SHOGUN
v3.0.0
|
Class SVRLight, performs support vector regression using SVMLight.
The SVR solution can be expressed as
\[ f({\bf x})=\sum_{i=1}^{N} \alpha_i k({\bf x}, {\bf x_i})+b \]
where \(\alpha\) and \(b\) are determined in training, i.e. using a pre-specified kernel, a given tube-epsilon for the epsilon insensitive loss, the follwoing quadratic problem is minimized (using the chunking decomposition technique)
\begin{eqnarray*} \max_{{\bf \alpha},{\bf \alpha}^*} &-\frac{1}{2}\sum_{i,j=1}^N(\alpha_i-\alpha_i^*)(\alpha_j-\alpha_j^*){\bf x}_i^T {\bf x}_j -\sum_{i=1}^N(\alpha_i+\alpha_i^*)\epsilon - \sum_{i=1}^N(\alpha_i-\alpha_i^*)y_i\\ \mbox{wrt}:& {\bf \alpha},{\bf \alpha}^*\in{\bf R}^N\\ \mbox{s.t.}:& 0\leq \alpha_i,\alpha_i^*\leq C,\, \forall i=1\dots N\\ &\sum_{i=1}^N(\alpha_i-\alpha_i^*)y_i=0 \end{eqnarray*}
Note that the SV regression problem is reduced to the standard SV classification problem by introducing artificial labels \(-y_i\) which leads to the epsilon insensitive loss constraints *
\begin{eqnarray*} {\bf w}^T{\bf x}_i+b-c_i-\xi_i\leq 0,&\, \forall i=1\dots N\\ -{\bf w}^T{\bf x}_i-b-c_i^*-\xi_i^*\leq 0,&\, \forall i=1\dots N \end{eqnarray*}
with \(c_i=y_i+ \epsilon\) and \(c_i^*=-y_i+ \epsilon\)
This implementation supports multiple kernel learning, i.e. if a CCombinedKernel is used the weights \(\beta\) in \( k_{combined}({\bf x}, {\bf x'}) = \sum_{m=0}^M \beta_m k_m({\bf x}, {\bf x'})\) can be determined in training (cf. Large Scale Multiple Kernel Learning Sonnenburg, Raetsch, Schaefer, Schoelkopf 2006).
linadd optimizations were implemented for kernels that support it (most string kernels and the linear kernel), which will result in significant speedups.
Definition at line 62 of file SVRLight.h.
Public Member Functions | |
MACHINE_PROBLEM_TYPE (PT_REGRESSION) | |
CSVRLight () | |
CSVRLight (float64_t C, float64_t epsilon, CKernel *k, CLabels *lab) | |
virtual | ~CSVRLight () |
virtual EMachineType | get_classifier_type () |
void | svr_learn () |
virtual float64_t | compute_objective_function (float64_t *a, float64_t *lin, float64_t *c, float64_t *eps, int32_t *label, int32_t totdoc) |
virtual void | update_linear_component (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache, float64_t *c) |
virtual void | update_linear_component_mkl (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache, float64_t *c) |
virtual void | update_linear_component_mkl_linadd (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache, float64_t *c) |
void | call_mkl_callback (float64_t *a, int32_t *label, float64_t *lin, float64_t *c, int32_t totdoc) |
virtual void | reactivate_inactive_examples (int32_t *label, float64_t *a, SHRINK_STATE *shrink_state, float64_t *lin, float64_t *c, int32_t totdoc, int32_t iteration, int32_t *inconsistent, int32_t *docs, float64_t *aicache, float64_t *maxdiff) |
virtual const char * | get_name () const |
void | init () |
int32_t | get_runtime () |
void | svm_learn () |
int32_t | optimize_to_convergence (int32_t *docs, int32_t *label, int32_t totdoc, SHRINK_STATE *shrink_state, int32_t *inconsistent, float64_t *a, float64_t *lin, float64_t *c, TIMING *timing_profile, float64_t *maxdiff, int32_t heldout, int32_t retrain) |
void | clear_index (int32_t *index) |
void | add_to_index (int32_t *index, int32_t elem) |
int32_t | compute_index (int32_t *binfeature, int32_t range, int32_t *index) |
void | optimize_svm (int32_t *docs, int32_t *label, int32_t *exclude_from_eq_const, float64_t eq_target, int32_t *chosen, int32_t *active2dnum, int32_t totdoc, int32_t *working2dnum, int32_t varnum, float64_t *a, float64_t *lin, float64_t *c, float64_t *aicache, QP *qp, float64_t *epsilon_crit_target) |
void | compute_matrices_for_optimization (int32_t *docs, int32_t *label, int32_t *exclude_from_eq_const, float64_t eq_target, int32_t *chosen, int32_t *active2dnum, int32_t *key, float64_t *a, float64_t *lin, float64_t *c, int32_t varnum, int32_t totdoc, float64_t *aicache, QP *qp) |
