Detailed Description

Preprocessor CRandomFourierGaussPreproc implements Random Fourier Features for the Gauss kernel a la Ali Rahimi and Ben Recht Nips2007 after preprocessing the features using them in a linear kernel approximates a gaussian kernel.

approximation quality depends on dimension of feature space, NOT on number of data.

effectively it requires two parameters for initialization: (A) the dimension of the input features stored in dim_input_space (B) the dimension of the output feature space

in order to make it work there are two ways: (1) if you have already previously computed random fourier features which you want to use together with newly computed ones, then you have to take the random coefficients from the previous computation and provide them via void set_randomcoefficients(...) for the new computation this case is important for example if you compute separately features on training and testing data in two feature objects

in this case you have to set 1a) void set_randomcoefficients(...)

(2) if you compute random fourier features from scratch in this case you have to set 2a) set_kernelwidth(...) 2b) void set_dim_feature_space(const int32_t dim); 2c) set_dim_input_space(const int32_t dim); 2d) init_randomcoefficients() or apply_to_feature_matrix(...)

Definition at line 49 of file RandomFourierGaussPreproc.h.

Inheritance diagram for CRandomFourierGaussPreproc:

[legend]

List of all members.

Public Member Functions
	CRandomFourierGaussPreproc ()
	CRandomFourierGaussPreproc (const CRandomFourierGaussPreproc &pr)
	~CRandomFourierGaussPreproc ()
virtual SGMatrix< float64_t >	apply_to_feature_matrix (CFeatures *features)
virtual SGVector< float64_t >	apply_to_feature_vector (SGVector< float64_t > vector)
virtual EFeatureType	get_feature_type ()
virtual EFeatureClass	get_feature_class ()
virtual bool	init (CFeatures *f)
void	set_kernelwidth (const float64_t width)
float64_t	get_kernelwidth () const
void	get_randomcoefficients (float64_t randomcoeff_additive2, float64_t randomcoeff_multiplicative2, int32_t dim_feature_space2, int32_t dim_input_space2, float64_t *kernelwidth2) const
void	set_randomcoefficients (float64_t randomcoeff_additive2, float64_t randomcoeff_multiplicative2, const int32_t dim_feature_space2, const int32_t dim_input_space2, const float64_t kernelwidth2)
void	set_dim_input_space (const int32_t dim)
void	set_dim_feature_space (const int32_t dim)
bool	init_randomcoefficients ()
int32_t	get_dim_input_space () const
int32_t	get_dim_feature_space () const
void	cleanup ()
virtual const char *	get_name () const
	return the name of the preprocessor
virtual EPreprocessorType	get_type () const
	return a type of preprocessor
virtual CSGObject *	shallow_copy () const
virtual CSGObject *	deep_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)
SGIO *	get_global_io ()
void	set_global_parallel (Parallel *parallel)
Parallel *	get_global_parallel ()
void	set_global_version (Version *version)
Version *	get_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
SGIO *	io
Parallel *	parallel
Version *	version
Parameter *	m_parameters
Parameter *	m_model_selection_parameters
ParameterMap *	m_parameter_map
uint32_t	m_hash
Protected Member Functions
void	copy (const CRandomFourierGaussPreproc &feats)
bool	test_rfinited () const
virtual TParameter *	migrate (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	kernelwidth
float64_t	cur_kernelwidth
int32_t	dim_input_space
int32_t	cur_dim_input_space
int32_t	dim_feature_space
int32_t	cur_dim_feature_space
float64_t *	randomcoeff_additive
float64_t *	randomcoeff_multiplicative

Constructor & Destructor Documentation

CRandomFourierGaussPreproc ( )

default constructor

Definition at line 62 of file RandomFourierGaussPreproc.cpp.

CRandomFourierGaussPreproc ( const CRandomFourierGaussPreproc & pr )

alternative constructor

Definition at line 97 of file RandomFourierGaussPreproc.cpp.

~CRandomFourierGaussPreproc ( )

default destructor takes care for float64_t* randomcoeff_additive,float64_t* randomcoeff_multiplicative;

Definition at line 127 of file RandomFourierGaussPreproc.cpp.

Member Function Documentation

SGMatrix< float64_t > apply_to_feature_matrix ( CFeatures * features ) [virtual]

default processing routine, inherited from base class

Parameters:

features

the features to be processed, must be of type CDenseFeatures<float64_t>

Returns:: the processed feature matrix from the CDenseFeatures<float64_t> class in case (2) (see description above) this routine requires only steps 2a) and 2b), the rest is determined automatically

Implements CDensePreprocessor< float64_t >.

Definition at line 368 of file RandomFourierGaussPreproc.cpp.

SGVector< float64_t > apply_to_feature_vector ( SGVector< float64_t > vector ) [virtual]

alternative processing routine, inherited from base class

Parameters:

vector

the feature vector to be processed

Returns:: processed feature vector in order to work this routine requires the steps described above under cases (1) or two (2) before calling this routine

Implements CDensePreprocessor< float64_t >.

Definition at line 350 of file RandomFourierGaussPreproc.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:

dict

dictionary of parameters to be built.

Definition at line 1201 of file SGObject.cpp.

void cleanup ( ) [virtual]

inherited from base class does nothing

Implements CPreprocessor.

Definition at line 411 of file RandomFourierGaussPreproc.cpp.

void copy ( const CRandomFourierGaussPreproc & feats ) [protected]

helper for copy constructor and assignment operator=

Definition at line 17 of file RandomFourierGaussPreproc.cpp.

virtual CSGObject* deep_copy ( ) const [virtual, inherited]

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

Definition at line 131 of file SGObject.h.

int32_t get_dim_feature_space ( ) const

a getter

Returns:: the set value of protected member dim_feature_space

Definition at line 142 of file RandomFourierGaussPreproc.cpp.

int32_t get_dim_input_space ( ) const

a getter

Returns:: the set value of protected member dim_input_space

Definition at line 156 of file RandomFourierGaussPreproc.cpp.

EFeatureClass get_feature_class ( ) [virtual]

inherited from base class

Returns:: F_DREAL

Reimplemented from CDensePreprocessor< float64_t >.

Definition at line 134 of file RandomFourierGaussPreproc.cpp.

EFeatureType get_feature_type ( ) [virtual]

inherited from base class

Returns:: C_DENSE

Reimplemented from CDensePreprocessor< float64_t >.

Definition at line 138 of file RandomFourierGaussPreproc.cpp.

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.

float64_t get_kernelwidth ( ) const

getter for kernel width

Returns:: kernel width throws exception if kernelwidth <=0

Definition at line 168 of file RandomFourierGaussPreproc.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_name

name 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_name

name 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 [virtual]

return the name of the preprocessor

Implements CSGObject.

Definition at line 169 of file RandomFourierGaussPreproc.h.

void get_randomcoefficients	(	float64_t **	randomcoeff_additive2,
		float64_t **	randomcoeff_multiplicative2,
		int32_t *	dim_feature_space2,
		int32_t *	dim_input_space2,
		float64_t *	kernelwidth2
	)			const

getter for the random coefficients necessary for creating random fourier features compatible to the current ones returns values of internal members randomcoeff_additive and randomcoeff_multiplicative

Definition at line 256 of file RandomFourierGaussPreproc.cpp.

virtual EPreprocessorType get_type ( ) const [virtual]

return a type of preprocessor

Reimplemented from CDensePreprocessor< float64_t >.

Definition at line 172 of file RandomFourierGaussPreproc.h.

bool init ( CFeatures * f ) [virtual]

initializer routine calls set_dim_input_space(const int32_t dim); with the proper value calls init_randomcoefficients(); this call does NOT override a previous call to void set_randomcoefficients(...) IF and ONLY IF the dimensions of input AND feature space are equal to the values from the previous call to void set_randomcoefficients(...)

Parameters:

f

the features to be processed, must be of type CDenseFeatures<float64_t>

Returns:: true if new random coefficients were generated, false if old ones from a call to set_randomcoefficients(...) are kept

Implements CPreprocessor.

Definition at line 318 of file RandomFourierGaussPreproc.cpp.

bool init_randomcoefficients ( )

computes new random coefficients IF test_rfinited() evaluates to false test_rfinited() evaluates to TRUE if void set_randomcoefficients(...) hase been called and the values set by set_dim_input_space(...) , set_dim_feature_space(...) and set_kernelwidth(...) are consistent to the call of void set_randomcoefficients(...)

throws shogun exception if dim_feature_space <= 0 or dim_input_space <= 0

Returns:: returns true if test_rfinited() evaluates to false and new coefficients are computed returns false if test_rfinited() evaluates to true and old random coefficients are kept which were set by a previous call to void set_randomcoefficients(...)

this function is useful if you want to use apply_to_feature_vector but cannot call before it init(CFeatures *f)

Definition at line 198 of file RandomFourierGaussPreproc.cpp.

bool is_generic ( EPrimitiveType * generic ) const [virtual, inherited]

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

Parameters:

generic

set to the type of the generic if returning TRUE

Returns:: TRUE if a class template.

