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- /**
- * @file FastMinKernel.cpp
- * @brief Efficient GPs with HIK for classification by regression (Implementation)
- * @author Alexander Freytag
- * @date 06-12-2011 (dd-mm-yyyy)
- */
- // STL includes
- #include <iostream>
- // NICE-core includes
- #include <core/basics/vectorio.h>
- #include <core/basics/Timer.h>
- // gp-hik-core includes
- #include "FastMinKernel.h"
- using namespace std;
- using namespace NICE;
- /* protected methods*/
- /* public methods*/
- FastMinKernel::FastMinKernel()
- {
- this->d = -1;
- this->n = -1;
- this->noise = 1.0;
- approxScheme = MEDIAN;
- verbose = false;
- this->setDebug(false);
- }
- FastMinKernel::FastMinKernel( const std::vector<std::vector<double> > & X, const double noise, const bool _debug, const int & _dim)
- {
- this->setDebug(_debug);
- this->hik_prepare_kernel_multiplications ( X, this->X_sorted, _dim);
- this->d = X_sorted.get_d();
- this->n = X_sorted.get_n();
- this->noise = noise;
- approxScheme = MEDIAN;
- verbose = false;
- }
-
- #ifdef NICE_USELIB_MATIO
- FastMinKernel::FastMinKernel ( const sparse_t & X, const double noise, const std::map<int, int> & examples, const bool _debug, const int & _dim) : X_sorted( X, examples, _dim )
- {
- this->d = X_sorted.get_d();
- this->n = X_sorted.get_n();
- this->noise = noise;
- approxScheme = MEDIAN;
- verbose = false;
- this->setDebug(_debug);
- }
- #endif
- FastMinKernel::FastMinKernel ( const std::vector< const NICE::SparseVector * > & X, const double noise, const bool _debug, const bool & dimensionsOverExamples, const int & _dim)
- {
- this->setDebug(_debug);
- this->hik_prepare_kernel_multiplications ( X, this->X_sorted, dimensionsOverExamples, _dim);
- this->d = X_sorted.get_d();
- this->n = X_sorted.get_n();
- this->noise = noise;
- approxScheme = MEDIAN;
- verbose = false;
- }
- FastMinKernel::~FastMinKernel()
- {
- }
- ///////////////////// ///////////////////// /////////////////////
- // GET / SET
- ///////////////////// ///////////////////// /////////////////////
- void FastMinKernel::setVerbose( const bool & _verbose)
- {
- verbose = _verbose;
- }
- bool FastMinKernel::getVerbose( ) const
- {
- return verbose;
- }
- void FastMinKernel::setDebug( const bool & _debug)
- {
- debug = _debug;
- X_sorted.setDebug( _debug );
- }
- bool FastMinKernel::getDebug( ) const
- {
- return debug;
- }
- ///////////////////// ///////////////////// /////////////////////
- // CLASSIFIER STUFF
- ///////////////////// ///////////////////// /////////////////////
- void FastMinKernel::applyFunctionToFeatureMatrix ( const NICE::ParameterizedFunction *pf)
- {
- this->X_sorted.applyFunctionToFeatureMatrix(pf);
- }
- void FastMinKernel::hik_prepare_kernel_multiplications(const std::vector<std::vector<double> > & X, NICE::FeatureMatrixT<double> & X_sorted, const int & _dim)
- {
- X_sorted.set_features(X, _dim);
- }
- void FastMinKernel::hik_prepare_kernel_multiplications(const std::vector< const NICE::SparseVector * > & X, NICE::FeatureMatrixT<double> & X_sorted, const bool & dimensionsOverExamples, const int & _dim)
- {
- X_sorted.set_features(X, dimensionsOverExamples, _dim);
- }
- void FastMinKernel::hik_prepare_alpha_multiplications(const NICE::Vector & alpha, NICE::VVector & A, NICE::VVector & B) const
- {
- // std::cerr << "FastMinKernel::hik_prepare_alpha_multiplications" << std::endl;
- // std::cerr << "alpha: " << alpha << std::endl;
- A.resize(d);
- B.resize(d);
- // efficient calculation of k*alpha
- // ---------------------------------
- //
- // sum_i alpha_i k(x^i,x) = sum_i alpha_i sum_k min(x^i_k,x_k)
- // = sum_k sum_i alpha_i min(x^i_k, x_k)
- //
- // now let us define l_k = { i | x^i_k <= x_k }
- // and u_k = { i | x^i_k > x_k }, this leads to
- //
- // = sum_k ( sum_{l \in l_k} alpha_l x^i_k + sum_{u \in u_k} alpha_u x_k
- // = sum_k ( sum_{l \in l_k} \alpha_l x^l_k + x_k * sum_{u \in u_k}
- // alpha_u
- //
- // We also define
- // l^j_k = { i | x^i_j <= x^j_k } and
- // u^j_k = { i | x^i_k > x^j_k }
- //
- // We now need the partial sums
- //
- // (Definition 1)
- // a_{k,j} = \sum_{l \in l^j_k} \alpha_l x^l_k
- //
- // and \sum_{u \in u^j_k} \alpha_u
- // according to increasing values of x^l_k
- //
- // With
- // (Definition 2)
- // b_{k,j} = \sum_{l \in l^j_k} \alpha_l,
- //
- // we get
- // \sum_{u \in u^j_k} \alpha_u = \sum_{u=1}^n alpha_u - \sum_{l \in l^j_k} \alpha_l
- // = b_{k,n} - b_{k,j}
- // we only need as many entries as we have nonZero entries in our features for the corresponding dimensions
- for (int i = 0; i < d; i++)
- {
- uint numNonZero = X_sorted.getNumberOfNonZeroElementsPerDimension(i);
- //DEBUG
- //std::cerr << "number of non-zero elements in dimension " << i << " / " << d << ": " << numNonZero << std::endl;
- A[i].resize( numNonZero );
- B[i].resize( numNonZero );
- }
-
- // for more information see hik_prepare_alpha_multiplications
-
- for (int dim = 0; dim < d; dim++)
- {
- double alpha_sum(0.0);
- double alpha_times_x_sum(0.0);
- int cntNonzeroFeat(0);
-
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
- // loop through all elements in sorted order
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++ )
- {
- const SortedVectorSparse<double>::dataelement & de = i->second;
-
- // index of the feature
- int index = de.first;
- // transformed element of the feature
- //
- double elem( de.second );
-
- alpha_times_x_sum += alpha[index] * elem;
- A[dim][cntNonzeroFeat] = alpha_times_x_sum;
-
- alpha_sum += alpha[index];
- B[dim][cntNonzeroFeat] = alpha_sum;
- cntNonzeroFeat++;
- }
- }
- // A.store(std::cerr);
- // B.store(std::cerr);
- }
- double *FastMinKernel::hik_prepare_alpha_multiplications_fast(const NICE::VVector & A, const NICE::VVector & B, const Quantization & q, const ParameterizedFunction *pf ) const
- {
- //NOTE keep in mind: for doing this, we already have precomputed A and B using hik_prepare_alpha_multiplications!
