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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
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
00145 uint8_t* active;
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
00156 float64_t* sum_CXy_active;
00157 float64_t* v;
00158 float64_t* old_v;
00159 float64_t sum_Cy_active;
00160
00161
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
00175 float64_t* beta;
00176
00177 CCplex* solver;
00178 float64_t lpmtim;
00179 };
00180 }
00181 #endif //USE_CPLEX
00182 #endif //_SUBGRADIENTLPM_H___