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00012 #ifndef _SUBGRADIENTSVM_H___
00013 #define _SUBGRADIENTSVM_H___
00014
00015 #include <shogun/lib/common.h>
00016 #include <shogun/machine/LinearMachine.h>
00017 #include <shogun/features/DotFeatures.h>
00018 #include <shogun/features/Labels.h>
00019
00020 namespace shogun
00021 {
00023 class CSubGradientSVM : public CLinearMachine
00024 {
00025 public:
00027 CSubGradientSVM();
00028
00035 CSubGradientSVM(
00036 float64_t C, CDotFeatures* traindat,
00037 CLabels* trainlab);
00038 virtual ~CSubGradientSVM();
00039
00044 virtual inline EClassifierType get_classifier_type() { return CT_SUBGRADIENTSVM; }
00045
00051 inline void set_C(float64_t c_neg, float64_t c_pos) { C1=c_neg; C2=c_pos; }
00052
00053
00058 inline float64_t get_C1() { return C1; }
00059
00064 inline float64_t get_C2() { return C2; }
00065
00070 inline void set_bias_enabled(bool enable_bias) { use_bias=enable_bias; }
00071
00076 inline bool get_bias_enabled() { return use_bias; }
00077
00082 inline void set_epsilon(float64_t eps) { epsilon=eps; }
00083
00088 inline float64_t get_epsilon() { return epsilon; }
00089
00094 inline void set_qpsize(int32_t q) { qpsize=q; }
00095
00100 inline int32_t get_qpsize() { return qpsize; }
00101
00106 inline void set_qpsize_max(int32_t q) { qpsize_max=q; }
00107
00112 inline int32_t get_qpsize_max() { return qpsize_max; }
00113
00114 protected:
00117 int32_t find_active(
00118 int32_t num_feat, int32_t num_vec, int32_t& num_active,
00119 int32_t& num_bound);
00120
00123 void update_active(int32_t num_feat, int32_t num_vec);
00124
00126 float64_t compute_objective(int32_t num_feat, int32_t num_vec);
00127
00130 float64_t compute_min_subgradient(
00131 int32_t num_feat, int32_t num_vec, int32_t num_active,
00132 int32_t num_bound);
00133
00135 float64_t line_search(int32_t num_feat, int32_t num_vec);
00136
00138 void compute_projection(int32_t num_feat, int32_t num_vec);
00139
00141 void update_projection(float64_t alpha, int32_t num_vec);
00142
00144 void init(int32_t num_vec, int32_t num_feat);
00145
00147 void cleanup();
00148
00150 inline virtual const char* get_name() const { return "SubGradientSVM"; }
00151
00152 protected:
00161 virtual bool train_machine(CFeatures* data=NULL);
00162
00163 protected:
00165 float64_t C1;
00167 float64_t C2;
00169 float64_t epsilon;
00171 float64_t work_epsilon;
00173 float64_t autoselected_epsilon;
00175 int32_t qpsize;
00177 int32_t qpsize_max;
00179 int32_t qpsize_limit;
00181 bool use_bias;
00182
00184 int32_t last_it_noimprovement;
00186 int32_t num_it_noimprovement;
00187
00188
00190 uint8_t* active;
00192 uint8_t* old_active;
00194 int32_t* idx_active;
00196 int32_t* idx_bound;
00198 int32_t delta_active;
00200 int32_t delta_bound;
00202 float64_t* proj;
00204 float64_t* tmp_proj;
00206 int32_t* tmp_proj_idx;
00207
00208
00210 float64_t* sum_CXy_active;
00212 float64_t* v;
00214 float64_t* old_v;
00216 float64_t sum_Cy_active;
00217
00218
00220 float64_t* grad_w;
00222 float64_t grad_b;
00224 float64_t* grad_proj;
00226 float64_t* hinge_point;
00228 int32_t* hinge_idx;
00229
00230
00232 float64_t* beta;
00234 float64_t* old_beta;
00236 float64_t* Zv;
00238 float64_t* old_Zv;
00240 float64_t* Z;
00242 float64_t* old_Z;
00243
00245 float64_t tim;
00246 };
00247 }
00248 #endif