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00011 #ifndef _SVRLight_H___
00012 #define _SVRLight_H___
00013
00014 #include "lib/config.h"
00015 #include "regression/Regression.h"
00016
00017 #ifdef USE_SVMLIGHT
00018 #include "classifier/svm/SVMLight.h"
00019 #endif //USE_SVMLIGHT
00020
00021 #ifdef USE_SVMLIGHT
00022 namespace shogun
00023 {
00062 #define IGNORE_IN_CLASSLIST
00063 IGNORE_IN_CLASSLIST class CSVRLight: public CSVMLight
00064 {
00065 public:
00067 CSVRLight();
00068
00076 CSVRLight(float64_t C, float64_t epsilon, CKernel* k, CLabels* lab);
00077
00079 virtual ~CSVRLight() { }
00080
00089 virtual bool train(CFeatures* data=NULL);
00090
00095 virtual inline EClassifierType get_classifier_type() { return CT_SVRLIGHT; }
00096
00098 void svr_learn();
00099
00109 virtual float64_t compute_objective_function(
00110 float64_t *a, float64_t *lin, float64_t *c, float64_t* eps,
00111 int32_t *label, int32_t totdoc);
00112
00126 virtual void update_linear_component(
00127 int32_t* docs, int32_t *label,
00128 int32_t *active2dnum, float64_t *a, float64_t* a_old,
00129 int32_t *working2dnum, int32_t totdoc,
00130 float64_t *lin, float64_t *aicache, float64_t* c);
00131
00145 virtual void update_linear_component_mkl(
00146 int32_t* docs, int32_t *label,
00147 int32_t *active2dnum, float64_t *a, float64_t* a_old,
00148 int32_t *working2dnum, int32_t totdoc,
00149 float64_t *lin, float64_t *aicache, float64_t* c);
00150
00164 virtual void update_linear_component_mkl_linadd(
00165 int32_t* docs, int32_t *label,
00166 int32_t *active2dnum, float64_t *a, float64_t* a_old,
00167 int32_t *working2dnum, int32_t totdoc,
00168 float64_t *lin, float64_t *aicache, float64_t* c);
00169
00170 void call_mkl_callback(float64_t* a, int32_t* label, float64_t* lin, float64_t* c, int32_t totdoc);
00171
00186 virtual void reactivate_inactive_examples(
00187 int32_t *label,float64_t *a,SHRINK_STATE *shrink_state,
00188 float64_t *lin, float64_t *c, int32_t totdoc,int32_t iteration,
00189 int32_t *inconsistent,
00190 int32_t *docs,float64_t *aicache,
00191 float64_t* maxdiff);
00192
00194 inline virtual const char* get_name() const { return "SVRLight"; }
00195
00196 protected:
00201 static void* update_linear_component_linadd_helper(void *params);
00202
00208 inline int32_t regression_fix_index(int32_t i)
00209 {
00210 if (i>=num_vectors)
00211 i=2*num_vectors-1-i;
00212
00213 return i;
00214 }
00215
00222 static inline int32_t regression_fix_index2(
00223 int32_t i, int32_t num_vectors)
00224 {
00225 if (i>=num_vectors)
00226 i=2*num_vectors-1-i;
00227
00228 return i;
00229 }
00230
00237 inline virtual float64_t compute_kernel(int32_t i, int32_t j)
00238 {
00239 i=regression_fix_index(i);
00240 j=regression_fix_index(j);
00241 return kernel->kernel(i, j);
00242 }
00243
00245 int32_t num_vectors;
00246 };
00247 }
00248 #endif //USE_SVMLIGHT
00249 #endif