Updated multitask logistic regression

shogun-toolbox · Jun 25, 2012 · a937587 · a937587
1 parent 19a6e35
commit a937587
Show file tree

Hide file tree

Showing 5 changed files with 29 additions and 8 deletions.
diff --git a/src/shogun/lib/slep/slep_mt_lr.cpp b/src/shogun/lib/slep/slep_mt_lr.cpp
@@ -16,7 +16,7 @@
 namespace shogun
 {
 
-SGMatrix<double> slep_mt_lr(
+slep_result_t slep_mt_lr(
 		CDotFeatures* features,
 		double* y,
 		double z,
@@ -104,7 +104,7 @@ SGMatrix<double> slep_mt_lr(
 			for (i=0; i<n_feats; i++)
 				w(i,j) = options.initial_w[j*n_feats+i];
 	}
-	double* c = SG_CALLOC(double, n_tasks);
+	SGVector<double> c(n_tasks);
 	for (t=0; t<n_tasks; t++)
 		c[t] = CMath::log(m1[t]/m2[t]);
 
@@ -266,10 +266,10 @@ SGMatrix<double> slep_mt_lr(
 
 		funcp = func;
 		func = fun_x + lambda*regularizer;
-		SG_SPRINT("Obj = %f + %f * %f = %f \n",fun_x, lambda, regularizer, func);
+		//SG_SPRINT("Obj = %f + %f * %f = %f \n",fun_x, lambda, regularizer, func);
 
-		//if (gradient_break)
-		//	break;
+		if (gradient_break)
+			break;
 
 		double norm_wp, norm_wwp;
 		double step;
@@ -334,6 +334,6 @@ SGMatrix<double> slep_mt_lr(
 	SG_FREE(m2);
 	SG_FREE(ATb);
 
-	return w;
+	return slep_result_t(w,c);
 };
 };
diff --git a/src/shogun/lib/slep/slep_mt_lr.h b/src/shogun/lib/slep/slep_mt_lr.h
@@ -17,7 +17,7 @@
 namespace shogun 
 {
 
-SGMatrix<double> slep_mt_lr(
+slep_result_t slep_mt_lr(
 		CDotFeatures* features,
 		double* y,
 		double z,

diff --git a/src/shogun/lib/slep/slep_options.h b/src/shogun/lib/slep/slep_options.h
@@ -14,6 +14,8 @@
 #define IGNORE_IN_CLASSLIST
 
 #include <stdlib.h>
+#include <shogun/lib/SGMatrix.h>
+#include <shogun/lib/SGVector.h>
 
 namespace shogun
 {
@@ -52,6 +54,18 @@ IGNORE_IN_CLASSLIST struct slep_options
 		return opts;
 	}
 };
+
+IGNORE_IN_CLASSLIST struct slep_result_t
+{
+	SGMatrix<double> w;
+	SGVector<double> c;
+
+	slep_result_t(SGMatrix<double> w_, SGVector<double> c_)
+	{
+		w = w_;
+		c = c_;
+	}
+};
 #endif
 }
 #endif   /* ----- #ifndef SLEP_OPTIONS_H_  ----- */

diff --git a/src/shogun/transfer/multitask/MultitaskLogisticRegression.cpp b/src/shogun/transfer/multitask/MultitaskLogisticRegression.cpp
@@ -58,6 +58,8 @@ void CMultitaskLogisticRegression::set_current_task(int32_t task)
 	w = SGVector<float64_t>(n_feats);
 	for (int32_t i=0; i<n_feats; i++)
 		w[i] = m_tasks_w(i,task);
+
+	bias = m_tasks_c[task];
 }
 
 CTaskRelation* CMultitaskLogisticRegression::get_task_relation() const
@@ -100,7 +102,9 @@ bool CMultitaskLogisticRegression::train_machine(CFeatures* data)
 			options.ind = ind.vector;
 			options.n_nodes = ind.vlen-1;
 
-			m_tasks_w = slep_mt_lr(features, y.vector, m_z, options);
+			slep_result_t result = slep_mt_lr(features, y.vector, m_z, options);
+			m_tasks_w = result.w;
+			m_tasks_c = result.c;
 		}
 		break;
 		case TREE: 

diff --git a/src/shogun/transfer/multitask/MultitaskLogisticRegression.h b/src/shogun/transfer/multitask/MultitaskLogisticRegression.h
@@ -86,6 +86,9 @@ class CMultitaskLogisticRegression : public CSLEPMachine
 
 		/** tasks w's */
 		SGMatrix<float64_t> m_tasks_w;
+
+		/** tasks interceptss */
+		SGVector<float64_t> m_tasks_c;
 
 };
 }