SVRLight.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) 1999-2009 Soeren Sonnenburg
 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _SVRLight_H___
#define _SVRLight_H___

#include <shogun/lib/config.h>
#include <shogun/regression/Regression.h>

#ifdef USE_SVMLIGHT
#include <shogun/classifier/svm/SVMLight.h>
#endif //USE_SVMLIGHT

#ifdef USE_SVMLIGHT
namespace shogun
{
class CSVRLight: public CSVMLight
{
    public:
        CSVRLight();

        CSVRLight(float64_t C, float64_t epsilon, CKernel* k, CLabels* lab);

        virtual ~CSVRLight() { }

        virtual inline EClassifierType get_classifier_type() { return CT_SVRLIGHT; }

        void   svr_learn();

        virtual float64_t compute_objective_function(
            float64_t *a, float64_t *lin, float64_t *c, float64_t* eps,
            int32_t *label, int32_t totdoc);

        virtual void update_linear_component(
            int32_t* docs, int32_t *label,
            int32_t *active2dnum, float64_t *a, float64_t* a_old,
            int32_t *working2dnum, int32_t totdoc,
            float64_t *lin, float64_t *aicache, float64_t* c);

        virtual void update_linear_component_mkl(
            int32_t* docs, int32_t *label,
            int32_t *active2dnum, float64_t *a, float64_t* a_old,
            int32_t *working2dnum, int32_t totdoc,
            float64_t *lin, float64_t *aicache, float64_t* c);

        virtual void update_linear_component_mkl_linadd(
            int32_t* docs, int32_t *label,
            int32_t *active2dnum, float64_t *a, float64_t* a_old,
            int32_t *working2dnum, int32_t totdoc,
            float64_t *lin, float64_t *aicache, float64_t* c);

        void call_mkl_callback(float64_t* a, int32_t* label, float64_t* lin, float64_t* c, int32_t totdoc);

        virtual void reactivate_inactive_examples(
            int32_t *label,float64_t *a,SHRINK_STATE *shrink_state,
            float64_t *lin, float64_t *c, int32_t totdoc,int32_t iteration,
            int32_t *inconsistent,
            int32_t *docs,float64_t *aicache,
            float64_t* maxdiff);

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

    protected:
        static void* update_linear_component_linadd_helper(void *params);

        inline int32_t regression_fix_index(int32_t i)
        {
            if (i>=num_vectors)
                i=2*num_vectors-1-i;

            return i;
        }

        static inline int32_t regression_fix_index2(
            int32_t i, int32_t num_vectors)
        {
            if (i>=num_vectors)
                i=2*num_vectors-1-i;

            return i;
        }

        inline virtual float64_t compute_kernel(int32_t i, int32_t j)
        {
            i=regression_fix_index(i);
            j=regression_fix_index(j);
            return kernel->kernel(i, j);
        }

        virtual bool train_machine(CFeatures* data=NULL);

        int32_t num_vectors;
};
}
#endif //USE_SVMLIGHT
#endif