SubGradientLPM.h

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00001 /*
00002  * This program is free software; you can redistribute it and/or modify
00003  * it under the terms of the GNU General Public License as published by
00004  * the Free Software Foundation; either version 3 of the License, or
00005  * (at your option) any later version.
00006  *
00007  * Written (W) 2007-2008 Soeren Sonnenburg
00008  * Written (W) 2007-2008 Vojtech Franc
00009  * Copyright (C) 2007-2008 Fraunhofer Institute FIRST and Max-Planck-Society
00010  */
00011 
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(
00031             float64_t C, CSparseFeatures<float64_t>* traindat,
00032             CLabels* trainlab);
00033         virtual ~CSubGradientLPM();
00034 
00035         virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTLPM; }
00036         virtual bool train();
00037 
00038         inline void set_C(float64_t c1, float64_t c2) { C1=c1; C2=c2; }
00039 
00040         inline float64_t get_C1() { return C1; }
00041         inline float64_t get_C2() { return C2; }
00042 
00043         inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00044         inline bool get_bias_enabled() { return use_bias; }
00045 
00046         inline void set_epsilon(float64_t eps) { epsilon=eps; }
00047         inline float64_t get_epsilon() { return epsilon; }
00048 
00049         inline void set_qpsize(int32_t q) { qpsize=q; }
00050         inline int32_t get_qpsize() { return qpsize; }
00051 
00052         inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00053         inline int32_t get_qpsize_max() { return qpsize_max; }
00054 
00055     protected:
00058         int32_t find_active(
00059             int32_t num_feat, int32_t num_vec, int32_t& num_active,
00060             int32_t& num_bound);
00061 
00064         void update_active(int32_t num_feat, int32_t num_vec);
00065 
00067         float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00068 
00071         float64_t compute_min_subgradient(
00072             int32_t num_feat, int32_t num_vec, int32_t num_active,
00073             int32_t num_bound);
00074 
00076         float64_t line_search(int32_t num_feat, int32_t num_vec);
00077 
00079         void compute_projection(int32_t num_feat, int32_t num_vec);
00080 
00082         void update_projection(float64_t alpha, int32_t num_vec);
00083 
00085         void init(int32_t num_vec, int32_t num_feat);
00086         
00088         void cleanup();
00089 
00090     protected:
00091         float64_t C1;
00092         float64_t C2;
00093         float64_t epsilon;
00094         float64_t work_epsilon;
00095         float64_t autoselected_epsilon;
00096         int32_t qpsize;
00097         int32_t qpsize_max;
00098         int32_t qpsize_limit;
00099         bool use_bias;
00100 
00101         int32_t last_it_noimprovement;
00102         int32_t num_it_noimprovement;
00103 
00104         //idx vectors of length num_vec
00105         uint8_t* active; // 0=not active, 1=active, 2=on boundary
00106         uint8_t* old_active;
00107         int32_t* idx_active;
00108         int32_t* idx_bound;
00109         int32_t delta_active;
00110         int32_t delta_bound;
00111         float64_t* proj;
00112         float64_t* tmp_proj;
00113         int32_t* tmp_proj_idx;
00114         
00115         //vector of length num_feat
00116         float64_t* sum_CXy_active;
00117         float64_t* v;
00118         float64_t* old_v;
00119         float64_t sum_Cy_active;
00120 
00121         //vector of length num_feat
00122         int32_t pos_idx;
00123         int32_t neg_idx;
00124         int32_t zero_idx;
00125         int32_t* w_pos;
00126         int32_t* w_zero;
00127         int32_t* w_neg;
00128         float64_t* grad_w;
00129         float64_t grad_b;
00130         float64_t* grad_proj;
00131         float64_t* hinge_point;
00132         int32_t* hinge_idx;
00133 
00134         //vectors/sym matrix of size qpsize_limit
00135         float64_t* beta;
00136 
00137         CCplex* solver;
00138 };
00139 #endif //USE_CPLEX
00140 #endif //_SUBGRADIENTLPM_H___

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