void | compute_matrices_for_optimization_parallel (int32_t *docs, int32_t *label, int32_t *exclude_from_eq_const, float64_t eq_target, int32_t *chosen, int32_t *active2dnum, int32_t *key, float64_t *a, float64_t *lin, float64_t *c, int32_t varnum, int32_t totdoc, float64_t *aicache, QP *qp) |
int32_t | calculate_svm_model (int32_t *docs, int32_t *label, float64_t *lin, float64_t *a, float64_t *a_old, float64_t *c, int32_t *working2dnum, int32_t *active2dnum) |
int32_t | check_optimality (int32_t *label, float64_t *a, float64_t *lin, float64_t *c, int32_t totdoc, float64_t *maxdiff, float64_t epsilon_crit_org, int32_t *misclassified, int32_t *inconsistent, int32_t *active2dnum, int32_t *last_suboptimal_at, int32_t iteration) |
void | update_linear_component_mkl (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache) |
void | update_linear_component_mkl_linadd (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache) |
void | call_mkl_callback (float64_t *a, int32_t *label, float64_t *lin) |
int32_t | select_next_qp_subproblem_grad (int32_t *label, float64_t *a, float64_t *lin, float64_t *c, int32_t totdoc, int32_t qp_size, int32_t *inconsistent, int32_t *active2dnum, int32_t *working2dnum, float64_t *selcrit, int32_t *select, int32_t cache_only, int32_t *key, int32_t *chosen) |
int32_t | select_next_qp_subproblem_rand (int32_t *label, float64_t *a, float64_t *lin, float64_t *c, int32_t totdoc, int32_t qp_size, int32_t *inconsistent, int32_t *active2dnum, int32_t *working2dnum, float64_t *selcrit, int32_t *select, int32_t *key, int32_t *chosen, int32_t iteration) |
void | select_top_n (float64_t *selcrit, int32_t range, int32_t *select, int32_t n) |
void | init_shrink_state (SHRINK_STATE *shrink_state, int32_t totdoc, int32_t maxhistory) |
void | shrink_state_cleanup (SHRINK_STATE *shrink_state) |
int32_t | shrink_problem (SHRINK_STATE *shrink_state, int32_t *active2dnum, int32_t *last_suboptimal_at, int32_t iteration, int32_t totdoc, int32_t minshrink, float64_t *a, int32_t *inconsistent, float64_t *c, float64_t *lin, int *label) |
MACHINE_PROBLEM_TYPE (PT_BINARY) | |
void | set_defaults (int32_t num_sv=0) |
virtual SGVector< float64_t > | get_linear_term () |
virtual void | set_linear_term (const SGVector< float64_t > linear_term) |
bool | load (FILE *svm_file) |
bool | save (FILE *svm_file) |
void | set_nu (float64_t nue) |
void | set_C (float64_t c_neg, float64_t c_pos) |
void | set_epsilon (float64_t eps) |
void | set_tube_epsilon (float64_t eps) |
float64_t | get_tube_epsilon () |
void | set_qpsize (int32_t qps) |
float64_t | get_epsilon () |
float64_t | get_nu () |
float64_t | get_C1 () |
float64_t | get_C2 () |
int32_t | get_qpsize () |
void | set_shrinking_enabled (bool enable) |
bool | get_shrinking_enabled () |
float64_t | compute_svm_dual_objective () |
float64_t | compute_svm_primal_objective () |
void | set_objective (float64_t v) |
float64_t | get_objective () |
void | set_callback_function (CMKL *m, bool(*cb)(CMKL *mkl, const float64_t *sumw, const float64_t suma)) |
void | set_kernel (CKernel *k) |
CKernel * | get_kernel () |
void | set_batch_computation_enabled (bool enable) |
bool | get_batch_computation_enabled () |
void | set_linadd_enabled (bool enable) |
bool | get_linadd_enabled () |
void | set_bias_enabled (bool enable_bias) |
bool | get_bias_enabled () |
float64_t | get_bias () |
void | set_bias (float64_t bias) |
int32_t | get_support_vector (int32_t idx) |
float64_t | get_alpha (int32_t idx) |
bool | set_support_vector (int32_t idx, int32_t val) |
bool | set_alpha (int32_t idx, float64_t val) |
int32_t | get_num_support_vectors () |
void | set_alphas (SGVector< float64_t > alphas) |
void | set_support_vectors (SGVector< int32_t > svs) |
SGVector< int32_t > | get_support_vectors () |
SGVector< float64_t > | get_alphas () |
bool | create_new_model (int32_t num) |
bool | init_kernel_optimization () |
virtual CRegressionLabels * | apply_regression (CFeatures *data=NULL) |
virtual CBinaryLabels * | apply_binary (CFeatures *data=NULL) |
virtual float64_t | apply_one (int32_t num) |
virtual bool | train_locked (SGVector< index_t > indices) |
