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
00046 class CSubGradientLPM : public CLinearClassifier
00047 {
00048 public:
00049 CSubGradientLPM();
00050 CSubGradientLPM(
00051 float64_t C, CDotFeatures* traindat,
00052 CLabels* trainlab);
00053 virtual ~CSubGradientLPM();
00054
00055 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTLPM; }
00056 virtual bool train();
00057
00058 inline void set_C(float64_t c1, float64_t c2) { C1=c1; C2=c2; }
00059
00060 inline float64_t get_C1() { return C1; }
00061 inline float64_t get_C2() { return C2; }
00062
00063 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00064 inline bool get_bias_enabled() { return use_bias; }
00065
00066 inline void set_epsilon(float64_t eps) { epsilon=eps; }
00067 inline float64_t get_epsilon() { return epsilon; }
00068
00069 inline void set_qpsize(int32_t q) { qpsize=q; }
00070 inline int32_t get_qpsize() { return qpsize; }
00071
00072 inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00073 inline int32_t get_qpsize_max() { return qpsize_max; }
00074
00075 protected:
00078 int32_t find_active(
00079 int32_t num_feat, int32_t num_vec, int32_t& num_active,
00080 int32_t& num_bound);
00081
00084 void update_active(int32_t num_feat, int32_t num_vec);
00085
00087 float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00088
00091 float64_t compute_min_subgradient(
00092 int32_t num_feat, int32_t num_vec, int32_t num_active,
00093 int32_t num_bound);
00094
00096 float64_t line_search(int32_t num_feat, int32_t num_vec);
00097
00099 void compute_projection(int32_t num_feat, int32_t num_vec);
00100
00102 void update_projection(float64_t alpha, int32_t num_vec);
00103
00105 void init(int32_t num_vec, int32_t num_feat);
00106
00108 void cleanup();
00109
00111 inline virtual const char* get_name() const { return "SubGradientLPM"; }
00112
00113 protected:
00114 float64_t C1;
00115 float64_t C2;
00116 float64_t epsilon;
00117 float64_t work_epsilon;
00118 float64_t autoselected_epsilon;
00119 int32_t qpsize;
00120 int32_t qpsize_max;
00121 int32_t qpsize_limit;
00122 bool use_bias;
00123
00124 int32_t last_it_noimprovement;
00125 int32_t num_it_noimprovement;
00126
00127
00128 uint8_t* active;
00129 uint8_t* old_active;
00130 int32_t* idx_active;
00131 int32_t* idx_bound;
00132 int32_t delta_active;
00133 int32_t delta_bound;
00134 float64_t* proj;
00135 float64_t* tmp_proj;
00136 int32_t* tmp_proj_idx;
00137
00138
00139 float64_t* sum_CXy_active;
00140 float64_t* v;
00141 float64_t* old_v;
00142 float64_t sum_Cy_active;
00143
00144
00145 int32_t pos_idx;
00146 int32_t neg_idx;
00147 int32_t zero_idx;
00148 int32_t* w_pos;
00149 int32_t* w_zero;
00150 int32_t* w_neg;
00151 float64_t* grad_w;
00152 float64_t grad_b;
00153 float64_t* grad_proj;
00154 float64_t* hinge_point;
00155 int32_t* hinge_idx;
00156
00157
00158 float64_t* beta;
00159
00160 CCplex* solver;
00161 };
00162 #endif //USE_CPLEX
00163 #endif //_SUBGRADIENTLPM_H___