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00011 #include <shogun/lib/config.h>
00012
00013 #ifdef USE_CPLEX
00014
00015 #include <shogun/classifier/LPM.h>
00016 #include <shogun/features/Labels.h>
00017 #include <shogun/mathematics/Math.h>
00018 #include <shogun/mathematics/Cplex.h>
00019
00020 using namespace shogun;
00021
00022 CLPM::CLPM()
00023 : CLinearClassifier(), C1(1), C2(1), use_bias(true), epsilon(1e-3)
00024 {
00025 }
00026
00027
00028 CLPM::~CLPM()
00029 {
00030 }
00031
00032 bool CLPM::train_machine(CFeatures* data)
00033 {
00034 ASSERT(labels);
00035 if (data)
00036 {
00037 if (!data->has_property(FP_DOT))
00038 SG_ERROR("Specified features are not of type CDotFeatures\n");
00039 set_features((CDotFeatures*) data);
00040 }
00041 ASSERT(features);
00042 int32_t num_train_labels=labels->get_num_labels();
00043 int32_t num_feat=features->get_dim_feature_space();
00044 int32_t num_vec=features->get_num_vectors();
00045
00046 ASSERT(num_vec==num_train_labels);
00047 SG_FREE(w);
00048 w=SG_MALLOC(float64_t, num_feat);
00049 w_dim=num_feat;
00050
00051 int32_t num_params=1+2*num_feat+num_vec;
00052 float64_t* params=SG_MALLOC(float64_t, num_params);
00053 memset(params,0,sizeof(float64_t)*num_params);
00054
00055 CCplex solver;
00056 solver.init(E_LINEAR);
00057 SG_INFO("C=%f\n", C1);
00058 solver.setup_lpm(C1, (CSparseFeatures<float64_t>*) features, labels, get_bias_enabled());
00059 if (get_max_train_time()>0)
00060 solver.set_time_limit(get_max_train_time());
00061 bool result=solver.optimize(params);
00062 solver.cleanup();
00063
00064 set_bias(params[0]);
00065 for (int32_t i=0; i<num_feat; i++)
00066 w[i]=params[1+i]-params[1+num_feat+i];
00067
00068
00069 #ifdef LPM_DEBUG
00070 CMath::display_vector(params,num_params, "params");
00071 SG_PRINT("bias=%f\n", bias);
00072 CMath::display_vector(w,w_dim, "w");
00073 CMath::display_vector(¶ms[1],w_dim, "w+");
00074 CMath::display_vector(¶ms[1+w_dim],w_dim, "w-");
00075 #endif
00076 SG_FREE(params);
00077
00078 return result;
00079 }
00080 #endif