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Introduced random search model selection
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src/shogun/modelselection/RandomSearchModelSelection.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. | ||
| * | ||
| * Copyright (C) 2011 Heiko Strathmann | ||
| * Copyright (C) 2012 Sergey Lisitsyn | ||
| */ | ||
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| #include <shogun/modelselection/RandomSearchModelSelection.h> | ||
| #include <shogun/modelselection/ParameterCombination.h> | ||
| #include <shogun/modelselection/ModelSelectionParameters.h> | ||
| #include <shogun/evaluation/CrossValidation.h> | ||
| #include <shogun/mathematics/Statistics.h> | ||
| #include <shogun/machine/Machine.h> | ||
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| using namespace shogun; | ||
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| CRandomSearchModelSelection::CRandomSearchModelSelection() : | ||
| CModelSelection(NULL, NULL) | ||
| { | ||
| set_ratio(0.5); | ||
| } | ||
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| CRandomSearchModelSelection::CRandomSearchModelSelection( | ||
| CModelSelectionParameters* model_parameters, | ||
| CMachineEvaluation* machine_eval, float64_t ratio) : | ||
| CModelSelection(model_parameters, machine_eval) | ||
| { | ||
| set_ratio(ratio); | ||
| } | ||
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| CRandomSearchModelSelection::~CRandomSearchModelSelection() | ||
| { | ||
| } | ||
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| CParameterCombination* CRandomSearchModelSelection::select_model(bool print_state) | ||
| { | ||
| if (print_state) | ||
| SG_PRINT("Generating parameter combinations\n"); | ||
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| /* Retrieve all possible parameter combinations */ | ||
| CDynamicObjectArray* all_combinations= | ||
| (CDynamicObjectArray*)m_model_parameters->get_combinations(); | ||
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| int32_t n_all_combinations = all_combinations->get_num_elements(); | ||
| SGVector<index_t> combinations_indices = CStatistics::sample_indices(n_all_combinations*m_ratio, n_all_combinations); | ||
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| CDynamicObjectArray* combinations = new CDynamicObjectArray(); | ||
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| for (int32_t i=0; i<combinations_indices.vlen; i++) | ||
| combinations->append_element(all_combinations->get_element(i)); | ||
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| CrossValidationResult* best_result = new CrossValidationResult(); | ||
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| CParameterCombination* best_combination=NULL; | ||
| if (m_machine_eval->get_evaluation_direction()==ED_MAXIMIZE) | ||
| { | ||
| if (print_state) SG_PRINT("Direction is maximize\n"); | ||
| best_result->mean=CMath::ALMOST_NEG_INFTY; | ||
| } | ||
| else | ||
| { | ||
| if (print_state) SG_PRINT("Direction is maximize\n"); | ||
| best_result->mean=CMath::ALMOST_INFTY; | ||
| } | ||
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| /* underlying learning machine */ | ||
| CMachine* machine=m_machine_eval->get_machine(); | ||
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| /* apply all combinations and search for best one */ | ||
| for (index_t i=0; i<combinations->get_num_elements(); ++i) | ||
| { | ||
| CParameterCombination* current_combination=(CParameterCombination*) | ||
| combinations->get_element(i); | ||
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| /* eventually print */ | ||
| if (print_state) | ||
| { | ||
| SG_PRINT("trying combination:\n"); | ||
| current_combination->print_tree(); | ||
| } | ||
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| current_combination->apply_to_modsel_parameter( | ||
| machine->m_model_selection_parameters); | ||
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| /* note that this may implicitly lock and unlockthe machine */ | ||
| CrossValidationResult* result = | ||
| (CrossValidationResult*)(m_machine_eval->evaluate(m_ms_output)); | ||
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| if (result->get_result_type() != CROSSVALIDATION_RESULT) | ||
| SG_ERROR("Evaluation result is not of type CrossValidationResult!"); | ||
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| if (print_state) | ||
| result->print_result(); | ||