-
- // number of quantization bins
- uint hmax = q.size();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax ];
- for ( uint i = 0 ; i < hmax ; i++ )
- if ( pf != NULL ) {
- // FIXME: the transformed prototypes could change from dimension to another dimension
- // We skip this flexibility ...but it should be changed in the future
- prototypes[i] = pf->f ( 1, q.getPrototype(i) );
- } else {
- prototypes[i] = q.getPrototype(i);
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->d ];
- // std::cerr << "size of LUT: " << hmax * this->d << std::endl;
- // sizeOfLUT = hmax * this->d;
- // loop through all dimensions
- for (int dim = 0; dim < this->d; dim++)
- {
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
-
- SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin();
- SortedVectorSparse<double>::const_elementpointer iPredecessor = nonzeroElements.begin();
-
- // index of the element, which is always bigger than the current value fval
- int index = 0;
- // we use the quantization of the original features! the transformed feature were
- // already used to calculate A and B, this of course assumes monotonic functions!!!
- int qBin = q.quantize ( i->first );
- // the next loop is linear in max(hmax, n)
- // REMARK: this could be changed to hmax*log(n), when
- // we use binary search
-
- for (int j = 0; j < (int)hmax; j++)
- {
- double fval = prototypes[j];
- double t;
- if ( (index == 0) && (j < qBin) ) {
- // current element is smaller than everything else
- // resulting value = fval * sum_l=1^n alpha_l
- t = fval*( B[dim][this->n-1 - nrZeroIndices] );
- } else {
- // move to next example, if necessary
- while ( (j >= qBin) && ( index < (this->n-1-nrZeroIndices)) )
- {
- index++;
- iPredecessor = i;
- i++;
- if ( i->first != iPredecessor->first )
- qBin = q.quantize ( i->first );
- }
- // compute current element in the lookup table and keep in mind that
- // index is the next element and not the previous one
- //NOTE pay attention: this is only valid if we all entries are positiv! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- if ( (j >= qBin) && ( index==(this->n-1-nrZeroIndices) ) ) {
- // the current element (fval) is equal or bigger to the element indexed by index
- // in fact, the term B[dim][this->n-1-nrZeroIndices] - B[dim][index] is equal to zero and vanishes, which is logical, since all elements are smaller than j!
- t = A[dim][index];// + fval*( B[dim][this->n-1-nrZeroIndices] - B[dim][index] );
- } else {
- // standard case
- t = A[dim][index-1] + fval*( B[dim][this->n-1-nrZeroIndices] - B[dim][index-1] );
- }
- }
- Tlookup[ dim*hmax + j ] = t;
- }
- }
- delete [] prototypes;
- return Tlookup;
- }
- double *FastMinKernel::hikPrepareLookupTable(const NICE::Vector & alpha, const Quantization & q, const ParameterizedFunction *pf ) const
- {
- // number of quantization bins
- uint hmax = q.size();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax ];
- for ( uint i = 0 ; i < hmax ; i++ )
- if ( pf != NULL ) {
- // FIXME: the transformed prototypes could change from dimension to another dimension
- // We skip this flexibility ...but it should be changed in the future
- prototypes[i] = pf->f ( 1, q.getPrototype(i) );
- } else {
- prototypes[i] = q.getPrototype(i);
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->d ];
- // sizeOfLUT = hmax * this->d;
-
- // loop through all dimensions
- for (int dim = 0; dim < this->d; dim++)
- {
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
-
- double alphaSumTotalInDim(0.0);
- double alphaTimesXSumTotalInDim(0.0);
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++ )
- {
- alphaSumTotalInDim += alpha[i->second.first];
- alphaTimesXSumTotalInDim += alpha[i->second.first] * i->second.second;
- }
-
- SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin();
- SortedVectorSparse<double>::const_elementpointer iPredecessor = nonzeroElements.begin();
-
- // index of the element, which is always bigger than the current value fval
- int index = 0;
-
- // we use the quantization of the original features! Nevetheless, the resulting lookupTable is computed using the transformed ones
- int qBin = q.quantize ( i->first );
-
- double alpha_sum(0.0);
- double alpha_times_x_sum(0.0);
- double alpha_sum_prev(0.0);
- double alpha_times_x_sum_prev(0.0);
-
- for (uint j = 0; j < hmax; j++)
- {
- double fval = prototypes[j];
- double t;
- if ( (index == 0) && (j < (uint)qBin) ) {
- // current element is smaller than everything else
- // resulting value = fval * sum_l=1^n alpha_l
- //t = fval*( B[dim][this->n-1 - nrZeroIndices] );
- t = fval*alphaSumTotalInDim;
- } else {
- // move to next example, if necessary
- while ( (j >= (uint)qBin) && ( index < (this->n-1-nrZeroIndices)) )
- {
- alpha_times_x_sum_prev = alpha_times_x_sum;
- alpha_sum_prev = alpha_sum;
- alpha_times_x_sum += alpha[i->second.first] * i->second.second; //i->dataElement.transformedFeatureValue
- alpha_sum += alpha[i->second.first]; //i->dataElement.OrigIndex
-
- index++;
- iPredecessor = i;
- i++;
- if ( i->first != iPredecessor->first )
- qBin = q.quantize ( i->first );
- }
- // compute current element in the lookup table and keep in mind that
- // index is the next element and not the previous one
- //NOTE pay attention: this is only valid if all entries are positiv! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- if ( (j >= (uint)qBin) && ( index==(this->n-1-nrZeroIndices) ) ) {
- // the current element (fval) is equal or bigger to the element indexed by index
- // in fact, the term B[dim][this->n-1-nrZeroIndices] - B[dim][index] is equal to zero and vanishes, which is logical, since all elements are smaller than j!
