RidgeKernelNormalizer.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) 2009 Soeren Sonnenburg
00008  * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
00009  */
00010 
00011 #ifndef _RIDGEKERNELNORMALIZER_H___
00012 #define _RIDGEKERNELNORMALIZER_H___
00013 
00014 #include "kernel/KernelNormalizer.h"
00015 
00016 namespace shogun
00017 {
00043 class CRidgeKernelNormalizer : public CKernelNormalizer
00044 {
00045     public:
00056         CRidgeKernelNormalizer(float64_t r=1e-10, float64_t c=0.0)
00057             : CKernelNormalizer()
00058         {
00059             m_parameters->add(&scale, "scale",
00060                               "Scale quotient by which kernel is scaled.");
00061             m_parameters->add(&ridge, "ridge", "Ridge added to diagonal.");
00062 
00063             scale=c;
00064             ridge=r;
00065         }
00066 
00068         virtual ~CRidgeKernelNormalizer()
00069         {
00070         }
00071 
00074         virtual bool init(CKernel* k)
00075         {
00076             if (scale<=0)
00077             {
00078                 ASSERT(k);
00079                 int32_t num=k->get_num_vec_lhs();
00080                 ASSERT(num>0);
00081 
00082                 CFeatures* old_lhs=k->lhs;
00083                 CFeatures* old_rhs=k->rhs;
00084                 k->lhs=old_lhs;
00085                 k->rhs=old_lhs;
00086 
00087                 float64_t sum=0;
00088                 for (int32_t i=0; i<num; i++)
00089                     sum+=k->compute(i, i);
00090 
00091                 scale=sum/num;
00092                 k->lhs=old_lhs;
00093                 k->rhs=old_rhs;
00094             }
00095 
00096             ridge*=scale;
00097             return true;
00098         }
00099 
00105         inline virtual float64_t normalize(
00106             float64_t value, int32_t idx_lhs, int32_t idx_rhs)
00107         {
00108             if (idx_lhs==idx_rhs)
00109                 return value+ridge;
00110             else
00111                 return value;
00112         }
00113 
00118         inline virtual float64_t normalize_lhs(float64_t value, int32_t idx_lhs)
00119         {
00120             SG_ERROR("linadd not supported with Ridge normalization.\n");
00121             return 0;
00122         }
00123 
00128         inline virtual float64_t normalize_rhs(float64_t value, int32_t idx_rhs)
00129         {
00130             SG_ERROR("linadd not supported with Ridge normalization.\n");
00131             return 0;
00132         }
00133 
00135         inline virtual const char* get_name() const { return "RidgeKernelNormalizer"; }
00136 
00137     protected:
00139         float64_t ridge;
00141         float64_t scale;
00142 };
00143 }
00144 #endif // _RIDGEKERNELNORMALIZER_H___
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