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CSubGradientLPM Class Reference

Detailed Description

Class SubGradientSVM trains a linear classifier called Linear Programming Machine, i.e. a SVM using a $\ell_1$ norm regularizer.

It solves the following optimization problem using subgradient descent.

\begin{eqnarray*} \min_{{\bf w}={(\bf w^+},{\bf w^-}), b, {\bf \xi}} && \sum_{i=1}^N ( {\bf w}^+_i + {\bf w}^-_i) + C \sum_{i=1}^{N} \xi_i\\ \mbox{s.t.} && -y_i(({\bf w}^+-{\bf w}^-)^T {\bf x}_i + b)-{\bf \xi}_i \leq -1\\ && \quad {\bf x}_i \geq 0\\\ && {\bf w}_i \geq 0,\quad \forall i=1\dots N \end{eqnarray*}

Note that this implementation is not very stable numerically for a large number of dimensions. Also note that currently CPLEX is required to solve this problem.

See Also
CLPBoost
CLPM

Definition at line 48 of file SubGradientLPM.h.

Inheritance diagram for CSubGradientLPM:
Inheritance graph
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Public Member Functions

 MACHINE_PROBLEM_TYPE (PT_BINARY)
 CSubGradientLPM ()
 CSubGradientLPM (float64_t C, CDotFeatures *traindat, CLabels *trainlab)
virtual ~CSubGradientLPM ()
virtual EMachineType get_classifier_type ()
void set_C (float64_t c_neg, float64_t c_pos)
float64_t get_C1 ()
float64_t get_C2 ()
void set_bias_enabled (bool enable_bias)
bool get_bias_enabled ()
void set_epsilon (float64_t eps)
float64_t get_epsilon ()
void set_qpsize (int32_t q)
int32_t get_qpsize ()
void set_qpsize_max (int32_t q)
int32_t get_qpsize_max ()
virtual SGVector< float64_tget_w () const
virtual void set_w (const SGVector< float64_t > src_w)
virtual void set_bias (float64_t b)
virtual float64_t get_bias ()
virtual void set_features (CDotFeatures *feat)
virtual CBinaryLabelsapply_binary (CFeatures *data=NULL)
virtual CRegressionLabelsapply_regression (CFeatures *data=NULL)
virtual float64_t apply_one (int32_t vec_idx)
virtual CDotFeaturesget_features ()
virtual CMachineclone ()
virtual bool train (CFeatures *data=NULL)
virtual CLabelsapply (CFeatures *data=NULL)
virtual CMulticlassLabelsapply_multiclass (CFeatures *data=NULL)
virtual CStructuredLabelsapply_structured (CFeatures *data=NULL)
virtual CLatentLabelsapply_latent (CFeatures *data=NULL)
virtual void set_labels (CLabels *lab)
virtual CLabelsget_labels ()
void set_max_train_time (float64_t t)
float64_t get_max_train_time ()
void set_solver_type (ESolverType st)
ESolverType get_solver_type ()
virtual void set_store_model_features (bool store_model)
virtual bool train_locked (SGVector< index_t > indices)
virtual CLabelsapply_locked (SGVector< index_t > indices)
virtual CBinaryLabelsapply_locked_binary (SGVector< index_t > indices)
virtual CRegressionLabelsapply_locked_regression (SGVector< index_t > indices)
virtual CMulticlassLabelsapply_locked_multiclass (SGVector< index_t > indices)
virtual CStructuredLabelsapply_locked_structured (SGVector< index_t > indices)
virtual CLatentLabelsapply_locked_latent (SGVector< index_t > indices)
virtual void data_lock (CLabels *labs, CFeatures *features)
virtual void post_lock (CLabels *labs, CFeatures *features)
virtual void data_unlock ()
virtual bool supports_locking () const
bool is_data_locked () const
virtual EProblemType get_machine_problem_type () const
virtual CSGObjectshallow_copy () const
virtual CSGObjectdeep_copy () const
virtual bool is_generic (EPrimitiveType *generic) const
template<class T >
void set_generic ()
void unset_generic ()
virtual void print_serializable (const char *prefix="")
virtual bool save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=VERSION_PARAMETER)
virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=VERSION_PARAMETER)
DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")
DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")
void map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos)
void set_global_io (SGIO *io)
SGIOget_global_io ()
void set_global_parallel (Parallel *parallel)
Parallelget_global_parallel ()
void set_global_version (Version *version)
Versionget_global_version ()
SGStringList< char > get_modelsel_names ()
void print_modsel_params ()
char * get_modsel_param_descr (const char *param_name)
index_t get_modsel_param_index (const char *param_name)
void build_parameter_dictionary (CMap< TParameter *, CSGObject * > &dict)