- // double lastTermAlphaTimesXSum;
- // double lastTermAlphaSum;
- t = alphaTimesXSumTotalInDim;
- } else {
- // standard case
- t = alpha_times_x_sum + fval*( alphaSumTotalInDim - alpha_sum );
- }
- }
- Tlookup[ dim*hmax + j ] = t;
- }
- }
- delete [] prototypes;
- return Tlookup;
- }
- void FastMinKernel::hikUpdateLookupTable(double * T, const double & alphaNew, const double & alphaOld, const int & idx, const Quantization & q, const ParameterizedFunction *pf ) const
- {
-
- if (T == NULL)
- {
- fthrow(Exception, "FastMinKernel::hikUpdateLookupTable LUT not initialized, run FastMinKernel::hikPrepareLookupTable first!");
- return;
- }
-
- // number of quantization bins
- uint hmax = q.size();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax ];
- for ( uint i = 0 ; i < hmax ; i++ )
- if ( pf != NULL ) {
- // FIXME: the transformed prototypes could change from dimension to another dimension
- // We skip this flexibility ...but it should be changed in the future
- prototypes[i] = pf->f ( 1, q.getPrototype(i) );
- } else {
- prototypes[i] = q.getPrototype(i);
- }
-
- double diffOfAlpha(alphaNew - alphaOld);
-
- // loop through all dimensions
- for ( int dim = 0; dim < this->d; dim++ )
- {
- double x_i ( (X_sorted(dim,idx)) );
-
- //TODO we could also check wether x_i < tol, if we would store the tol explicitely
- if ( x_i == 0.0 ) //nothing to do in this dimension
- continue;
- //TODO we could speed up this by first doing a binary search for the position where the min changes, and then do two separate for-loops
- for (uint j = 0; j < hmax; j++)
- {
- double fval;
- int q_bin = q.quantize(x_i);
- if ( (uint) q_bin > j )
- fval = prototypes[j];
- else
- fval = x_i;
-
- T[ dim*hmax + j ] += diffOfAlpha*fval;
- }
- }
- delete [] prototypes;
- }
- void FastMinKernel::hik_kernel_multiply(const NICE::VVector & A, const NICE::VVector & B, const NICE::Vector & alpha, NICE::Vector & beta) const
- {
- beta.resize(n);
- beta.set(0.0);
- // runtime is O(n*d), we do no benefit from an additional lookup table here
- for (int dim = 0; dim < d; dim++)
- {
- // -- efficient sparse solution
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all values are zero in this dimension :) and we can simply ignore the feature
- continue;
- }
- int cnt(0);
- for ( multimap< double, SortedVectorSparse<double>::dataelement>::const_iterator i = nonzeroElements.begin(); i != nonzeroElements.end(); i++, cnt++)
- {
- const SortedVectorSparse<double>::dataelement & de = i->second;
- uint feat = de.first;
- int inversePosition = cnt;
- double fval = de.second;
- // in which position was the element sorted in? actually we only care about the nonzero elements, so we have to subtract the number of zero elements.
- //NOTE pay attention: this is only valid if all entries are positiv! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- //we definitly know that this element exists in inversePermutation, so we have not to check wether find returns .end() or not
- //int inversePosition(inversePermutation.find(feat)->second - nrZeroIndices);
- // sum_{l \in L_k} \alpha_l x^l_k
- //
- // A is zero for zero feature values (x^l_k is zero for all l \in L_k)
- double firstPart( A[dim][inversePosition] );
- // sum_{u \in U_k} alpha_u
- // B is not zero for zero feature values, but we do not
- // have to care about them, because it is multiplied with
- // the feature value
- // DEBUG for Björns code
- if ( (uint)dim >= B.size() )
- fthrow(Exception, "dim exceeds B.size: " << dim << " " << B.size() );
- if ( B[dim].size() == 0 )
- fthrow(Exception, "B[dim] is empty");
- if ( (n-1-nrZeroIndices < 0) || ((uint)(n-1-nrZeroIndices) >= B[dim].size() ) )
- fthrow(Exception, "n-1-nrZeroIndices is invalid: " << n << " " << nrZeroIndices << " " << B[dim].size() << " d: " << d);
- if ( inversePosition < 0 || (uint)inversePosition >= B[dim].size() )
- fthrow(Exception, "inverse position is invalid: " << inversePosition << " " << B[dim].size() );
- double secondPart( B[dim][n-1-nrZeroIndices] - B[dim][inversePosition]);
- beta[feat] += firstPart + fval * secondPart; // i->elementpointer->dataElement->Value
- }
- }
-
- //do we really want to considere noisy labels?
