LPM.cpp

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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) 2007-2009 Soeren Sonnenburg
 * Copyright (C) 2007-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#include <shogun/lib/config.h>

#ifdef USE_CPLEX

#include <shogun/classifier/LPM.h>
#include <shogun/labels/Labels.h>
#include <shogun/labels/BinaryLabels.h>
#include <shogun/mathematics/Math.h>
#include <shogun/mathematics/Cplex.h>

using namespace shogun;

CLPM::CLPM()
: CLinearMachine(), C1(1), C2(1), use_bias(true), epsilon(1e-3)
{
}


CLPM::~CLPM()
{
}

bool CLPM::train_machine(CFeatures* data)
{
    ASSERT(m_labels);
    if (data)
    {
        if (!data->has_property(FP_DOT))
            SG_ERROR("Specified features are not of type CDotFeatures\n");
        set_features((CDotFeatures*) data);
    }
    ASSERT(features);
    int32_t num_train_labels=m_labels->get_num_labels();
    int32_t num_feat=features->get_dim_feature_space();
    int32_t num_vec=features->get_num_vectors();

    ASSERT(num_vec==num_train_labels);

    w = SGVector<float64_t>(num_feat);

    int32_t num_params=1+2*num_feat+num_vec; //b,w+,w-,xi
    float64_t* params=SG_MALLOC(float64_t, num_params);
    memset(params,0,sizeof(float64_t)*num_params);

    CCplex solver;
    solver.init(E_LINEAR);
    SG_INFO("C=%f\n", C1);
    solver.setup_lpm(C1, (CSparseFeatures<float64_t>*) features, (CBinaryLabels*)m_labels, get_bias_enabled());
    if (get_max_train_time()>0)
        solver.set_time_limit(get_max_train_time());
    bool result=solver.optimize(params);
    solver.cleanup();

    set_bias(params[0]);
    for (int32_t i=0; i<num_feat; i++)
        w[i]=params[1+i]-params[1+num_feat+i];

//#define LPM_DEBUG
#ifdef LPM_DEBUG
    CMath::display_vector(params,num_params, "params");
    SG_PRINT("bias=%f\n", bias);
    CMath::display_vector(w,w_dim, "w");
    CMath::display_vector(&params[1],w_dim, "w+");
    CMath::display_vector(&params[1+w_dim],w_dim, "w-");
#endif
    SG_FREE(params);

    return result;
}
#endif