virtual CBinaryLabels * | apply_locked_binary (SGVector< index_t > indices) |
virtual CRegressionLabels * | apply_locked_regression (SGVector< index_t > indices) |
virtual SGVector< float64_t > | apply_locked_get_output (SGVector< index_t > indices) |
virtual void | data_lock (CLabels *labs, CFeatures *features=NULL) |
virtual void | data_unlock () |
virtual bool | supports_locking () const |
virtual bool | train (CFeatures *data=NULL) |
virtual CLabels * | apply (CFeatures *data=NULL) |
virtual CMulticlassLabels * | apply_multiclass (CFeatures *data=NULL) |
virtual CStructuredLabels * | apply_structured (CFeatures *data=NULL) |
virtual CLatentLabels * | apply_latent (CFeatures *data=NULL) |
virtual void | set_labels (CLabels *lab) |
virtual CLabels * | get_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 CLabels * | apply_locked (SGVector< index_t > indices) |
virtual CMulticlassLabels * | apply_locked_multiclass (SGVector< index_t > indices) |
virtual CStructuredLabels * | apply_locked_structured (SGVector< index_t > indices) |
virtual CLatentLabels * | apply_locked_latent (SGVector< index_t > indices) |
virtual void | post_lock (CLabels *labs, CFeatures *features) |
bool | is_data_locked () const |
virtual EProblemType | get_machine_problem_type () const |
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::get_version_parameter()) |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_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_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
virtual bool | update_parameter_hash () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0) |
virtual CSGObject * | clone () |
Static Public Member Functions | |
static void * | update_linear_component_mkl_linadd_helper (void *p) |
static void * | apply_helper (void *p) |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected Member Functions | |
int32_t | regression_fix_index (int32_t i) |
virtual float64_t | compute_kernel (int32_t i, int32_t j) |
virtual bool | train_machine (CFeatures *data=NULL) |
float64_t * | optimize_qp (QP *qp, float64_t *epsilon_crit, int32_t nx, float64_t *threshold, int32_t &svm_maxqpsize) |
virtual float64_t * | get_linear_term_array () |
SGVector< float64_t > | apply_get_outputs (CFeatures *data) |
virtual void | store_model_features () |
virtual bool | is_label_valid (CLabels *lab) const |
virtual bool | train_require_labels () 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) |
Static Protected Member Functions | |
static void * | update_linear_component_linadd_helper (void *params) |
static int32_t | regression_fix_index2 (int32_t i, int32_t num_vectors) |
static void * | compute_kernel_helper (void *p) |
static void * | reactivate_inactive_examples_vanilla_helper (void *p) |
static void * | reactivate_inactive_examples_linadd_helper (void *p) |
Protected Attributes | |
int32_t | num_vectors |
MODEL * | model |
LEARN_PARM * | learn_parm |
int32_t | verbosity |
float64_t | init_margin |
int32_t | init_iter |
int32_t | precision_violations |
float64_t | model_b |
float64_t | opt_precision |
float64_t * | primal |
float64_t * | dual |
float64_t * | W |
int32_t | count |
float64_t | mymaxdiff |
bool | use_kernel_cache |
bool | mkl_converged |
SGVector< float64_t > | m_linear_term |
bool | svm_loaded |
float64_t | epsilon |
float64_t | tube_epsilon |
float64_t | nu |
float64_t | C1 |
float64_t | C2 |
float64_t | objective |
int32_t | qpsize |
bool | use_shrinking |
bool(* | callback )(CMKL *mkl, const float64_t *sumw, const float64_t suma) |
CMKL * | mkl |
CKernel * | kernel |
CCustomKernel * | m_custom_kernel |
CKernel * | m_kernel_backup |
bool | use_batch_computation |
bool | use_linadd |
bool | use_bias |
float64_t | m_bias |
SGVector< float64_t > | m_alpha |
SGVector< int32_t > | m_svs |
float64_t | m_max_train_time |
CLabels * | m_labels |
ESolverType | m_solver_type |
bool | m_store_model_features |
bool | m_data_locked |
CSVRLight | ( | ) |
default constructor
Definition at line 58 of file SVRLight.cpp.