- for (int feat = 0; feat < n; feat++)
- {
- beta[feat] += noise*alpha[feat];
- }
- }
- void FastMinKernel::hik_kernel_multiply_fast(const double *Tlookup, const Quantization & q, const NICE::Vector & alpha, NICE::Vector & beta) const
- {
- beta.resize(n);
- beta.set(0.0);
- // runtime is O(n*d), we do no benefit from an additional lookup table here
- for (int dim = 0; dim < d; dim++)
- {
- // -- efficient sparse solution
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
- int cnt(0);
- for ( multimap< double, SortedVectorSparse<double>::dataelement>::const_iterator i = nonzeroElements.begin(); i != nonzeroElements.end(); i++, cnt++)
- {
- const SortedVectorSparse<double>::dataelement & de = i->second;
- uint feat = de.first;
- uint qBin = q.quantize(i->first);
- beta[feat] += Tlookup[dim*q.size() + qBin];
- }
- }
-
- //do we really want to considere noisy labels?
- for (int feat = 0; feat < n; feat++)
- {
- beta[feat] += noise*alpha[feat];
- }
- }
- void FastMinKernel::hik_kernel_sum(const NICE::VVector & A, const NICE::VVector & B, const NICE::SparseVector & xstar, double & beta, const ParameterizedFunction *pf) const
- {
- // sparse version of hik_kernel_sum, no really significant changes,
- // we are just skipping zero elements
- beta = 0.0;
- for (SparseVector::const_iterator i = xstar.begin(); i != xstar.end(); i++)
- {
-
- int dim = i->first;
- double fval = i->second;
-
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all features are zero and let us ignore it completely
- continue;
- }
- int position;
- //where is the example x^z_i located in
- //the sorted array? -> perform binary search, runtime O(log(n))
- // search using the original value
- X_sorted.findFirstLargerInDimension(dim, fval, position);
- position--;
-
- //NOTE again - pay attention! This is only valid if all entries are NOT negative! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- //sum_{l \in L_k} \alpha_l x^l_k
- double firstPart(0.0);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if (position >= 0)
- firstPart = (A[dim][position-nrZeroIndices]);
-
- // sum_{u \in U_k} alpha_u
-
- // sum_{u \in U_k} alpha_u
- // => double secondPart( B(dim, n-1) - B(dim, position));
- //TODO in the next line there occurs the following error
- // Invalid read of size 8
- double secondPart( B[dim][n-1-nrZeroIndices]);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if (position >= 0)
- secondPart-= B[dim][position-nrZeroIndices];
-
- if ( pf != NULL )
- {
- fval = pf->f ( dim, fval );
- }
-
- // but apply using the transformed one
- beta += firstPart + secondPart* fval;
- }
- }
- void FastMinKernel::hik_kernel_sum(const NICE::VVector & A, const NICE::VVector & B, const NICE::Vector & xstar, double & beta, const ParameterizedFunction *pf) const
- {
- beta = 0.0;
- int dim ( 0 );
- for (NICE::Vector::const_iterator i = xstar.begin(); i != xstar.end(); i++, dim++)
- {
-
- double fval = *i;
-
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all features are zero and let us ignore it completely
- continue;
- }
- int position;
- //where is the example x^z_i located in
- //the sorted array? -> perform binary search, runtime O(log(n))
- // search using the original value
- X_sorted.findFirstLargerInDimension(dim, fval, position);
- position--;
-
- //NOTE again - pay attention! This is only valid if all entries are NOT negative! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- //sum_{l \in L_k} \alpha_l x^l_k
- double firstPart(0.0);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if (position >= 0)
- firstPart = (A[dim][position-nrZeroIndices]);
-
- // sum_{u \in U_k} alpha_u
-
- // sum_{u \in U_k} alpha_u
- // => double secondPart( B(dim, n-1) - B(dim, position));
- //TODO in the next line there occurs the following error
- // Invalid read of size 8
- double secondPart( B[dim][n-1-nrZeroIndices]);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if (position >= 0)
- secondPart-= B[dim][position-nrZeroIndices];
-
- if ( pf != NULL )
- {
- fval = pf->f ( dim, fval );
- }
-
- // but apply using the transformed one
- beta += firstPart + secondPart* fval;
- }
- }
- void FastMinKernel::hik_kernel_sum_fast(const double *Tlookup, const Quantization & q, const NICE::Vector & xstar, double & beta) const
- {
- beta = 0.0;
- if ((int) xstar.size() != d)
- {
- fthrow(Exception, "FastMinKernel::hik_kernel_sum_fast sizes of xstar and training data does not match!");
- return;
- }
- // runtime is O(d) if the quantizer is O(1)
- for (int dim = 0; dim < d; dim++)
- {
- double v = xstar[dim];
- uint qBin = q.quantize(v);
-
- beta += Tlookup[dim*q.size() + qBin];
- }
- }
- void FastMinKernel::hik_kernel_sum_fast(const double *Tlookup, const Quantization & q, const NICE::SparseVector & xstar, double & beta) const
- {
- beta = 0.0;
- // sparse version of hik_kernel_sum_fast, no really significant changes,
- // we are just skipping zero elements
- // for additional comments see the non-sparse version of hik_kernel_sum_fast
- // runtime is O(d) if the quantizer is O(1)
