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) 2007-2009 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 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 
00075         inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }
00076 
00077         inline float64_t get_C1() { return C1; }
00078         inline float64_t get_C2() { return C2; }
00079 
00080         inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00081         inline bool get_bias_enabled() { return use_bias; }
00082 
00083         inline void set_epsilon(float64_t eps) { epsilon=eps; }
00084         inline float64_t get_epsilon() { return epsilon; }
00085 
00086         inline void set_qpsize(int32_t q) { qpsize=q; }
00087         inline int32_t get_qpsize() { return qpsize; }
00088 
00089         inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00090         inline int32_t get_qpsize_max() { return qpsize_max; }
00091 
00092     protected:
00095         int32_t find_active(
00096             int32_t num_feat, int32_t num_vec, int32_t& num_active,
00097             int32_t& num_bound);
00098 
00101         void update_active(int32_t num_feat, int32_t num_vec);
00102 
00104         float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00105 
00108         float64_t compute_min_subgradient(
00109             int32_t num_feat, int32_t num_vec, int32_t num_active,
00110             int32_t num_bound);
00111 
00113         float64_t line_search(int32_t num_feat, int32_t num_vec);
00114 
00116         void compute_projection(int32_t num_feat, int32_t num_vec);
00117 
00119         void update_projection(float64_t alpha, int32_t num_vec);
00120 
00122         void init(int32_t num_vec, int32_t num_feat);
00123 
00125         void cleanup();
00126 
00128         inline virtual const char* get_name() const { return "SubGradientLPM"; }
00129 
00130     protected:
00131         float64_t C1;
00132         float64_t C2;
00133         float64_t epsilon;
00134         float64_t work_epsilon;
00135         float64_t autoselected_epsilon;
00136         int32_t qpsize;
00137         int32_t qpsize_max;
00138         int32_t qpsize_limit;
00139         bool use_bias;
00140 
00141         int32_t last_it_noimprovement;
00142         int32_t num_it_noimprovement;
00143 
00144         //idx vectors of length num_vec
00145         uint8_t* active; // 0=not active, 1=active, 2=on boundary
00146         uint8_t* old_active;
00147         int32_t* idx_active;
00148         int32_t* idx_bound;
00149         int32_t delta_active;
00150         int32_t delta_bound;
00151         float64_t* proj;
00152         float64_t* tmp_proj;
00153         int32_t* tmp_proj_idx;
00154 
00155         //vector of length num_feat
00156         float64_t* sum_CXy_active;
00157         float64_t* v;
00158         float64_t* old_v;
00159         float64_t sum_Cy_active;
00160 
00161         //vector of length num_feat
00162         int32_t pos_idx;
00163         int32_t neg_idx;
00164         int32_t zero_idx;
00165         int32_t* w_pos;
00166         int32_t* w_zero;
00167         int32_t* w_neg;
00168         float64_t* grad_w;
00169         float64_t grad_b;
00170         float64_t* grad_proj;
00171         float64_t* hinge_point;
00172         int32_t* hinge_idx;
00173 
00174         //vectors/sym matrix of size qpsize_limit
00175         float64_t* beta;
00176 
00177         CCplex* solver;
00178         float64_t lpmtim;
00179 };
00180 }
00181 #endif //USE_CPLEX
00182 #endif //_SUBGRADIENTLPM_H___
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