constructor
C | constant C |
epsilon | epsilon |
k | kernel |
lab | labels |
Definition at line 52 of file SVRLight.cpp.
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virtual |
default destructor
Definition at line 64 of file SVRLight.cpp.
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inherited |
add to index
index | index |
elem | element at index |
Definition at line 972 of file SVMLight.cpp.
apply machine to data if data is not specified apply to the current features
data | (test)data to be classified |
Definition at line 162 of file Machine.cpp.
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virtualinherited |
apply kernel machine to data for binary classification task
data | (test)data to be classified |
Reimplemented from CMachine.
Reimplemented in CDomainAdaptationSVM.
Definition at line 245 of file KernelMachine.cpp.
apply get outputs
data | features to compute outputs |
Definition at line 251 of file KernelMachine.cpp.
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staticinherited |
apply example helper, used in threads
p | params of the thread |
Definition at line 421 of file KernelMachine.cpp.
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virtualinherited |
apply machine to data in means of latent problem
Reimplemented in CLinearLatentMachine.
Definition at line 242 of file Machine.cpp.
Applies a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is predicted |
Definition at line 197 of file Machine.cpp.
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virtualinherited |
Applies a locked machine on a set of indices. Error if machine is not locked. Binary case
indices | index vector (of locked features) that is predicted |
Reimplemented from CMachine.
Definition at line 515 of file KernelMachine.cpp.
Applies a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is predicted |
Definition at line 528 of file KernelMachine.cpp.
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virtualinherited |
applies a locked machine on a set of indices for latent problems
Definition at line 276 of file Machine.cpp.
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virtualinherited |
applies a locked machine on a set of indices for multiclass problems
Definition at line 262 of file Machine.cpp.
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virtualinherited |
Applies a locked machine on a set of indices. Error if machine is not locked. Binary case
indices | index vector (of locked features) that is predicted |
Reimplemented from CMachine.
Definition at line 521 of file KernelMachine.cpp.
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virtualinherited |
applies a locked machine on a set of indices for structured problems
Definition at line 269 of file Machine.cpp.
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virtualinherited |
apply machine to data in means of multiclass classification problem
Reimplemented in CMulticlassMachine, CKNN, CDistanceMachine, CVwConditionalProbabilityTree, CGaussianNaiveBayes, CConditionalProbabilityTree, CMCLDA, CQDA, CRelaxedTree, and CBaggingMachine.
Definition at line 230 of file Machine.cpp.
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virtualinherited |
apply kernel machine to one example
num | which example to apply to |
Reimplemented from CMachine.
Definition at line 402 of file KernelMachine.cpp.
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virtualinherited |
apply kernel machine to data for regression task
data | (test)data to be classified |
Reimplemented from CMachine.
Definition at line 239 of file KernelMachine.cpp.
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virtualinherited |
apply machine to data in means of SO classification problem
Reimplemented in CLinearStructuredOutputMachine.
Definition at line 236 of file Machine.cpp.
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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.
dict | dictionary of parameters to be built. |
Definition at line 1196 of file SGObject.cpp.
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calculate SVM model
docs | docs |
label | label |
lin | lin |
a | a |
a_old | old a |
c | c |
working2dnum | working 2D num |
active2dnum | active 2D num |
Definition at line 1243 of file SVMLight.cpp.
Definition at line 1679 of file SVMLight.cpp.
