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Improved arpack wrapper, introduced LLTSA
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39 changes: 39 additions & 0 deletions
39
examples/undocumented/libshogun/converter_linearlocaltangentspacealignment.cpp
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/* | ||
* This program is free software; you can redistribute it and/or modify | ||
* it under the terms of the GNU General Public License as published by | ||
* the Free Software Foundation; either version 3 of the License, or | ||
* (at your option) any later version. | ||
* | ||
* Written (W) 2011 Sergey Lisitsyn | ||
* Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society | ||
*/ | ||
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#include <shogun/base/init.h> | ||
#include <shogun/features/SimpleFeatures.h> | ||
#include <shogun/converter/LinearLocalTangentSpaceAlignment.h> | ||
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using namespace shogun; | ||
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int main(int argc, char** argv) | ||
{ | ||
init_shogun(); | ||
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int N = 100; | ||
int dim = 3; | ||
float64_t* matrix = new double[N*dim]; | ||
for (int i=0; i<N*dim; i++) | ||
matrix[i] = i; | ||
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CSimpleFeatures<double>* features = new CSimpleFeatures<double>(SGMatrix<double>(matrix,dim,N)); | ||
SG_REF(features); | ||
CLinearLocalTangentSpaceAlignment* lltsa = new CLinearLocalTangentSpaceAlignment(); | ||
lltsa->set_target_dim(2); | ||
lltsa->set_k(4); | ||
lltsa->parallel->set_num_threads(4); | ||
CSimpleFeatures<double>* embedding = lltsa->embed(features); | ||
SG_UNREF(embedding); | ||
SG_UNREF(lltsa); | ||
SG_UNREF(features); | ||
exit_shogun(); | ||
return 0; | ||
} |
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25
examples/undocumented/python_modular/converter_linearlocaltangentspacealignment_modular.py
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from tools.load import LoadMatrix | ||
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lm=LoadMatrix() | ||
data = lm.load_numbers('../data/fm_train_real.dat') | ||
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parameter_list = [[data,10],[data,20]] | ||
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def converter_linearlocaltangentspacealignment_modular(data,k): | ||
from shogun.Features import RealFeatures | ||
from shogun.Converter import LinearLocalTangentSpaceAlignment | ||
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features = RealFeatures(data) | ||
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converter = LinearLocalTangentSpaceAlignment() | ||
converter.set_target_dim(1) | ||
converter.set_k(k) | ||
converter.apply(features) | ||
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return features | ||
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if __name__=='__main__': | ||
print 'LinearLocalTangentSpaceAlignment' | ||
converter_linearlocaltangentspacealignment_modular(*parameter_list[0]) | ||
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104 changes: 104 additions & 0 deletions
104
src/shogun/converter/LinearLocalTangentSpaceAlignment.cpp
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/* | ||
* This program is free software; you can redistribute it and/or modify | ||
* it under the terms of the GNU General Public License as published by | ||
* the Free Software Foundation; either version 3 of the License, or | ||
* (at your option) any later version. | ||
* | ||
* Written (W) 2011 Sergey Lisitsyn | ||
* Copyright (C) 2011 Sergey Lisitsyn | ||
*/ | ||
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#include <shogun/converter/LinearLocalTangentSpaceAlignment.h> | ||
#ifdef HAVE_LAPACK | ||
#include <shogun/mathematics/arpack.h> | ||
#include <shogun/mathematics/lapack.h> | ||
#include <shogun/mathematics/Math.h> | ||
#include <shogun/io/SGIO.h> | ||
#include <shogun/lib/Time.h> | ||
#include <shogun/distance/Distance.h> | ||
#include <shogun/lib/Signal.h> | ||
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using namespace shogun; | ||
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CLinearLocalTangentSpaceAlignment::CLinearLocalTangentSpaceAlignment() : | ||
CLocalTangentSpaceAlignment() | ||
{ | ||
} | ||
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CLinearLocalTangentSpaceAlignment::~CLinearLocalTangentSpaceAlignment() | ||
{ | ||
} | ||
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const char* CLinearLocalTangentSpaceAlignment::get_name() const | ||
{ | ||
return "LinearLocalTangentSpaceAlignment"; | ||
} | ||
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SGMatrix<float64_t> CLinearLocalTangentSpaceAlignment::construct_embedding(CFeatures* features, SGMatrix<float64_t> matrix, int dimension) | ||
{ | ||
CSimpleFeatures<float64_t>* simple_features = (CSimpleFeatures<float64_t>*)features; | ||
ASSERT(simple_features); | ||
int i,j; | ||
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int N; | ||
