Preprocessor CRandomFourierGaussPreproc implements Random Fourier Features for the Gauss kernel a la Ali Rahimi and Ben Recht Nips2007 after preprocessing the features using them in a linear kernel approximates a gaussian kernel.
approximation quality depends on dimension of feature space, NOT on number of data.
effectively it requires two parameters for initialization: (A) the dimension of the input features stored in dim_input_space (B) the dimension of the output feature space
in order to make it work there are two ways: (1) if you have already previously computed random fourier features which you want to use together with newly computed ones, then you have to take the random coefficients from the previous computation and provide them via void set_randomcoefficients(...) for the new computation this case is important for example if you compute separately features on training and testing data in two feature objects
in this case you have to set 1a) void set_randomcoefficients(...)
(2) if you compute random fourier features from scratch in this case you have to set 2a) set_kernelwidth(...) 2b) void set_dim_feature_space(const int32_t dim); 2c) set_dim_input_space(const int32_t dim); 2d) init_randomcoefficients() or apply_to_feature_matrix(...)
Definition at line 49 of file RandomFourierGaussPreproc.h.
Public Member Functions | |
| CRandomFourierGaussPreproc () | |
| CRandomFourierGaussPreproc (const CRandomFourierGaussPreproc &pr) | |
| ~CRandomFourierGaussPreproc () | |
| virtual SGMatrix< float64_t > | apply_to_feature_matrix (CFeatures *features) |
| virtual SGVector< float64_t > | apply_to_feature_vector (SGVector< float64_t > vector) |
| virtual EFeatureType | get_feature_type () |
| virtual EFeatureClass | get_feature_class () |
| virtual bool | init (CFeatures *f) |
| void | set_kernelwidth (const float64_t width) |
| float64_t | get_kernelwidth () const |
| void | get_randomcoefficients (float64_t **randomcoeff_additive2, float64_t **randomcoeff_multiplicative2, int32_t *dim_feature_space2, int32_t *dim_input_space2, float64_t *kernelwidth2) const |
| void | set_randomcoefficients (float64_t *randomcoeff_additive2, float64_t *randomcoeff_multiplicative2, const int32_t dim_feature_space2, const int32_t dim_input_space2, const float64_t kernelwidth2) |
| void | set_dim_input_space (const int32_t dim) |
| void | set_dim_feature_space (const int32_t dim) |
| bool | init_randomcoefficients () |
| int32_t | get_dim_input_space () const |
| int32_t | get_dim_feature_space () const |
| void | cleanup () |
| virtual const char * | get_name () const |
| return the name of the preprocessor | |
| virtual EPreprocessorType | get_type () const |
| return a type of preprocessor | |
Protected Member Functions | |
| void | copy (const CRandomFourierGaussPreproc &feats) |
| bool | test_rfinited () const |
Protected Attributes | |
| float64_t | kernelwidth |
| float64_t | cur_kernelwidth |
| int32_t | dim_input_space |
| int32_t | cur_dim_input_space |
| int32_t | dim_feature_space |
| int32_t | cur_dim_feature_space |
| float64_t * | randomcoeff_additive |
| float64_t * | randomcoeff_multiplicative |
default constructor
Definition at line 62 of file RandomFourierGaussPreproc.cpp.
| CRandomFourierGaussPreproc | ( | const CRandomFourierGaussPreproc & | pr | ) |
alternative constructor
Definition at line 93 of file RandomFourierGaussPreproc.cpp.
default destructor takes care for float64_t* randomcoeff_additive,float64_t* randomcoeff_multiplicative;
Definition at line 118 of file RandomFourierGaussPreproc.cpp.
default processing routine, inherited from base class
| features | the features to be processed, must be of type CSimpleFeatures<float64_t> |
Implements CSimplePreprocessor< float64_t >.
Definition at line 359 of file RandomFourierGaussPreproc.cpp.
alternative processing routine, inherited from base class
| vector | the feature vector to be processed |
Implements CSimplePreprocessor< float64_t >.
Definition at line 341 of file RandomFourierGaussPreproc.cpp.
| void cleanup | ( | ) | [virtual] |
inherited from base class does nothing
Implements CPreprocessor.
Definition at line 407 of file RandomFourierGaussPreproc.cpp.
| void copy | ( | const CRandomFourierGaussPreproc & | feats | ) | [protected] |
helper for copy constructor and assignment operator=
Definition at line 17 of file RandomFourierGaussPreproc.cpp.
| int32_t get_dim_feature_space | ( | ) | const |
a getter
Definition at line 133 of file RandomFourierGaussPreproc.cpp.
| int32_t get_dim_input_space | ( | ) | const |
a getter
Definition at line 147 of file RandomFourierGaussPreproc.cpp.
| EFeatureClass get_feature_class | ( | ) | [virtual] |
inherited from base class
Reimplemented from CSimplePreprocessor< float64_t >.
Definition at line 125 of file RandomFourierGaussPreproc.cpp.
| EFeatureType get_feature_type | ( | ) | [virtual] |
inherited from base class
Reimplemented from CSimplePreprocessor< float64_t >.