Definition at line 278 of file SGObject.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_version	parameter version of the file
	current_version	version from which mapping begins (you want to use VERSION_PARAMETER for this in most cases)
	file	file to load from
	prefix	prefix 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_info	information of parameter
	file_version	parameter version of the file, must be <= provided parameter version
	file	file to load from
	prefix	prefix 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`
	)			`[virtual, inherited]`

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

Parameters:

	file	where to load from
	prefix	prefix 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) [protected, virtual, inherited]

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:

ShogunException

Will be thrown if an error occurres.

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

Definition at line 1033 of file SGObject.cpp.

void load_serializable_pre ( ) throw (ShogunException) [protected, virtual, inherited]

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:

ShogunException

Will be thrown if an error occurres.

Definition at line 1028 of file SGObject.cpp.

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_base	set of TParameter instances that are mapped to the provided target parameter infos
	base_version	version of the parameter base
	target_param_infos	set 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
	)			`[protected, virtual, inherited]`

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_base	set of TParameter instances to use for migration
	target	parameter 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`
	)			`[protected, virtual, inherited]`

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_base	set of TParameter instances to use for migration
	target	parameter info for the resulting TParameter
	replacement	(used as output) here the TParameter instance which is returned by migration is created into
	to_migrate	the only source that is used for migration
	old_name	with this parameter, a name change may be specified

Definition at line 864 of file SGObject.cpp.

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 = "" ) [virtual, inherited]

prints registered parameters out

Parameters:

prefix

prefix for members

Definition at line 290 of file SGObject.cpp.

bool save_serializable	(	CSerializableFile *	file,
		const char *	prefix = `""`,
		int32_t	param_version = `VERSION_PARAMETER`
	)			`[virtual, inherited]`

Save this object to file.

Parameters:

	file	where to save the object; will be closed during returning if PREFIX is an empty string.
	prefix	prefix 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) [protected, virtual, inherited]

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:

ShogunException

Will be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1043 of file SGObject.cpp.

void save_serializable_pre ( ) throw (ShogunException) [protected, virtual, inherited]

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:

ShogunException

Will be thrown if an error occurres.

Reimplemented in CKernel.

Definition at line 1038 of file SGObject.cpp.

void set_dim_feature_space ( const int32_t dim )

a setter

Parameters:

dim

the value of protected member dim_feature_space throws a shogun exception if dim<=0

Definition at line 146 of file RandomFourierGaussPreproc.cpp.

void set_dim_input_space ( const int32_t dim )

a setter

Parameters:

dim

the value of protected member dim_input_space throws a shogun exception if dim<=0

Definition at line 172 of file RandomFourierGaussPreproc.cpp.

void set_generic< floatmax_t > ( ) [inherited]

set generic type to T

void set_global_io ( SGIO * io ) [inherited]

set the io object

Parameters:

io

io object to use

Definition at line 217 of file SGObject.cpp.

void set_global_parallel ( Parallel * parallel ) [inherited]

set the parallel object

Parameters:

parallel

parallel object to use

Definition at line 230 of file SGObject.cpp.

void set_global_version ( Version * version ) [inherited]

set the version object

Parameters:

version

version object to use

Definition at line 265 of file SGObject.cpp.

void set_kernelwidth ( const float64_t width )

setter for kernel width

Parameters:

width

kernel width to be set

Definition at line 160 of file RandomFourierGaussPreproc.cpp.

void set_randomcoefficients	(	float64_t *	randomcoeff_additive2,
		float64_t *	randomcoeff_multiplicative2,
		const int32_t	dim_feature_space2,
		const int32_t	dim_input_space2,
		const float64_t	kernelwidth2
	)

setter for the random coefficients necessary for creating random fourier features compatible to the previous ones sets values of internal members randomcoeff_additive and randomcoeff_multiplicative simply use as input what you got from get_random_coefficients(...)

Definition at line 288 of file RandomFourierGaussPreproc.cpp.

virtual CSGObject* shallow_copy ( ) const [virtual, inherited]

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.

bool test_rfinited ( ) const [protected]

tests whether rf features have already been initialized

Definition at line 182 of file RandomFourierGaussPreproc.cpp.

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.