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 _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/LinearClassifier.h" 00023 #include "features/Features.h" 00024 #include "features/Labels.h" 00025 00026 namespace shogun 00027 { 00048 #define IGNORE_IN_CLASSLIST 00049 IGNORE_IN_CLASSLIST class CSubGradientLPM : public CLinearClassifier 00050 { 00051 public: 00052 CSubGradientLPM(); 00053 CSubGradientLPM( 00054 float64_t C, CDotFeatures* traindat, 00055 CLabels* trainlab); 00056 virtual ~CSubGradientLPM(); 00057 00058 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTLPM; } 00059 00068 virtual bool train(CFeatures* data=NULL); 00069 00076 inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; } 00077 00078 inline float64_t get_C1() { return C1; } 00079 inline float64_t get_C2() { return C2; } 00080 00081 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; } 00082 inline bool get_bias_enabled() { return use_bias; } 00083 00084 inline void set_epsilon(float64_t eps) { epsilon=eps; } 00085 inline float64_t get_epsilon() { return epsilon; } 00086 00087 inline void set_qpsize(int32_t q) { qpsize=q; } 00088 inline int32_t get_qpsize() { return qpsize; } 00089 00090 inline void set_qpsize_max(int32_t q) { qpsize_max=q; } 00091 inline int32_t get_qpsize_max() { return qpsize_max; } 00092 00093 protected: 00096 int32_t find_active( 00097 int32_t num_feat, int32_t num_vec, int32_t& num_active, 00098 int32_t& num_bound); 00099 00102 void update_active(int32_t num_feat, int32_t num_vec); 00103 00105 float64_t compute_objective(int32_t num_feat, int32_t num_vec); 00106 00109 float64_t compute_min_subgradient( 00110 int32_t num_feat, int32_t num_vec, int32_t num_active, 00111 int32_t num_bound); 00112 00114 float64_t line_search(int32_t num_feat, int32_t num_vec); 00115 00117 void compute_projection(int32_t num_feat, int32_t num_vec); 00118 00120 void update_projection(float64_t alpha, int32_t num_vec); 00121 00123 void init(int32_t num_vec, int32_t num_feat); 00124 00126 void cleanup(); 00127 00129 inline virtual const char* get_name() const { return "SubGradientLPM"; } 00130 00131 protected: 00132 float64_t C1; 00133 float64_t C2; 00134 float64_t epsilon; 00135 float64_t work_epsilon; 00136 float64_t autoselected_epsilon; 00137 int32_t qpsize; 00138 int32_t qpsize_max; 00139 int32_t qpsize_limit; 00140 bool use_bias; 00141 00142 int32_t last_it_noimprovement; 00143 int32_t num_it_noimprovement; 00144 00145 //idx vectors of length num_vec 00146 uint8_t* active; // 0=not active, 1=active, 2=on boundary 00147 uint8_t* old_active; 00148 int32_t* idx_active; 00149 int32_t* idx_bound; 00150 int32_t delta_active; 00151 int32_t delta_bound; 00152 float64_t* proj; 00153 float64_t* tmp_proj; 00154 int32_t* tmp_proj_idx; 00155 00156 //vector of length num_feat 00157 float64_t* sum_CXy_active; 00158 float64_t* v; 00159 float64_t* old_v; 00160 float64_t sum_Cy_active; 00161 00162 //vector of length num_feat 00163 int32_t pos_idx; 00164 int32_t neg_idx; 00165 int32_t zero_idx; 00166 int32_t* w_pos; 00167 int32_t* w_zero; 00168 int32_t* w_neg; 00169 float64_t* grad_w; 00170 float64_t grad_b; 00171 float64_t* grad_proj; 00172 float64_t* hinge_point; 00173 int32_t* hinge_idx; 00174 00175 //vectors/sym matrix of size qpsize_limit 00176 float64_t* beta; 00177 00178 CCplex* solver; 00179 float64_t lpmtim; 00180 }; 00181 } 00182 #endif //USE_CPLEX 00183 #endif //_SUBGRADIENTLPM_H___