minor RiskFunction change + MulticlassRiskFunction implementation

shogun-toolbox · Jun 21, 2012 · 6e12559 · 6e12559
1 parent 2cbb216
commit 6e12559
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Showing 3 changed files with 118 additions and 9 deletions.
diff --git a/src/shogun/structure/MulticlassRiskFunction.cpp b/src/shogun/structure/MulticlassRiskFunction.cpp
@@ -0,0 +1,79 @@
+/*
+ * 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/features/DotFeatures.h>
+#include <shogun/structure/MulticlassRiskFunction.h>
+#include <shogun/structure/libbmrm.h>
+#include <shogun/structure/MulticlassSOLabels.h>
+#include <shogun/structure/MulticlassModel.h>
+
+using namespace shogun;
+
+CMulticlassRiskFunction::CMulticlassRiskFunction()
+:CRiskFunction()
+{
+}
+
+CMulticlassRiskFunction::~CMulticlassRiskFunction()
+{
+}
+
+void CMulticlassRiskFunction::risk(void* data, float64_t* R, float64_t* subgrad, float64_t* W)
+{
+	bmrm_data_T* data_struct=(bmrm_data_T*)data;
+	CDotFeatures* X=(CDotFeatures*)data_struct->X;
+	CMulticlassSOLabels* y=(CMulticlassSOLabels*)data_struct->y;
+
+	uint32_t N=X->get_num_vectors();
+	uint32_t num_classes=y->get_num_classes();
+	uint32_t feats_dim=X->get_dim_feature_space();
+	uint32_t w_dim=(uint32_t)data_struct->w_dim;
+
+	*R=0;
+	SGVector< float64_t > subgradient(w_dim);
+	subgradient.zero();
+
+	SGVector< float64_t > xi;
+
+	float64_t Rtmp=0.0;
+	float64_t Rmax=0.0;
+	float64_t loss=0.0;
+	uint32_t yhat=0;
+	uint32_t GT=0;
+
+	/* loop through examples */
+	for(uint32_t i = 0; i < N; ++i)
+	{
+		Rmax=-CMath::INFTY;
+		xi=X->get_computed_dot_feature_vector(i);
+		GT=(uint32_t)((CRealNumber*)y->get_label(i))->value;
+
+		for (uint32_t c = 0; c < num_classes; ++c)
+		{
+			loss=(c == GT) ? 0.0 : 1.0;
+			Rtmp = loss + SGVector< float64_t >::dot(W+c*feats_dim, xi.vector, feats_dim) - SGVector< float64_t >::dot(W+GT*feats_dim, xi.vector, feats_dim);
+
+			if (Rtmp > Rmax)
+			{
+				Rmax=Rtmp;
+				yhat=c;
+			}
+		}
+		*R += Rmax;
+
+		for(uint32_t j = 0; j < feats_dim; ++j)
+		{
+			subgradient[yhat*feats_dim+j]+=xi[j];
+			subgradient[GT*feats_dim+j]-=xi[j];
+		}
+
+	}
+	memcpy(subgrad, subgradient.vector, w_dim*sizeof(float64_t));
+}
diff --git a/src/shogun/structure/MulticlassRiskFunction.h b/src/shogun/structure/MulticlassRiskFunction.h
@@ -0,0 +1,39 @@
+/*
+ * 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 _MULTICLASSRISK_FUNCTION__H__
+#define _MULTICLASSRISK_FUNCITON__H__
+
+#include <shogun/structure/RiskFunction.h>
+
+namespace shogun
+{
+
+/** @brief Class CMulticlassRiskFunction
+ *
+ */
+class CMulticlassRiskFunction : public CRiskFunction
+{
+	public:
+		/** default constructor  */
+		CMulticlassRiskFunction();
+
+		/** destructor  */
+		~CMulticlassRiskFunction();
+
+		virtual void risk(void* data, float64_t* R, float64_t* subgrad, float64_t* W);
+
+		virtual const char* get_name() const { return "MulticlassRiskFunction"; }
+
+}; /* CMulticlassRiskFunction */
+
+}
+
+#endif /* _MULTICLASSTISK_FUNCTION__H__ */
diff --git a/src/shogun/structure/RiskFunction.h b/src/shogun/structure/RiskFunction.h
@@ -12,9 +12,6 @@
 #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
 {
@@ -34,14 +31,8 @@ class CRiskFunction : public CSGObject
 		/** 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 joint feature vector w
-		 *
-		 */
-		//virtual uint32_t get_dim(void* data) = 0; //TODO: Delete, will be accessible from StructuredModel
-
 		/** @return name of SGSerializable */
 		virtual const char* get_name() const { return "RiskFunction"; }