SHOGUN v0.9.0
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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) 2007-2009 Soeren Sonnenburg 00008 * Written (W) 2007-2008 Vojtech Franc 00009 * Copyright (C) 2007-2009 Fraunhofer Institute FIRST and Max-Planck-Society 00010 */ 00011 00012 #ifndef _SUBGRADIENTSVM_H___ 00013 #define _SUBGRADIENTSVM_H___ 00014 00015 #include "lib/common.h" 00016 #include "classifier/LinearClassifier.h" 00017 #include "features/DotFeatures.h" 00018 #include "features/Labels.h" 00019 00020 namespace shogun 00021 { 00023 class CSubGradientSVM : public CLinearClassifier 00024 { 00025 public: 00027 CSubGradientSVM(); 00028 00035 CSubGradientSVM( 00036 float64_t C, CDotFeatures* traindat, 00037 CLabels* trainlab); 00038 virtual ~CSubGradientSVM(); 00039 00044 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTSVM; } 00045 00054 virtual bool train(CFeatures* data=NULL); 00055 00061 inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; } 00062 00063 00068 inline float64_t get_C1() { return C1; } 00069 00074 inline float64_t get_C2() { return C2; } 00075 00080 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; } 00081 00086 inline bool get_bias_enabled() { return use_bias; } 00087 00092 inline void set_epsilon(float64_t eps) { epsilon=eps; } 00093 00098 inline float64_t get_epsilon() { return epsilon; } 00099 00104 inline void set_qpsize(int32_t q) { qpsize=q; } 00105 00110 inline int32_t get_qpsize() { return qpsize; } 00111 00116 inline void set_qpsize_max(int32_t q) { qpsize_max=q; } 00117 00122 inline int32_t get_qpsize_max() { return qpsize_max; } 00123 00124 protected: 00127 int32_t find_active( 00128 int32_t num_feat, int32_t num_vec, int32_t& num_active, 00129 int32_t& num_bound); 00130 00133 void update_active(int32_t num_feat, int32_t num_vec); 00134 00136 float64_t compute_objective(int32_t num_feat, int32_t num_vec); 00137 00140 float64_t compute_min_subgradient( 00141 int32_t num_feat, int32_t num_vec, int32_t num_active, 00142 int32_t num_bound); 00143 00145 float64_t line_search(int32_t num_feat, int32_t num_vec); 00146 00148 void compute_projection(int32_t num_feat, int32_t num_vec); 00149 00151 void update_projection(float64_t alpha, int32_t num_vec); 00152 00154 void init(int32_t num_vec, int32_t num_feat); 00155 00157 void cleanup(); 00158 00160 inline virtual const char* get_name() const { return "SubGradientSVM"; } 00161 00162 protected: 00164 float64_t C1; 00166 float64_t C2; 00168 float64_t epsilon; 00170 float64_t work_epsilon; 00172 float64_t autoselected_epsilon; 00174 int32_t qpsize; 00176 int32_t qpsize_max; 00178 int32_t qpsize_limit; 00180 bool use_bias; 00181 00183 int32_t last_it_noimprovement; 00185 int32_t num_it_noimprovement; 00186 00187 //idx vectors of length num_vec 00189 uint8_t* active; 00191 uint8_t* old_active; 00193 int32_t* idx_active; 00195 int32_t* idx_bound; 00197 int32_t delta_active; 00199 int32_t delta_bound; 00201 float64_t* proj; 00203 float64_t* tmp_proj; 00205 int32_t* tmp_proj_idx; 00206 00207 //vector of length num_feat 00209 float64_t* sum_CXy_active; 00211 float64_t* v; 00213 float64_t* old_v; 00215 float64_t sum_Cy_active; 00216 00217 //vector of length num_feat 00219 float64_t* grad_w; 00221 float64_t grad_b; 00223 float64_t* grad_proj; 00225 float64_t* hinge_point; 00227 int32_t* hinge_idx; 00228 00229 //vectors/sym matrix of size qpsize_limit 00231 float64_t* beta; 00233 float64_t* old_beta; 00235 float64_t* Zv; 00237 float64_t* old_Zv; 00239 float64_t* Z; 00241 float64_t* old_Z; 00242 00244 float64_t tim; 00245 }; 00246 } 00247 #endif