- for (SparseVector::const_iterator i = xstar.begin(); i != xstar.end(); i++ )
- {
- int dim = i->first;
- double v = i->second;
- uint qBin = q.quantize(v);
-
- beta += Tlookup[dim*q.size() + qBin];
- }
- }
- double *FastMinKernel::solveLin(const NICE::Vector & y, NICE::Vector & alpha, const Quantization & q, const ParameterizedFunction *pf, const bool & useRandomSubsets, uint maxIterations, const int & _sizeOfRandomSubset, double minDelta, bool timeAnalysis) const
- {
- int sizeOfRandomSubset(_sizeOfRandomSubset);
- bool verbose ( false );
- bool verboseMinimal ( false );
-
- // number of quantization bins
- uint hmax = q.size();
-
- NICE::Vector diagonalElements(y.size(),0.0);
- X_sorted.hikDiagonalElements(diagonalElements);
- diagonalElements += this->noise;
-
- NICE::Vector pseudoResidual (y.size(),0.0);
- NICE::Vector delta_alpha (y.size(),0.0);
- double alpha_old;
- double alpha_new;
- double x_i;
-
- // initialization
- if (alpha.size() != y.size())
- alpha.resize(y.size());
- alpha.set(0.0);
-
- double *Tlookup = new double [ hmax * this->d ];
- if ( (hmax*this->d) <= 0 ) return Tlookup;
- memset(Tlookup, 0, sizeof(Tlookup[0])*hmax*this->d);
-
- uint iter;
- Timer t;
- if ( timeAnalysis )
- t.start();
-
- if (useRandomSubsets)
- {
- std::vector<int> indices(y.size());
- for (uint i = 0; i < y.size(); i++)
- indices[i] = i;
-
- if (sizeOfRandomSubset <= 0)
- sizeOfRandomSubset = y.size();
-
- for ( iter = 1; iter <= maxIterations; iter++ )
- {
- NICE::Vector perm;
- randomPermutation(perm,indices,sizeOfRandomSubset);
-
- if ( timeAnalysis )
- {
- t.stop();
- Vector r;
- this->hik_kernel_multiply_fast(Tlookup, q, alpha, r);
- r = r - y;
-
- double res = r.normL2();
- double resMax = r.normInf();
- cerr << "SimpleGradientDescent: TIME " << t.getSum() << " " << res << " " << resMax << endl;
- t.start();
- }
-
- for ( int i = 0; i < sizeOfRandomSubset; i++)
- {
- pseudoResidual(perm[i]) = -y(perm[i]) + (this->noise*alpha(perm[i]));
- for (uint j = 0; j < (uint)this->d; j++)
- {
- x_i = X_sorted(j,perm[i]);
- pseudoResidual(perm[i]) += Tlookup[j*hmax + q.quantize(x_i)];
- }
-
- //NOTE: this threshhold could also be a parameter of the function call
- if ( fabs(pseudoResidual(perm[i])) > 1e-7 )
- {
- alpha_old = alpha(perm[i]);
- alpha_new = alpha_old - (pseudoResidual(perm[i])/diagonalElements(perm[i]));
- alpha(perm[i]) = alpha_new;
- delta_alpha(perm[i]) = alpha_old-alpha_new;
-
- this->hikUpdateLookupTable(Tlookup, alpha_new, alpha_old, perm[i], q, pf ); // works correctly
-
- } else
- {
- delta_alpha(perm[i]) = 0.0;
- }
-
- }
- // after this only residual(i) is the valid residual... we should
- // really update the whole vector somehow
-
- double delta = delta_alpha.normL2();
- if ( verbose ) {
- cerr << "FastMinKernel::solveLin: iteration " << iter << " / " << maxIterations << endl;
- cerr << "FastMinKernel::solveLin: delta = " << delta << endl;
- cerr << "FastMinKernel::solveLin: pseudo residual = " << pseudoResidual.scalarProduct(pseudoResidual) << endl;
- }
-
- if ( delta < minDelta )
- {
- if ( verbose )
- cerr << "FastMinKernel::solveLin: small delta" << endl;
- break;
- }
- }
- }
- else //don't use random subsets
- {
- for ( iter = 1; iter <= maxIterations; iter++ )
- {
-
- for ( uint i = 0; i < y.size(); i++ )
- {
-
- pseudoResidual(i) = -y(i) + (this->noise*alpha(i));
- for (uint j = 0; j < (uint) this->d; j++)
- {
- x_i = X_sorted(j,i);
- pseudoResidual(i) += Tlookup[j*hmax + q.quantize(x_i)];
- }
-
- //NOTE: this threshhold could also be a parameter of the function call
- if ( fabs(pseudoResidual(i)) > 1e-7 )
- {
- alpha_old = alpha(i);
- alpha_new = alpha_old - (pseudoResidual(i)/diagonalElements(i));
- alpha(i) = alpha_new;
- delta_alpha(i) = alpha_old-alpha_new;
-
- this->hikUpdateLookupTable(Tlookup, alpha_new, alpha_old, i, q, pf ); // works correctly
-
- } else
- {
- delta_alpha(i) = 0.0;
- }
-
- }
-
- double delta = delta_alpha.normL2();
- if ( verbose ) {
- cerr << "FastMinKernel::solveLin: iteration " << iter << " / " << maxIterations << endl;
- cerr << "FastMinKernel::solveLin: delta = " << delta << endl;
- cerr << "FastMinKernel::solveLin: pseudo residual = " << pseudoResidual.scalarProduct(pseudoResidual) << endl;
- }
-
- if ( delta < minDelta )
- {
- if ( verbose )
- cerr << "FastMinKernel::solveLin: small delta" << endl;
- break;
- }
- }
- }
-
- if (verboseMinimal)
- std::cerr << "FastMinKernel::solveLin -- needed " << iter << " iterations" << std::endl;
- return Tlookup;
- }
- void FastMinKernel::randomPermutation(NICE::Vector & permutation, const std::vector<int> & oldIndices, const int & newSize) const
- {
- std::vector<int> indices(oldIndices);
-
- int resultingSize (std::min((int) (oldIndices.size()),newSize) );
- permutation.resize(resultingSize);
-
- for (int i = 0; i < resultingSize; i++)
- {
- int newIndex(rand() % indices.size());
- permutation[i] = indices[newIndex ];
- indices.erase(indices.begin() + newIndex);
- }
- }
- double FastMinKernel::getFrobNormApprox()
- {
- double frobNormApprox(0.0);
-
- switch (approxScheme)
- {
- case MEDIAN:
