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CRandomFourierGaussPreproc Class Reference

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 48 of file RandomFourierGaussPreproc.h.

Inheritance diagram for CRandomFourierGaussPreproc:
Inheritance graph
[legend]

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 More...
 
virtual EPreprocessorType get_type () const
 return a type of preprocessor More...
 
virtual CFeatures * apply (CFeatures *features)
 
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

void copy (const CRandomFourierGaussPreproc &feats)
 
bool test_rfinited () 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 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 65 of file RandomFourierGaussPreproc.cpp.

CRandomFourierGaussPreproc ( const CRandomFourierGaussPreproc &  pr)

alternative constructor

Definition at line 100 of file RandomFourierGaussPreproc.cpp.

~CRandomFourierGaussPreproc ( )

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

Definition at line 130 of file RandomFourierGaussPreproc.cpp.

Member Function Documentation

virtual CFeatures* apply ( CFeatures *  features)
virtualinherited

generic interface for applying the preprocessor. used as a wrapper for apply_to_feature_matrix() method

Parameters
featuresthe dense input features
Returns
the result feature object after applying the preprocessor

Implements CPreprocessor.

SGMatrix< float64_t > apply_to_feature_matrix ( CFeatures *  features)
virtual

default processing routine, inherited from base class

Parameters
featuresthe 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 371 of file RandomFourierGaussPreproc.cpp.

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

alternative processing routine, inherited from base class

Parameters
vectorthe 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 353 of file RandomFourierGaussPreproc.cpp.

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.

void cleanup ( )
virtual

inherited from base class does nothing

Implements CPreprocessor.

Definition at line 414 of file RandomFourierGaussPreproc.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.

void copy ( const CRandomFourierGaussPreproc &  feats)
protected

helper for copy constructor and assignment operator=

Definition at line 20 of file RandomFourierGaussPreproc.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.

int32_t get_dim_feature_space ( ) const

a getter

Returns
the set value of protected member dim_feature_space

Definition at line 145 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 159 of file RandomFourierGaussPreproc.cpp.

EFeatureClass get_feature_class ( )
virtual

inherited from base class

Returns
F_DREAL

Reimplemented from CDensePreprocessor< float64_t >.

Definition at line 137 of file RandomFourierGaussPreproc.cpp.

EFeatureType get_feature_type ( )
virtual

inherited from base class

Returns
C_DENSE

Reimplemented from CDensePreprocessor< float64_t >.

Definition at line 141 of file RandomFourierGaussPreproc.cpp.

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.

float64_t get_kernelwidth ( ) const

getter for kernel width

Returns
kernel width throws exception if kernelwidth <=0

Definition at line 171 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 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.

virtual const char* get_name ( ) const
virtual

return the name of the preprocessor

Implements CSGObject.

Definition at line 168 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 259 of file RandomFourierGaussPreproc.cpp.

virtual EPreprocessorType get_type ( ) const
virtual

return a type of preprocessor

Reimplemented from CDensePreprocessor< float64_t >.

Definition at line 171 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
fthe 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 321 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 201 of file RandomFourierGaussPreproc.cpp.

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.

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_dim_feature_space ( const int32_t  dim)

a setter

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

Definition at line 149 of file RandomFourierGaussPreproc.cpp.

void set_dim_input_space ( const int32_t  dim)

a setter

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

Definition at line 175 of file RandomFourierGaussPreproc.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_kernelwidth ( const float64_t  width)

setter for kernel width

Parameters
widthkernel width to be set

Definition at line 163 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 291 of file RandomFourierGaussPreproc.cpp.

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.

bool test_rfinited ( ) const
protected

tests whether rf features have already been initialized

Definition at line 185 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 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

int32_t cur_dim_feature_space
protected

actual dimension of output features as set by bool init_randomcoefficients() or void set_randomcoefficients

Definition at line 210 of file RandomFourierGaussPreproc.h.

int32_t cur_dim_input_space
protected

actual dimension of input features as set by bool init_randomcoefficients() or void set_randomcoefficients

Definition at line 199 of file RandomFourierGaussPreproc.h.

float64_t cur_kernelwidth
protected

dimension of input features width of gaussian kernel in the form of exp(-x^2 / (2.0 kernelwidth^2) ) NOTE the 2.0 and the power ^2 !

Definition at line 189 of file RandomFourierGaussPreproc.h.

int32_t dim_feature_space
protected

desired dimension of output features as set by void set_dim_feature_space(const int32_t dim)

Definition at line 205 of file RandomFourierGaussPreproc.h.

int32_t dim_input_space
protected

desired dimension of input features as set by void set_dim_input_space(const int32_t dim)

Definition at line 194 of file RandomFourierGaussPreproc.h.

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

float64_t kernelwidth
protected

dimension of input features width of gaussian kernel in the form of exp(-x^2 / (2.0 kernelwidth^2) ) NOTE the 2.0 and the power ^2 !

Definition at line 184 of file RandomFourierGaussPreproc.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.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.

Parallel* parallel
inherited

parallel

Definition at line 372 of file SGObject.h.

float64_t* randomcoeff_additive
protected

random coefficient length = cur_dim_feature_space

Definition at line 221 of file RandomFourierGaussPreproc.h.

float64_t* randomcoeff_multiplicative
protected

random coefficient length = cur_dim_feature_space* cur_dim_input_space

Definition at line 227 of file RandomFourierGaussPreproc.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