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CQPBSVMLib Class Reference

Detailed Description

class QPBSVMLib

Definition at line 42 of file QPBSVMLib.h.

Inheritance diagram for CQPBSVMLib:
Inheritance graph
[legend]

Public Member Functions

 CQPBSVMLib ()
 
 CQPBSVMLib (float64_t *H, int32_t n, float64_t *f, int32_t m, float64_t UB=1.0)
 
int32_t solve_qp (float64_t *result, int32_t len)
 result has to be allocated & zeroed More...
 
void set_solver (E_QPB_SOLVER solver)
 
virtual ~CQPBSVMLib ()
 
virtual CSGObject * shallow_copy () const
 
virtual CSGObject * deep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
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 void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObject * clone ()
 

Public Attributes

SGIO * io
 
Parallel * parallel
 
Version * version
 
Parameter * m_parameters
 
Parameter * m_model_selection_parameters
 
Parameter * m_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

float64_t * get_col (int32_t col)
 
int32_t qpbsvm_sca (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
int32_t qpbsvm_scas (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
int32_t qpbsvm_scamv (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
int32_t qpbsvm_prloqo (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
int32_t qpbsvm_gauss_seidel (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
int32_t qpbsvm_gradient_descent (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
int32_t qpbsvm_cplex (float64_t *x, float64_t *Nabla, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
const char * get_name () const
 
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)
 

Protected Attributes

float64_t * m_H
 
float64_t * m_diag_H
 
int32_t m_dim
 
float64_t * m_f
 
float64_t m_UB
 
int32_t m_tmax
 
float64_t m_tolabs
 
float64_t m_tolrel
 
float64_t m_tolKKT
 
E_QPB_SOLVER m_solver
 

Constructor & Destructor Documentation

CQPBSVMLib ( )

default constructor

Definition at line 66 of file QPBSVMLib.cpp.

CQPBSVMLib ( float64_t *  H,
int32_t  n,
float64_t *  f,
int32_t  m,
float64_t  UB = 1.0 
)

constructor

Parameters
Hsymmetric matrix of size n x n
nsize of H's matrix
fis vector of size m
msize of vector f
UBUB

Definition at line 83 of file QPBSVMLib.cpp.

~CQPBSVMLib ( )
virtual

Definition at line 101 of file QPBSVMLib.cpp.

Member Function Documentation

void build_gradient_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
dictdictionary of parameters to be built.

Definition at line 597 of file SGObject.cpp.

CSGObject * clone ( )
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.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 714 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

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

Definition at line 198 of file SGObject.cpp.

bool equals ( CSGObject *  other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

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.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 618 of file SGObject.cpp.

float64_t* get_col ( int32_t  col)
protected

get col

Parameters
colcol to get
Returns
col indexed by col

Definition at line 79 of file QPBSVMLib.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 235 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 277 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 290 of file SGObject.cpp.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 498 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_namename of the parameter
Returns
description of the parameter

Definition at line 522 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_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 535 of file SGObject.cpp.

const char* get_name ( ) const
protectedvirtual
Returns
object name

Implements CSGObject.

Definition at line 123 of file QPBSVMLib.h.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

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

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 296 of file SGObject.cpp.

bool load_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

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

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 369 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

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

Definition at line 426 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 421 of file SGObject.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 262 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 474 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 308 of file SGObject.cpp.

int32_t qpbsvm_cplex ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_cplex(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 656 of file QPBSVMLib.cpp.

int32_t qpbsvm_gauss_seidel ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_gauss_seidel(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 588 of file QPBSVMLib.cpp.

int32_t qpbsvm_gradient_descent ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_gradient_descent(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 619 of file QPBSVMLib.cpp.

int32_t qpbsvm_prloqo ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_prloqo(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 552 of file QPBSVMLib.cpp.

int32_t qpbsvm_sca ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_sca(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 170 of file QPBSVMLib.cpp.

int32_t qpbsvm_scamv ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_scamv(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 465 of file QPBSVMLib.cpp.

int32_t qpbsvm_scas ( float64_t *  x,
float64_t *  Nabla,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)
protected

Usage: exitflag = qpbsvm_scas(UB, dim, tmax, tolabs, tolrel, tolKKT, x, Nabla, &t, &History, verb )

Definition at line 311 of file QPBSVMLib.cpp.

bool save_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 314 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 436 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
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.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 431 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 41 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 46 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 51 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 56 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 61 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 66 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 71 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 76 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 81 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 86 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 91 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 96 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 101 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 106 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 111 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO *  io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 283 of file SGObject.cpp.

void set_solver ( E_QPB_SOLVER  solver)

set solver

Parameters
solvernew solver

Definition at line 66 of file QPBSVMLib.h.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 192 of file SGObject.cpp.

int32_t solve_qp ( float64_t *  result,
int32_t  len 
)

result has to be allocated & zeroed

Definition at line 106 of file QPBSVMLib.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 303 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

float64_t* m_diag_H
protected

diagonal of H

Definition at line 129 of file QPBSVMLib.h.

int32_t m_dim
protected

dim

Definition at line 131 of file QPBSVMLib.h.

float64_t* m_f
protected

vector f

Definition at line 134 of file QPBSVMLib.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

float64_t* m_H
protected

matrix H

Definition at line 127 of file QPBSVMLib.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

E_QPB_SOLVER m_solver
protected

solver

Definition at line 148 of file QPBSVMLib.h.

int32_t m_tmax
protected

tmax

Definition at line 140 of file QPBSVMLib.h.

float64_t m_tolabs
protected

tolabs

Definition at line 142 of file QPBSVMLib.h.

float64_t m_tolKKT
protected

tolKKT

Definition at line 146 of file QPBSVMLib.h.

float64_t m_tolrel
protected

tolrel

Definition at line 144 of file QPBSVMLib.h.

float64_t m_UB
protected

UB

Definition at line 137 of file QPBSVMLib.h.

Parallel* parallel
inherited

parallel

Definition at line 372 of file SGObject.h.

Version* version
inherited

version

Definition at line 375 of file SGObject.h.

The documentation for this class was generated from the following files:
SHOGUN Machine Learning Toolbox - Documentation