Definition at line 129 of file RandomFourierGaussPreproc.cpp.
| float64_t get_kernelwidth | ( | ) | const |
getter for kernel width
Definition at line 159 of file RandomFourierGaussPreproc.cpp.
| virtual const char* get_name | ( | void | ) | const [virtual] |
return the name of the preprocessor
Implements CSGObject.
Definition at line 169 of file RandomFourierGaussPreproc.h.
| void get_randomcoefficients | ( | float64_t ** | randomcoeff_additive2, | |
| float64_t ** | randomcoeff_multiplicative2, | |||
| int32_t * | dim_feature_space2, | |||
| int32_t * | dim_input_space2, | |||
| float64_t * | kernelwidth2 | |||
| ) | const |
getter for the random coefficients necessary for creating random fourier features compatible to the current ones returns values of internal members randomcoeff_additive and randomcoeff_multiplicative
Definition at line 247 of file RandomFourierGaussPreproc.cpp.
| virtual EPreprocessorType get_type | ( | ) | const [virtual] |
return a type of preprocessor
Reimplemented from CSimplePreprocessor< float64_t >.
Definition at line 172 of file RandomFourierGaussPreproc.h.
| bool init | ( | CFeatures * | f | ) | [virtual] |
initializer routine calls set_dim_input_space(const int32_t dim); with the proper value calls init_randomcoefficients(); this call does NOT override a previous call to void set_randomcoefficients(...) IF and ONLY IF the dimensions of input AND feature space are equal to the values from the previous call to void set_randomcoefficients(...)
| f | the features to be processed, must be of type CSimpleFeatures<float64_t> |
Implements CPreprocessor.
Definition at line 309 of file RandomFourierGaussPreproc.cpp.
| bool init_randomcoefficients | ( | ) |
computes new random coefficients IF test_rfinited() evaluates to false test_rfinited() evaluates to TRUE if void set_randomcoefficients(...) hase been called and the values set by set_dim_input_space(...) , set_dim_feature_space(...) and set_kernelwidth(...) are consistent to the call of void set_randomcoefficients(...)
throws shogun exception if dim_feature_space <= 0 or dim_input_space <= 0
this function is useful if you want to use apply_to_feature_vector but cannot call before it init(CFeatures *f)
Definition at line 189 of file RandomFourierGaussPreproc.cpp.
| void set_dim_feature_space | ( | const int32_t | dim | ) |
a setter
| dim | the value of protected member dim_feature_space throws a shogun exception if dim<=0 |
Definition at line 137 of file RandomFourierGaussPreproc.cpp.
| void set_dim_input_space | ( | const int32_t | dim | ) |
a setter
| dim | the value of protected member dim_input_space throws a shogun exception if dim<=0 |
Definition at line 163 of file RandomFourierGaussPreproc.cpp.
| void set_kernelwidth | ( | const float64_t | width | ) |
setter for kernel width
| width | kernel width to be set |
Definition at line 151 of file RandomFourierGaussPreproc.cpp.
| void set_randomcoefficients | ( | float64_t * | randomcoeff_additive2, | |
| float64_t * | randomcoeff_multiplicative2, | |||
| const int32_t | dim_feature_space2, | |||
| const int32_t | dim_input_space2, | |||
| const float64_t | kernelwidth2 | |||
| ) |
setter for the random coefficients necessary for creating random fourier features compatible to the previous ones sets values of internal members randomcoeff_additive and randomcoeff_multiplicative simply use as input what you got from get_random_coefficients(...)
Definition at line 279 of file RandomFourierGaussPreproc.cpp.
| bool test_rfinited | ( | ) | const [protected] |
tests whether rf features have already been initialized
Definition at line 173 of file RandomFourierGaussPreproc.cpp.
int32_t cur_dim_feature_space [protected] |
actual dimension of output features as set by bool init_randomcoefficients() or void set_randomcoefficients
Definition at line 211 of file RandomFourierGaussPreproc.h.
int32_t cur_dim_input_space [protected] |
actual dimension of input features as set by bool init_randomcoefficients() or void set_randomcoefficients
Definition at line 200 of file RandomFourierGaussPreproc.h.
float64_t cur_kernelwidth [protected] |
dimension of input features width of gaussian kernel in the form of exp(-x^2 / (2.0 kernelwidth^2) ) NOTE the 2.0 and the power ^2 !
Definition at line 190 of file RandomFourierGaussPreproc.h.
int32_t dim_feature_space [protected] |
desired dimension of output features as set by void set_dim_feature_space(const int32_t dim)
Definition at line 206 of file RandomFourierGaussPreproc.h.
int32_t dim_input_space [protected] |
desired dimension of input features as set by void set_dim_input_space(const int32_t dim)
Definition at line 195 of file RandomFourierGaussPreproc.h.
float64_t kernelwidth [protected] |
dimension of input features width of gaussian kernel in the form of exp(-x^2 / (2.0 kernelwidth^2) ) NOTE the 2.0 and the power ^2 !
Definition at line 185 of file RandomFourierGaussPreproc.h.
float64_t* randomcoeff_additive [protected] |
random coefficient length = cur_dim_feature_space
Definition at line 222 of file RandomFourierGaussPreproc.h.
float64_t* randomcoeff_multiplicative [protected] |
random coefficient length = cur_dim_feature_space* cur_dim_input_space
Definition at line 228 of file RandomFourierGaussPreproc.h.