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inherited |
check optimality
label | label |
a | a |
lin | lin |
c | c |
totdoc | totdoc |
maxdiff | maximum diff |
epsilon_crit_org | epsilon crit org |
misclassified | misclassified |
inconsistent | inconsistent |
active2dnum | active 2D num |
last_suboptimal_at | last suboptimal at |
iteration | iteration |
Definition at line 1360 of file SVMLight.cpp.
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inherited |
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virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Definition at line 1313 of file SGObject.cpp.
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inherited |
compute index
binfeature | binary feature |
range | range |
index |
Definition at line 981 of file SVMLight.cpp.
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protectedvirtual |
compute kernel at given index
i | index i |
j | index j |
Reimplemented from CSVMLight.
Definition at line 390 of file SVRLight.cpp.
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staticprotectedinherited |
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inherited |
compute matrices for optimization
docs | docs |
label | label |
exclude_from_eq_const | exclude from eq const |
eq_target | eq target |
chosen | chosen |
active2dnum | active 2D num |
key | key |
a | a |
lin | lin |
c | c |
varnum | var num |
totdoc | totdoc |
aicache | ai cache |
qp | QP |
Definition at line 1170 of file SVMLight.cpp.
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inherited |
compute matrices for optimization in parallel
docs | docs |
label | label |
exclude_from_eq_const | exclude from eq const |
eq_target | eq target |
chosen | chosen |
active2dnum | active 2D num |
key | key |
a | a |
lin | lin |
c | c |
varnum | var num |
totdoc | totdoc |
aicache | ai cache |
qp | QP |
Definition at line 1038 of file SVMLight.cpp.
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virtual |
compute objective function
a | a |
lin | lin |
c | c |
eps | eps |
label | label |
totdoc | totdoc |
Reimplemented from CSVMLight.
Definition at line 337 of file SVRLight.cpp.
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create new model
num | number of alphas and support vectors in new model |
Definition at line 191 of file KernelMachine.cpp.
Locks the machine on given labels and data. After this call, only train_locked and apply_locked may be called.
Computes kernel matrix to speed up train/apply calls
labs | labels used for locking |
features | features used for locking |
Reimplemented from CMachine.
Definition at line 620 of file KernelMachine.cpp.
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virtualinherited |
Unlocks a locked machine and restores previous state
Reimplemented from CMachine.
Definition at line 649 of file KernelMachine.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 160 of file SGObject.h.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
Definition at line 1217 of file SGObject.cpp.
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inherited |
get alpha at given index
idx | index of alpha |
Definition at line 137 of file KernelMachine.cpp.
Definition at line 186 of file KernelMachine.cpp.
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check if batch computation is enabled
Definition at line 96 of file KernelMachine.cpp.
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inherited |
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inherited |
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virtual |
get classifier type
Reimplemented from CSVMLight.
Definition at line 68 of file SVRLight.cpp.
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inherited |
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inherited |
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inherited |
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inherited |
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inherited |
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virtualinherited |
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inherited |
check if linadd is enabled
Definition at line 106 of file KernelMachine.cpp.
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protectedvirtualinherited |
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virtualinherited |
returns type of problem machine solves
Reimplemented in CBaseMulticlassMachine.
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inherited |
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inherited |
Definition at line 1100 of file SGObject.cpp.
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inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 1124 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 1137 of file SGObject.cpp.
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virtual |
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inherited |
get number of support vectors
Definition at line 166 of file KernelMachine.cpp.
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inherited |
|
inherited |
|
inherited |
|
inherited |
|
inherited |
get support vector at given index
idx | index of support vector |
Definition at line 131 of file KernelMachine.cpp.
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inherited |
Definition at line 181 of file KernelMachine.cpp.
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inherited |
|
inherited |
|
inherited |
initialise kernel optimisation
Definition at line 208 of file KernelMachine.cpp.
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inherited |
init shrink state
shrink_state | shrink state |
totdoc | totdoc |
maxhistory | maximum history |
Definition at line 1938 of file SVMLight.cpp.
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inherited |
|
virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 268 of file SGObject.cpp.
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protectedvirtualinherited |
check whether the labels is valid.
Subclasses can override this to implement their check of label types.
lab | the labels being checked, guaranteed to be non-NULL |
Reimplemented in CGaussianProcessRegression, and CBaseMulticlassMachine.
|
inherited |
|
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)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
Definition at line 673 of file SGObject.cpp.
