
00041 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00042 inline bool get_bias_enabled() { return use_bias; }
00043
00044 inline void set_epsilon(DREAL eps) { epsilon=eps; }
00045 inline DREAL get_epsilon() { return epsilon; }
00046
00047 inline void set_qpsize(INT q) { qpsize=q; }
00048 inline INT get_qpsize() { return qpsize; }
00049
00050 inline void set_qpsize_max(INT q) { qpsize_max=q; }
00051 inline INT get_qpsize_max() { return qpsize_max; }
00052
00053 protected:
00056 INT find_active(INT num_feat, INT num_vec, INT& num_active, INT& num_bound);
00057
00060 void update_active(INT num_feat, INT num_vec);
00061
00063 DREAL compute_objective(INT num_feat, INT num_vec);
00064
00067 DREAL compute_min_subgradient(INT num_feat, INT num_vec, INT num_active, INT num_bound);
00068
00070 DREAL line_search(INT num_feat, INT num_vec);
00071
00073 void compute_projection(INT num_feat, INT num_vec);
00074
00076 void update_projection(DREAL alpha, INT num_vec);
00077
00079 void init(INT num_vec, INT num_feat);
00080
00082 void cleanup();
00083
00084 protected:
00085 DREAL C1;
00086 DREAL C2;
00087 DREAL epsilon;
00088 DREAL work_epsilon;
00089 DREAL autoselected_epsilon;
00090 INT qpsize;
00091 INT qpsize_max;
00092 INT qpsize_limit;
00093 bool use_bias;
00094
00095 INT last_it_noimprovement;
00096 INT num_it_noimprovement;
00097
00098
00099 BYTE* active;
00100 BYTE* old_active;
00101 INT* idx_active;
00102 INT* idx_bound;
00103 INT delta_active;
00104 INT delta_bound;
00105 DREAL* proj;
00106 DREAL* tmp_proj;
00107 INT* tmp_proj_idx;
00108
00109
00110 DREAL* sum_CXy_active;
00111 DREAL* v;
00112 DREAL* old_v;
00113 DREAL sum_Cy_active;
00114
00115
00116 INT pos_idx;
00117 INT neg_idx;
00118 INT zero_idx;
00119 INT* w_pos;
00120 INT* w_zero;
00121 INT* w_neg;
00122 DREAL* grad_w;
00123 DREAL grad_b;
00124 DREAL* grad_proj;
00125 DREAL* hinge_point;
00126 INT* hinge_idx;
00127
00128
00129 DREAL* beta;
00130
00131 CCplex* solver;
00132 };
00133 #endif //USE_CPLEX
00134 #endif //_SUBGRADIENTLPM_H___