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src
shogun
optimization
PNormMappingFunction.h
Go to the documentation of this file.
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/*
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* Copyright (c) The Shogun Machine Learning Toolbox
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* Written (w) 2015 Wu Lin
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* The views and conclusions contained in the software and documentation are those
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* of the authors and should not be interpreted as representing official policies,
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* either expressed or implied, of the Shogun Development Team.
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*
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*/
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#ifndef PNORMMAPPINGFUNCTION_H
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#define PNORMMAPPINGFUNCTION_H
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#include <
shogun/optimization/MappingFunction.h
>
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#include <
shogun/mathematics/Math.h
>
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namespace
shogun
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{
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class
PNormMappingFunction
:
public
MappingFunction
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{
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public
:
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PNormMappingFunction
()
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:
MappingFunction
()
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{
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init();
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}
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virtual
~PNormMappingFunction
() {}
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virtual
void
set_norm
(
float64_t
p)
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{
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if
(p<2.0)
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{
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SG_SWARNING
(
"The norm (%f) should not be less than 2.0 and we use p=2.0 in this case\n"
, p);
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}
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else
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m_p
=p;
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}
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virtual
SGVector<float64_t>
get_dual_variable
(
SGVector<float64_t>
variable)
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{
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SGVector<float64_t>
dual_variable(variable.
vlen
);
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float64_t
q=1.0/(1.0-1.0/
m_p
);
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projection
(variable, dual_variable, q);
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return
dual_variable;
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}
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virtual
void
update_variable
(
SGVector<float64_t>
variable,
SGVector<float64_t>
dual_variable)
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{
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projection
(dual_variable, variable,
m_p
);
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}
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virtual
void
update_context
(
CMinimizerContext
* context)
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{
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REQUIRE
(context,
"Contest must not NULL\n"
);
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}
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virtual
void
load_from_context
(
CMinimizerContext
* context)
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{
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REQUIRE
(context,
"Contest must not NULL\n"
);
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}
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protected
:
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float64_t
m_p
;
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virtual
void
projection
(
SGVector<float64_t>
input,
SGVector<float64_t>
output,
float64_t
degree)
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{
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REQUIRE
(input.
vlen
==output.
vlen
,
"The lenght (%d) of input and the length (%d) of output are diffent\n"
,
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input.
vlen
, output.
vlen
);
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float64_t
scale
=0.0;
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for
(
index_t
idx=0; idx<input.
vlen
; idx++)
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{
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scale +=
CMath::pow
(
CMath::abs
(input[idx]),degree);
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if
(input[idx] >= 0.0)
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output[idx]=
CMath::pow
(input[idx],degree-1);
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else
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output[idx]=-
CMath::pow
(-input[idx],degree-1);
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}
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scale=
CMath::pow
(scale,1.0-2.0/degree);
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for
(
index_t
idx=0; idx<input.
vlen
; idx++)
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output[idx]/=scale;
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}
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private
:
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void
init()
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{
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m_p=2.0;
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}
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};
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}
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#endif
shogun::MappingFunction
The base mapping function for mirror descend.
Definition:
MappingFunction.h:41
shogun::PNormMappingFunction::PNormMappingFunction
PNormMappingFunction()
Definition:
PNormMappingFunction.h:48
Math.h
shogun::PNormMappingFunction::update_context
virtual void update_context(CMinimizerContext *context)
Definition:
PNormMappingFunction.h:101
index_t
int32_t index_t
Definition:
common.h:62
shogun::CMinimizerContext
The class is used to serialize and deserialize variables for the optimization framework.
Definition:
MinimizerContext.h:45
shogun::PNormMappingFunction::~PNormMappingFunction
virtual ~PNormMappingFunction()
Definition:
PNormMappingFunction.h:53
SG_SWARNING
#define SG_SWARNING(...)
Definition:
SGIO.h:178
REQUIRE
#define REQUIRE(x,...)
Definition:
SGIO.h:206
shogun::PNormMappingFunction::get_dual_variable
virtual SGVector< float64_t > get_dual_variable(SGVector< float64_t > variable)
Definition:
PNormMappingFunction.h:74
shogun::SGVector::vlen
index_t vlen
Definition:
SGVector.h:494
shogun::SGVector< float64_t >
float64_t
double float64_t
Definition:
common.h:50
MappingFunction.h
shogun::PNormMappingFunction::set_norm
virtual void set_norm(float64_t p)
Definition:
PNormMappingFunction.h:58
shogun::PNormMappingFunction::m_p
float64_t m_p
Definition:
PNormMappingFunction.h:118
shogun
all of classes and functions are contained in the shogun namespace
Definition:
class_list.h:18
shogun::PNormMappingFunction::projection
virtual void projection(SGVector< float64_t > input, SGVector< float64_t > output, float64_t degree)
Definition:
PNormMappingFunction.h:126
shogun::PNormMappingFunction
This implements the P-norm mapping/projection function.
Definition:
PNormMappingFunction.h:45
shogun::PNormMappingFunction::update_variable
virtual void update_variable(SGVector< float64_t > variable, SGVector< float64_t > dual_variable)
Definition:
PNormMappingFunction.h:88
shogun::linalg::scale
void scale(Matrix A, Matrix B, typename Matrix::Scalar alpha)
Definition:
Core.h:93
shogun::PNormMappingFunction::load_from_context
virtual void load_from_context(CMinimizerContext *context)
Definition:
PNormMappingFunction.h:112
shogun::CMath::pow
static int32_t pow(bool x, int32_t n)
Definition:
Math.h:535
shogun::CMath::abs
static T abs(T a)
Definition:
Math.h:179
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