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00010 #include <shogun/transfer/multitask/MultitaskTraceLogisticRegression.h>
00011 #include <shogun/lib/malsar/malsar_low_rank.h>
00012 #include <shogun/lib/malsar/malsar_options.h>
00013 #include <shogun/lib/IndexBlockGroup.h>
00014 #include <shogun/lib/SGVector.h>
00015
00016 namespace shogun
00017 {
00018
00019 CMultitaskTraceLogisticRegression::CMultitaskTraceLogisticRegression() :
00020 CMultitaskLogisticRegression(), m_rho(0.0)
00021 {
00022 init();
00023 }
00024
00025 CMultitaskTraceLogisticRegression::CMultitaskTraceLogisticRegression(
00026 float64_t rho, CDotFeatures* train_features,
00027 CBinaryLabels* train_labels, CTaskGroup* task_group) :
00028 CMultitaskLogisticRegression(0.0,train_features,train_labels,(CTaskRelation*)task_group)
00029 {
00030 set_rho(rho);
00031 init();
00032 }
00033
00034 void CMultitaskTraceLogisticRegression::init()
00035 {
00036 SG_ADD(&m_rho,"rho","rho",MS_AVAILABLE);
00037 }
00038
00039 void CMultitaskTraceLogisticRegression::set_rho(float64_t rho)
00040 {
00041 m_rho = rho;
00042 }
00043
00044 float64_t CMultitaskTraceLogisticRegression::get_rho() const
00045 {
00046 return m_rho;
00047 }
00048
00049 CMultitaskTraceLogisticRegression::~CMultitaskTraceLogisticRegression()
00050 {
00051 }
00052
00053 bool CMultitaskTraceLogisticRegression::train_locked_implementation(SGVector<index_t>* tasks)
00054 {
00055 SGVector<float64_t> y(m_labels->get_num_labels());
00056 for (int32_t i=0; i<y.vlen; i++)
00057 y[i] = ((CBinaryLabels*)m_labels)->get_label(i);
00058
00059 malsar_options options = malsar_options::default_options();
00060 options.termination = m_termination;
00061 options.tolerance = m_tolerance;
00062 options.max_iter = m_max_iter;
00063 options.n_tasks = ((CTaskGroup*)m_task_relation)->get_num_tasks();
00064 options.tasks_indices = tasks;
00065
00066 #ifdef HAVE_EIGEN3
00067 malsar_result_t model = malsar_low_rank(
00068 features, y.vector, m_rho, options);
00069
00070 m_tasks_w = model.w;
00071 m_tasks_c = model.c;
00072 #else
00073 SG_WARNING("Please install Eigen3 to use MultitaskTraceLogisticRegression\n");
00074 m_tasks_w = SGMatrix<float64_t>(((CDotFeatures*)features)->get_dim_feature_space(), options.n_tasks);
00075 m_tasks_c = SGVector<float64_t>(options.n_tasks);
00076 #endif
00077 return true;
00078 }
00079
00080 bool CMultitaskTraceLogisticRegression::train_machine(CFeatures* data)
00081 {
00082 if (data && (CDotFeatures*)data)
00083 set_features((CDotFeatures*)data);
00084
00085 ASSERT(features);
00086 ASSERT(m_labels);
00087 ASSERT(m_task_relation);
00088
00089 SGVector<float64_t> y(m_labels->get_num_labels());
00090 for (int32_t i=0; i<y.vlen; i++)
00091 y[i] = ((CBinaryLabels*)m_labels)->get_label(i);
00092
00093 malsar_options options = malsar_options::default_options();
00094 options.termination = m_termination;
00095 options.tolerance = m_tolerance;
00096 options.max_iter = m_max_iter;
00097 options.n_tasks = ((CTaskGroup*)m_task_relation)->get_num_tasks();
00098 options.tasks_indices = ((CTaskGroup*)m_task_relation)->get_tasks_indices();
00099
00100 #ifdef HAVE_EIGEN3
00101 malsar_result_t model = malsar_low_rank(
00102 features, y.vector, m_rho, options);
00103
00104 m_tasks_w = model.w;
00105 m_tasks_c = model.c;
00106 #else
00107 SG_WARNING("Please install Eigen3 to use MultitaskTraceLogisticRegression\n");
00108 m_tasks_w = SGMatrix<float64_t>(((CDotFeatures*)features)->get_dim_feature_space(), options.n_tasks);
00109 m_tasks_c = SGVector<float64_t>(options.n_tasks);
00110 #endif
00111
00112 for (int32_t i=0; i<options.n_tasks; i++)
00113 options.tasks_indices[i].~SGVector<index_t>();
00114 SG_FREE(options.tasks_indices);
00115
00116 return true;
00117 }
00118
00119 }