LinearLatentMachine.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) 2012 Viktor Gal
 * Copyright (C) 2012 Viktor Gal
 */

#include <typeinfo>

#include <shogun/machine/LinearLatentMachine.h>
#include <shogun/features/LatentFeatures.h>
#include <shogun/features/DenseFeatures.h>

using namespace shogun;

CLinearLatentMachine::CLinearLatentMachine()
    : CLinearMachine()
{
    init();
}

CLinearLatentMachine::CLinearLatentMachine(CLatentModel* model, float64_t C)
    : CLinearMachine()
{
    init();
    m_C= C;
    set_model(model);

    index_t feat_dim = m_model->get_dim();
    w.resize_vector(feat_dim);
    w.zero();
}

CLinearLatentMachine::~CLinearLatentMachine()
{
    SG_UNREF(m_model);
}

CLatentLabels* CLinearLatentMachine::apply_latent(CFeatures* data)
{
    if (m_model == NULL)
        SG_ERROR("LatentModel is not set!\n")

    CLatentFeatures* lf = CLatentFeatures::obtain_from_generic(data);
    m_model->set_features(lf);

    return apply_latent();
}

void CLinearLatentMachine::set_model(CLatentModel* latent_model)
{
    ASSERT(latent_model != NULL)
    SG_REF(latent_model);
    SG_UNREF(m_model);
    m_model = latent_model;
}

bool CLinearLatentMachine::train_machine(CFeatures* data)
{
    if (m_model == NULL)
        SG_ERROR("LatentModel is not set!\n")

    SG_DEBUG("PSI size: %d\n", m_model->get_dim())
    SG_DEBUG("Number of training data: %d\n", m_model->get_num_vectors())
    SG_DEBUG("Initialise PSI (x,h)\n")
    m_model->cache_psi_features();

    /*
     * define variables for calculating the stopping
     * criterion for the outer loop
     */
    float64_t decrement = 0.0, primal_obj = 0.0, prev_po = 0.0;
    float64_t inner_eps = 0.5*m_C*m_epsilon;
    bool stop = false;
    m_cur_iter = 0;

    /* do CCCP */
    SG_DEBUG("Starting CCCP\n")
    while ((m_cur_iter < 2)||(!stop&&(m_cur_iter < m_max_iter)))
    {
        SG_DEBUG("iteration: %d\n", m_cur_iter)
        /* do the SVM optimisation with fixed h* */
        SG_DEBUG("Do the inner loop of CCCP: optimize for w for fixed h*\n")
        primal_obj = do_inner_loop(inner_eps);

        /* calculate the decrement */
        decrement = prev_po - primal_obj;
        prev_po = primal_obj;
        SG_DEBUG("decrement: %f\n", decrement)
        SG_DEBUG("primal objective: %f\n", primal_obj)

        /* check the stopping criterion */
        stop = (inner_eps < (0.5*m_C*m_epsilon+1E-8)) && (decrement < m_C*m_epsilon);

        inner_eps = -decrement*0.01;
        inner_eps = CMath::max(inner_eps, 0.5*m_C*m_epsilon);
        SG_DEBUG("inner epsilon: %f\n", inner_eps)

        /* find argmaxH */
        SG_DEBUG("Find and set h_i = argmax_h (w, psi(x_i,h))\n")
        m_model->argmax_h(w);

        SG_DEBUG("Recalculating PSI (x,h) with the new h variables\n")
        m_model->cache_psi_features();

        /* increment iteration counter */
        m_cur_iter++;
    }

    return true;
}

void CLinearLatentMachine::init()
{
    m_C = 10.0;
    m_epsilon = 1E-3;
    m_max_iter = 400;
    m_model = NULL;

    m_parameters->add(&m_C, "C",  "Cost constant.");
    m_parameters->add(&m_epsilon, "epsilon", "Convergence precision.");
    m_parameters->add(&m_max_iter, "max_iter", "Maximum iterations.");
    m_parameters->add((CSGObject**) &m_model, "latent_model", "Latent Model.");
}