Public Attributes

SGIOio
Parallelparallel
Versionversion
Parameterm_parameters
Parameterm_model_selection_parameters
ParameterMapm_parameter_map
uint32_t m_hash

Protected Member Functions

int32_t find_active (int32_t num_feat, int32_t num_vec, int32_t &num_active, int32_t &num_bound)
void update_active (int32_t num_feat, int32_t num_vec)
float64_t compute_objective (int32_t num_feat, int32_t num_vec)
 compute svm objective
float64_t compute_min_subgradient (int32_t num_feat, int32_t num_vec, int32_t num_active, int32_t num_bound)
float64_t line_search (int32_t num_feat, int32_t num_vec)
 performs a line search to determine step size
void compute_projection (int32_t num_feat, int32_t num_vec)
 compute projection
void update_projection (float64_t alpha, int32_t num_vec)
 only computes updates on the projection
void init (int32_t num_vec, int32_t num_feat)
 alloc helper arrays
void cleanup ()
 de-alloc helper arrays
virtual const char * get_name () const
virtual bool train_machine (CFeatures *data=NULL)
virtual SGVector< float64_tapply_get_outputs (CFeatures *data)
virtual void store_model_features ()
virtual bool is_label_valid (CLabels *lab) const
virtual bool train_require_labels () const
virtual TParametermigrate (DynArray< TParameter * > *param_base, const SGParamInfo *target)
virtual void one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)
virtual void load_serializable_pre () throw (ShogunException)
virtual void load_serializable_post () throw (ShogunException)
virtual void save_serializable_pre () throw (ShogunException)
virtual void save_serializable_post () throw (ShogunException)
virtual bool update_parameter_hash ()

Protected Attributes

float64_t C1
float64_t C2
float64_t epsilon
float64_t work_epsilon
float64_t autoselected_epsilon
int32_t qpsize
int32_t qpsize_max
int32_t qpsize_limit
bool use_bias
int32_t last_it_noimprovement
int32_t num_it_noimprovement
uint8_t * active
uint8_t * old_active
int32_t * idx_active
int32_t * idx_bound
int32_t delta_active
int32_t delta_bound
float64_tproj
float64_ttmp_proj
int32_t * tmp_proj_idx
float64_tsum_CXy_active
float64_tv
float64_told_v
float64_t sum_Cy_active
int32_t pos_idx
int32_t neg_idx
int32_t zero_idx
int32_t * w_pos
int32_t * w_zero
int32_t * w_neg
float64_tgrad_w
float64_t grad_b
float64_tgrad_proj
float64_thinge_point
int32_t * hinge_idx
float64_tbeta
CCplexsolver
float64_t lpmtim
SGVector< float64_tw
float64_t bias
CDotFeaturesfeatures
float64_t m_max_train_time
CLabelsm_labels
ESolverType m_solver_type
bool m_store_model_features
bool m_data_locked

Constructor & Destructor Documentation

Definition at line 29 of file SubGradientLPM.cpp.

CSubGradientLPM ( float64_t  C,
CDotFeatures traindat,
CLabels trainlab 
)

Definition at line 35 of file SubGradientLPM.cpp.

