SHOGUN  4.2.0
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: ..............................................

• GMNP solver based on improved MDM algorithm 1 (u fixed v optimized) exitflag = gmnp_imdm( &get_col, diag_H, vector_c, dim, tmax, tolabs, tolrel, th, &alpha, &t, &History, verb );

For more info refer to V.Franc: Optimization Algorithms for Kernel Methods. Research report. CTU-CMP-2005-22. CTU FEL Prague. 2005. ftp://cmp.felk.cvut.cz/pub/cmp/articles/franc/Franc-PhD.pdf .

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)

bool has (const std::string &name) const

template<typename T >
bool has (const Tag< T > &tag) const

template<typename T , typename U = void>
bool has (const std::string &name) const

template<typename T >
void set (const Tag< T > &_tag, const T &value)

template<typename T , typename U = void>
void set (const std::string &name, const T &value)

template<typename T >
get (const Tag< T > &_tag) const

template<typename T , typename U = void>
get (const std::string &name) const

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

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)

template<typename T >
void register_param (Tag< T > &_tag, const T &value)

template<typename T >
void register_param (const std::string &name, const T &value)

## 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_y vector y kernel kernel num_data number of data num_virtual_data number of virtual data num_classes number of classes reg_const reg 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
 dict dictionary of parameters to be built.

Definition at line 630 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 747 of file SGObject.cpp.

 CSGObject * deep_copy ( ) const
virtualinherited

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

Definition at line 231 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
 other object to compare with accuracy accuracy to use for comparison (optional) tolerant allows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 651 of file SGObject.cpp.

 T get ( const Tag< T > & _tag ) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
 _tag name and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 367 of file SGObject.h.

 T get ( const std::string & name ) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
 name name of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 388 of file SGObject.h.

 float64_t * get_col ( int32_t a, int32_t b )
protected

get col

Parameters
 a a b b
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 268 of file SGObject.cpp.

 Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 310 of file SGObject.cpp.

 Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 323 of file SGObject.cpp.

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

get indices2

Parameters
 index index c c i i

Definition at line 194 of file GMNPLib.cpp.

 float64_t * get_kernel_col ( int32_t a )
protected

get kernel col

Parameters
 a a
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 531 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_name name of the parameter
Returns
description of the parameter

Definition at line 555 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_name name of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 568 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 has ( const std::string & name ) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
 name name of the parameter
Returns
true if the parameter exists with the input name

Definition at line 289 of file SGObject.h.

 bool has ( const Tag< T > & tag ) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
 tag tag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 301 of file SGObject.h.

 bool has ( const std::string & name ) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
 name name of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 312 of file SGObject.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
 generic set to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 329 of file SGObject.cpp.

 float64_t kernel_fce ( int32_t a, int32_t b )
protected

kernel fce

Parameters
 a a b b
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
 file where to load from prefix prefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 402 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
 ShogunException will be thrown if an error occurs.

Definition at line 459 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
 ShogunException will be thrown if an error occurs.

Definition at line 454 of file SGObject.cpp.

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

Definition at line 295 of file SGObject.cpp.

 void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 507 of file SGObject.cpp.

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

prints registered parameters out

Parameters
 prefix prefix for members

Definition at line 341 of file SGObject.cpp.

 void register_param ( Tag< T > & _tag, const T & value )
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
 _tag name and type information of parameter value value of the parameter

Definition at line 439 of file SGObject.h.

 void register_param ( const std::string & name, const T & value )
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
 name name of the parameter value value of the parameter along with type information

Definition at line 452 of file SGObject.h.

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

Save this object to file.

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

Definition at line 347 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
 ShogunException will be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 469 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
 ShogunException will be thrown if an error occurs.

Definition at line 464 of file SGObject.cpp.

 void set ( const Tag< T > & _tag, const T & value )
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
 _tag name and type information of parameter value value of the parameter

Definition at line 328 of file SGObject.h.

 void set ( const std::string & name, const T & value )
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
 name name of the parameter value value of the parameter along with type information

Definition at line 354 of file SGObject.h.

 void set_generic ( )
inherited

Definition at line 74 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 79 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 84 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 89 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 94 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 99 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 104 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 109 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 114 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 119 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 124 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 129 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 134 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 139 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 144 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
 io io object to use

Definition at line 261 of file SGObject.cpp.

 void set_global_parallel ( Parallel * parallel )
inherited

set the parallel object

Parameters
 parallel parallel object to use

Definition at line 274 of file SGObject.cpp.

 void set_global_version ( Version * version )
inherited

set the version object

Parameters
 version version object to use

Definition at line 316 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 225 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 336 of file SGObject.cpp.

 void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 281 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 537 of file SGObject.h.

 float64_t** kernel_columns
protected

kernel columns

Definition at line 144 of file GMNPLib.h.

inherited

parameters wrt which we can compute gradients

Definition at line 552 of file SGObject.h.

 uint32_t m_hash
inherited

Hash of parameter values

Definition at line 555 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 549 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 546 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 540 of file SGObject.h.

 Version* version
inherited

version

Definition at line 543 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