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libncbm.cpp File Reference

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Classes

struct  line_search_res

Functions

static const float64_tget_col (uint32_t i)
static line_search_res zoom (CDualLibQPBMSOSVM *machine, float64_t lambda, float64_t a_lo, float64_t a_hi, float64_t initial_fval, SGVector< float64_t > &initial_solution, SGVector< float64_t > &search_dir, float64_t wolfe_c1, float64_t wolfe_c2, float64_t init_lgrad, float64_t f_lo, float64_t g_lo, float64_t f_hi, float64_t g_hi)
std::vector< line_search_res > line_search_with_strong_wolfe (CDualLibQPBMSOSVM *machine, float64_t lambda, float64_t initial_val, SGVector< float64_t > &initial_solution, SGVector< float64_t > &initial_grad, SGVector< float64_t > &search_dir, float64_t astart, float64_t amax=1.1, float64_t wolfe_c1=1E-4, float64_t wolfe_c2=0.9, float64_t max_iter=5)
void update_H (BmrmStatistics &ncbm, bmrm_ll *head, bmrm_ll *tail, SGMatrix< float64_t > &H, SGVector< float64_t > &diag_H, float64_t lambda, uint32_t maxCP, int32_t w_dim)
BmrmStatistics svm_ncbm_solver (CDualLibQPBMSOSVM *machine, float64_t *w, float64_t TolRel, float64_t TolAbs, float64_t _lambda, uint32_t _BufSize, bool cleanICP, uint32_t cleanAfter, bool is_convex, bool line_search, bool verbose)

Variables

static float64_tHMatrix
static uint32_t maxCPs
static const float64_t epsilon = 0.0

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