~CSubGradientLPM ( )
virtual

Definition at line 45 of file SubGradientLPM.cpp.

Member Function Documentation

CLabels * apply ( CFeatures data = NULL)
virtualinherited

apply machine to data if data is not specified apply to the current features

Parameters
data(test)data to be classified
Returns
classified labels

Definition at line 162 of file Machine.cpp.

CBinaryLabels * apply_binary ( CFeatures data = NULL)
virtualinherited

apply linear machine to data for binary classification problem

Parameters
data(test)data to be classified
Returns
classified labels

Reimplemented from CMachine.

Reimplemented in CDomainAdaptationSVMLinear.

Definition at line 57 of file LinearMachine.cpp.

SGVector< float64_t > apply_get_outputs ( CFeatures data)
protectedvirtualinherited

apply get outputs

Parameters
datafeatures to compute outputs
Returns
outputs

Reimplemented in CMultitaskLinearMachine, and CFeatureBlockLogisticRegression.

Definition at line 63 of file LinearMachine.cpp.

CLatentLabels * apply_latent ( CFeatures data = NULL)
virtualinherited

apply machine to data in means of latent problem

Reimplemented in CLinearLatentMachine.

Definition at line 242 of file Machine.cpp.

CLabels * apply_locked ( SGVector< index_t indices)
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked

Parameters
indicesindex vector (of locked features) that is predicted

Definition at line 197 of file Machine.cpp.

CBinaryLabels * apply_locked_binary ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for binary problems

Reimplemented in CKernelMachine, CMultitaskLinearMachine, and CMultitaskCompositeMachine.

Definition at line 248 of file Machine.cpp.

CLatentLabels * apply_locked_latent ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for latent problems

Definition at line 276 of file Machine.cpp.

CMulticlassLabels * apply_locked_multiclass ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for multiclass problems

Definition at line 262 of file Machine.cpp.

CRegressionLabels * apply_locked_regression ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for regression problems

Reimplemented in CKernelMachine.

Definition at line 255 of file Machine.cpp.

CStructuredLabels * apply_locked_structured ( SGVector< index_t indices)
virtualinherited

applies a locked machine on a set of indices for structured problems

Definition at line 269 of file Machine.cpp.

CMulticlassLabels * apply_multiclass ( CFeatures data = NULL)
virtualinherited

apply machine to data in means of multiclass classification problem

Reimplemented in CDistanceMachine, CMulticlassMachine, CKNN, CVwConditionalProbabilityTree, CGaussianNaiveBayes, CConjugateIndex, CConditionalProbabilityTree, CQDA, and CRelaxedTree.

Definition at line 230 of file Machine.cpp.

float64_t apply_one ( int32_t  vec_idx)
virtualinherited

applies to one vector

Reimplemented from CMachine.

Reimplemented in CMultitaskLinearMachine, CMultitaskLogisticRegression, CMultitaskLeastSquaresRegression, and CFeatureBlockLogisticRegression.

Definition at line 46 of file LinearMachine.cpp.

CRegressionLabels * apply_regression ( CFeatures data = NULL)
virtualinherited

apply linear machine to data for regression problem

Parameters
data(test)data to be classified
Returns
classified labels

Reimplemented from CMachine.

Definition at line 51 of file LinearMachine.cpp.

CStructuredLabels * apply_structured ( CFeatures data = NULL)
virtualinherited

apply machine to data in means of SO classification problem

Reimplemented in CLinearStructuredOutputMachine.

Definition at line 236 of file Machine.cpp.

void build_parameter_dictionary ( CMap< TParameter *, CSGObject * > &  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 1204 of file SGObject.cpp.

void cleanup ( )
protected

de-alloc helper arrays

Definition at line 502 of file SubGradientLPM.cpp.

virtual CMachine* clone ( )
virtualinherited

clone

Reimplemented from CMachine.

