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Made TRON independent of BLAS. Closes #783.
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@lisitsyn
lisitsyn committed Sep 15, 2012
1 parent 4217b41 commit e8ea95e
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Showing 8 changed files with 66 additions and 41 deletions.
3 changes: 0 additions & 3 deletions src/shogun/classifier/svm/LibLinear.cpp
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Expand Up @@ -10,7 +10,6 @@
*/
#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK
#include <shogun/io/SGIO.h>
#include <shogun/lib/Signal.h>
#include <shogun/lib/Time.h>
Expand Down Expand Up @@ -1360,5 +1359,3 @@ void CLibLinear::init_linear_term()
m_linear_term=SGVector<float64_t>(m_labels->get_num_labels());
SGVector<float64_t>::fill_vector(m_linear_term.vector, m_linear_term.vlen, -1.0);
}

#endif //HAVE_LAPACK
4 changes: 0 additions & 4 deletions src/shogun/classifier/svm/LibLinear.h
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Expand Up @@ -41,8 +41,6 @@ namespace shogun
L2R_LR_DUAL
};

#ifdef HAVE_LAPACK

/** @brief class to implement LibLinear */
class CLibLinear : public CLinearMachine
{
Expand Down Expand Up @@ -197,8 +195,6 @@ class CLibLinear : public CLinearMachine
LIBLINEAR_SOLVER_TYPE liblinear_solver_type;
};

#endif //HAVE_LAPACK

} /* namespace shogun */

#endif //_LIBLINEAR_H___
2 changes: 0 additions & 2 deletions src/shogun/multiclass/MulticlassLibLinear.cpp
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Expand Up @@ -9,7 +9,6 @@
*/

#include <shogun/lib/config.h>
#ifdef HAVE_LAPACK
#include <shogun/multiclass/MulticlassLibLinear.h>
#include <shogun/multiclass/MulticlassOneVsRestStrategy.h>
#include <shogun/mathematics/Math.h>
Expand Down Expand Up @@ -153,4 +152,3 @@ bool CMulticlassLibLinear::train_machine(CFeatures* data)

return true;
}
#endif /* HAVE_LAPACK */
2 changes: 0 additions & 2 deletions src/shogun/multiclass/MulticlassLibLinear.h
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Expand Up @@ -11,7 +11,6 @@
#ifndef _MULTICLASSLIBLINEAR_H___
#define _MULTICLASSLIBLINEAR_H___
#include <shogun/lib/config.h>
#ifdef HAVE_LAPACK
#include <shogun/lib/common.h>
#include <shogun/features/DotFeatures.h>
#include <shogun/machine/LinearMulticlassMachine.h>
Expand Down Expand Up @@ -179,5 +178,4 @@ class CMulticlassLibLinear : public CLinearMulticlassMachine
mcsvm_state* m_train_state;
};
}
#endif /* HAVE_LAPACK */
#endif
2 changes: 0 additions & 2 deletions src/shogun/optimization/liblinear/shogun_liblinear.cpp
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Expand Up @@ -32,7 +32,6 @@
*/
#include <shogun/lib/config.h>
#ifndef DOXYGEN_SHOULD_SKIP_THIS
#ifdef HAVE_LAPACK
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
Expand Down Expand Up @@ -708,5 +707,4 @@ void destroy_param(parameter* param)
SG_FREE(param->weight_label);
SG_FREE(param->weight);
}
#endif //HAVE_LAPACK
#endif // DOXYGEN_SHOULD_SKIP_THIS
2 changes: 0 additions & 2 deletions src/shogun/optimization/liblinear/shogun_liblinear.h
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Expand Up @@ -37,7 +37,6 @@

#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK
#include <shogun/optimization/liblinear/tron.h>
#include <shogun/features/DotFeatures.h>
#include <vector>
Expand Down Expand Up @@ -318,7 +317,6 @@ class Solver_MCSVM_CS


}
#endif //HAVE_LAPACK
#endif //_LIBLINEAR_H

#endif // DOXYGEN_SHOULD_SKIP_THIS
90 changes: 66 additions & 24 deletions src/shogun/optimization/liblinear/tron.cpp
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Expand Up @@ -7,13 +7,56 @@
#include <shogun/lib/Signal.h>
#include <shogun/lib/Time.h>

#ifdef HAVE_LAPACK
#include <shogun/mathematics/lapack.h>
#include <shogun/mathematics/Math.h>
#include <shogun/optimization/liblinear/tron.h>

using namespace shogun;

double tron_ddot(const int N, const double *X, const int incX, const double *Y, const int incY)
{
#ifdef HAVE_LAPACK
return cblas_ddot(N,X,incX,Y,incY);
#else
double dot = 0.0;
for (int32_t i=0; i<N; i++)
dot += X[incX*i]*Y[incY*i];
return dot;
#endif
}

double tron_dnrm2(const int N, const double *X, const int incX)
{
#ifdef HAVE_LAPACK
return cblas_dnrm2(N,X,incX);
#else
double dot = 0.0;
for (int32_t i=0; i<N; i++)
dot += X[incX*i]*X[incX*i];
return sqrt(dot);
#endif
}

void tron_dscal(const int N, const double alpha, double *X, const int incX)
{
#ifdef HAVE_LAPACK
return cblas_dscal(N,alpha,X,incX);
#else
for (int32_t i=0; i<N; i++)
X[i]*= alpha;
#endif
}

void tron_daxpy(const int N, const double alpha, const double *X, const int incX, double *Y, const int incY)
{
#ifdef HAVE_LAPACK
cblas_daxpy(N,alpha,X,incX,Y,incY);
#else
for (int32_t i=0; i<N; i++)
Y[i] += alpha*X[i];
#endif
}