- {
- //\| K \|_F^1 ~ (n/2)^2 \left( \sum_k \median_k \right)^2
- //motivation: estimate half of the values in dim k to zero and half of them to the median (-> lower bound expectation)
- for (int i = 0; i < d; i++)
- {
- double median = this->X_sorted.getFeatureValues(i).getMedian();
- frobNormApprox += median;
- }
-
- frobNormApprox = fabs(frobNormApprox) * n/2.0;
- break;
- }
- case EXPECTATION:
- {
- std::cerr << "EXPECTATION" << std::endl;
- //\| K \|_F^1^2 ~ \sum K_{ii}^2 + (n^2 - n) \left( \frac{1}{3} \sum_k \left( 2 a_k + b_k \right) \right)
- // with a_k = minimal value in dim k and b_k maximal value
-
- //first term
- NICE::Vector diagEl;
- X_sorted.hikDiagonalElements(diagEl);
- frobNormApprox += diagEl.normL2();
-
- //second term
- double secondTerm(0.0);
- for (int i = 0; i < d; i++)
- {
- double minInDim;
- minInDim = this->X_sorted.getFeatureValues(i).getMin();
- double maxInDim;
- maxInDim = this->X_sorted.getFeatureValues(i).getMax();
- std::cerr << "min: " << minInDim << " max: " << maxInDim << std::endl;
- secondTerm += 2.0*minInDim + maxInDim;
- }
- secondTerm /= 3.0;
- secondTerm = pow(secondTerm, 2);
- secondTerm *= (pow(this->n,2) - this->n);
- frobNormApprox += secondTerm;
-
-
- frobNormApprox = sqrt(frobNormApprox);
-
- break;
- }
- default:
- { //do nothing, approximate with zero :)
- break;
- }
- }
- return frobNormApprox;
- }
- void FastMinKernel::setApproximationScheme(const int & _approxScheme)
- {
- switch(_approxScheme)
- {
- case 0:
- {
- approxScheme = MEDIAN;
- break;
- }
- case 1:
- {
- approxScheme = EXPECTATION;
- break;
- }
- default:
- {
- approxScheme = MEDIAN;
- break;
- }
- }
- }
- void FastMinKernel::hikPrepareKVNApproximation(NICE::VVector & A) const
- {
- A.resize(d);
- // efficient calculation of |k_*|^2 = k_*^T * k_*
- // ---------------------------------
- //
- // \sum_{i=1}^{n} \left( \sum_{d=1}^{D} \min (x_d^*, x_d^i) \right)^2
- // <=\sum_{i=1}^{n} \sum_{d=1}^{D} \left( \min (x_d^*, x_d^i) \right)^2
- // = \sum_{d=1}^{D} \sum_{i=1}^{n} \left( \min (x_d^*, x_d^i) \right)^2
- // = \sum_{d=1}^{D} \left( \sum_{i:x_d^i < x_*^d} (x_d^i)^2 + \sum_{j: x_d^* \leq x_d^j} (x_d^*)^2 \right)
- //
- // again let us define l_d = { i | x_d^i <= x_d^* }
- // and u_d = { i | x_d^i > x_d^* }, this leads to
- //
- // = \sum_{d=1}^{D} ( \sum_{l \in l_d} (x_d^l)^2 + \sum_{u \in u_d} (x_d^*)^2
- // = \sum_{d=1}^{D} ( \sum_{l \in l_d} (x_d^l)^2 + (x_d^*)^2 \sum_{u \in u_d} 1
- //
- // We also define
- // l_d^j = { i | x_d^i <= x_d^j } and
- // u_d^j = { i | x_d^i > x_d^j }
- //
- // We now need the partial sums
- //
- // (Definition 1)
- // a_{d,j} = \sum_{l \in l_d^j} (x_d^l)^2
- // according to increasing values of x_d^l
- //
- // We end at
- // |k_*|^2 <= \sum_{d=1}^{D} \left( a_{d,r_d} + (x_d^*)^2 * |u_d^{r_d}| \right)
- // with r_d being the index of the last example in the ordered sequence for dimension d, that is not larger than x_d^*
- // we only need as many entries as we have nonZero entries in our features for the corresponding dimensions
- for (int i = 0; i < d; i++)
- {
- uint numNonZero = X_sorted.getNumberOfNonZeroElementsPerDimension(i);
- A[i].resize( numNonZero );
- }
- // for more information see hik_prepare_alpha_multiplications
-
- for (int dim = 0; dim < d; dim++)
- {
- double squared_sum(0.0);
- int cntNonzeroFeat(0);
-
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
- // loop through all elements in sorted order
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++ )
- {
- const SortedVectorSparse<double>::dataelement & de = i->second;
-
- // de: first - index, second - transformed feature
- double elem( de.second );
-
- squared_sum += pow( elem, 2 );
- A[dim][cntNonzeroFeat] = squared_sum;
- cntNonzeroFeat++;
- }
- }
- }
- double * FastMinKernel::hikPrepareKVNApproximationFast(NICE::VVector & A, const Quantization & q, const ParameterizedFunction *pf ) const
- {
- //NOTE keep in mind: for doing this, we already have precomputed A using hikPrepareSquaredKernelVector!
-
- // number of quantization bins
- uint hmax = q.size();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax ];
- for ( uint i = 0 ; i < hmax ; i++ )
- if ( pf != NULL ) {
- // FIXME: the transformed prototypes could change from dimension to another dimension
- // We skip this flexibility ...but it should be changed in the future
- prototypes[i] = pf->f ( 1, q.getPrototype(i) );
- } else {
- prototypes[i] = q.getPrototype(i);
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->d ];
- // loop through all dimensions
- for (int dim = 0; dim < this->d; dim++)
- {
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
-
- SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin();
- SortedVectorSparse<double>::const_elementpointer iPredecessor = nonzeroElements.begin();
-
- // index of the element, which is always bigger than the current value fval
- int index = 0;
- // we use the quantization of the original features! the transformed feature were
- // already used to calculate A and B, this of course assumes monotonic functions!!!
