SHOGUN  4.1.0
CSVRLight Class Reference

## Detailed Description

Class SVRLight, performs support vector regression using SVMLight.

The SVR solution can be expressed as

$f({\bf x})=\sum_{i=1}^{N} \alpha_i k({\bf x}, {\bf x_i})+b$

where $$\alpha$$ and $$b$$ are determined in training, i.e. using a pre-specified kernel, a given tube-epsilon for the epsilon insensitive loss, the follwoing quadratic problem is minimized (using the chunking decomposition technique)

\begin{eqnarray*} \max_{{\bf \alpha},{\bf \alpha}^*} &-\frac{1}{2}\sum_{i,j=1}^N(\alpha_i-\alpha_i^*)(\alpha_j-\alpha_j^*){\bf x}_i^T {\bf x}_j -\sum_{i=1}^N(\alpha_i+\alpha_i^*)\epsilon - \sum_{i=1}^N(\alpha_i-\alpha_i^*)y_i\\ \mbox{wrt}:& {\bf \alpha},{\bf \alpha}^*\in{\bf R}^N\\ \mbox{s.t.}:& 0\leq \alpha_i,\alpha_i^*\leq C,\, \forall i=1\dots N\\ &\sum_{i=1}^N(\alpha_i-\alpha_i^*)y_i=0 \end{eqnarray*}

Note that the SV regression problem is reduced to the standard SV classification problem by introducing artificial labels $$-y_i$$ which leads to the epsilon insensitive loss constraints *

\begin{eqnarray*} {\bf w}^T{\bf x}_i+b-c_i-\xi_i\leq 0,&\, \forall i=1\dots N\\ -{\bf w}^T{\bf x}_i-b-c_i^*-\xi_i^*\leq 0,&\, \forall i=1\dots N \end{eqnarray*}

with $$c_i=y_i+ \epsilon$$ and $$c_i^*=-y_i+ \epsilon$$

This implementation supports multiple kernel learning, i.e. if a CCombinedKernel is used the weights $$\beta$$ in $$k_{combined}({\bf x}, {\bf x'}) = \sum_{m=0}^M \beta_m k_m({\bf x}, {\bf x'})$$ can be determined in training (cf. Large Scale Multiple Kernel Learning Sonnenburg, Raetsch, Schaefer, Schoelkopf 2006).

linadd optimizations were implemented for kernels that support it (most string kernels and the linear kernel), which will result in significant speedups.

Definition at line 62 of file SVRLight.h.

Inheritance diagram for CSVRLight:
[legend]

## Public Member Functions

MACHINE_PROBLEM_TYPE (PT_REGRESSION)

CSVRLight ()

CSVRLight (float64_t C, float64_t epsilon, CKernel *k, CLabels *lab)

virtual ~CSVRLight ()

virtual EMachineType get_classifier_type ()

void svr_learn ()

virtual float64_t compute_objective_function (float64_t *a, float64_t *lin, float64_t *c, float64_t *eps, int32_t *label, int32_t totdoc)

virtual void update_linear_component (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache, float64_t *c)

virtual void update_linear_component_mkl (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache, float64_t *c)

virtual void update_linear_component_mkl_linadd (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache, float64_t *c)

void call_mkl_callback (float64_t *a, int32_t *label, float64_t *lin, float64_t *c, int32_t totdoc)

virtual void reactivate_inactive_examples (int32_t *label, float64_t *a, SHRINK_STATE *shrink_state, float64_t *lin, float64_t *c, int32_t totdoc, int32_t iteration, int32_t *inconsistent, int32_t *docs, float64_t *aicache, float64_t *maxdiff)

virtual const char * get_name () const

void init ()

int32_t get_runtime ()

void svm_learn ()

int32_t optimize_to_convergence (int32_t *docs, int32_t *label, int32_t totdoc, SHRINK_STATE *shrink_state, int32_t *inconsistent, float64_t *a, float64_t *lin, float64_t *c, TIMING *timing_profile, float64_t *maxdiff, int32_t heldout, int32_t retrain)

void clear_index (int32_t *index)

void add_to_index (int32_t *index, int32_t elem)

int32_t compute_index (int32_t *binfeature, int32_t range, int32_t *index)

void optimize_svm (int32_t *docs, int32_t *label, int32_t *exclude_from_eq_const, float64_t eq_target, int32_t *chosen, int32_t *active2dnum, int32_t totdoc, int32_t *working2dnum, int32_t varnum, float64_t *a, float64_t *lin, float64_t *c, float64_t *aicache, QP *qp, float64_t *epsilon_crit_target)

void compute_matrices_for_optimization (int32_t *docs, int32_t *label, int32_t *exclude_from_eq_const, float64_t eq_target, int32_t *chosen, int32_t *active2dnum, int32_t *key, float64_t *a, float64_t *lin, float64_t *c, int32_t varnum, int32_t totdoc, float64_t *aicache, QP *qp)

void compute_matrices_for_optimization_parallel (int32_t *docs, int32_t *label, int32_t *exclude_from_eq_const, float64_t eq_target, int32_t *chosen, int32_t *active2dnum, int32_t *key, float64_t *a, float64_t *lin, float64_t *c, int32_t varnum, int32_t totdoc, float64_t *aicache, QP *qp)

int32_t calculate_svm_model (int32_t *docs, int32_t *label, float64_t *lin, float64_t *a, float64_t *a_old, float64_t *c, int32_t *working2dnum, int32_t *active2dnum)

int32_t check_optimality (int32_t *label, float64_t *a, float64_t *lin, float64_t *c, int32_t totdoc, float64_t *maxdiff, float64_t epsilon_crit_org, int32_t *misclassified, int32_t *inconsistent, int32_t *active2dnum, int32_t *last_suboptimal_at, int32_t iteration)

void update_linear_component_mkl (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache)

void update_linear_component_mkl_linadd (int32_t *docs, int32_t *label, int32_t *active2dnum, float64_t *a, float64_t *a_old, int32_t *working2dnum, int32_t totdoc, float64_t *lin, float64_t *aicache)

void call_mkl_callback (float64_t *a, int32_t *label, float64_t *lin)

int32_t select_next_qp_subproblem_grad (int32_t *label, float64_t *a, float64_t *lin, float64_t *c, int32_t totdoc, int32_t qp_size, int32_t *inconsistent, int32_t *active2dnum, int32_t *working2dnum, float64_t *selcrit, int32_t *select, int32_t cache_only, int32_t *key, int32_t *chosen)

int32_t select_next_qp_subproblem_rand (int32_t *label, float64_t *a, float64_t *lin, float64_t *c, int32_t totdoc, int32_t qp_size, int32_t *inconsistent, int32_t *active2dnum, int32_t *working2dnum, float64_t *selcrit, int32_t *select, int32_t *key, int32_t *chosen, int32_t iteration)

void select_top_n (float64_t *selcrit, int32_t range, int32_t *select, int32_t n)

void init_shrink_state (SHRINK_STATE *shrink_state, int32_t totdoc, int32_t maxhistory)

void shrink_state_cleanup (SHRINK_STATE *shrink_state)

int32_t shrink_problem (SHRINK_STATE *shrink_state, int32_t *active2dnum, int32_t *last_suboptimal_at, int32_t iteration, int32_t totdoc, int32_t minshrink, float64_t *a, int32_t *inconsistent, float64_t *c, float64_t *lin, int *label)

MACHINE_PROBLEM_TYPE (PT_BINARY)

void set_defaults (int32_t num_sv=0)

virtual SGVector< float64_tget_linear_term ()

virtual void set_linear_term (const SGVector< float64_t > linear_term)

bool save (FILE *svm_file)

void set_nu (float64_t nue)

void set_C (float64_t c_neg, float64_t c_pos)

void set_epsilon (float64_t eps)

void set_tube_epsilon (float64_t eps)

float64_t get_tube_epsilon ()

void set_qpsize (int32_t qps)

float64_t get_epsilon ()

float64_t get_nu ()

float64_t get_C1 ()

float64_t get_C2 ()

int32_t get_qpsize ()

void set_shrinking_enabled (bool enable)

bool get_shrinking_enabled ()

float64_t compute_svm_dual_objective ()

float64_t compute_svm_primal_objective ()

void set_objective (float64_t v)

float64_t get_objective ()

void set_callback_function (CMKL *m, bool(*cb)(CMKL *mkl, const float64_t *sumw, const float64_t suma))

void set_kernel (CKernel *k)

CKernelget_kernel ()

void set_batch_computation_enabled (bool enable)

bool get_batch_computation_enabled ()

void set_bias_enabled (bool enable_bias)

bool get_bias_enabled ()

float64_t get_bias ()

void set_bias (float64_t bias)

int32_t get_support_vector (int32_t idx)

float64_t get_alpha (int32_t idx)

bool set_support_vector (int32_t idx, int32_t val)

bool set_alpha (int32_t idx, float64_t val)

int32_t get_num_support_vectors ()

void set_alphas (SGVector< float64_t > alphas)

void set_support_vectors (SGVector< int32_t > svs)

SGVector< int32_t > get_support_vectors ()

SGVector< float64_tget_alphas ()

bool create_new_model (int32_t num)

bool init_kernel_optimization ()

virtual CRegressionLabelsapply_regression (CFeatures *data=NULL)

virtual CBinaryLabelsapply_binary (CFeatures *data=NULL)

virtual float64_t apply_one (int32_t num)

virtual bool train_locked (SGVector< index_t > indices)

virtual CBinaryLabelsapply_locked_binary (SGVector< index_t > indices)

virtual CRegressionLabelsapply_locked_regression (SGVector< index_t > indices)

virtual SGVector< float64_tapply_locked_get_output (SGVector< index_t > indices)

virtual void data_lock (CLabels *labs, CFeatures *features=NULL)

virtual void data_unlock ()

virtual bool supports_locking () const

virtual bool train (CFeatures *data=NULL)

virtual CLabelsapply (CFeatures *data=NULL)

virtual CMulticlassLabelsapply_multiclass (CFeatures *data=NULL)

virtual CStructuredLabelsapply_structured (CFeatures *data=NULL)

virtual CLatentLabelsapply_latent (CFeatures *data=NULL)

virtual void set_labels (CLabels *lab)

virtual CLabelsget_labels ()

void set_max_train_time (float64_t t)

float64_t get_max_train_time ()

void set_solver_type (ESolverType st)

ESolverType get_solver_type ()

virtual void set_store_model_features (bool store_model)

virtual CLabelsapply_locked (SGVector< index_t > indices)

virtual CMulticlassLabelsapply_locked_multiclass (SGVector< index_t > indices)

virtual CStructuredLabelsapply_locked_structured (SGVector< index_t > indices)

virtual CLatentLabelsapply_locked_latent (SGVector< index_t > indices)

virtual void post_lock (CLabels *labs, CFeatures *features)

bool is_data_locked () const

virtual EProblemType get_machine_problem_type () const

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="", int32_t param_version=Version::get_version_parameter())

virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())

DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")

DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")

void map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos)

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 ()

## Static Public Member Functions

static void * update_linear_component_mkl_linadd_helper (void *p)

static void * apply_helper (void *p)

## Public Attributes

SGIOio

Parallelparallel

Versionversion

Parameterm_parameters

Parameterm_model_selection_parameters

ParameterMapm_parameter_map

uint32_t m_hash

## Protected Member Functions

int32_t regression_fix_index (int32_t i)

virtual float64_t compute_kernel (int32_t i, int32_t j)

virtual bool train_machine (CFeatures *data=NULL)

float64_toptimize_qp (QP *qp, float64_t *epsilon_crit, int32_t nx, float64_t *threshold, int32_t &svm_maxqpsize)

virtual float64_tget_linear_term_array ()

SGVector< float64_tapply_get_outputs (CFeatures *data)

virtual void store_model_features ()

virtual bool is_label_valid (CLabels *lab) const

virtual bool train_require_labels () const

virtual TParametermigrate (DynArray< TParameter * > *param_base, const SGParamInfo *target)

virtual void one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)

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)

## Static Protected Member Functions

static void * update_linear_component_linadd_helper (void *params)

static int32_t regression_fix_index2 (int32_t i, int32_t num_vectors)

static void * compute_kernel_helper (void *p)

static void * reactivate_inactive_examples_vanilla_helper (void *p)

static void * reactivate_inactive_examples_linadd_helper (void *p)

## Protected Attributes

int32_t num_vectors

MODEL * model

LEARN_PARM * learn_parm

int32_t verbosity

float64_t init_margin

int32_t init_iter

int32_t precision_violations

float64_t model_b

float64_t opt_precision

float64_tprimal

float64_tdual

float64_tW

int32_t count

float64_t mymaxdiff

bool use_kernel_cache

bool mkl_converged

SGVector< float64_tm_linear_term

float64_t epsilon

float64_t tube_epsilon

float64_t nu

float64_t C1

float64_t C2

float64_t objective

int32_t qpsize

bool use_shrinking

bool(* callback )(CMKL *mkl, const float64_t *sumw, const float64_t suma)

CMKLmkl

CKernelkernel

CCustomKernelm_custom_kernel

CKernelm_kernel_backup

bool use_batch_computation

bool use_bias

float64_t m_bias

SGVector< float64_tm_alpha

SGVector< int32_t > m_svs

float64_t m_max_train_time

CLabelsm_labels

ESolverType m_solver_type

bool m_store_model_features

bool m_data_locked

## Constructor & Destructor Documentation

 CSVRLight ( )

default constructor

Definition at line 58 of file SVRLight.cpp.

 CSVRLight ( float64_t C, float64_t epsilon, CKernel * k, CLabels * lab )

constructor

Parameters
 C constant C epsilon epsilon k kernel lab labels

Definition at line 52 of file SVRLight.cpp.

 ~CSVRLight ( )
virtual

default destructor

Definition at line 64 of file SVRLight.cpp.

## Member Function Documentation

 void add_to_index ( int32_t * index, int32_t elem )
inherited

Parameters
 index index elem element at index

Definition at line 978 of file SVMLight.cpp.

 CLabels * apply ( CFeatures * data = NULL )
virtualinherited

apply machine to data if data is not specified apply to the current features

Parameters
 data (test)data to be classified
Returns
classified labels

Definition at line 160 of file Machine.cpp.

 CBinaryLabels * apply_binary ( CFeatures * data = NULL )
virtualinherited

apply kernel machine to data for binary classification task

Parameters
 data (test)data to be classified
Returns
classified labels

Reimplemented from CMachine.

Definition at line 249 of file KernelMachine.cpp.

 SGVector< float64_t > apply_get_outputs ( CFeatures * data )
protectedinherited

apply get outputs

Parameters
 data features to compute outputs
Returns
outputs

Definition at line 255 of file KernelMachine.cpp.

 void * apply_helper ( void * p )
staticinherited

apply example helper, used in threads

Parameters
Returns
nothing really

Definition at line 425 of file KernelMachine.cpp.

 CLatentLabels * apply_latent ( CFeatures * data = NULL )
virtualinherited

apply machine to data in means of latent problem

Reimplemented in CLinearLatentMachine.

Definition at line 240 of file Machine.cpp.

 CLabels * apply_locked ( SGVector< index_t > indices )
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked

Parameters
 indices index vector (of locked features) that is predicted

Definition at line 195 of file Machine.cpp.

 CBinaryLabels * apply_locked_binary ( SGVector< index_t > indices )
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked. Binary case

Parameters
 indices index vector (of locked features) that is predicted
Returns
resulting labels

Reimplemented from CMachine.

Definition at line 519 of file KernelMachine.cpp.

 SGVector< float64_t > apply_locked_get_output ( SGVector< index_t > indices )
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked

Parameters
 indices index vector (of locked features) that is predicted
Returns
raw output of machine

Definition at line 532 of file KernelMachine.cpp.

 CLatentLabels * apply_locked_latent ( SGVector< index_t > indices )
virtualinherited

applies a locked machine on a set of indices for latent problems

Definition at line 274 of file Machine.cpp.

 CMulticlassLabels * apply_locked_multiclass ( SGVector< index_t > indices )
virtualinherited

applies a locked machine on a set of indices for multiclass problems

Definition at line 260 of file Machine.cpp.

 CRegressionLabels * apply_locked_regression ( SGVector< index_t > indices )
virtualinherited

Applies a locked machine on a set of indices. Error if machine is not locked. Binary case

Parameters
 indices index vector (of locked features) that is predicted
Returns
resulting labels

Reimplemented from CMachine.

Definition at line 525 of file KernelMachine.cpp.

 CStructuredLabels * apply_locked_structured ( SGVector< index_t > indices )
virtualinherited

applies a locked machine on a set of indices for structured problems

Definition at line 267 of file Machine.cpp.

 CMulticlassLabels * apply_multiclass ( CFeatures * data = NULL )
virtualinherited

apply machine to data in means of multiclass classification problem

Definition at line 228 of file Machine.cpp.

 float64_t apply_one ( int32_t num )
virtualinherited

apply kernel machine to one example

Parameters
 num which example to apply to
Returns
classified value

Reimplemented from CMachine.

Definition at line 406 of file KernelMachine.cpp.

 CRegressionLabels * apply_regression ( CFeatures * data = NULL )
virtualinherited

apply kernel machine to data for regression task

Parameters
 data (test)data to be classified
Returns
classified labels

Reimplemented from CMachine.

Definition at line 243 of file KernelMachine.cpp.

 CStructuredLabels * apply_structured ( CFeatures * data = NULL )
virtualinherited

apply machine to data in means of SO classification problem

Reimplemented in CLinearStructuredOutputMachine.

Definition at line 234 of file Machine.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
 dict dictionary of parameters to be built.

Definition at line 1244 of file SGObject.cpp.

 int32_t calculate_svm_model ( int32_t * docs, int32_t * label, float64_t * lin, float64_t * a, float64_t * a_old, float64_t * c, int32_t * working2dnum, int32_t * active2dnum )
inherited

calculate SVM model

Parameters
 docs docs label label lin lin a a a_old old a c c working2dnum working 2D num active2dnum active 2D num
Returns
something inty

Definition at line 1249 of file SVMLight.cpp.

 void call_mkl_callback ( float64_t * a, int32_t * label, float64_t * lin, float64_t * c, int32_t totdoc )

call mkl callback

Parameters
 a label lin c totdoc

Definition at line 611 of file SVRLight.cpp.

 void call_mkl_callback ( float64_t * a, int32_t * label, float64_t * lin )
inherited

Definition at line 1685 of file SVMLight.cpp.

 int32_t check_optimality ( int32_t * label, float64_t * a, float64_t * lin, float64_t * c, int32_t totdoc, float64_t * maxdiff, float64_t epsilon_crit_org, int32_t * misclassified, int32_t * inconsistent, int32_t * active2dnum, int32_t * last_suboptimal_at, int32_t iteration )
inherited

check optimality

Parameters
 label label a a lin lin c c totdoc totdoc maxdiff maximum diff epsilon_crit_org epsilon crit org misclassified misclassified inconsistent inconsistent active2dnum active 2D num last_suboptimal_at last suboptimal at iteration iteration
Returns
something inty

Definition at line 1366 of file SVMLight.cpp.

 void clear_index ( int32_t * index )
inherited

clear index

Parameters
 index index

Definition at line 972 of file SVMLight.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 1361 of file SGObject.cpp.

 int32_t compute_index ( int32_t * binfeature, int32_t range, int32_t * index )
inherited

compute index

Parameters
 binfeature binary feature range range index
Returns
something inty

Definition at line 987 of file SVMLight.cpp.

 float64_t compute_kernel ( int32_t i, int32_t j )
protectedvirtual

compute kernel at given index

Parameters
 i index i j index j
Returns
kernel value at i,j

Reimplemented from CSVMLight.