Definition at line 153 of file LinearMachine.h.

float64_t compute_min_subgradient ( int32_t  num_feat,
int32_t  num_vec,
int32_t  num_active,
int32_t  num_bound 
)
protected

compute minimum norm subgradient return norm of minimum norm subgradient

Definition at line 326 of file SubGradientLPM.cpp.

float64_t compute_objective ( int32_t  num_feat,
int32_t  num_vec 
)
protected

compute svm objective

Definition at line 412 of file SubGradientLPM.cpp.

void compute_projection ( int32_t  num_feat,
int32_t  num_vec 
)
protected

compute projection

Definition at line 425 of file SubGradientLPM.cpp.

void data_lock ( CLabels labs,
CFeatures features 
)
virtualinherited

Locks the machine on given labels and data. After this call, only train_locked and apply_locked may be called

Only possible if supports_locking() returns true

Parameters
labslabels used for locking
featuresfeatures used for locking

Reimplemented in CKernelMachine.

Definition at line 122 of file Machine.cpp.

void data_unlock ( )
virtualinherited

Unlocks a locked machine and restores previous state

Reimplemented in CKernelMachine.

Definition at line 153 of file Machine.cpp.

virtual CSGObject* deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 131 of file SGObject.h.

int32_t find_active ( int32_t  num_feat,
int32_t  num_vec,
int32_t &  num_active,
int32_t &  num_bound 
)
protected

returns number of changed constraints for precision work_epsilon and fills active array

Definition at line 50 of file SubGradientLPM.cpp.

virtual float64_t get_bias ( )
virtualinherited

get bias

Returns
bias

Reimplemented in CMultitaskLinearMachine.

Definition at line 104 of file LinearMachine.h.

bool get_bias_enabled ( )

Definition at line 73 of file SubGradientLPM.h.

float64_t get_C1 ( )

Definition at line 69 of file SubGradientLPM.h.

float64_t get_C2 ( )

Definition at line 70 of file SubGradientLPM.h.

virtual EMachineType get_classifier_type ( )
virtual

get classifier type

Returns
classifier type NONE

Reimplemented from CMachine.

Definition at line 59 of file SubGradientLPM.h.

float64_t get_epsilon ( )

Definition at line 76 of file SubGradientLPM.h.

virtual CDotFeatures* get_features ( )
virtualinherited

get features

Returns
features

Definition at line 143 of file LinearMachine.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 224 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 259 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 272 of file SGObject.cpp.

CLabels * get_labels ( )
virtualinherited

get labels

Returns
labels

Definition at line 86 of file Machine.cpp.

virtual EProblemType get_machine_problem_type ( ) const
virtualinherited

returns type of problem machine solves

Reimplemented in CBaseMulticlassMachine.

Definition at line 287 of file Machine.h.

float64_t get_max_train_time ( )
inherited

get maximum training time

Returns
maximum training time

Definition at line 97 of file Machine.cpp.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 1108 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 1132 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 1145 of file SGObject.cpp.

virtual const char* get_name ( ) const
protectedvirtual
Returns
object name

Reimplemented from CLinearMachine.

Definition at line 120 of file SubGradientLPM.h.

int32_t get_qpsize ( )

Definition at line 79 of file SubGradientLPM.h.

int32_t get_qpsize_max ( )

Definition at line 82 of file SubGradientLPM.h.

ESolverType get_solver_type ( )
inherited

get solver type

Returns
solver

Definition at line 112 of file Machine.cpp.

virtual SGVector<float64_t> get_w ( ) const
virtualinherited

get w

Returns
weight vector

Reimplemented in CMultitaskLinearMachine.

Definition at line 77 of file LinearMachine.h.

void init ( int32_t  num_vec,
int32_t  num_feat 
)
protected

alloc helper arrays

Definition at line 436 of file SubGradientLPM.cpp.

bool is_data_locked ( ) const
inherited
Returns
whether this machine is locked

Definition at line 284 of file Machine.h.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 278 of file SGObject.cpp.

virtual bool is_label_valid ( CLabels lab) const
protectedvirtualinherited

check whether the labels is valid.

