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GridSearchModelSelection.cpp
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2011-2012 Heiko Strathmann
8  * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
9  */
10 
11 #include <shogun/modelselection/GridSearchModelSelection.h>
12 #include <shogun/modelselection/ParameterCombination.h>
13 #include <shogun/modelselection/ModelSelectionParameters.h>
14 #include <shogun/evaluation/CrossValidation.h>
15 #include <shogun/machine/Machine.h>
16 
17 using namespace shogun;
18 
19 CGridSearchModelSelection::CGridSearchModelSelection() :
20  CModelSelection(NULL, NULL)
21 {
22 
23 }
24 
25 CGridSearchModelSelection::CGridSearchModelSelection(
26  CModelSelectionParameters* model_parameters,
27  CMachineEvaluation* machine_eval) :
28  CModelSelection(model_parameters, machine_eval)
29 {
30 
31 }
32 
33 CGridSearchModelSelection::~CGridSearchModelSelection()
34 {
35 }
36 
37 CParameterCombination* CGridSearchModelSelection::select_model(bool print_state)
38 {
39  if (print_state)
40  SG_PRINT("Generating parameter combinations\n");
41 
42  /* Retrieve all possible parameter combinations */
43  CDynamicObjectArray* combinations=
44  (CDynamicObjectArray*)m_model_parameters->get_combinations();
45 
46  CCrossValidationResult* best_result = new CCrossValidationResult();
47 
48  CParameterCombination* best_combination=NULL;
49  if (m_machine_eval->get_evaluation_direction()==ED_MAXIMIZE)
50  {
51  if (print_state) SG_PRINT("Direction is maximize\n");
52  best_result->mean=CMath::ALMOST_NEG_INFTY;
53  }
54  else
55  {
56  if (print_state) SG_PRINT("Direction is maximize\n");
57  best_result->mean=CMath::ALMOST_INFTY;
58  }
59 
60  /* underlying learning machine */
61  CMachine* machine=m_machine_eval->get_machine();
62 
63  /* apply all combinations and search for best one */
64  for (index_t i=0; i<combinations->get_num_elements(); ++i)
65  {
66  CParameterCombination* current_combination=(CParameterCombination*)
67  combinations->get_element(i);
68 
69  /* eventually print */
70  if (print_state)
71  {
72  SG_PRINT("trying combination:\n");
73  current_combination->print_tree();
74  }
75 
76  current_combination->apply_to_modsel_parameter(
77  machine->m_model_selection_parameters);
78 
79  /* note that this may implicitly lock and unlockthe machine */
80  CCrossValidationResult* result =
81  (CCrossValidationResult*)(m_machine_eval->evaluate());
82 
83  if (result->get_result_type() != CROSSVALIDATION_RESULT)
84  SG_ERROR("Evaluation result is not of type CCrossValidationResult!");
85 
86  if (print_state)
87  result->print_result();
88 
89  /* check if current result is better, delete old combinations */
90  if (m_machine_eval->get_evaluation_direction()==ED_MAXIMIZE)
91  {
92  if (result->mean>best_result->mean)
93  {
94  if (best_combination)
95  SG_UNREF(best_combination);
96 
97  best_combination=(CParameterCombination*)
98  combinations->get_element(i);
99 
100  SG_UNREF(best_result);
101  SG_REF(result);
102  best_result = result;
103  }
104  else
105  {
106  CParameterCombination* combination=(CParameterCombination*)
107  combinations->get_element(i);
108  SG_UNREF(combination);
109  }
110  }
111  else
112  {
113  if (result->mean<best_result->mean)
114  {
115  if (best_combination)
116  SG_UNREF(best_combination);
117 
118  best_combination=(CParameterCombination*)
119  combinations->get_element(i);
120 
121  SG_UNREF(best_result);
122  SG_REF(result);
123  best_result = result;
124  }
125  else
126  {
127  CParameterCombination* combination=(CParameterCombination*)
128  combinations->get_element(i);
129  SG_UNREF(combination);
130  }
131  }
132 
133  SG_UNREF(result);
134  SG_UNREF(current_combination);
135  }
136 
137  SG_UNREF(best_result);
138  SG_UNREF(machine);
139  SG_UNREF(combinations);
140 
141  return best_combination;
142 }
143 
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