- int qBin = q.quantize ( i->first );
- // the next loop is linear in max(hmax, n)
- // REMARK: this could be changed to hmax*log(n), when
- // we use binary search
-
- for (int j = 0; j < (int)hmax; j++)
- {
- double fval = prototypes[j];
- double t;
- if ( (index == 0) && (j < qBin) ) {
- // current element is smaller than everything else
- // resulting value = fval * sum_l=1^n 1
- t = pow( fval, 2 ) * (n-nrZeroIndices-index);
- } else {
- // move to next example, if necessary
- while ( (j >= qBin) && ( index < (this->n-nrZeroIndices)) )
- {
- index++;
- iPredecessor = i;
- i++;
- if ( i->first != iPredecessor->first )
- qBin = q.quantize ( i->first );
- }
- // compute current element in the lookup table and keep in mind that
- // index is the next element and not the previous one
- //NOTE pay attention: this is only valid if all entries are positiv! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- if ( (j >= (uint)qBin) && ( index==(this->n-1-nrZeroIndices) ) ) {
- // the current element (fval) is equal or bigger to the element indexed by index
- // the second term vanishes, which is logical, since all elements are smaller than j!
- t = A[dim][index];
- } else {
- // standard case
- t = A[dim][index-1] + pow( fval, 2 ) * (n-nrZeroIndices-(index) );
- // A[dim][index-1] + fval * (n-nrZeroIndices-(index) );//fval*fval * (n-nrZeroIndices-(index-1) );
-
- }
- }
- Tlookup[ dim*hmax + j ] = t;
- }
- }
- delete [] prototypes;
- return Tlookup;
- }
- double* FastMinKernel::hikPrepareLookupTableForKVNApproximation(const Quantization & q, const ParameterizedFunction *pf ) const
- {
- // number of quantization bins
- uint hmax = q.size();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax ];
- for ( uint i = 0 ; i < hmax ; i++ )
- if ( pf != NULL ) {
- // FIXME: the transformed prototypes could change from dimension to another dimension
- // We skip this flexibility ...but it should be changed in the future
- prototypes[i] = pf->f ( 1, q.getPrototype(i) );
- } else {
- prototypes[i] = q.getPrototype(i);
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->d ];
-
- // loop through all dimensions
- for (int dim = 0; dim < this->d; dim++)
- {
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
-
- SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin();
- SortedVectorSparse<double>::const_elementpointer iPredecessor = nonzeroElements.begin();
-
- // index of the element, which is always bigger than the current value fval
- int index = 0;
-
- // we use the quantization of the original features! Nevetheless, the resulting lookupTable is computed using the transformed ones
- int qBin = q.quantize ( i->first );
-
- double sum(0.0);
-
- for (uint j = 0; j < hmax; j++)
- {
- double fval = prototypes[j];
- double t;
- if ( (index == 0) && (j < (uint)qBin) ) {
- // current element is smaller than everything else
- // resulting value = fval * sum_l=1^n 1
- t = pow( fval, 2 ) * (n-nrZeroIndices-index);
- } else {
- // move to next example, if necessary
- while ( (j >= (uint)qBin) && ( index < (this->n-nrZeroIndices)) )
- {
- sum += pow( i->second.second, 2 ); //i->dataElement.transformedFeatureValue
-
- index++;
- iPredecessor = i;
- i++;
- if ( i->first != iPredecessor->first )
- qBin = q.quantize ( i->first );
- }
- // compute current element in the lookup table and keep in mind that
- // index is the next element and not the previous one
- //NOTE pay attention: this is only valid if we all entries are positiv! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- if ( (j >= (uint)qBin) && ( index==(this->n-1-nrZeroIndices) ) ) {
- // the current element (fval) is equal or bigger to the element indexed by index
- // the second term vanishes, which is logical, since all elements are smaller than j!
- t = sum;
- } else {
- // standard case
- t = sum + pow( fval, 2 ) * (n-nrZeroIndices-(index) );
- }
- }
- Tlookup[ dim*hmax + j ] = t;
- }
- }
- delete [] prototypes;
- return Tlookup;
- }
- //////////////////////////////////////////
- // variance computation: sparse inputs
- //////////////////////////////////////////
- void FastMinKernel::hikComputeKVNApproximation(const NICE::VVector & A, const NICE::SparseVector & xstar, double & norm, const ParameterizedFunction *pf )
- {
- norm = 0.0;
- for (SparseVector::const_iterator i = xstar.begin(); i != xstar.end(); i++)
- {
-
- int dim = i->first;
- double fval = i->second;
-
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
- int position;
- //where is the example x^z_i located in
- //the sorted array? -> perform binary search, runtime O(log(n))
- // search using the original value
- X_sorted.findFirstLargerInDimension(dim, fval, position);
- position--;
-
- //NOTE again - pay attention! This is only valid if all entries are NOT negative! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- double firstPart(0.0);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if (position >= 0)
- firstPart = (A[dim][position-nrZeroIndices]);
- else
- firstPart = 0.0;
-
- double secondPart( 0.0);
-
- if ( pf != NULL )
- fval = pf->f ( dim, fval );
-
- fval = fval * fval;
-
- if (position >= 0)
- secondPart = fval * (n-nrZeroIndices-(position+1));
- else //if x_d^* is smaller than every non-zero training example
- secondPart = fval * (n-nrZeroIndices);
-
- // but apply using the transformed one
- norm += firstPart + secondPart;
- }
- }
- void FastMinKernel::hikComputeKVNApproximationFast(const double *Tlookup, const Quantization & q, const NICE::SparseVector & xstar, double & norm) const
- {
- norm = 0.0;
- // runtime is O(d) if the quantizer is O(1)
- for (SparseVector::const_iterator i = xstar.begin(); i != xstar.end(); i++ )
- {
- int dim = i->first;
- double v = i->second;
- // we do not need a parameterized function here, since the quantizer works on the original feature values.