Subclasses can override this to implement their check of label types.

Parameters
labthe labels being checked, guaranteed to be non-NULL

Reimplemented in CBaseMulticlassMachine.

Definition at line 343 of file Machine.h.

float64_t line_search ( int32_t  num_feat,
int32_t  num_vec 
)
protected

performs a line search to determine step size

Definition at line 243 of file SubGradientLPM.cpp.

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

Parameters
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use VERSION_PARAMETER for this in most cases)
filefile to load from
prefixprefix for members
Returns
(sorted) array of created TParameter instances with file data

Definition at line 679 of file SGObject.cpp.

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

Parameters
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
Returns
new array with TParameter instances with the attached data

Definition at line 523 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = VERSION_PARAMETER 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Reimplemented in CModelSelectionParameters.

Definition at line 354 of file SGObject.cpp.

void load_serializable_post ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CANOVAKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 1033 of file SGObject.cpp.

void load_serializable_pre ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Definition at line 1028 of file SGObject.cpp.

MACHINE_PROBLEM_TYPE ( PT_BINARY  )
void map_parameters ( DynArray< TParameter * > *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo * > *  target_param_infos 
)
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

Parameters
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

Definition at line 717 of file SGObject.cpp.

TParameter * migrate ( DynArray< TParameter * > *  param_base,
const SGParamInfo target 
)
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
Returns
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

Definition at line 923 of file SGObject.cpp.

void one_to_one_migration_prepare ( DynArray< TParameter * > *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

Parameters
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

Definition at line 864 of file SGObject.cpp.

virtual void post_lock ( CLabels labs,
CFeatures features 
)
virtualinherited

post lock

Reimplemented in CMultitaskLinearMachine, and CMultitaskCompositeMachine.

Definition at line 275 of file Machine.h.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 1084 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 290 of file SGObject.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = VERSION_PARAMETER 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Reimplemented in CModelSelectionParameters.

Definition at line 296 of file SGObject.cpp.

void save_serializable_post ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1043 of file SGObject.cpp.

void save_serializable_pre ( ) throw (ShogunException)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionWill be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1038 of file SGObject.cpp.

virtual void set_bias ( float64_t  b)
virtualinherited

set bias

Parameters
bnew bias

Reimplemented in CMultitaskLinearMachine.

Definition at line 95 of file LinearMachine.h.

void set_bias_enabled ( bool  enable_bias)

Definition at line 72 of file SubGradientLPM.h.

void set_C ( float64_t  c_neg,
float64_t  c_pos 
)

set C

Parameters
c_negnew C constant for negatively labeled examples
c_posnew C constant for positively labeled examples

Definition at line 67 of file SubGradientLPM.h.

void set_epsilon ( float64_t  eps)

Definition at line 75 of file SubGradientLPM.h.

virtual void set_features ( CDotFeatures feat)
virtualinherited

set features

Parameters
featfeatures to set

Reimplemented in CLDA, CLPBoost, and CLPM.

Definition at line 113 of file LinearMachine.h.

void set_generic< floatmax_t > ( )
inherited

set generic type to T

Definition at line 41 of file SGObject.cpp.

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 217 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 230 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 265 of file SGObject.cpp.

void set_labels ( CLabels lab)
virtualinherited

set labels

Parameters
lablabels

Reimplemented in CRelaxedTree, and CMulticlassMachine.