CTron::CTron(const function *f, float64_t e, int32_t it)
: CSGObject()
{
Expand Down Expand Up @@ -51,7 +94,7 @@ void CTron::tron(float64_t *w, float64_t max_train_time)

f = fun_obj->fun(w);
fun_obj->grad(w, g);
delta = cblas_dnrm2(n, g, inc);
delta = tron_dnrm2(n, g, inc);
float64_t gnorm1 = delta;
float64_t gnorm = gnorm1;

Expand All @@ -71,17 +114,17 @@ void CTron::tron(float64_t *w, float64_t max_train_time)
cg_iter = trcg(delta, g, s, r);

memcpy(w_new, w, sizeof(float64_t)*n);
cblas_daxpy(n, one, s, inc, w_new, inc);
tron_daxpy(n, one, s, inc, w_new, inc);

gs = cblas_ddot(n, g, inc, s, inc);
prered = -0.5*(gs-cblas_ddot(n, s, inc, r, inc));
gs = tron_ddot(n, g, inc, s, inc);
prered = -0.5*(gs-tron_ddot(n, s, inc, r, inc));
fnew = fun_obj->fun(w_new);

// Compute the actual reduction.
actred = f - fnew;

// On the first iteration, adjust the initial step bound.
snorm = cblas_dnrm2(n, s, inc);
snorm = tron_dnrm2(n, s, inc);
if (iter == 1)
delta = CMath::min(delta, snorm);

Expand Down Expand Up @@ -110,7 +153,7 @@ void CTron::tron(float64_t *w, float64_t max_train_time)
f = fnew;
fun_obj->grad(w, g);

gnorm = cblas_dnrm2(n, g, inc);
gnorm = tron_dnrm2(n, g, inc);
if (gnorm < eps*gnorm1)
break;
SG_SABS_PROGRESS(gnorm, -CMath::log10(gnorm), -CMath::log10(1), -CMath::log10(eps*gnorm1), 6);
Expand Down Expand Up @@ -158,45 +201,45 @@ int32_t CTron::trcg(float64_t delta, double* g, double* s, double* r)
r[i] = -g[i];
d[i] = r[i];
}
cgtol = 0.1* cblas_dnrm2(n, g, inc);
cgtol = 0.1* tron_dnrm2(n, g, inc);

cg_iter = 0;
rTr = cblas_ddot(n, r, inc, r, inc);
rTr = tron_ddot(n, r, inc, r, inc);
while (1)
{
if (cblas_dnrm2(n, r, inc) <= cgtol)
if (tron_dnrm2(n, r, inc) <= cgtol)
break;
cg_iter++;
fun_obj->Hv(d, Hd);

alpha = rTr/cblas_ddot(n, d, inc, Hd, inc);
cblas_daxpy(n, alpha, d, inc, s, inc);
if (cblas_dnrm2(n, s, inc) > delta)
alpha = rTr/tron_ddot(n, d, inc, Hd, inc);
tron_daxpy(n, alpha, d, inc, s, inc);
if (tron_dnrm2(n, s, inc) > delta)
{
SG_INFO("cg reaches trust region boundary\n");
alpha = -alpha;
cblas_daxpy(n, alpha, d, inc, s, inc);
tron_daxpy(n, alpha, d, inc, s, inc);

double std = cblas_ddot(n, s, inc, d, inc);
double sts = cblas_ddot(n, s, inc, s, inc);
double dtd = cblas_ddot(n, d, inc, d, inc);
double std = tron_ddot(n, s, inc, d, inc);
double sts = tron_ddot(n, s, inc, s, inc);
double dtd = tron_ddot(n, d, inc, d, inc);
double dsq = delta*delta;
double rad = sqrt(std*std + dtd*(dsq-sts));
if (std >= 0)
alpha = (dsq - sts)/(std + rad);
else
alpha = (rad - std)/dtd;
cblas_daxpy(n, alpha, d, inc, s, inc);
tron_daxpy(n, alpha, d, inc, s, inc);
alpha = -alpha;
cblas_daxpy(n, alpha, Hd, inc, r, inc);
tron_daxpy(n, alpha, Hd, inc, r, inc);
break;
}
alpha = -alpha;
cblas_daxpy(n, alpha, Hd, inc, r, inc);
rnewTrnew = cblas_ddot(n, r, inc, r, inc);
tron_daxpy(n, alpha, Hd, inc, r, inc);
rnewTrnew = tron_ddot(n, r, inc, r, inc);
beta = rnewTrnew/rTr;
cblas_dscal(n, beta, d, inc);
cblas_daxpy(n, one, r, inc, d, inc);
tron_dscal(n, beta, d, inc);
tron_daxpy(n, one, r, inc, d, inc);
rTr = rnewTrnew;
}

Expand All @@ -214,4 +257,3 @@ float64_t CTron::norm_inf(int32_t n, float64_t *x)
dmax = CMath::abs(x[i]);
return(dmax);
}
#endif //HAVE_LAPACK
2 changes: 0 additions & 2 deletions src/shogun/optimization/liblinear/tron.h
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Expand Up @@ -3,7 +3,6 @@

#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK
#include <shogun/base/SGObject.h>

#ifndef DOXYGEN_SHOULD_SKIP_THIS
Expand Down Expand Up @@ -86,5 +85,4 @@ class CTron : public CSGObject
function *fun_obj;
};
}
#endif //HAVE_LAPACK
#endif

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