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CGMNPLib Class Reference

Detailed Description

class GMNPLib Library of solvers for Generalized Minimal Norm Problem (GMNP).

Generalized Minimal Norm Problem to solve is

min 0.5*alpha'*H*alpha + c'*alpha

subject to sum(alpha) = 1, alpha(i) >= 0

H [dim x dim] is symmetric positive definite matrix. c [dim x 1] is an arbitrary vector.

The precision of the found solution is given by the parameters tmax, tolabs and tolrel which define the stopping conditions:

UB-LB <= tolabs -> exit_flag = 1 Abs. tolerance. UB-LB <= UB*tolrel -> exit_flag = 2 Relative tolerance. LB > th -> exit_flag = 3 Threshold on lower bound. t >= tmax -> exit_flag = 0 Number of iterations.

UB ... Upper bound on the optimal solution. LB ... Lower bound on the optimal solution. t ... Number of iterations. History ... Value of LB and UB wrt. number of iterations.

The following algorithms are implemented: ..............................................

Definition at line 64 of file GMNPLib.h.

Inheritance diagram for CGMNPLib:
[legend]

Public Member Functions

 CGMNPLib ()
 
 CGMNPLib (float64_t *vector_y, CKernel *kernel, int32_t num_data, int32_t num_virtual_data, int32_t num_classes, float64_t reg_const)
 
virtual ~CGMNPLib ()
 
int8_t gmnp_imdm (float64_t *vector_c, int32_t dim, int32_t tmax, float64_t tolabs, float64_t tolrel, float64_t th, float64_t *alpha, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
void get_indices2 (int32_t *index, int32_t *c, int32_t i)
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_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)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_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 CSGObjectclone ()
 

Public Attributes

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

float64_tget_kernel_col (int32_t a)
 
float64_tget_col (int32_t a, int32_t b)
 
float64_t kernel_fce (int32_t a, int32_t b)
 
virtual 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_tdiag_H
 
float64_t ** kernel_columns
 
float64_tcache_index
 
int32_t first_kernel_inx
 
int64_t Cache_Size
 
int32_t m_num_data
 
float64_t m_reg_const
 
float64_tm_vector_y
 
CKernelm_kernel
 
int32_t first_virt_inx
 
float64_tvirt_columns [3]
 
int32_t m_num_virt_data
 
int32_t m_num_classes
 

Constructor & Destructor Documentation

CGMNPLib ( )

default constructor

Definition at line 80 of file GMNPLib.cpp.

CGMNPLib ( float64_t vector_y,
CKernel kernel,
int32_t  num_data,
int32_t  num_virtual_data,
int32_t  num_classes,
float64_t  reg_const 
)

constructor

Parameters
vector_yvector y
kernelkernel
num_datanumber of data
num_virtual_datanumber of virtual data
num_classesnumber of classes
reg_constreg const

Definition at line 100 of file GMNPLib.cpp.

~CGMNPLib ( )
virtual

Definition at line 143 of file GMNPLib.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  a,
int32_t  b 
)
protected

get col

Parameters
aa
bb
Returns
col at a, b

Definition at line 212 of file GMNPLib.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.

void get_indices2 ( int32_t *  index,
int32_t *  c,
int32_t  i 
)

get indices2

Parameters
indexindex
cc
ii

Definition at line 194 of file GMNPLib.cpp.

float64_t * get_kernel_col ( int32_t  a)
protected

get kernel col

Parameters
aa
Returns
col at a

Definition at line 161 of file GMNPLib.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
protectedvirtual
Returns
object name

Implements CSGObject.

Definition at line 138 of file GMNPLib.h.

int8_t gmnp_imdm ( float64_t vector_c,
int32_t  dim,
int32_t  tmax,
float64_t  tolabs,
float64_t  tolrel,
float64_t  th,
float64_t alpha,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)

GMNP solver based on improved MDM algorithm 1.

Search strategy: u determined by common rule and v is optimized.

Usage: exitflag = gmnp_imdm( &get_col, diag_H, vector_c, dim,

tmax, tolabs, tolrel, th, &alpha, &t, &History );

Definition at line 260 of file GMNPLib.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.

float64_t kernel_fce ( int32_t  a,
int32_t  b 
)
protected

kernel fce

Parameters
aa
bb
Returns
something floaty

Definition at line 477 of file GMNPLib.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_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.

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.

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

float64_t* cache_index
protected

cache index

Definition at line 146 of file GMNPLib.h.

int64_t Cache_Size
protected

cache size

Definition at line 150 of file GMNPLib.h.

float64_t* diag_H
protected

diag H

Definition at line 142 of file GMNPLib.h.

int32_t first_kernel_inx
protected

first kernel inx

Definition at line 148 of file GMNPLib.h.

int32_t first_virt_inx
protected

index of first used column

Definition at line 161 of file GMNPLib.h.

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

float64_t** kernel_columns
protected

kernel columns

Definition at line 144 of file GMNPLib.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.

CKernel* m_kernel
protected

kernel

Definition at line 158 of file GMNPLib.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

int32_t m_num_classes
protected

number of classes

Definition at line 167 of file GMNPLib.h.

int32_t m_num_data
protected

num data

Definition at line 152 of file GMNPLib.h.

int32_t m_num_virt_data
protected

number of virt data

Definition at line 165 of file GMNPLib.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

float64_t m_reg_const
protected

reg const

Definition at line 154 of file GMNPLib.h.

float64_t* m_vector_y
protected

vectory

Definition at line 156 of file GMNPLib.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.

float64_t* virt_columns[3]
protected

cache for three columns

Definition at line 163 of file GMNPLib.h.


The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation