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MKLMulticlassGradient Class Reference

Detailed Description

MKLMulticlassGradient is a helper class for MKLMulticlass.

it solves the corresponding linear problem arising in SIP formulation for MKL using a gradient based approach

Definition at line 30 of file MKLMulticlassGradient.h.

Inheritance diagram for MKLMulticlassGradient:
[legend]

Public Member Functions

 MKLMulticlassGradient ()
 
virtual ~MKLMulticlassGradient ()
 
 MKLMulticlassGradient (MKLMulticlassGradient &gl)
 
MKLMulticlassGradient operator= (MKLMulticlassGradient &gl)
 
virtual void setup (const int32_t numkernels2)
 
virtual void addconstraint (const ::std::vector< float64_t > &normw2, const float64_t sumofpositivealphas)
 
virtual void computeweights (std::vector< float64_t > &weights2)
 
virtual const char * get_name () const
 
virtual void set_mkl_norm (float64_t norm)
 
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 linesearch2 (std::vector< float64_t > &finalbeta, const std::vector< float64_t > &oldweights)
 
void genbetas (::std::vector< float64_t > &weights, const ::std::vector< float64_t > &gammas)
 
void gengammagradient (::std::vector< float64_t > &gammagradient, const ::std::vector< float64_t > &gammas, const int32_t dim)
 
float64_t objectives (const ::std::vector< float64_t > &weights, const int32_t index)
 
void linesearch (std::vector< float64_t > &finalbeta, const std::vector< float64_t > &oldweights)
 
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

int32_t numkernels
 
::std::vector< ::std::vector
< float64_t > > 		normsofsubkernels
 
::std::vector< float64_t > sumsofalphas
 
float64_t pnorm
 

Constructor & Destructor Documentation

MKLMulticlassGradient ( )

Class default Constructor

Definition at line 22 of file MKLMulticlassGradient.cpp.

~MKLMulticlassGradient ( )
virtual

Class default Destructor

Definition at line 28 of file MKLMulticlassGradient.cpp.

MKLMulticlassGradient ( MKLMulticlassGradient &  gl)

Class Copy Constructor

Definition at line 40 of file MKLMulticlassGradient.cpp.

Member Function Documentation

void addconstraint ( const ::std::vector< float64_t > &  normw2,
const float64_t  sumofpositivealphas 
)
virtual

adds a constraint to the LP arising in L1 MKL based on two parameters

Parameters
normw2is the vector of \( \|w_k \|^2 \) for all kernels
sumofpositivealphasis a term depending on alphas, labels and biases, see in the function float64_t getsumofsignfreealphas() from MKLMulticlass.h, it depends on the formulation of the underlying GMNPSVM.

Reimplemented from MKLMulticlassOptimizationBase.

Definition at line 66 of file MKLMulticlassGradient.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
dictdictionary 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.

void computeweights ( std::vector< float64_t > &  weights2)
virtual

computes MKL weights

Parameters
weights2stores the new weights

Reimplemented from MKLMulticlassOptimizationBase.

Definition at line 451 of file MKLMulticlassGradient.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
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 651 of file SGObject.cpp.

void genbetas ( ::std::vector< float64_t > &  weights,
const ::std::vector< float64_t > &  gammas 
)
protected

helper routine for MKL optimization, computes form manifold coordinates the point on the manifold

Parameters
gammas- manifold coordinates
weights- the point on the manifold

Definition at line 73 of file MKLMulticlassGradient.cpp.

void gengammagradient ( ::std::vector< float64_t > &  gammagradient,
const ::std::vector< float64_t > &  gammas,
const int32_t  dim 
)
protected

helper routine for MKL optimization, computes greadient of manifold parametrization for one coordinate

Parameters
gammagradient- gradient
gammas- manifold coordinates
dim- the coordinate for which thegradient is to be computed

Definition at line 103 of file MKLMulticlassGradient.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
_tagname 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
namename of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 388 of file SGObject.h.

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.

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_namename 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_namename 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
virtual
Returns
object name

Reimplemented from MKLMulticlassOptimizationBase.

Definition at line 79 of file MKLMulticlassGradient.h.

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

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

Parameters
namename 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
tagtag 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
namename 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
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 329 of file SGObject.cpp.

void linesearch ( std::vector< float64_t > &  finalbeta,
const std::vector< float64_t > &  oldweights 
)
protected

helper routine for MKL optimization, performs linesearch

Parameters
oldweights- MKL weights to start from
finalbeta- new MKL weights

Definition at line 155 of file MKLMulticlassGradient.cpp.

void linesearch2 ( std::vector< float64_t > &  finalbeta,
const std::vector< float64_t > &  oldweights 
)
protected

helper routine for MKL optimization, performs linesearch

Parameters
oldweights- MKL weights to start from
finalbeta- new MKL weights

Definition at line 373 of file MKLMulticlassGradient.cpp.

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

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 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
ShogunExceptionwill 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.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 454 of file SGObject.cpp.

float64_t objectives ( const ::std::vector< float64_t > &  weights,
const int32_t  index 
)
protected

helper routine for MKL optimization, computes optimization objective for one contraint

Parameters
weights- MKL weights
index- index of constraint

Definition at line 139 of file MKLMulticlassGradient.cpp.

MKLMulticlassGradient operator= ( MKLMulticlassGradient &  gl)

Class Assignment operator

Definition at line 33 of file MKLMulticlassGradient.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
prefixprefix 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
_tagname and type information of parameter
valuevalue 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
namename of the parameter
valuevalue 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
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 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
ShogunExceptionwill 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
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 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
_tagname and type information of parameter
valuevalue 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
namename of the parameter
valuevalue 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
ioio object to use

Definition at line 261 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 274 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 316 of file SGObject.cpp.

void set_mkl_norm ( float64_t  norm)
virtual

sets p-norm parameter for MKL

Parameters
normthe MKL norm

Reimplemented from MKLMulticlassOptimizationBase.

Definition at line 58 of file MKLMulticlassGradient.cpp.

void setup ( const int32_t  numkernels2)
virtual

initializes solver

Parameters
numkernels2is the number of kernels

Reimplemented from MKLMulticlassOptimizationBase.

Definition at line 47 of file MKLMulticlassGradient.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

SGIO* io
inherited

io

Definition at line 537 of file SGObject.h.

Parameter* m_gradient_parameters
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.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 549 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 546 of file SGObject.h.

::std::vector< ::std::vector<float64_t> > normsofsubkernels
protected

stores normsofsubkernels which is a constraint, normsofsubkernels[i] belongs to the i-th constraint

Definition at line 134 of file MKLMulticlassGradient.h.

int32_t numkernels
protected

stores the number of kernels which acts as a parameter for the LP

Definition at line 130 of file MKLMulticlassGradient.h.

Parallel* parallel
inherited

parallel

Definition at line 540 of file SGObject.h.

float64_t pnorm
protected

stores the L^p norm which acts as a parameter for the LP

Definition at line 138 of file MKLMulticlassGradient.h.

::std::vector< float64_t > sumsofalphas
protected

stores the bias type term of constraints, sumsofalphas[i] belongs to the i-th constraint

Definition at line 136 of file MKLMulticlassGradient.h.

Version* version
inherited

version

Definition at line 543 of file SGObject.h.

The documentation for this class was generated from the following files:
SHOGUN Machine Learning Toolbox - Documentation