RidgeKernelNormalizer.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2009 Soeren Sonnenburg
 * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef _RIDGEKERNELNORMALIZER_H___
#define _RIDGEKERNELNORMALIZER_H___

#include <shogun/lib/config.h>

#include <shogun/kernel/normalizer/KernelNormalizer.h>

namespace shogun
{
class CRidgeKernelNormalizer : public CKernelNormalizer
{
    public:
        CRidgeKernelNormalizer(float64_t r=1e-10, float64_t c=0.0)
            : CKernelNormalizer()
        {
            SG_ADD(&scale, "scale", "Scale quotient by which kernel is scaled.",
                MS_AVAILABLE);
            SG_ADD(&ridge, "ridge", "Ridge added to diagonal.", MS_AVAILABLE);

            scale=c;
            ridge=r;
        }

        virtual ~CRidgeKernelNormalizer()
        {
        }

        virtual bool init(CKernel* k)
        {
            if (scale<=0)
            {
                ASSERT(k)
                int32_t num=k->get_num_vec_lhs();
                ASSERT(num>0)

                CFeatures* old_lhs=k->lhs;
                CFeatures* old_rhs=k->rhs;
                k->lhs=old_lhs;
                k->rhs=old_lhs;

                float64_t sum=0;
                for (int32_t i=0; i<num; i++)
                    sum+=k->compute(i, i);

                scale=sum/num;
                k->lhs=old_lhs;
                k->rhs=old_rhs;
            }

            ridge*=scale;
            return true;
        }

        virtual float64_t normalize(
            float64_t value, int32_t idx_lhs, int32_t idx_rhs)
        {
            if (idx_lhs==idx_rhs)
                return value+ridge;
            else
                return value;
        }

        virtual float64_t normalize_lhs(float64_t value, int32_t idx_lhs)
        {
            SG_ERROR("linadd not supported with Ridge normalization.\n")
            return 0;
        }

        virtual float64_t normalize_rhs(float64_t value, int32_t idx_rhs)
        {
            SG_ERROR("linadd not supported with Ridge normalization.\n")
            return 0;
        }

        virtual const char* get_name() const { return "RidgeKernelNormalizer"; }

    protected:
        float64_t ridge;
        float64_t scale;
};
}
#endif // _RIDGEKERNELNORMALIZER_H___