SubGradientSVM.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) 2007-2009 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 c1, float64_t c2) { C1=c1; C2=c2; }
00062 
00067         inline float64_t get_C1() { return C1; }
00068 
00073         inline float64_t get_C2() { return C2; }
00074 
00079         inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00080 
00085         inline bool get_bias_enabled() { return use_bias; }
00086 
00091         inline void set_epsilon(float64_t eps) { epsilon=eps; }
00092 
00097         inline float64_t get_epsilon() { return epsilon; }
00098 
00103         inline void set_qpsize(int32_t q) { qpsize=q; }
00104 
00109         inline int32_t get_qpsize() { return qpsize; }
00110 
00115         inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00116 
00121         inline int32_t get_qpsize_max() { return qpsize_max; }
00122 
00123     protected:
00126         int32_t find_active(
00127             int32_t num_feat, int32_t num_vec, int32_t& num_active,
00128             int32_t& num_bound);
00129 
00132         void update_active(int32_t num_feat, int32_t num_vec);
00133 
00135         float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00136 
00139         float64_t compute_min_subgradient(
00140             int32_t num_feat, int32_t num_vec, int32_t num_active,
00141             int32_t num_bound);
00142 
00144         float64_t line_search(int32_t num_feat, int32_t num_vec);
00145 
00147         void compute_projection(int32_t num_feat, int32_t num_vec);
00148 
00150         void update_projection(float64_t alpha, int32_t num_vec);
00151 
00153         void init(int32_t num_vec, int32_t num_feat);
00154         
00156         void cleanup();
00157 
00159         inline virtual const char* get_name() const { return "SubGradientSVM"; }
00160 
00161     protected:
00163         float64_t C1;
00165         float64_t C2;
00167         float64_t epsilon;
00169         float64_t work_epsilon;
00171         float64_t autoselected_epsilon;
00173         int32_t qpsize;
00175         int32_t qpsize_max;
00177         int32_t qpsize_limit;
00179         bool use_bias;
00180 
00182         int32_t last_it_noimprovement;
00184         int32_t num_it_noimprovement;
00185 
00186         //idx vectors of length num_vec
00188         uint8_t* active;
00190         uint8_t* old_active;
00192         int32_t* idx_active;
00194         int32_t* idx_bound;
00196         int32_t delta_active;
00198         int32_t delta_bound;
00200         float64_t* proj;
00202         float64_t* tmp_proj;
00204         int32_t* tmp_proj_idx;
00205         
00206         //vector of length num_feat
00208         float64_t* sum_CXy_active;
00210         float64_t* v;
00212         float64_t* old_v;
00214         float64_t sum_Cy_active;
00215 
00216         //vector of length num_feat
00218         float64_t* grad_w;
00220         float64_t grad_b;
00222         float64_t* grad_proj;
00224         float64_t* hinge_point;
00226         int32_t* hinge_idx;
00227 
00228         //vectors/sym matrix of size qpsize_limit
00230         float64_t* beta;
00232         float64_t* old_beta;
00234         float64_t* Zv;
00236         float64_t* old_Zv;
00238         float64_t* Z;
00240         float64_t* old_Z;
00241 
00243         float64_t tim;
00244 };
00245 }
00246 #endif

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