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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
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 |
Definition at line 514 of file SGObject.cpp.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
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) |
Definition at line 345 of file SGObject.cpp.
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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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 1029 of file SGObject.cpp.
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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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicArray< uint64_t >, and CDynamicObjectArray.
Definition at line 1024 of file SGObject.cpp.
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inherited |
problem type
MACHINE_PROBLEM_TYPE | ( | PT_REGRESSION | ) |
problem type
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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
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 711 of file SGObject.cpp.
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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
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
Definition at line 918 of file SGObject.cpp.
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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)
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 858 of file SGObject.cpp.
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protectedinherited |
Definition at line 2390 of file SVMLight.cpp.
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inherited |
optimise SVM
docs | docs |
label | label |
exclude_from_eq_const | exclude from eq const |
eq_target | eq target |
chosen | chosen |
active2dnum | active 2D num |
totdoc | totdoc |
working2dnum | working 2D num |
varnum | var num |
a | a |
lin | lin |
c | c |
aicache | ai cache |
qp | QP |
epsilon_crit_target | epsilon crit target |
Definition at line 1001 of file SVMLight.cpp.
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inherited |
optimize to convergence
docs | the docs |
label | the label |
totdoc | the totdoc |
shrink_state | shrink state |
inconsistent | inconsistent |
a | a |
lin | lin |
c | c |
timing_profile | timing profile |
maxdiff | maximum diff |
heldout | held out |
retrain | retrain |
Definition at line 540 of file SVMLight.cpp.
|
inherited |
prints all parameter registered for model selection and their type
Definition at line 1076 of file SGObject.cpp.
|
virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 280 of file SGObject.cpp.
|
virtual |
reactivate inactive examples
label | label |
a | a |
shrink_state | shrink state |
lin | lin |
c | c |
totdoc | totdoc |
iteration | iteration |
inconsistent | inconsistent |
docs | docs |
aicache | ai cache |
maxdiff | maxdiff |
Reimplemented from CSVMLight.
Definition at line 666 of file SVRLight.cpp.
|
staticprotectedinherited |
helper for reactivate inactive examples linadd
p | p |
Definition at line 2031 of file SVMLight.cpp.
|
staticprotectedinherited |
helper for reactivate inactive examples vanilla
p | p |
Definition at line 2054 of file SVMLight.cpp.
|
protected |
|
staticprotected |
regression fix index2
i | i |
num_vectors | number of vectors |
Definition at line 381 of file SVRLight.cpp.
|
inherited |
|
virtualinherited |
Save this object to file.
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) |
Definition at line 286 of file SGObject.cpp.
|
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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel.
Definition at line 1039 of file SGObject.cpp.
|
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.
ShogunException | Will be thrown if an error occurres. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicArray< uint64_t >, and CDynamicObjectArray.
Definition at line 1034 of file SGObject.cpp.
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inherited |
select next qp subproblem grad
label | label |
a | a |
lin | lin |
c | c |
totdoc | totdoc |
qp_size | size of qp |
inconsistent | inconsistent |
active2dnum | active 2D num |
working2dnum | working 2D num |
selcrit | selcrit |
select | select |
cache_only | cache only |
key | key |
chosen | chosen |
Definition at line 1740 of file SVMLight.cpp.
|
inherited |
select next qp subproblem rand
label | label |
a | a |
lin | lin |
c | c |
totdoc | totdoc |
qp_size | size of qp |
inconsistent | inconsistent |
active2dnum | active 2D num |
working2dnum | working 2D num |
selcrit | selcrit |
select | select |
key | key |
chosen | chosen |
iteration | iteration |
Definition at line 1832 of file SVMLight.cpp.
|
inherited |
select top n
selcrit | selcrit |
range | range |
select | select |
n | n |
Definition at line 1902 of file SVMLight.cpp.
|
inherited |
set alpha at given index to given value
idx | index of alpha vector |
val | new value of alpha vector |
Definition at line 156 of file KernelMachine.cpp.
set alphas to given values
alphas | float vector with all alphas to set |
Definition at line 171 of file KernelMachine.cpp.
|
inherited |
set batch computation enabled
enable | if batch computation shall be enabled |
Definition at line 91 of file KernelMachine.cpp.