Definition at line 390 of file SVRLight.cpp.

 void * compute_kernel_helper ( void * p )
staticprotectedinherited

helper for compute kernel

Parameters
 p p

Definition at line 115 of file SVMLight.cpp.

 void compute_matrices_for_optimization ( int32_t * docs, int32_t * label, int32_t * exclude_from_eq_const, float64_t eq_target, int32_t * chosen, int32_t * active2dnum, int32_t * key, float64_t * a, float64_t * lin, float64_t * c, int32_t varnum, int32_t totdoc, float64_t * aicache, QP * qp )
inherited

compute matrices for optimization

Parameters
 docs docs label label exclude_from_eq_const exclude from eq const eq_target eq target chosen chosen active2dnum active 2D num key key a a lin lin c c varnum var num totdoc totdoc aicache ai cache qp QP

Definition at line 1176 of file SVMLight.cpp.

 void compute_matrices_for_optimization_parallel ( int32_t * docs, int32_t * label, int32_t * exclude_from_eq_const, float64_t eq_target, int32_t * chosen, int32_t * active2dnum, int32_t * key, float64_t * a, float64_t * lin, float64_t * c, int32_t varnum, int32_t totdoc, float64_t * aicache, QP * qp )
inherited

compute matrices for optimization in parallel

Parameters
 docs docs label label exclude_from_eq_const exclude from eq const eq_target eq target chosen chosen active2dnum active 2D num key key a a lin lin c c varnum var num totdoc totdoc aicache ai cache qp QP

Definition at line 1044 of file SVMLight.cpp.

 float64_t compute_objective_function ( float64_t * a, float64_t * lin, float64_t * c, float64_t * eps, int32_t * label, int32_t totdoc )
virtual

compute objective function

Parameters
 a a lin lin c c eps eps label label totdoc totdoc

Reimplemented from CSVMLight.

Definition at line 337 of file SVRLight.cpp.

 float64_t compute_svm_dual_objective ( )
inherited

compute svm dual objective

Returns
computed dual objective

Definition at line 242 of file SVM.cpp.

 float64_t compute_svm_primal_objective ( )
inherited

compute svm primal objective

Returns
computed svm primal objective

Definition at line 267 of file SVM.cpp.

 bool create_new_model ( int32_t num )
inherited

create new model

Parameters
 num number of alphas and support vectors in new model

Definition at line 195 of file KernelMachine.cpp.

 void data_lock ( CLabels * labs, CFeatures * features = NULL )
virtualinherited

Locks the machine on given labels and data. After this call, only train_locked and apply_locked may be called.

Computes kernel matrix to speed up train/apply calls

Parameters
 labs labels used for locking features features used for locking

Reimplemented from CMachine.

Definition at line 624 of file KernelMachine.cpp.

 void data_unlock ( )
virtualinherited

Unlocks a locked machine and restores previous state

Reimplemented from CMachine.

Definition at line 655 of file KernelMachine.cpp.

 CSGObject * deep_copy ( ) const
virtualinherited

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

Definition at line 200 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 1265 of file SGObject.cpp.

 float64_t get_alpha ( int32_t idx )
inherited

get alpha at given index

Parameters
 idx index of alpha
Returns
alpha

Definition at line 141 of file KernelMachine.cpp.

 SGVector< float64_t > get_alphas ( )
inherited
Returns
vector of alphas

Definition at line 190 of file KernelMachine.cpp.

 bool get_batch_computation_enabled ( )
inherited

check if batch computation is enabled

Returns
if batch computation is enabled

Definition at line 100 of file KernelMachine.cpp.

 float64_t get_bias ( )
inherited

get bias

Returns
bias

Definition at line 125 of file KernelMachine.cpp.

 bool get_bias_enabled ( )
inherited

get state of bias

Returns
state of bias

Definition at line 120 of file KernelMachine.cpp.

 float64_t get_C1 ( )
inherited

get C1

Returns
C1

Definition at line 161 of file SVM.h.

 float64_t get_C2 ( )
inherited

get C2

Returns
C2

Definition at line 167 of file SVM.h.

 EMachineType get_classifier_type ( )
virtual

get classifier type

Returns
classifier type SVRLIGHT

Reimplemented from CSVMLight.

Definition at line 68 of file SVRLight.cpp.

 float64_t get_epsilon ( )
inherited

get epsilon

Returns
epsilon

Definition at line 149 of file SVM.h.

 SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 237 of file SGObject.cpp.

 Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 279 of file SGObject.cpp.

 Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 292 of file SGObject.cpp.

 CKernel * get_kernel ( )
inherited

get kernel

Returns
kernel

Definition at line 89 of file KernelMachine.cpp.

 CLabels * get_labels ( )
virtualinherited

get labels

Returns
labels

Definition at line 84 of file Machine.cpp.

inherited

Returns

Definition at line 110 of file KernelMachine.cpp.

 SGVector< float64_t > get_linear_term ( )
virtualinherited

get linear term

Returns
the linear term

Definition at line 332 of file SVM.cpp.

 float64_t * get_linear_term_array ( )
protectedvirtualinherited

get linear term copy as dynamic array

Returns
linear term copied to a dynamic array

Definition at line 302 of file SVM.cpp.

 virtual EProblemType get_machine_problem_type ( ) const
virtualinherited

returns type of problem machine solves

Reimplemented in CNeuralNetwork, CRandomForest, CCHAIDTree, CCARTree, and CBaseMulticlassMachine.

Definition at line 299 of file Machine.h.

 float64_t get_max_train_time ( )
inherited

get maximum training time

Returns
maximum training time

Definition at line 95 of file Machine.cpp.

 SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 1136 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 1160 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 1173 of file SGObject.cpp.

 virtual const char* get_name ( ) const
virtual
Returns
object name

Reimplemented from CSVMLight.

Definition at line 193 of file SVRLight.h.

 float64_t get_nu ( )
inherited

get nu

Returns
nu

Definition at line 155 of file SVM.h.

 int32_t get_num_support_vectors ( )
inherited

get number of support vectors

Returns
number of support vectors

Definition at line 170 of file KernelMachine.cpp.

 float64_t get_objective ( )
inherited

get objective

Returns
objective

Definition at line 218 of file SVM.h.

 int32_t get_qpsize ( )
inherited

get qpsize

Returns
qpsize

Definition at line 173 of file SVM.h.

 int32_t get_runtime ( )
inherited

get runtime

Returns
runtime

Definition at line 293 of file SVMLight.cpp.

 bool get_shrinking_enabled ( )
inherited

get state of shrinking

Returns
if shrinking is enabled

Definition at line 188 of file SVM.h.

 ESolverType get_solver_type ( )
inherited

get solver type

Returns
solver

Definition at line 110 of file Machine.cpp.

 int32_t get_support_vector ( int32_t idx )
inherited

get support vector at given index

Parameters
 idx index of support vector
Returns
support vector

Definition at line 135 of file KernelMachine.cpp.

 SGVector< int32_t > get_support_vectors ( )
inherited
Returns
all support vectors

Definition at line 185 of file KernelMachine.cpp.

 float64_t get_tube_epsilon ( )
inherited

get tube epsilon

Returns
tube epsilon

Definition at line 137 of file SVM.h.

 void init ( )
inherited

init SVM

Definition at line 139 of file SVMLight.cpp.

 bool init_kernel_optimization ( )
inherited

initialise kernel optimisation

Returns
if operation was successful

Definition at line 212 of file KernelMachine.cpp.

 void init_shrink_state ( SHRINK_STATE * shrink_state, int32_t totdoc, int32_t maxhistory )
inherited

init shrink state

Parameters
 shrink_state shrink state totdoc totdoc maxhistory maximum history

Definition at line 1944 of file SVMLight.cpp.

 bool is_data_locked ( ) const
inherited
Returns
whether this machine is locked

Definition at line 296 of file Machine.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 298 of file SGObject.cpp.

 virtual bool is_label_valid ( CLabels * lab ) const
protectedvirtualinherited

check whether the labels is valid.

Subclasses can override this to implement their check of label types.

Parameters
 lab the labels being checked, guaranteed to be non-NULL

Reimplemented in CNeuralNetwork, CCARTree, CCHAIDTree, CGaussianProcessRegression, and CBaseMulticlassMachine.

Definition at line 348 of file Machine.h.

 bool load ( FILE * svm_file )
inherited

Parameters
 svm_file the file handle

Definition at line 90 of file SVM.cpp.

 DynArray< TParameter * > * load_all_file_parameters ( int32_t file_version, int32_t current_version, CSerializableFile * file, const char * prefix = "" )
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

Parameters
 file_version parameter version of the file current_version version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) file file to load from prefix prefix for members
Returns
(sorted) array of created TParameter instances with file data

Definition at line 705 of file SGObject.cpp.

 DynArray< TParameter * > * load_file_parameters ( const SGParamInfo * param_info, int32_t file_version, CSerializableFile * file, const char * prefix = "" )
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

Parameters
 param_info information of parameter file_version parameter version of the file, must be <= provided parameter version file file to load from prefix prefix for members
Returns
new array with TParameter instances with the attached data

Definition at line 546 of file SGObject.cpp.

 bool load_serializable ( CSerializableFile * file, const char * prefix = "", int32_t param_version = Version::get_version_parameter() )
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 param_version (optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Definition at line 375 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 1063 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 1058 of file SGObject.cpp.

 MACHINE_PROBLEM_TYPE ( PT_BINARY )
inherited

problem type

 MACHINE_PROBLEM_TYPE ( PT_REGRESSION )

problem type

 void map_parameters ( DynArray< TParameter * > * param_base, int32_t & base_version, DynArray< const SGParamInfo * > * target_param_infos )
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

Parameters
 param_base set of TParameter instances that are mapped to the provided target parameter infos base_version version of the parameter base target_param_infos set of SGParamInfo instances that specify the target parameter base

Definition at line 743 of file SGObject.cpp.

 TParameter * migrate ( DynArray< TParameter * > * param_base, const SGParamInfo * target )
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

Parameters
 param_base set of TParameter instances to use for migration target parameter info for the resulting TParameter
Returns
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

Definition at line 950 of file SGObject.cpp.

 void one_to_one_migration_prepare ( DynArray< TParameter * > * param_base, const SGParamInfo * target, TParameter *& replacement, TParameter *& to_migrate, char * old_name = NULL )
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

Parameters
 param_base set of TParameter instances to use for migration target parameter info for the resulting TParameter replacement (used as output) here the TParameter instance which is returned by migration is created into to_migrate the only source that is used for migration old_name with this parameter, a name change may be specified

Definition at line 890 of file SGObject.cpp.

 float64_t * optimize_qp ( QP * qp, float64_t * epsilon_crit, int32_t nx, float64_t * threshold, int32_t & svm_maxqpsize )
protectedinherited

Definition at line 2396 of file SVMLight.cpp.

 void optimize_svm ( int32_t * docs, int32_t * label, int32_t * exclude_from_eq_const, float64_t eq_target, int32_t * chosen, int32_t * active2dnum, int32_t totdoc, int32_t * working2dnum, int32_t varnum, float64_t * a, float64_t * lin, float64_t * c, float64_t * aicache, QP * qp, float64_t * epsilon_crit_target )
inherited

optimise SVM

Parameters
 docs docs label label exclude_from_eq_const exclude from eq const eq_target eq target chosen chosen active2dnum active 2D num totdoc totdoc working2dnum working 2D num varnum var num a a lin lin c c aicache ai cache qp QP epsilon_crit_target epsilon crit target

Definition at line 1007 of file SVMLight.cpp.

 int32_t optimize_to_convergence ( int32_t * docs, int32_t * label, int32_t totdoc, SHRINK_STATE * shrink_state, int32_t * inconsistent, float64_t * a, float64_t * lin, float64_t * c, TIMING * timing_profile, float64_t * maxdiff, int32_t heldout, int32_t retrain )
inherited

optimize to convergence

Parameters
 docs the docs label the label totdoc the totdoc shrink_state shrink state inconsistent inconsistent a a lin lin c c timing_profile timing profile maxdiff maximum diff heldout held out retrain retrain
Returns
something inty

Definition at line 546 of file SVMLight.cpp.

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

Definition at line 264 of file SGObject.cpp.

 virtual void post_lock ( CLabels * labs, CFeatures * features )
virtualinherited

post lock

Definition at line 287 of file Machine.h.

 void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 1112 of file SGObject.cpp.

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

prints registered parameters out

Parameters
 prefix prefix for members

Definition at line 310 of file SGObject.cpp.

 void reactivate_inactive_examples ( int32_t * label, float64_t * a, SHRINK_STATE * shrink_state, float64_t * lin, float64_t * c, int32_t totdoc, int32_t iteration, int32_t * inconsistent, int32_t * docs, float64_t * aicache, float64_t * maxdiff )
virtual

reactivate inactive examples

Parameters
 label label a a shrink_state shrink state lin lin c c totdoc totdoc iteration iteration inconsistent inconsistent docs docs aicache ai cache maxdiff maxdiff

Reimplemented from CSVMLight.

Definition at line 666 of file SVRLight.cpp.

 void * reactivate_inactive_examples_linadd_helper ( void * p )
staticprotectedinherited

helper for reactivate inactive examples linadd

Parameters
 p p

Definition at line 2037 of file SVMLight.cpp.

 void * reactivate_inactive_examples_vanilla_helper ( void * p )
staticprotectedinherited

helper for reactivate inactive examples vanilla

Parameters
 p p

Definition at line 2060 of file SVMLight.cpp.

 int32_t regression_fix_index ( int32_t i )
protected

regression fix index

Parameters
 i i
Returns
fix index

Definition at line 373 of file SVRLight.cpp.

 int32_t regression_fix_index2 ( int32_t i, int32_t num_vectors )
staticprotected

regression fix index2

Parameters
 i i num_vectors number of vectors
Returns
fix index

Definition at line 381 of file SVRLight.cpp.

 bool save ( FILE * svm_file )
inherited

write a SVM to a file

Parameters
 svm_file the file handle

Definition at line 206 of file SVM.cpp.

 bool save_serializable ( CSerializableFile * file, const char * prefix = "", int32_t param_version = Version::get_version_parameter() )
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 param_version (optional) a parameter version different to (this is mainly for testing, better do not use)
Returns
TRUE if done, otherwise FALSE

Definition at line 316 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 1073 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 1068 of file SGObject.cpp.

 int32_t select_next_qp_subproblem_grad ( int32_t * label, float64_t * a, float64_t * lin, float64_t * c, int32_t totdoc, int32_t qp_size, int32_t * inconsistent, int32_t * active2dnum, int32_t * working2dnum, float64_t * selcrit, int32_t * select, int32_t cache_only, int32_t * key, int32_t * chosen )
inherited

Parameters
 label label a a lin lin c c totdoc totdoc qp_size size of qp inconsistent inconsistent active2dnum active 2D num working2dnum working 2D num selcrit selcrit select select cache_only cache only key key chosen chosen
Returns
something inty

Definition at line 1746 of file SVMLight.cpp.

 int32_t select_next_qp_subproblem_rand ( int32_t * label, float64_t * a, float64_t * lin, float64_t * c, int32_t totdoc, int32_t qp_size, int32_t * inconsistent, int32_t * active2dnum, int32_t * working2dnum, float64_t * selcrit, int32_t * select, int32_t * key, int32_t * chosen, int32_t iteration )
inherited

select next qp subproblem rand

Parameters
 label label a a lin lin c c totdoc totdoc qp_size size of qp inconsistent inconsistent active2dnum active 2D num working2dnum working 2D num selcrit selcrit select select key key chosen chosen iteration iteration
Returns
something inty

Definition at line 1838 of file SVMLight.cpp.

 void select_top_n ( float64_t * selcrit, int32_t range, int32_t * select, int32_t n )
inherited

select top n

Parameters
 selcrit selcrit range range select select n n

Definition at line 1908 of file SVMLight.cpp.

 bool set_alpha ( int32_t idx, float64_t val )
inherited

set alpha at given index to given value

Parameters
 idx index of alpha vector val new value of alpha vector
Returns
if operation was successful

Definition at line 160 of file KernelMachine.cpp.

 void set_alphas ( SGVector< float64_t > alphas )
inherited

set alphas to given values

Parameters
 alphas float vector with all alphas to set

Definition at line 175 of file KernelMachine.cpp.

 void set_batch_computation_enabled ( bool enable )
inherited

set batch computation enabled

Parameters
 enable if batch computation shall be enabled

Definition at line 95 of file KernelMachine.cpp.

 void set_bias ( float64_t bias )
inherited

set bias to given value

Parameters
 bias new bias

Definition at line 130 of file KernelMachine.cpp.

 void set_bias_enabled ( bool enable_bias )
inherited

set state of bias

Parameters
 enable_bias if bias shall be enabled

Definition at line 115 of file KernelMachine.cpp.

 void set_C ( float64_t c_neg, float64_t c_pos )
inherited

set C

Parameters
 c_neg new C constant for negatively labeled examples c_pos new C constant for positively labeled examples

Note that not all SVMs support this (however at least CLibSVM and CSVMLight do)

Definition at line 118 of file SVM.h.

 void set_callback_function ( CMKL * m, bool(*)(CMKL *mkl, const float64_t *sumw, const float64_t suma) cb )
inherited

set callback function svm optimizers may call when they have a new (small) set of alphas

Parameters
 m pointer to mkl object cb callback function

Definition at line 232 of file SVM.cpp.

 void set_defaults ( int32_t num_sv = 0 )
inherited

set default values for members a SVM object

Definition at line 48 of file SVM.cpp.

 void set_epsilon ( float64_t eps )
inherited

set epsilon

Parameters
 eps new epsilon

Definition at line 125 of file SVM.h.

 void set_generic ( )
inherited

Definition at line 42 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 47 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 52 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 57 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 62 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 67 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 72 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 77 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 82 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 87 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 92 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 97 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 102 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 107 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 112 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 230 of file SGObject.cpp.

 void set_global_parallel ( Parallel * parallel )
inherited

set the parallel object

Parameters
 parallel parallel object to use

Definition at line 243 of file SGObject.cpp.

 void set_global_version ( Version * version )
inherited

set the version object

Parameters
 version version object to use

Definition at line 285 of file SGObject.cpp.

 void set_kernel ( CKernel * k )
inherited

set kernel

Parameters
 k kernel

Definition at line 82 of file KernelMachine.cpp.

 void set_labels ( CLabels * lab )
virtualinherited

set labels

Parameters
 lab labels

Reimplemented in CNeuralNetwork, CGaussianProcessMachine, CCARTree, CStructuredOutputMachine, CRelaxedTree, and CMulticlassMachine.

Definition at line 73 of file Machine.cpp.

 void set_linadd_enabled ( bool enable )
inherited

Parameters
 enable if linadd shall be enabled

Definition at line 105 of file KernelMachine.cpp.

 void set_linear_term ( const SGVector< float64_t > linear_term )
virtualinherited

set linear term of the QP

Parameters
 linear_term the linear term

Definition at line 314 of file SVM.cpp.

 void set_max_train_time ( float64_t t )
inherited

set maximum training time

Parameters
 t maximimum training time

Definition at line 90 of file Machine.cpp.

 void set_nu ( float64_t nue )
inherited

set nu

Parameters
 nue new nu

Definition at line 107 of file SVM.h.

 void set_objective ( float64_t v )
inherited

set objective

Parameters
 v objective

Definition at line 209 of file SVM.h.

 void set_qpsize ( int32_t qps )
inherited

set qpsize

Parameters
 qps new qpsize

Definition at line 143 of file SVM.h.

 void set_shrinking_enabled ( bool enable )
inherited

set state of shrinking

Parameters
 enable if shrinking will be enabled

Definition at line 179 of file SVM.h.

 void set_solver_type ( ESolverType st )
inherited

set solver type

Parameters
 st solver type

Definition at line 105 of file Machine.cpp.

 void set_store_model_features ( bool store_model )
virtualinherited

Setter for store-model-features-after-training flag

Parameters
 store_model whether model should be stored after training

Definition at line 115 of file Machine.cpp.

 bool set_support_vector ( int32_t idx, int32_t val )
inherited

set support vector at given index to given value

Parameters
 idx index of support vector val new value of support vector
Returns
if operation was successful

Definition at line 150 of file KernelMachine.cpp.

 void set_support_vectors ( SGVector< int32_t > svs )
inherited

set support vectors to given values

Parameters
 svs integer vector with all support vectors indexes to set

Definition at line 180 of file KernelMachine.cpp.

 void set_tube_epsilon ( float64_t eps )
inherited

set tube epsilon

Parameters
 eps new tube epsilon

Definition at line 131 of file SVM.h.

 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 194 of file SGObject.cpp.

 int32_t shrink_problem ( SHRINK_STATE * shrink_state, int32_t * active2dnum, int32_t * last_suboptimal_at, int32_t iteration, int32_t totdoc, int32_t minshrink, float64_t * a, int32_t * inconsistent, float64_t * c, float64_t * lin, int * label )
inherited

shrink problem

Parameters
 shrink_state shrink state active2dnum active 2D num last_suboptimal_at last suboptimal at iteration iteration totdoc totdoc minshrink minimal shrink a a inconsistent inconsistent c c lin lin label label
Returns
something inty

Definition at line 1976 of file SVMLight.cpp.

 void shrink_state_cleanup ( SHRINK_STATE * shrink_state )
inherited

cleanup shrink state

Parameters
 shrink_state shrink state

Definition at line 1965 of file SVMLight.cpp.

 void store_model_features ( )
protectedvirtualinherited

Stores feature data of the SV indices and sets it to the lhs of the underlying kernel. Then, all SV indices are set to identity.

May be overwritten by subclasses in case the model should be stored differently.

Reimplemented from CMachine.

Definition at line 454 of file KernelMachine.cpp.

 bool supports_locking ( ) const
virtualinherited
Returns
whether machine supports locking

Reimplemented from CMachine.

Definition at line 713 of file KernelMachine.cpp.

 void svm_learn ( )
inherited

learn SVM

Definition at line 301 of file SVMLight.cpp.

 void svr_learn ( )

SVR learn

Definition at line 155 of file SVRLight.cpp.

 bool train ( CFeatures * data = NULL )
virtualinherited

train machine

Parameters
 data training data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data). If flag is set, model features will be stored after training.
Returns
whether training was successful

Reimplemented in CRelaxedTree, CAutoencoder, CSGDQN, and COnlineSVMSGD.

Definition at line 47 of file Machine.cpp.

 bool train_locked ( SGVector< index_t > indices )
virtualinherited

Trains a locked machine on a set of indices. Error if machine is not locked

Parameters
 indices index vector (of locked features) that is used for training
Returns
whether training was successful

Reimplemented from CMachine.

Definition at line 483 of file KernelMachine.cpp.

 bool train_machine ( CFeatures * data = NULL )
protectedvirtual

train regression

Parameters
 data training data (parameter can be avoided if distance or kernel-based regressors are used and distance/kernels are initialized with train data)
Returns
whether training was successful

Reimplemented from CSVMLight.

Definition at line 73 of file SVRLight.cpp.

 virtual bool train_require_labels ( ) const
protectedvirtualinherited

returns whether machine require labels for training

Definition at line 354 of file Machine.h.

 void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 305 of file SGObject.cpp.

 void update_linear_component ( int32_t * docs, int32_t * label, int32_t * active2dnum, float64_t * a, float64_t * a_old, int32_t * working2dnum, int32_t totdoc, float64_t * lin, float64_t * aicache, float64_t * c )
virtual

update linear component

Parameters
 docs docs label label active2dnum active2dnum a a a_old a old working2dnum working2dnum totdoc totdoc lin lin aicache ai cache c c

Reimplemented from CSVMLight.

Definition at line 397 of file SVRLight.cpp.

 void * update_linear_component_linadd_helper ( void * params )
staticprotected

Parameters
 params

Definition at line 361 of file SVRLight.cpp.

 void update_linear_component_mkl ( int32_t * docs, int32_t * label, int32_t * active2dnum, float64_t * a, float64_t * a_old, int32_t * working2dnum, int32_t totdoc, float64_t * lin, float64_t * aicache, float64_t * c )
virtual

update linear component MKL

Parameters
 docs docs label label active2dnum active2dnum a a a_old a old working2dnum working2dnum totdoc totdoc lin lin aicache ai cache c c

Definition at line 495 of file SVRLight.cpp.

 void update_linear_component_mkl ( int32_t * docs, int32_t * label, int32_t * active2dnum, float64_t * a, float64_t * a_old, int32_t * working2dnum, int32_t totdoc, float64_t * lin, float64_t * aicache )
inherited

update linear component MKL

Parameters
 docs docs label label active2dnum active 2D num a a a_old old a working2dnum working 2D num totdoc totdoc lin lin aicache ai cache

Definition at line 1524 of file SVMLight.cpp.

 void update_linear_component_mkl_linadd ( int32_t * docs, int32_t * label, int32_t * active2dnum, float64_t * a, float64_t * a_old, int32_t * working2dnum, int32_t totdoc, float64_t * lin, float64_t * aicache, float64_t * c )
virtual

Parameters
 docs docs label label active2dnum active2dnum a a a_old a old working2dnum working2dnum totdoc totdoc lin lin aicache ai cache c c

Definition at line 568 of file SVRLight.cpp.

 void update_linear_component_mkl_linadd ( int32_t * docs, int32_t * label, int32_t * active2dnum, float64_t * a, float64_t * a_old, int32_t * working2dnum, int32_t totdoc, float64_t * lin, float64_t * aicache )
inherited

update linear component MKL

Parameters
 docs docs label label active2dnum active 2D num a a a_old old a working2dnum working 2D num totdoc totdoc lin lin aicache ai cache

Definition at line 1598 of file SVMLight.cpp.

 void * update_linear_component_mkl_linadd_helper ( void * p )
staticinherited

helper for update linear component MKL linadd

Parameters
 p p

Definition at line 1672 of file SVMLight.cpp.

 void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 250 of file SGObject.cpp.

## Member Data Documentation

 float64_t C1
protectedinherited

C1 regularization const

Definition at line 257 of file SVM.h.

 float64_t C2
protectedinherited

C2

Definition at line 259 of file SVM.h.

 bool(* callback)(CMKL *mkl, const float64_t *sumw, const float64_t suma)
protectedinherited

callback function svm optimizers may call when they have a new (small) set of alphas

Definition at line 269 of file SVM.h.

 int32_t count
protectedinherited

number of iteration

Definition at line 681 of file SVMLight.h.

 float64_t* dual
protectedinherited

dual

Definition at line 672 of file SVMLight.h.

 float64_t epsilon
protectedinherited

epsilon

Definition at line 251 of file SVM.h.

 int32_t init_iter
protectedinherited

init iter

Definition at line 662 of file SVMLight.h.

 float64_t init_margin
protectedinherited

init margin

Definition at line 660 of file SVMLight.h.

 SGIO* io
inherited

io

Definition at line 496 of file SGObject.h.

 CKernel* kernel
protectedinherited

kernel

Definition at line 311 of file KernelMachine.h.

 LEARN_PARM* learn_parm
protectedinherited

learn parameters

Definition at line 655 of file SVMLight.h.

 SGVector m_alpha
protectedinherited

coefficients alpha

Definition at line 332 of file KernelMachine.h.

 float64_t m_bias
protectedinherited

bias term b

Definition at line 329 of file KernelMachine.h.

 CCustomKernel* m_custom_kernel
protectedinherited

is filled with pre-computed custom kernel on data lock

Definition at line 314 of file KernelMachine.h.

 bool m_data_locked
protectedinherited

whether data is locked

Definition at line 370 of file Machine.h.

inherited

parameters wrt which we can compute gradients

Definition at line 511 of file SGObject.h.

 uint32_t m_hash
inherited

Hash of parameter values

Definition at line 517 of file SGObject.h.

 CKernel* m_kernel_backup
protectedinherited

old kernel is stored here on data lock

Definition at line 317 of file KernelMachine.h.

 CLabels* m_labels
protectedinherited

labels

Definition at line 361 of file Machine.h.

 SGVector m_linear_term
protectedinherited

linear term in qp

Definition at line 246 of file SVM.h.

 float64_t m_max_train_time
protectedinherited

maximum training time

Definition at line 358 of file Machine.h.

 Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 508 of file SGObject.h.

 ParameterMap* m_parameter_map
inherited

map for different parameter versions

Definition at line 514 of file SGObject.h.

 Parameter* m_parameters
inherited

parameters

Definition at line 505 of file SGObject.h.

 ESolverType m_solver_type
protectedinherited

solver type

Definition at line 364 of file Machine.h.

 bool m_store_model_features
protectedinherited

whether model features should be stored after training

Definition at line 367 of file Machine.h.

 SGVector m_svs
protectedinherited

array of support vectors'' (indices of feature objects)

Definition at line 335 of file KernelMachine.h.

 CMKL* mkl
protectedinherited

mkl object that svm optimizers need to pass when calling the callback function

Definition at line 272 of file SVM.h.

 bool mkl_converged
protectedinherited

mkl converged

Definition at line 687 of file SVMLight.h.

 MODEL* model
protectedinherited

model

Definition at line 653 of file SVMLight.h.

 float64_t model_b
protectedinherited

model b

Definition at line 666 of file SVMLight.h.

 float64_t mymaxdiff
protectedinherited

current alpha gap

Definition at line 683 of file SVMLight.h.

 float64_t nu
protectedinherited

nu

Definition at line 255 of file SVM.h.

 int32_t num_vectors
protected

number of train elements

Definition at line 237 of file SVRLight.h.

 float64_t objective
protectedinherited

objective

Definition at line 261 of file SVM.h.

 float64_t opt_precision
protectedinherited

opt precision

Definition at line 668 of file SVMLight.h.

 Parallel* parallel
inherited

parallel

Definition at line 499 of file SGObject.h.

 int32_t precision_violations
protectedinherited

precision violations

Definition at line 664 of file SVMLight.h.

 float64_t* primal
protectedinherited

primal

Definition at line 670 of file SVMLight.h.

 int32_t qpsize
protectedinherited

qpsize

Definition at line 263 of file SVM.h.

protectedinherited

Definition at line 249 of file SVM.h.

 float64_t tube_epsilon
protectedinherited

tube epsilon for support vector regression

Definition at line 253 of file SVM.h.

 bool use_batch_computation
protectedinherited

if batch computation is enabled

Definition at line 320 of file KernelMachine.h.

 bool use_bias
protectedinherited

if bias shall be used

Definition at line 326 of file KernelMachine.h.

 bool use_kernel_cache
protectedinherited

if kernel cache is used

Definition at line 685 of file SVMLight.h.

protectedinherited

Definition at line 323 of file KernelMachine.h.

 bool use_shrinking
protectedinherited

if shrinking shall be used

Definition at line 265 of file SVM.h.

 int32_t verbosity
protectedinherited

verbosity level (0-4)

Definition at line 657 of file SVMLight.h.

 Version* version
inherited

version

Definition at line 502 of file SGObject.h.

 float64_t* W
protectedinherited

Matrix that stores the contribution by each kernel for each example (for current alphas)

Definition at line 679 of file SVMLight.h.

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

SHOGUN Machine Learning Toolbox - Documentation