SOSVMHelper.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2013 Shell Hu
 * Copyright (C) 2013 Shell Hu
 */

#ifndef __SOSVM_HELPER_H__
#define __SOSVM_HELPER_H__

#include <shogun/lib/config.h>

#include <shogun/base/SGObject.h>
#include <shogun/lib/SGVector.h>
#include <shogun/structure/StructuredModel.h>

namespace shogun
{

class CSOSVMHelper : public CSGObject
{
public:
    CSOSVMHelper();

    CSOSVMHelper(int32_t bufsize);

    virtual ~CSOSVMHelper();

    virtual const char* get_name() const { return "SOSVMHelper"; }

    static float64_t primal_objective(SGVector<float64_t> w, CStructuredModel* model, float64_t lbda);

    static float64_t dual_objective(SGVector<float64_t> w, float64_t aloss, float64_t lbda);

    static float64_t average_loss(SGVector<float64_t> w, CStructuredModel* model, bool is_ub = false);

    virtual void add_debug_info(float64_t primal, float64_t eff_pass, float64_t train_error,
        float64_t dual = -1, float64_t dgap = -1);

    SGVector<float64_t> get_primal_values() const;

    SGVector<float64_t> get_dual_values() const;

    SGVector<float64_t> get_duality_gaps() const;

    SGVector<float64_t> get_eff_passes() const;

    SGVector<float64_t> get_train_errors() const;

    void terminate();

private:
    void init();

private:
    SGVector<float64_t> m_primal;

    SGVector<float64_t> m_dual;

    SGVector<float64_t> m_duality_gap;

    SGVector<float64_t> m_eff_pass;

    SGVector<float64_t> m_train_error;

    int32_t m_tracker;

    int32_t m_bufsize;

}; /* CSOSVMHelper */

} /* namespace shogun */

#endif