int dim; | ||
float64_t* feature_matrix; | ||
simple_features->get_feature_matrix(&feature_matrix,&dim,&N); | ||
ASSERT(dimension<=dim); | ||
float64_t* XTM = SG_MALLOC(float64_t, dim*N); | ||
float64_t* lhs_M = SG_MALLOC(float64_t, dim*dim); | ||
float64_t* rhs_M = SG_MALLOC(float64_t, dim*dim); | ||
CMath::center_matrix(matrix.matrix,N,N); | ||
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cblas_dgemm(CblasColMajor,CblasNoTrans,CblasNoTrans,dim,N,N,1.0,feature_matrix,dim,matrix.matrix,N,0.0,XTM,dim); | ||
cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,XTM,dim,feature_matrix,dim,0.0,lhs_M,dim); | ||
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float64_t* mean_vector = SG_CALLOC(float64_t, dim); | ||
for (i=0; i<N; i++) | ||
cblas_daxpy(dim,1.0,feature_matrix+i*dim,1,mean_vector,1); | ||
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cblas_dscal(dim,1.0/N,mean_vector,1); | ||
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for (i=0; i<N; i++) | ||
cblas_daxpy(dim,-1.0,mean_vector,1,feature_matrix+i*dim,1); | ||
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SG_FREE(mean_vector); | ||
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cblas_dgemm(CblasColMajor,CblasNoTrans,CblasTrans,dim,dim,N,1.0,feature_matrix,dim,feature_matrix,dim,0.0,rhs_M,dim); | ||
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for (i=0; i<dim; i++) rhs_M[i*dim+i] += 1e-6; | ||
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float64_t* evals = SG_MALLOC(float64_t, dim); | ||
float64_t* evectors = SG_MALLOC(float64_t, dimension*dim); | ||
int32_t info = 0; | ||
#ifdef HAVE_ARPACK | ||
arpack_dsxupd(lhs_M,rhs_M,false,dim,dimension,"LA",false,3,true,m_nullspace_shift,0.0, | ||
evals,evectors,info); | ||
#else | ||
wrap_dsygvx(1,'V','U',dim,lhs_M,dim,rhs_M,dim,dim-dimension+1,dim,evals,evectors,&info); | ||
#endif | ||
SG_FREE(lhs_M); | ||
SG_FREE(rhs_M); | ||
SG_FREE(evals); | ||
if (info!=0) SG_ERROR("Failed to solve eigenproblem (%d)\n",info); | ||
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for (i=0; i<dimension/2; i++) | ||
{ | ||
cblas_dswap(dim,evectors+i*dim,1,evectors+(dimension-i-1)*dim,1); | ||
} | ||
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cblas_dgemm(CblasColMajor,CblasTrans,CblasNoTrans,N,dimension,dim,1.0,feature_matrix,dim,evectors,dim,0.0,XTM,N); | ||
SG_FREE(evectors); | ||
SG_FREE(feature_matrix); | ||
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float64_t* new_features = SG_MALLOC(float64_t, dimension*N); | ||
for (i=0; i<dimension; i++) | ||
{ | ||
for (j=0; j<N; j++) | ||
new_features[j*dimension+i] = XTM[i*N+j]; | ||
} | ||
SG_FREE(XTM); | ||
return SGMatrix<float64_t>(new_features,dimension,N); | ||
} | ||
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#endif /* HAVE_LAPACK */ |
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/* | ||
* This program is free software; you can redistribute it and/or modify | ||
* it under the terms of the GNU General Public License as published by | ||
* the Free Software Foundation; either version 3 of the License, or | ||
* (at your option) any later version. | ||
* | ||
* Written (W) 2011 Sergey Lisitsyn | ||
* Copyright (C) 2011 Sergey Lisitsyn | ||
*/ | ||
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#ifndef LINEARLOCALTANGENTSPACEALIGNMENT_H_ | ||
#define LINEARLOCALTANGENTSPACEALIGNMENT_H_ | ||
#include <shogun/lib/config.h> | ||
#ifdef HAVE_LAPACK | ||
#include <shogun/converter/LocalTangentSpaceAlignment.h> | ||
#include <shogun/features/Features.h> | ||
#include <shogun/features/SimpleFeatures.h> | ||
#include <shogun/distance/Distance.h> | ||
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namespace shogun | ||
{ | ||
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class CFeatures; | ||
class CDistance; | ||
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/** @brief LinearLocalTangentSpaceAlignment | ||
*/ | ||
class CLinearLocalTangentSpaceAlignment: public CLocalTangentSpaceAlignment | ||
{ | ||
public: | ||
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/** constructor */ | ||
CLinearLocalTangentSpaceAlignment(); | ||
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/** destructor */ | ||
virtual ~CLinearLocalTangentSpaceAlignment(); | ||
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/** get name */ | ||
virtual const char* get_name() const; | ||
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protected: | ||
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/** constructs embedding | ||
* @param simple features to be used | ||
* @param matrix weight matrix | ||
* @param dimension dimension of embedding | ||
* @return null-space approximation feature matrix | ||
*/ | ||
virtual SGMatrix<float64_t> construct_embedding(CFeatures* features, SGMatrix<float64_t> matrix, int dimension); | ||
}; | ||
} | ||
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#endif /* HAVE_LAPACK */ | ||
#endif /* LINEARLOCALTANGENTSPACEALIGNMENT_H_ */ |
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