|
inherited |
|
inherited |
set state of bias
enable_bias | if bias shall be enabled |
Definition at line 111 of file KernelMachine.cpp.
|
inherited |
|
inherited |
|
inherited |
set generic type to T
Definition at line 41 of file SGObject.cpp.
|
inherited |
|
inherited |
set the parallel object
parallel | parallel object to use |
Definition at line 220 of file SGObject.cpp.
|
inherited |
set the version object
version | version object to use |
Definition at line 255 of file SGObject.cpp.
|
inherited |
|
virtualinherited |
set labels
lab | labels |
Reimplemented in CGaussianProcessMachine, CStructuredOutputMachine, CRelaxedTree, and CMulticlassMachine.
Definition at line 75 of file Machine.cpp.
|
inherited |
set linadd enabled
enable | if linadd shall be enabled |
Definition at line 101 of file KernelMachine.cpp.
|
inherited |
set maximum training time
t | maximimum training time |
Definition at line 92 of file Machine.cpp.
|
inherited |
|
inherited |
|
inherited |
|
inherited |
|
inherited |
|
virtualinherited |
Setter for store-model-features-after-training flag
store_model | whether model should be stored after training |
Definition at line 117 of file Machine.cpp.
|
inherited |
set support vector at given index to given value
idx | index of support vector |
val | new value of support vector |
Definition at line 146 of file KernelMachine.cpp.
|
inherited |
set support vectors to given values
svs | integer vector with all support vectors indexes to set |
Definition at line 176 of file KernelMachine.cpp.
|
inherited |
|
virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 151 of file SGObject.h.
|
inherited |
shrink problem
shrink_state | shrink state |
active2dnum | active 2D num |
last_suboptimal_at | last suboptimal at |
iteration | iteration |
totdoc | totdoc |
minshrink | minimal shrink |
a | a |
inconsistent | inconsistent |
c | c |
lin | lin |
label | label |
Definition at line 1970 of file SVMLight.cpp.
|
inherited |
cleanup shrink state
shrink_state | shrink state |
Definition at line 1959 of file SVMLight.cpp.
|
protectedvirtualinherited |
Stores feature data of the SV indices and sets it to the lhs of the underlying kernel. Then, all SV indices are set to identity.
May be overwritten by subclasses in case the model should be stored differently.
Reimplemented from CMachine.
Definition at line 450 of file KernelMachine.cpp.
|
virtualinherited |
Reimplemented from CMachine.
Definition at line 707 of file KernelMachine.cpp.
|
inherited |
learn SVM
Definition at line 295 of file SVMLight.cpp.
void svr_learn | ( | ) |
SVR learn
Definition at line 155 of file SVRLight.cpp.
|
virtualinherited |
train machine
data | training 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. |
Reimplemented in CRelaxedTree, CSGDQN, and COnlineSVMSGD.
Definition at line 49 of file Machine.cpp.
Trains a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is used for training |
Reimplemented from CMachine.
Definition at line 479 of file KernelMachine.cpp.
|
protectedvirtual |
train regression
data | training data (parameter can be avoided if distance or kernel-based regressors are used and distance/kernels are initialized with train data) |
Reimplemented from CSVMLight.
Definition at line 73 of file SVRLight.cpp.
|
protectedvirtualinherited |
returns whether machine require labels for training
Reimplemented in COnlineLinearMachine, CKMeans, CHierarchical, CLinearLatentMachine, CVwConditionalProbabilityTree, CConditionalProbabilityTree, and CLibSVMOneClass.
|
inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 275 of file SGObject.cpp.
|
virtual |
update linear component
docs | docs |
label | label |
active2dnum | active2dnum |
a | a |
a_old | a old |
working2dnum | working2dnum |
totdoc | totdoc |
lin | lin |
aicache | ai cache |
c | c |
Reimplemented from CSVMLight.
Definition at line 397 of file SVRLight.cpp.
|
staticprotected |
thread helper for update linear component linadd
params |
Reimplemented from CSVMLight.
