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/LinearClassifier.h"
00023 #include "features/Features.h"
00024 #include "features/Labels.h"
00025
00026 namespace shogun
00027 {
00048 class CSubGradientLPM : public CLinearClassifier
00049 {
00050 public:
00051 CSubGradientLPM();
00052 CSubGradientLPM(
00053 float64_t C, CDotFeatures* traindat,
00054 CLabels* trainlab);
00055 virtual ~CSubGradientLPM();
00056
00057 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTLPM; }
00058
00067 virtual bool train(CFeatures* data=NULL);
00068
00069 inline void set_C(float64_t c1, float64_t c2) { C1=c1; C2=c2; }
00070
00071 inline float64_t get_C1() { return C1; }
00072 inline float64_t get_C2() { return C2; }
00073
00074 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00075 inline bool get_bias_enabled() { return use_bias; }
00076
00077 inline void set_epsilon(float64_t eps) { epsilon=eps; }
00078 inline float64_t get_epsilon() { return epsilon; }
00079
00080 inline void set_qpsize(int32_t q) { qpsize=q; }
00081 inline int32_t get_qpsize() { return qpsize; }
00082
00083 inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00084 inline int32_t get_qpsize_max() { return qpsize_max; }
00085
00086 protected:
00089 int32_t find_active(
00090 int32_t num_feat, int32_t num_vec, int32_t& num_active,
00091 int32_t& num_bound);
00092
00095 void update_active(int32_t num_feat, int32_t num_vec);
00096
00098 float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00099
00102 float64_t compute_min_subgradient(
00103 int32_t num_feat, int32_t num_vec, int32_t num_active,
00104 int32_t num_bound);
00105
00107 float64_t line_search(int32_t num_feat, int32_t num_vec);
00108
00110 void compute_projection(int32_t num_feat, int32_t num_vec);
00111
00113 void update_projection(float64_t alpha, int32_t num_vec);
00114
00116 void init(int32_t num_vec, int32_t num_feat);
00117
00119 void cleanup();
00120
00122 inline virtual const char* get_name() const { return "SubGradientLPM"; }
00123
00124 protected:
00125 float64_t C1;
00126 float64_t C2;
00127 float64_t epsilon;
00128 float64_t work_epsilon;
00129 float64_t autoselected_epsilon;
00130 int32_t qpsize;
00131 int32_t qpsize_max;
00132 int32_t qpsize_limit;
00133 bool use_bias;
00134
00135 int32_t last_it_noimprovement;
00136 int32_t num_it_noimprovement;
00137
00138
00139 uint8_t* active;
00140 uint8_t* old_active;
00141 int32_t* idx_active;
00142 int32_t* idx_bound;
00143 int32_t delta_active;
00144 int32_t delta_bound;
00145 float64_t* proj;
00146 float64_t* tmp_proj;
00147 int32_t* tmp_proj_idx;
00148
00149
00150 float64_t* sum_CXy_active;
00151 float64_t* v;
00152 float64_t* old_v;
00153 float64_t sum_Cy_active;
00154
00155
00156 int32_t pos_idx;
00157 int32_t neg_idx;
00158 int32_t zero_idx;
00159 int32_t* w_pos;
00160 int32_t* w_zero;
00161 int32_t* w_neg;
00162 float64_t* grad_w;
00163 float64_t grad_b;
00164 float64_t* grad_proj;
00165 float64_t* hinge_point;
00166 int32_t* hinge_idx;
00167
00168
00169 float64_t* beta;
00170
00171 CCplex* solver;
00172 float64_t lpmtim;
00173 };
00174 }
00175 #endif //USE_CPLEX
00176 #endif //_SUBGRADIENTLPM_H___