DualLibQPBMSOSVM interface for libbmrm

shogun-toolbox · Jun 7, 2012 · d6c2696 · d6c2696
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diff --git a/src/shogun/so/DualLibQPBMSOSVM.cpp b/src/shogun/so/DualLibQPBMSOSVM.cpp
@@ -0,0 +1,65 @@
+/*
+ * 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) 2012 Michal Uricar
+ * Copyright (C) 2012 Michal Uricar
+ */
+
+#include <shogun/so/DualLibQPBMSOSVM.h>
+#include <shogun/so/libbmrm.h>
+
+using namespace shogun;
+
+CDualLibQPBMSOSVM::CDualLibQPBMSOSVM()
+:CLinearStructuredOutputMachine()
+{
+}
+
+CDualLibQPBMSOSVM::CDualLibQPBMSOSVM(
+		CStructuredModel* 	model,
+		CLossFunction* 		loss,
+		CStructuredLabels*	labs,
+		CFeatures*			features,
+		float64_t           lambda)
+:CLinearStructuredOutputMachine(model, loss, labs, features)
+{
+	set_opitons(0.001, 0.0, 100);
+	set_lambda(lambda);
+}
+
+CDualLibQPBMSOSVM::~CDualLibQPBMSOSVM()
+{
+}
+
+void CDualLibQPBMSOSVM::set_opitons(float64_t TolRel, float64_t TolAbs, uint32_t BufSize)
+{
+	m_TolRel=TolRel;
+	m_TolAbs=TolAbs;
+	m_BufSize=BufSize;
+}
+
+bool CDualLibQPBMSOSVM::train_machine(CFeatures* data)
+{
+	// get dimension of w
+	uint32_t nDim=m_risk_function->get_w_dim(data);
+
+	// call the BMRM solver
+	bmrm_return_value_T result = svm_bmrm_solver(data, m_w.vector, m_TolRel, m_TolAbs, m_lambda,
+			m_BufSize, nDim, m_risk_function);
+
+	if (result.exitflag==1)
+	{
+		return true;
+	} else {
+		return false;
+	}
+}
+
+void CDualLibQPBMSOSVM::register_parameters()
+{
+	SG_ADD(&m_w, "m_w", "Weight vector", MS_NOT_AVAILABLE);
+}
+
diff --git a/src/shogun/so/DualLibQPBMSOSVM.h b/src/shogun/so/DualLibQPBMSOSVM.h
@@ -0,0 +1,73 @@
+/*
+ * 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) 2012 Michal Uricar
+ * Copyright (C) 2012 Michal Uricar
+ */
+
+#ifndef _DUALLIBQPBMSOSVM__H__
+#define _DUALLIBQPBMSOSVM__H__
+
+#include <shogun/machine/LinearStructuredOutputMachine.h>
+#include <shogun/so/RiskFunction.h>
+
+namespace shogun
+{
+
+class CDualLibQPBMSOSVM : public CLinearStructuredOutputMachine
+{
+	public:
+		/** default constructor */
+		CDualLibQPBMSOSVM();
+
+		/** standard constructor
+		 *
+		 */
+		CDualLibQPBMSOSVM(CStructuredModel* model, CLossFunction* loss, CStructuredLabels* labs, CFeatures* features, float64_t lambda);
+
+		/** destructor */
+		~CDualLibQPBMSOSVM();
+
+		/** set lambda */
+		inline void set_lambda(float64_t lambda) { m_lambda=lambda; }
+
+		/** set solver options */
+		void set_opitons(float64_t TolRel, float64_t TolAbs, uint32_t BufSize);
+
+	protected:
+		/** train dual SO-SVM
+		 *
+		 */
+		bool train_machine(CFeatures* data=NULL);
+
+	private:
+		/** register class parameters */
+		void register_parameters();
+
+	private:
+		/** weight vector */
+		SGVector< float64_t > m_w;
+
+		/** lambda */
+		float64_t m_lambda;
+
+		/** TolRel */
+		float64_t m_TolRel;
+
+		/** TolAbs */
+		float64_t m_TolAbs;
+
+		/** BufSize */
+		uint32_t m_BufSize;
+
+		/** Risk function */
+		CRiskFunction* m_risk_function;
+
+}; /* class CDualLibQPBMSOSVM */
+
+} /* namespace shogun */
+
+#endif /* _DUALLIBQPBMSOSVM__H__ */
diff --git a/src/shogun/so/RiskFunction.cpp b/src/shogun/so/RiskFunction.cpp
@@ -0,0 +1,22 @@
+/*
+ * 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) 2012 Michal Uricar
+ * Copyright (C) 2012 Michal Uricar
+ */
+
+#include <shogun/so/RiskFunction.h>
+
+using namespace shogun;
+
+CRiskFunction::CRiskFunction()
+: CSGObject()
+{
+}
+
+CRiskFunction::~CRiskFunction()
+{
+}
diff --git a/src/shogun/so/RiskFunction.h b/src/shogun/so/RiskFunction.h
@@ -0,0 +1,52 @@
+/*
+ * 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) 2012 Michal Uricar
+ * Copyright (C) 2012 Michal Uricar
+ */
+
+#ifndef _RISK_FUNCTION__H__
+#define _RISK_FUNCTION__H__
+
+#include <shogun/base/SGObject.h>
+//#include <shogun/features/Features.h>
+//#include <shogun/labels/StructuredLabels.h>
+//#include <shogun/lib/SGVector.h>
+
+namespace shogun
+{
+
+/** @brief Class CRiskFunction TODO
+ *
+ */
+class CRiskFunction : public CSGObject
+{
+	public:
+		/** default constructor */
+		CRiskFunction();
+
+		/** destructor */
+		virtual ~CRiskFunction();
+
+		/** computes the value of the risk function and sub-gradient at given point
+		 *
+		 */
+		//virtual void risk(void* data, float64_t* R, SGVector< float64_t > subgrad, SGVector< float64_t > w) = 0;
+        virtual void risk(void* data, float64_t* R, float64_t* subgrad, float64_t* W) = 0;
+
+		/** get the dimension of vector w
+		 *
+		 */
+        virtual uint32_t get_w_dim(void* data) = 0;
+
+		/** @return name of SGSerializable */
+		virtual const char* get_name() const { return "RiskFunction"; }
+
+}; /* CRiskFunction */
+
+}
+
+#endif /* _RISK_FUNCTION__H__  */