Definition at line 75 of file Machine.cpp.

void set_max_train_time ( float64_t  t)
inherited

set maximum training time

Parameters
tmaximimum training time

Definition at line 92 of file Machine.cpp.

void set_qpsize ( int32_t  q)

Definition at line 78 of file SubGradientLPM.h.

void set_qpsize_max ( int32_t  q)

Definition at line 81 of file SubGradientLPM.h.

void set_solver_type ( ESolverType  st)
inherited

set solver type

Parameters
stsolver type

Definition at line 107 of file Machine.cpp.

void set_store_model_features ( bool  store_model)
virtualinherited

Setter for store-model-features-after-training flag

Parameters
store_modelwhether model should be stored after training

Definition at line 117 of file Machine.cpp.

virtual void set_w ( const SGVector< float64_t src_w)
virtualinherited

set w

Parameters
src_wnew w

Reimplemented in CMultitaskLinearMachine.

Definition at line 86 of file LinearMachine.h.

virtual CSGObject* shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 122 of file SGObject.h.

virtual void store_model_features ( )
protectedvirtualinherited

Stores feature data of underlying model. Does nothing because Linear machines store the normal vector of the separating hyperplane and therefore the model anyway

Reimplemented from CMachine.

Definition at line 171 of file LinearMachine.h.

virtual bool supports_locking ( ) const
virtualinherited
Returns
whether this machine supports locking

Reimplemented in CKernelMachine, CMultitaskLinearMachine, and CMultitaskCompositeMachine.

Definition at line 281 of file Machine.h.

bool train ( CFeatures data = NULL)
virtualinherited

train machine

Parameters
datatraining data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data). If flag is set, model features will be stored after training.
Returns
whether training was successful

Reimplemented in CRelaxedTree, CSGDQN, and COnlineSVMSGD.

Definition at line 49 of file Machine.cpp.

virtual bool train_locked ( SGVector< index_t indices)
virtualinherited

Trains a locked machine on a set of indices. Error if machine is not locked

NOT IMPLEMENTED

Parameters
indicesindex vector (of locked features) that is used for training
Returns
whether training was successful

Reimplemented in CKernelMachine, CMultitaskLinearMachine, and CMultitaskCompositeMachine.

Definition at line 227 of file Machine.h.

bool train_machine ( CFeatures data = NULL)
protectedvirtual

train classifier

Parameters
datatraining data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data)
Returns
whether training was successful

Reimplemented from CMachine.

Definition at line 542 of file SubGradientLPM.cpp.

virtual bool train_require_labels ( ) const
protectedvirtualinherited

returns whether machine require labels for training

Reimplemented in COnlineLinearMachine, CKMeans, CHierarchical, CLinearLatentMachine, CVwConditionalProbabilityTree, CConditionalProbabilityTree, and CLibSVMOneClass.

Definition at line 349 of file Machine.h.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 285 of file SGObject.cpp.

void update_active ( int32_t  num_feat,
int32_t  num_vec 
)
protected

swaps the active / old_active and computes idx_active, idx_bound and sum_CXy_active arrays and the sum_Cy_active variable

Definition at line 221 of file SubGradientLPM.cpp.

bool update_parameter_hash ( )
protectedvirtualinherited

Updates the hash of current parameter combination.

Returns
bool if parameter combination has changed since last update.

Definition at line 237 of file SGObject.cpp.

void update_projection ( float64_t  alpha,
int32_t  num_vec 
)
protected

only computes updates on the projection

Definition at line 431 of file SubGradientLPM.cpp.

Member Data Documentation

uint8_t* active
protected

Definition at line 148 of file SubGradientLPM.h.

float64_t autoselected_epsilon
protected

Definition at line 138 of file SubGradientLPM.h.

float64_t* beta
protected

Definition at line 178 of file SubGradientLPM.h.

float64_t bias
protectedinherited

bias

Definition at line 181 of file LinearMachine.h.

float64_t C1
protected

Definition at line 134 of file SubGradientLPM.h.

float64_t C2
protected

Definition at line 135 of file SubGradientLPM.h.

int32_t delta_active
protected

Definition at line 152 of file SubGradientLPM.h.

int32_t delta_bound
protected

Definition at line 153 of file SubGradientLPM.h.

float64_t epsilon
protected

Definition at line 136 of file SubGradientLPM.h.

