SHOGUN
4.2.0
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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.
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) |
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 > | |
T | get (const Tag< T > &_tag) const |
template<typename T , typename U = void> | |
T | 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 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) |
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_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 |
default constructor
Definition at line 65 of file RandomFourierGaussPreproc.cpp.
CRandomFourierGaussPreproc | ( | const CRandomFourierGaussPreproc & | pr | ) |
alternative constructor
Definition at line 100 of file RandomFourierGaussPreproc.cpp.
default destructor takes care for float64_t* randomcoeff_additive,float64_t* randomcoeff_multiplicative;
Definition at line 130 of file RandomFourierGaussPreproc.cpp.
generic interface for applying the preprocessor. used as a wrapper for apply_to_feature_matrix() method
features | the dense input features |
Implements CPreprocessor.
default processing routine, inherited from base class
features | the features to be processed, must be of type CDenseFeatures<float64_t> |
Implements CDensePreprocessor< float64_t >.
Definition at line 371 of file RandomFourierGaussPreproc.cpp.
alternative processing routine, inherited from base class
vector | the feature vector to be processed |
Implements CDensePreprocessor< float64_t >.
Definition at line 353 of file RandomFourierGaussPreproc.cpp.
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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.
dict | dictionary of parameters to be built. |
Definition at line 630 of file SGObject.cpp.
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virtual |
inherited from base class does nothing
Implements CPreprocessor.
Definition at line 414 of file RandomFourierGaussPreproc.cpp.
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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.
Definition at line 747 of file SGObject.cpp.
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protected |
helper for copy constructor and assignment operator=
Definition at line 20 of file RandomFourierGaussPreproc.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 231 of file SGObject.cpp.
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.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 651 of file SGObject.cpp.
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inherited |
Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
Definition at line 367 of file SGObject.h.
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inherited |
Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
Definition at line 388 of file SGObject.h.
int32_t get_dim_feature_space | ( | ) | const |
a getter
Definition at line 145 of file RandomFourierGaussPreproc.cpp.
int32_t get_dim_input_space | ( | ) | const |
a getter
Definition at line 159 of file RandomFourierGaussPreproc.cpp.
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virtual |
inherited from base class
Reimplemented from CDensePreprocessor< float64_t >.
Definition at line 137 of file RandomFourierGaussPreproc.cpp.
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virtual |
inherited from base class
Reimplemented from CDensePreprocessor< float64_t >.
Definition at line 141 of file RandomFourierGaussPreproc.cpp.
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inherited |
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inherited |
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float64_t get_kernelwidth | ( | ) | const |
getter for kernel width
Definition at line 171 of file RandomFourierGaussPreproc.cpp.
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inherited |
Definition at line 531 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 555 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 568 of file SGObject.cpp.
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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.
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virtual |
return a type of preprocessor
Reimplemented from CDensePreprocessor< float64_t >.
Definition at line 171 of file RandomFourierGaussPreproc.h.
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inherited |
Checks if object has a class parameter identified by a name.
name | name of the parameter |
Definition at line 289 of file SGObject.h.
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inherited |
Checks if object has a class parameter identified by a Tag.
tag | tag of the parameter containing name and type information |
Definition at line 301 of file SGObject.h.
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inherited |
Checks if a type exists for a class parameter identified by a name.
name | name of the parameter |
Definition at line 312 of file SGObject.h.
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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(...)
f | the features to be processed, must be of type CDenseFeatures<float64_t> |
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
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.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 329 of file SGObject.cpp.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 402 of file SGObject.cpp.
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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.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 459 of file SGObject.cpp.
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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.
ShogunException | will 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 454 of file SGObject.cpp.
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virtualinherited |
Definition at line 295 of file SGObject.cpp.
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inherited |
prints all parameter registered for model selection and their type
Definition at line 507 of file SGObject.cpp.
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virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 341 of file SGObject.cpp.
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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.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 439 of file SGObject.h.
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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.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 452 of file SGObject.h.
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virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 347 of file SGObject.cpp.
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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.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 469 of file SGObject.cpp.
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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.
ShogunException | will 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 464 of file SGObject.cpp.
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inherited |
Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 328 of file SGObject.h.
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inherited |
Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 354 of file SGObject.h.
void set_dim_feature_space | ( | const int32_t | dim | ) |
a setter
dim | the 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
dim | the value of protected member dim_input_space throws a shogun exception if dim<=0 |
Definition at line 175 of file RandomFourierGaussPreproc.cpp.
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inherited |
Definition at line 74 of file SGObject.cpp.
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Definition at line 79 of file SGObject.cpp.
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Definition at line 84 of file SGObject.cpp.
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inherited |
Definition at line 89 of file SGObject.cpp.
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inherited |
Definition at line 94 of file SGObject.cpp.
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Definition at line 99 of file SGObject.cpp.
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Definition at line 104 of file SGObject.cpp.
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inherited |
Definition at line 109 of file SGObject.cpp.
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inherited |
Definition at line 114 of file SGObject.cpp.
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inherited |
Definition at line 119 of file SGObject.cpp.
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inherited |
Definition at line 124 of file SGObject.cpp.
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Definition at line 129 of file SGObject.cpp.
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inherited |
Definition at line 134 of file SGObject.cpp.
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inherited |
Definition at line 139 of file SGObject.cpp.
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inherited |
Definition at line 144 of file SGObject.cpp.
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inherited |
set generic type to T
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inherited |
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inherited |
set the parallel object
parallel | parallel object to use |
Definition at line 274 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 316 of file SGObject.cpp.
void set_kernelwidth | ( | const float64_t | width | ) |
setter for kernel width
width | kernel 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.
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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.
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protected |
tests whether rf features have already been initialized
Definition at line 185 of file RandomFourierGaussPreproc.cpp.
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inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 336 of file SGObject.cpp.
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virtualinherited |
Updates the hash of current parameter combination
Definition at line 281 of file SGObject.cpp.
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actual dimension of output features as set by bool init_randomcoefficients() or void set_randomcoefficients
Definition at line 210 of file RandomFourierGaussPreproc.h.
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protected |
actual dimension of input features as set by bool init_randomcoefficients() or void set_randomcoefficients
Definition at line 199 of file RandomFourierGaussPreproc.h.
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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.
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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.
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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.
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inherited |
io
Definition at line 537 of file SGObject.h.
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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.
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parameters wrt which we can compute gradients
Definition at line 552 of file SGObject.h.
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Hash of parameter values
Definition at line 555 of file SGObject.h.
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model selection parameters
Definition at line 549 of file SGObject.h.
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inherited |
parameters
Definition at line 546 of file SGObject.h.
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parallel
Definition at line 540 of file SGObject.h.
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random coefficient length = cur_dim_feature_space
Definition at line 221 of file RandomFourierGaussPreproc.h.
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protected |
random coefficient length = cur_dim_feature_space* cur_dim_input_space
Definition at line 227 of file RandomFourierGaussPreproc.h.
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version
Definition at line 543 of file SGObject.h.