SHOGUN
v3.1.1
Main Page
Related Pages
Modules
Classes
Files
File List
File Members
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Groups
Pages
src
shogun
statistics
KernelMeanMatching.cpp
Go to the documentation of this file.
1
/*
2
* This program is free software; you can redistribute it and/or modify
3
* it under the terms of the GNU General Public License as published by
4
* the Free Software Foundation; either version 3 of the License, or
5
* (at your option) any later version.
6
*
7
* Copyright (W) 2012 Sergey Lisitsyn
8
*/
9
10
#include <
shogun/statistics/KernelMeanMatching.h
>
11
#include <shogun/lib/external/libqp.h>
12
13
14
static
float64_t
*
kmm_K
= NULL;
15
static
int32_t
kmm_K_ld
= 0;
16
17
static
const
float64_t
*
kmm_get_col
(uint32_t i)
18
{
19
return
kmm_K
+
kmm_K_ld
*i;
20
}
21
22
namespace
shogun
23
{
24
CKernelMeanMatching::CKernelMeanMatching
() :
25
CSGObject
(), m_kernel(NULL)
26
{
27
}
28
29
CKernelMeanMatching::CKernelMeanMatching
(
CKernel
* kernel,
SGVector<index_t>
training_indices,
30
SGVector<index_t>
test_indices) :
31
CSGObject
(), m_kernel(NULL)
32
{
33
set_kernel
(kernel);
34
set_training_indices
(training_indices);
35
set_test_indices
(test_indices);
36
}
37
38
SGVector<float64_t>
CKernelMeanMatching::compute_weights
()
39
{
40
int32_t i,j;
41
ASSERT
(
m_kernel
)
42
ASSERT
(
m_training_indices
.
vlen
)
43
ASSERT
(
m_test_indices
.
vlen
)
44
45
int32_t n_tr =
m_training_indices
.
vlen
;
46
int32_t n_te =
m_test_indices
.
vlen
;
47
48
SGVector<float64_t>
weights(n_tr);
49
weights.
zero
();
50
51
kmm_K
= SG_MALLOC(
float64_t
, n_tr*n_tr);
52
kmm_K_ld
= n_tr;
53
float64_t
* diag_K = SG_MALLOC(
float64_t
, n_tr);
54
for
(i=0; i<n_tr; i++)
55
{
56
float64_t
d =
m_kernel
->
kernel
(
m_training_indices
[i],
m_training_indices
[i]);
57
diag_K[i] = d;
58
kmm_K
[i*n_tr+i] = d;
59
for
(j=i+1; j<n_tr; j++)
60
{
61
d =
m_kernel
->
kernel
(
m_training_indices
[i],
m_training_indices
[j]);
62
kmm_K
[i*n_tr+j] = d;
63
kmm_K
[j*n_tr+i] = d;
64
}
65
}
66
float64_t
* kappa = SG_MALLOC(
float64_t
, n_tr);
67
for
(i=0; i<n_tr; i++)
68
{
69
float64_t
avg = 0.0;
70
for
(j=0; j<n_te; j++)
71
avg+=
m_kernel
->
kernel
(
m_training_indices
[i],
m_test_indices
[j]);
72
73
avg *=
float64_t
(n_tr)/n_te;
74
kappa[i] = -avg;
75
}
76
float64_t
* a = SG_MALLOC(
float64_t
, n_tr);
77
for
(i=0; i<n_tr; i++) a[i] = 1.0;
78
float64_t
* LB = SG_MALLOC(
float64_t
, n_tr);
79
float64_t
* UB = SG_MALLOC(
float64_t
, n_tr);
80
float64_t
B = 2.0;
81
for
(i=0; i<n_tr; i++)
82
{
83
LB[i] = 0.0;
84
UB[i] = B;
85
}
86
for
(i=0; i<n_tr; i++)
87
weights[i] = 1.0/
float64_t
(n_tr);
88
89
libqp_state_T result =
90
libqp_gsmo_solver(&
kmm_get_col
,diag_K,kappa,a,1.0,LB,UB,weights,n_tr,1000,1e-9,NULL);
91
92
SG_DEBUG
(
"libqp exitflag=%d, %d iterations passed, primal objective=%f\n"
,
93
result.exitflag,result.nIter,result.QP);
94
95
SG_FREE(kappa);
96
SG_FREE(a);
97
SG_FREE(LB);
98
SG_FREE(UB);
99
SG_FREE(diag_K);
100
SG_FREE(
kmm_K
);
101
102
return
weights;
103
}
104
105
}
shogun::CKernelMeanMatching::m_training_indices
SGVector< index_t > m_training_indices
Definition:
KernelMeanMatching.h:53
kmm_K_ld
static int32_t kmm_K_ld
Definition:
KernelMeanMatching.cpp:15
kmm_get_col
static const float64_t * kmm_get_col(uint32_t i)
Definition:
KernelMeanMatching.cpp:17
shogun::CKernel::kernel
float64_t kernel(int32_t idx_a, int32_t idx_b)
Definition:
Kernel.h:198
shogun::SGVector::zero
void zero()
Definition:
SGVector.cpp:110
shogun::CKernelMeanMatching::compute_weights
SGVector< float64_t > compute_weights()
Definition:
KernelMeanMatching.cpp:38
shogun::CKernelMeanMatching::set_kernel
void set_kernel(CKernel *kernel)
Definition:
KernelMeanMatching.h:33
ASSERT
#define ASSERT(x)
Definition:
SGIO.h:203
shogun::CSGObject
Class SGObject is the base class of all shogun objects.
Definition:
SGObject.h:102
shogun::CKernelMeanMatching::set_training_indices
void set_training_indices(SGVector< index_t > training_indices)
Definition:
KernelMeanMatching.h:37
float64_t
double float64_t
Definition:
common.h:48
shogun::SGVector< index_t >
shogun::CKernelMeanMatching::m_test_indices
SGVector< index_t > m_test_indices
Definition:
KernelMeanMatching.h:55
shogun::CKernelMeanMatching::set_test_indices
void set_test_indices(SGVector< index_t > test_indices)
Definition:
KernelMeanMatching.h:41
KernelMeanMatching.h
SG_DEBUG
#define SG_DEBUG(...)
Definition:
SGIO.h:109
shogun::CKernel
The Kernel base class.
Definition:
Kernel.h:150
shogun::CKernelMeanMatching::m_kernel
CKernel * m_kernel
Definition:
KernelMeanMatching.h:51
kmm_K
static float64_t * kmm_K
Definition:
KernelMeanMatching.cpp:14
shogun::CKernelMeanMatching::CKernelMeanMatching
CKernelMeanMatching()
Definition:
KernelMeanMatching.cpp:24
shogun::SGVector::vlen
index_t vlen
Definition:
SGVector.h:706
SHOGUN
Machine Learning Toolbox - Documentation