Definition at line 361 of file SVRLight.cpp.
|
virtual |
update linear component MKL
docs | docs |
label | label |
active2dnum | active2dnum |
a | a |
a_old | a old |
working2dnum | working2dnum |
totdoc | totdoc |
lin | lin |
aicache | ai cache |
c | c |
Definition at line 495 of file SVRLight.cpp.
|
inherited |
update linear component MKL
docs | docs |
label | label |
active2dnum | active 2D num |
a | a |
a_old | old a |
working2dnum | working 2D num |
totdoc | totdoc |
lin | lin |
aicache | ai cache |
Definition at line 1518 of file SVMLight.cpp.
|
virtual |
update linear component MKL linadd
docs | docs |
label | label |
active2dnum | active2dnum |
a | a |
a_old | a old |
working2dnum | working2dnum |
totdoc | totdoc |
lin | lin |
aicache | ai cache |
c | c |
Definition at line 568 of file SVRLight.cpp.
|
inherited |
update linear component MKL
docs | docs |
label | label |
active2dnum | active 2D num |
a | a |
a_old | old a |
working2dnum | working 2D num |
totdoc | totdoc |
lin | lin |
aicache | ai cache |
Definition at line 1592 of file SVMLight.cpp.
|
staticinherited |
helper for update linear component MKL linadd
p | p |
Definition at line 1666 of file SVMLight.cpp.
|
virtualinherited |
Updates the hash of current parameter combination.
Definition at line 227 of file SGObject.cpp.
|
protectedinherited |
number of iteration
Definition at line 687 of file SVMLight.h.
|
protectedinherited |
dual
Definition at line 678 of file SVMLight.h.
|
protectedinherited |
init iter
Definition at line 668 of file SVMLight.h.
|
protectedinherited |
init margin
Definition at line 666 of file SVMLight.h.
|
inherited |
io
Definition at line 514 of file SGObject.h.
|
protectedinherited |
kernel
Definition at line 310 of file KernelMachine.h.
|
protectedinherited |
learn parameters
Definition at line 661 of file SVMLight.h.
coefficients alpha
Definition at line 331 of file KernelMachine.h.
|
protectedinherited |
bias term b
Definition at line 328 of file KernelMachine.h.
|
protectedinherited |
is filled with pre-computed custom kernel on data lock
Definition at line 313 of file KernelMachine.h.
|
protectedinherited |
|
inherited |
parameters wrt which we can compute gradients
Definition at line 529 of file SGObject.h.
|
inherited |
Hash of parameter values
Definition at line 535 of file SGObject.h.
|
protectedinherited |
old kernel is stored here on data lock
Definition at line 316 of file KernelMachine.h.
|
protectedinherited |
|
inherited |
model selection parameters
Definition at line 526 of file SGObject.h.
|
inherited |
map for different parameter versions
Definition at line 532 of file SGObject.h.
|
inherited |
parameters
Definition at line 523 of file SGObject.h.
|
protectedinherited |
|
protectedinherited |
|
protectedinherited |
array of ``support vectors'' (indices of feature objects)
Definition at line 334 of file KernelMachine.h.
|
protectedinherited |
|
protectedinherited |
mkl converged
Definition at line 693 of file SVMLight.h.
|
protectedinherited |
model
Definition at line 659 of file SVMLight.h.
|
protectedinherited |
model b
Definition at line 672 of file SVMLight.h.
|
protectedinherited |
current alpha gap
Definition at line 689 of file SVMLight.h.
|
protected |
number of train elements
Definition at line 237 of file SVRLight.h.
|
protectedinherited |
opt precision
Definition at line 674 of file SVMLight.h.
|
inherited |
parallel
Definition at line 517 of file SGObject.h.
|
protectedinherited |
precision violations
Definition at line 670 of file SVMLight.h.
|
protectedinherited |
primal
Definition at line 676 of file SVMLight.h.
|
protectedinherited |
|
protectedinherited |
if batch computation is enabled
Definition at line 319 of file KernelMachine.h.
|
protectedinherited |
if bias shall be used
Definition at line 325 of file KernelMachine.h.
|
protectedinherited |
if kernel cache is used
Definition at line 691 of file SVMLight.h.
|
protectedinherited |
if linadd is enabled
Definition at line 322 of file KernelMachine.h.
|
protectedinherited |
|
protectedinherited |
verbosity level (0-4)
Definition at line 663 of file SVMLight.h.
|
inherited |
version
Definition at line 520 of file SGObject.h.
|
protectedinherited |
Matrix that stores the contribution by each kernel for each example (for current alphas)
Definition at line 685 of file SVMLight.h.