CDotFeatures* features
protectedinherited

features

Definition at line 183 of file LinearMachine.h.

float64_t grad_b
protected

Definition at line 172 of file SubGradientLPM.h.

float64_t* grad_proj
protected

Definition at line 173 of file SubGradientLPM.h.

float64_t* grad_w
protected

Definition at line 171 of file SubGradientLPM.h.

int32_t* hinge_idx
protected

Definition at line 175 of file SubGradientLPM.h.

float64_t* hinge_point
protected

Definition at line 174 of file SubGradientLPM.h.

int32_t* idx_active
protected

Definition at line 150 of file SubGradientLPM.h.

int32_t* idx_bound
protected

Definition at line 151 of file SubGradientLPM.h.

SGIO* io
inherited

io

Definition at line 462 of file SGObject.h.

int32_t last_it_noimprovement
protected

Definition at line 144 of file SubGradientLPM.h.

float64_t lpmtim
protected

Definition at line 181 of file SubGradientLPM.h.

bool m_data_locked
protectedinherited

whether data is locked

Definition at line 365 of file Machine.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 480 of file SGObject.h.

CLabels* m_labels
protectedinherited

labels

Definition at line 356 of file Machine.h.

float64_t m_max_train_time
protectedinherited

maximum training time

Definition at line 353 of file Machine.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 474 of file SGObject.h.

ParameterMap* m_parameter_map
inherited

map for different parameter versions

Definition at line 477 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 471 of file SGObject.h.

ESolverType m_solver_type
protectedinherited

solver type

Definition at line 359 of file Machine.h.

bool m_store_model_features
protectedinherited

whether model features should be stored after training

Definition at line 362 of file Machine.h.

int32_t neg_idx
protected

Definition at line 166 of file SubGradientLPM.h.

int32_t num_it_noimprovement
protected

Definition at line 145 of file SubGradientLPM.h.

uint8_t* old_active
protected

Definition at line 149 of file SubGradientLPM.h.

float64_t* old_v
protected

Definition at line 161 of file SubGradientLPM.h.

Parallel* parallel
inherited

parallel

Definition at line 465 of file SGObject.h.

int32_t pos_idx
protected

Definition at line 165 of file SubGradientLPM.h.

float64_t* proj
protected

Definition at line 154 of file SubGradientLPM.h.

int32_t qpsize
protected

Definition at line 139 of file SubGradientLPM.h.

int32_t qpsize_limit
protected

Definition at line 141 of file SubGradientLPM.h.

int32_t qpsize_max
protected

Definition at line 140 of file SubGradientLPM.h.

CCplex* solver
protected

Definition at line 180 of file SubGradientLPM.h.

float64_t* sum_CXy_active
protected

Definition at line 159 of file SubGradientLPM.h.

float64_t sum_Cy_active
protected

Definition at line 162 of file SubGradientLPM.h.

float64_t* tmp_proj
protected

Definition at line 155 of file SubGradientLPM.h.

int32_t* tmp_proj_idx
protected

Definition at line 156 of file SubGradientLPM.h.

bool use_bias
protected

Definition at line 142 of file SubGradientLPM.h.

float64_t* v
protected

Definition at line 160 of file SubGradientLPM.h.

Version* version
inherited

version

Definition at line 468 of file SGObject.h.

SGVector<float64_t> w
protectedinherited

w

Definition at line 179 of file LinearMachine.h.

int32_t* w_neg
protected

Definition at line 170 of file SubGradientLPM.h.

int32_t* w_pos
protected

Definition at line 168 of file SubGradientLPM.h.

int32_t* w_zero
protected

Definition at line 169 of file SubGradientLPM.h.

float64_t work_epsilon
protected

Definition at line 137 of file SubGradientLPM.h.

int32_t zero_idx
protected

Definition at line 167 of file SubGradientLPM.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation