CSubGradientSVM Class Reference

Detailed Description

class SubGradientSVM

Definition at line 23 of file SubGradientSVM.h.

Inheritance diagram for CSubGradientSVM:

Public Member Functions
	CSubGradientSVM ()
	CSubGradientSVM (float64_t C, CDotFeatures *traindat, CLabels *trainlab)
virtual	~CSubGradientSVM ()
virtual EClassifierType	get_classifier_type ()
void	set_C (float64_t c_neg, float64_t c_pos)
float64_t	get_C1 ()
float64_t	get_C2 ()
void	set_bias_enabled (bool enable_bias)
bool	get_bias_enabled ()
void	set_epsilon (float64_t eps)
float64_t	get_epsilon ()
void	set_qpsize (int32_t q)
int32_t	get_qpsize ()
void	set_qpsize_max (int32_t q)
int32_t	get_qpsize_max ()
Public Member Functions inherited from CLinearMachine
	CLinearMachine ()
virtual	~CLinearMachine ()
void	get_w (float64_t *&dst_w, int32_t &dst_dims)
SGVector< float64_t >	get_w ()
void	set_w (SGVector< float64_t > src_w)
void	set_bias (float64_t b)
float64_t	get_bias ()
virtual bool	load (FILE *srcfile)
virtual bool	save (FILE *dstfile)
virtual void	set_features (CDotFeatures *feat)
virtual CLabels *	apply ()
virtual CLabels *	apply (CFeatures *data)
virtual float64_t	apply (int32_t vec_idx)
	get output for example "vec_idx"
virtual CDotFeatures *	get_features ()
Public Member Functions inherited from CMachine
	CMachine ()
virtual	~CMachine ()
virtual bool	train (CFeatures *data=NULL)
virtual void	set_labels (CLabels *lab)
virtual CLabels *	get_labels ()
virtual float64_t	get_label (int32_t i)
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)
Public Member Functions inherited from CSGObject
	CSGObject ()
	CSGObject (const CSGObject &orig)
virtual	~CSGObject ()
virtual bool	is_generic (EPrimitiveType *generic) const
template<class T >
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 ()
SGVector< char * >	get_modelsel_names ()
char *	get_modsel_param_descr (const char *param_name)
index_t	get_modsel_param_index (const char *param_name)

Protected Member Functions
int32_t	find_active (int32_t num_feat, int32_t num_vec, int32_t &num_active, int32_t &num_bound)
void	update_active (int32_t num_feat, int32_t num_vec)
float64_t	compute_objective (int32_t num_feat, int32_t num_vec)
	compute svm objective
float64_t	compute_min_subgradient (int32_t num_feat, int32_t num_vec, int32_t num_active, int32_t num_bound)
float64_t	line_search (int32_t num_feat, int32_t num_vec)
	performs a line search to determine step size
void	compute_projection (int32_t num_feat, int32_t num_vec)
	compute projection
void	update_projection (float64_t alpha, int32_t num_vec)
	only computes updates on the projection
void	init (int32_t num_vec, int32_t num_feat)
	alloc helper arrays
void	cleanup ()
	de-alloc helper arrays
virtual const char *	get_name () const
virtual bool	train_machine (CFeatures *data=NULL)
Protected Member Functions inherited from CLinearMachine
virtual void	store_model_features ()

Protected Attributes
float64_t	C1
float64_t	C2
float64_t	epsilon
float64_t	work_epsilon
float64_t	autoselected_epsilon
int32_t	qpsize
int32_t	qpsize_max
int32_t	qpsize_limit
bool	use_bias
int32_t	last_it_noimprovement
int32_t	num_it_noimprovement
uint8_t *	active
uint8_t *	old_active
int32_t *	idx_active
int32_t *	idx_bound
int32_t	delta_active
int32_t	delta_bound
float64_t *	proj
float64_t *	tmp_proj
int32_t *	tmp_proj_idx
float64_t *	sum_CXy_active
float64_t *	v
float64_t *	old_v
float64_t	sum_Cy_active
float64_t *	grad_w
float64_t	grad_b
float64_t *	grad_proj
float64_t *	hinge_point
int32_t *	hinge_idx
float64_t *	beta
float64_t *	old_beta
float64_t *	Zv
float64_t *	old_Zv
float64_t *	Z
float64_t *	old_Z
float64_t	tim
Protected Attributes inherited from CLinearMachine
int32_t	w_dim
float64_t *	w
float64_t	bias
CDotFeatures *	features
Protected Attributes inherited from CMachine
float64_t	max_train_time
CLabels *	labels
ESolverType	solver_type
bool	m_store_model_features

Additional Inherited Members
Public Attributes inherited from CSGObject
SGIO *	io
Parallel *	parallel
Version *	version
Parameter *	m_parameters
Parameter *	m_model_selection_parameters

Constructor & Destructor Documentation

CSubGradientSVM

(

)

default constructor

Definition at line 26 of file SubGradientSVM.cpp.

CSubGradientSVM	(	float64_t	C,
		CDotFeatures *	traindat,
		CLabels *	trainlab
	)

constructor

Parameters

C	constant C
traindat	training features
trainlab	labels for training features

Definition at line 32 of file SubGradientSVM.cpp.

~CSubGradientSVM ( )

virtual

Definition at line 42 of file SubGradientSVM.cpp.

Member Function Documentation

void cleanup ( )

protected

de-alloc helper arrays

Definition at line 493 of file SubGradientSVM.cpp.

float64_t compute_min_subgradient ( int32_t  num_feat, int32_t  num_vec, int32_t  num_active, int32_t  num_bound  )

protected

compute minimum norm subgradient return norm of minimum norm subgradient

Definition at line 288 of file SubGradientSVM.cpp.

float64_t compute_objective ( int32_t  num_feat, int32_t  num_vec  )

protected

compute svm objective

Definition at line 392 of file SubGradientSVM.cpp.

void compute_projection ( int32_t  num_feat, int32_t  num_vec  )

protected

compute projection

Definition at line 405 of file SubGradientSVM.cpp.

int32_t find_active ( int32_t  num_feat, int32_t  num_vec, int32_t &  num_active, int32_t &  num_bound  )

protected

returns number of changed constraints for precision work_epsilon and fills active array

Definition at line 79 of file SubGradientSVM.cpp.

bool get_bias_enabled

(

)

check if bias is enabled

Returns

if bias is enabled

Definition at line 76 of file SubGradientSVM.h.

float64_t get_C1

(

)

get C1

Returns

C1

Definition at line 58 of file SubGradientSVM.h.

float64_t get_C2

(

)

get C2

Returns

C2

Definition at line 64 of file SubGradientSVM.h.

virtual EClassifierType get_classifier_type ( )

virtual

get classifier type

Returns

classifier type SUBGRADIENTSVM

Reimplemented from CMachine.

Definition at line 44 of file SubGradientSVM.h.

float64_t get_epsilon

(

)

get epsilon

Returns

epsilon

Definition at line 88 of file SubGradientSVM.h.

virtual const char* get_name ( ) const

protectedvirtual

Returns

object name

Reimplemented from CLinearMachine.

Definition at line 150 of file SubGradientSVM.h.

int32_t get_qpsize

(

)

get qpsize

Returns

qpsize

Definition at line 100 of file SubGradientSVM.h.

int32_t get_qpsize_max

(

)

get qpsize_max

Returns

qpsize_max

Definition at line 112 of file SubGradientSVM.h.

void init ( int32_t  num_vec, int32_t  num_feat  )

protected

alloc helper arrays

Definition at line 416 of file SubGradientSVM.cpp.

float64_t line_search ( int32_t  num_feat, int32_t  num_vec  )

protected

performs a line search to determine step size

Definition at line 222 of file SubGradientSVM.cpp.

void set_bias_enabled

(

bool

enable_bias

)

set if bias shall be enabled

Parameters

enable_bias

if bias shall be enabled

Definition at line 70 of file SubGradientSVM.h.

void set_C	(	float64_t	c_neg,
		float64_t	c_pos
	)

set C

Parameters

c_neg	C1
c_pos	C2

Definition at line 51 of file SubGradientSVM.h.

void set_epsilon

(

float64_t

eps

)

set epsilon

Parameters

eps	new epsilon

Definition at line 82 of file SubGradientSVM.h.

void set_qpsize

(

int32_t

q

)

set qpsize

Parameters

q	new qpsize

Definition at line 94 of file SubGradientSVM.h.

void set_qpsize_max

(

int32_t

q

)

set qpsize_max

Parameters

q	new qpsize_max

Definition at line 106 of file SubGradientSVM.h.

bool train_machine ( CFeatures *  data = NULL )

protectedvirtual

train SVM classifier

Parameters

data	training data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data)

Returns

whether training was successful

Reimplemented from CMachine.

Definition at line 530 of file SubGradientSVM.cpp.

void update_active ( int32_t  num_feat, int32_t  num_vec  )

protected

swaps the active / old_active and computes idx_active, idx_bound and sum_CXy_active arrays and the sum_Cy_active variable

Definition at line 201 of file SubGradientSVM.cpp.

void update_projection ( float64_t  alpha, int32_t  num_vec  )

protected

only computes updates on the projection

Definition at line 411 of file SubGradientSVM.cpp.

Member Data Documentation

uint8_t* active

protected

0=not active, 1=active, 2=on boundary

Definition at line 190 of file SubGradientSVM.h.

float64_t autoselected_epsilon

protected

autoselected epsilon

Definition at line 173 of file SubGradientSVM.h.

float64_t* beta

protected

beta

Definition at line 232 of file SubGradientSVM.h.

float64_t C1

protected

C1

Definition at line 165 of file SubGradientSVM.h.

float64_t C2

protected

C2

Definition at line 167 of file SubGradientSVM.h.

int32_t delta_active

protected

delta active

Definition at line 198 of file SubGradientSVM.h.

int32_t delta_bound

protected

delta bound

Definition at line 200 of file SubGradientSVM.h.

float64_t epsilon

protected

epsilon

Definition at line 169 of file SubGradientSVM.h.

float64_t grad_b

protected

grad b

Definition at line 222 of file SubGradientSVM.h.

float64_t* grad_proj

protected

grad proj

Definition at line 224 of file SubGradientSVM.h.

float64_t* grad_w

protected

grad w

Definition at line 220 of file SubGradientSVM.h.

int32_t* hinge_idx

protected

hinge index

Definition at line 228 of file SubGradientSVM.h.

float64_t* hinge_point

protected

hinge point

Definition at line 226 of file SubGradientSVM.h.

int32_t* idx_active

protected

idx active

Definition at line 194 of file SubGradientSVM.h.

int32_t* idx_bound

protected

idx bound

Definition at line 196 of file SubGradientSVM.h.

int32_t last_it_noimprovement

protected

last iteration no improvement

Definition at line 184 of file SubGradientSVM.h.

int32_t num_it_noimprovement

protected

number of iterations no improvement

Definition at line 186 of file SubGradientSVM.h.

uint8_t* old_active

protected

old active

Definition at line 192 of file SubGradientSVM.h.

float64_t* old_beta

protected

old beta

Definition at line 234 of file SubGradientSVM.h.

float64_t* old_v

protected

old v

Definition at line 214 of file SubGradientSVM.h.

float64_t* old_Z

protected

old Z

Definition at line 242 of file SubGradientSVM.h.

float64_t* old_Zv

protected

old Zv

Definition at line 238 of file SubGradientSVM.h.

float64_t* proj

protected

proj

Definition at line 202 of file SubGradientSVM.h.

int32_t qpsize

protected

qpsize

Definition at line 175 of file SubGradientSVM.h.

int32_t qpsize_limit

protected

limit of qpsize

Definition at line 179 of file SubGradientSVM.h.

int32_t qpsize_max

protected

maximum qpsize

Definition at line 177 of file SubGradientSVM.h.

float64_t* sum_CXy_active

protected

sum CXy active

Definition at line 210 of file SubGradientSVM.h.

float64_t sum_Cy_active

protected

sum Cy active

Definition at line 216 of file SubGradientSVM.h.

float64_t tim

protected

timing measurement

Definition at line 245 of file SubGradientSVM.h.

float64_t* tmp_proj

protected

tmp proj

Definition at line 204 of file SubGradientSVM.h.

int32_t* tmp_proj_idx

protected

tmp proj index

Definition at line 206 of file SubGradientSVM.h.

bool use_bias

protected

shall bias be used

Definition at line 181 of file SubGradientSVM.h.

float64_t* v

protected

v

Definition at line 212 of file SubGradientSVM.h.

float64_t work_epsilon

protected

work epsilon

Definition at line 171 of file SubGradientSVM.h.

float64_t* Z

protected

Z

Definition at line 240 of file SubGradientSVM.h.

float64_t* Zv

protected

Zv

Definition at line 236 of file SubGradientSVM.h.

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

• SubGradientSVM.h
• SubGradientSVM.cpp