replaced SGMatrix with SGSparseMatrix to handle the case of sparse ta…

…sk similarities
shogun-toolbox · Jun 15, 2012 · 6b71ab4 · 6b71ab4
1 parent 5423ead
commit 6b71ab4
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Showing 2 changed files with 24 additions and 7 deletions.
diff --git a/src/shogun/transfer/multitask/LibLinearMTL.cpp b/src/shogun/transfer/multitask/LibLinearMTL.cpp
@@ -280,12 +280,20 @@ void CLibLinearMTL::solve_l2r_l1l2_svc(const problem *prob, double eps, double C
 
 			// we compute the inner sum by looping over tasks
 			// this update is the main result of MTL_DCD
+            SGSparseVector<float64_t> ts_row = task_similarity_matrix.sparse_matrix[ti];
+
 			float64_t inner_sum = 0;
-			for (int32_t k=0; k!=num_tasks; k++)
+			for (int32_t k=0; k!=ts_row.num_feat_entries; k++)
 			{
-				//inner_sum += M[t,ti] * all_lt[i] * np.dot(V[t,:], all_xt[i])
-				float64_t* tmp_w = V.get_column_vector(k);
-				inner_sum += task_similarity_matrix.matrix[k*num_tasks+ti] * yi * prob->x->dense_dot(i, tmp_w, n);
+
+				// get data from sparse matrix
+				SGSparseVectorEntry<float64_t> e = ts_row.features[k];
+				int32_t e_i = e.feat_index;
+                float64_t sim = e.entry;
+
+				// fetch vector
+				float64_t* tmp_w = V.get_column_vector(e_i);
+				inner_sum += sim * yi * prob->x->dense_dot(i, tmp_w, n);
 
 				//possibly deal with bias
 				//if (prob->use_bias)
@@ -511,11 +519,15 @@ return obj
 		{
 			// look up task similarity
 			int32_t ti_j = task_indicator_lhs[j];
+
+            //TODO: same interface for sparse matrix
+            /*
 			float64_t ts = task_similarity_matrix.matrix[ti_i*num_tasks+ti_j];
 
 			// compute objective
 			obj -= 0.5 * ts * alphas[i] * alphas[j] * ((CBinaryLabels*)m_labels)->get_label(i) * 
 				((CBinaryLabels*)m_labels)->get_label(j) * features->dot(i, features,j);
+            */
 		}
 	}
 

diff --git a/src/shogun/transfer/multitask/LibLinearMTL.h b/src/shogun/transfer/multitask/LibLinearMTL.h
@@ -20,6 +20,7 @@
 #include <shogun/base/Parameter.h>
 #include <shogun/machine/LinearMachine.h>
 #include <shogun/lib/external/shogun_liblinear.h>
+#include <shogun/lib/SGSparseMatrix.h>
 
 
 namespace shogun
@@ -141,8 +142,6 @@ class CLibLinearMTL : public CLinearMachine
 		/** set task indicator for lhs */
 		inline void set_task_indicator_lhs(SGVector<int32_t> ti)
 		{
-			// dear god, this is super verbose, isn't there a way to shorten this?
-			// yes we can! -- Sergey
 			task_indicator_lhs = ti;
 		}
 
@@ -153,10 +152,12 @@ class CLibLinearMTL : public CLinearMachine
 		}
 
 		/** set task similarity matrix */
+        /*
 		inline void set_task_similarity_matrix(SGMatrix<float64_t> tsm)
 		{
 			task_similarity_matrix = tsm;
 		}
+        */
 
 		/** set graph laplacian */
 		inline void set_graph_laplacian(SGMatrix<float64_t> lap)
@@ -193,11 +194,14 @@ class CLibLinearMTL : public CLinearMachine
                 float64_t* v_s = V.get_column_vector(s);
                 for (int32_t t=0; t<num_tasks; t++)
                 {
+                    //TODO: same interface for SparseMatrix!
+                    /*
                     float64_t sim_ts = task_similarity_matrix.matrix[s*num_tasks+t];
                     for(int32_t i=0; i<w_size; i++)
                     {
                         W.matrix[t*w_size + i] += sim_ts * v_s[i];
                     }
+                    */
                 }
             }
 
@@ -278,7 +282,8 @@ class CLibLinearMTL : public CLinearMachine
 		SGVector<int32_t> task_indicator_rhs;
 
 		/** task similarity matrix */
-		SGMatrix<float64_t> task_similarity_matrix;
+		//SGMatrix<float64_t> task_similarity_matrix;
+		SGSparseMatrix<float64_t> task_similarity_matrix;
 
 		/** task similarity matrix */
 		SGMatrix<float64_t> graph_laplacian;