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| /* check if current result is better, delete old combinations */ | ||
| if (m_machine_eval->get_evaluation_direction()==ED_MAXIMIZE) | ||
| { | ||
| if (result->mean>best_result->mean) | ||
| { | ||
| if (best_combination) | ||
| SG_UNREF(best_combination); | ||
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| best_combination=(CParameterCombination*) | ||
| combinations->get_element(i); | ||
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| SG_UNREF(best_result); | ||
| SG_REF(result); | ||
| best_result = result; | ||
| } | ||
| else | ||
| { | ||
| CParameterCombination* combination=(CParameterCombination*) | ||
| combinations->get_element(i); | ||
| SG_UNREF(combination); | ||
| } | ||
| } | ||
| else | ||
| { | ||
| if (result->mean<best_result->mean) | ||
| { | ||
| if (best_combination) | ||
| SG_UNREF(best_combination); | ||
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| best_combination=(CParameterCombination*) | ||
| combinations->get_element(i); | ||
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| SG_UNREF(best_result); | ||
| SG_REF(result); | ||
| best_result = result; | ||
| } | ||
| else | ||
| { | ||
| CParameterCombination* combination=(CParameterCombination*) | ||
| combinations->get_element(i); | ||
| SG_UNREF(combination); | ||
| } | ||
| } | ||
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| SG_UNREF(result); | ||
| SG_UNREF(current_combination); | ||
| } | ||
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| SG_UNREF(best_result); | ||
| SG_UNREF(machine); | ||
| SG_UNREF(combinations); | ||
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| return best_combination; | ||
| } | ||
|
|
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,71 @@ | ||
| /* | ||
| * 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. | ||
| * | ||
| * Copyright (C) 2011 Heiko Strathmann | ||
| * Copyright (C) 2012 Sergey Lisitsyn | ||
| */ | ||
|
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| #ifndef RANDOMSEARCHMODELSELECTION_H_ | ||
| #define RANDOMSEARCHMODELSELECTION_H_ | ||
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| #include <shogun/modelselection/ModelSelection.h> | ||
| #include <shogun/modelselection/ModelSelectionOutput.h> | ||
| #include <shogun/base/DynArray.h> | ||
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| namespace shogun | ||
| { | ||
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| class CModelSelectionParameters; | ||
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| /** | ||
| * @brief Model selection class which searches for the best model by a random | ||
| * search. See CModelSelection for details. | ||
| */ | ||
| class CRandomSearchModelSelection: public CModelSelection | ||
| { | ||
| public: | ||
| /** constructor */ | ||
| CRandomSearchModelSelection(); | ||
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| /** constructor | ||
| * @param model_parameters | ||
| * @param cross_validation | ||
| * @param ratio | ||
| */ | ||
| CRandomSearchModelSelection(CModelSelectionParameters* model_parameters, | ||
| CMachineEvaluation* machine_eval, float64_t ratio); | ||
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| /** destructor */ | ||
| virtual ~CRandomSearchModelSelection(); | ||
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| /** get ratio */ | ||
| float64_t get_ratio() const { return m_ratio; }; | ||
| /** set ratio */ | ||
| void set_ratio(float64_t ratio) { REQUIRE(ratio>0.0 && ratio<1.0, "Ratio should be in ]0,1[ range"); m_ratio = ratio; }; | ||
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| /** | ||
| * method to select model via grid search | ||
| * | ||
| * @param print_state if true, the current combination is printed | ||
| * @return best combination of model parameters | ||
| */ | ||
| virtual CParameterCombination* select_model(bool print_state=false); | ||
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| /** @return name of the SGSerializable */ | ||
| inline virtual const char* get_name() const | ||
| { | ||
| return "RandomSearchModelSelection"; | ||
| } | ||
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| protected: | ||
| /** ratio */ | ||
| float64_t m_ratio; | ||
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| }; | ||
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| } | ||
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| #endif /* RANDOMSEARCHMODELSELECTION_H_ */ |