MKLMulticlassGradient.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) 2009 Alexander Binder
 * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef MKLMULTICLASSGRADIENT_H_
#define MKLMULTICLASSGRADIENT_H_

#include <vector>
#include <cmath>
#include <cassert>
#include <shogun/base/SGObject.h>
#include <shogun/classifier/mkl/MKLMulticlassOptimizationBase.h>


namespace shogun
{
class MKLMulticlassGradient: public MKLMulticlassOptimizationBase
{
public:
    MKLMulticlassGradient();
    virtual ~MKLMulticlassGradient();

    MKLMulticlassGradient(MKLMulticlassGradient & gl);

    MKLMulticlassGradient operator=(MKLMulticlassGradient & gl);

    virtual void setup(const int32_t numkernels2);

    virtual void addconstraint(const ::std::vector<float64_t> & normw2,
            const float64_t sumofpositivealphas);

    virtual void computeweights(std::vector<float64_t> & weights2);

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

    virtual void set_mkl_norm(float64_t norm);

protected:
    void genbetas( ::std::vector<float64_t> & weights ,const ::std::vector<float64_t> & gammas);

    void gengammagradient( ::std::vector<float64_t> & gammagradient ,const ::std::vector<float64_t> & gammas,const int32_t dim);
    float64_t objectives(const ::std::vector<float64_t> & weights, const int32_t index);

    void linesearch(std::vector<float64_t> & finalbeta,const std::vector<float64_t> & oldweights);

protected:
    int32_t numkernels;

    ::std::vector< ::std::vector<float64_t> > normsofsubkernels;
    ::std::vector< float64_t > sumsofalphas ;
    float64_t pnorm;
};
}

#endif