- // nonetheless, the lookup table was created using the parameterized function
- uint qBin = q.quantize(v);
-
- norm += Tlookup[dim*q.size() + qBin];
- }
- }
- void FastMinKernel::hikComputeKernelVector ( const NICE::SparseVector& xstar, NICE::Vector & kstar ) const
- {
- //init
- kstar.resize(this->n);
- kstar.set(0.0);
-
- //let's start :)
- for (SparseVector::const_iterator i = xstar.begin(); i != xstar.end(); i++)
- {
-
- int dim = i->first;
- double fval = i->second;
-
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
-
- int position;
- //where is the example x^z_i located in
- //the sorted array? -> perform binary search, runtime O(log(n))
- // search using the original value
- X_sorted.findFirstLargerInDimension(dim, fval, position);
- position--;
-
- //get the non-zero elements for this dimension
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
-
- //run over the non-zero elements and add the corresponding entries to our kernel vector
- int count(nrZeroIndices);
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++, count++ )
- {
- int origIndex(i->second.first); //orig index (i->second.second would be the transformed feature value)
- if (count <= position)
- kstar[origIndex] += i->first; //orig feature value
- else
- kstar[origIndex] += fval;
- }
- }
- }
- //////////////////////////////////////////
- // variance computation: non-sparse inputs
- //////////////////////////////////////////
- void FastMinKernel::hikComputeKVNApproximation(const NICE::VVector & A, const NICE::Vector & xstar, double & norm, const ParameterizedFunction *pf )
- {
- norm = 0.0;
- int dim ( 0 );
- for (Vector::const_iterator i = xstar.begin(); i != xstar.end(); i++, dim++)
- {
-
- double fval = *i;
-
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
- int position;
- //where is the example x^z_i located in
- //the sorted array? -> perform binary search, runtime O(log(n))
- // search using the original value
- X_sorted.findFirstLargerInDimension(dim, fval, position);
- position--;
-
- //NOTE again - pay attention! This is only valid if all entries are NOT negative! - if not, ask wether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- double firstPart(0.0);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if (position >= 0)
- firstPart = (A[dim][position-nrZeroIndices]);
- else
- firstPart = 0.0;
-
- double secondPart( 0.0);
-
- if ( pf != NULL )
- fval = pf->f ( dim, fval );
-
- fval = fval * fval;
-
- if (position >= 0)
- secondPart = fval * (n-nrZeroIndices-(position+1));
- else //if x_d^* is smaller than every non-zero training example
- secondPart = fval * (n-nrZeroIndices);
-
- // but apply using the transformed one
- norm += firstPart + secondPart;
- }
- }
- void FastMinKernel::hikComputeKVNApproximationFast(const double *Tlookup, const Quantization & q, const NICE::Vector & xstar, double & norm) const
- {
- norm = 0.0;
- // runtime is O(d) if the quantizer is O(1)
- int dim ( 0 );
- for (Vector::const_iterator i = xstar.begin(); i != xstar.end(); i++, dim++ )
- {
- double v = *i;
- // we do not need a parameterized function here, since the quantizer works on the original feature values.
- // nonetheless, the lookup table was created using the parameterized function
- uint qBin = q.quantize(v);
-
- norm += Tlookup[dim*q.size() + qBin];
- }
- }
- void FastMinKernel::hikComputeKernelVector( const NICE::Vector & xstar, NICE::Vector & kstar) const
- {
- //init
- kstar.resize(this->n);
- kstar.set(0.0);
-
- //let's start :)
- int dim ( 0 );
- for (NICE::Vector::const_iterator i = xstar.begin(); i != xstar.end(); i++, dim++)
- {
-
- double fval = *i;
-
- int nrZeroIndices = X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
-
- int position;
- //where is the example x^z_i located in
- //the sorted array? -> perform binary search, runtime O(log(n))
- // search using the original value
- X_sorted.findFirstLargerInDimension(dim, fval, position);
- position--;
-
- //get the non-zero elements for this dimension
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = X_sorted.getFeatureValues(dim).nonzeroElements();
-
- //run over the non-zero elements and add the corresponding entries to our kernel vector
- int count(nrZeroIndices);
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++, count++ )
- {
- int origIndex(i->second.first); //orig index (i->second.second would be the transformed feature value)
- if (count <= position)
- kstar[origIndex] += i->first; //orig feature value
- else
- kstar[origIndex] += fval;
- }
- }
- }
- ///////////////////// INTERFACE PERSISTENT /////////////////////
- // interface specific methods for store and restore
- ///////////////////// INTERFACE PERSISTENT /////////////////////
- void FastMinKernel::restore ( std::istream & is, int format )
- {
- bool b_restoreVerbose ( false );
- if ( is.good() )
- {
- if ( b_restoreVerbose )
- std::cerr << " restore FastMinKernel" << std::endl;
-
- std::string tmp;
- is >> tmp; //class name
-
- if ( ! this->isStartTag( tmp, "FastMinKernel" ) )
- {
- std::cerr << " WARNING - attempt to restore FastMinKernel, but start flag " << tmp << " does not match! Aborting... " << std::endl;
- throw;
- }
-
- is.precision (numeric_limits<double>::digits10 + 1);
-
- bool b_endOfBlock ( false ) ;
-
- while ( !b_endOfBlock )
- {
- is >> tmp; // start of block
-
- if ( this->isEndTag( tmp, "FastMinKernel" ) )
- {
- b_endOfBlock = true;
- continue;
- }
-
- tmp = this->removeStartTag ( tmp );
-
- if ( b_restoreVerbose )
- std::cerr << " currently restore section " << tmp << " in FastMinKernel" << std::endl;
-
- if ( tmp.compare("n") == 0 )
- {
- is >> n;
- is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else if ( tmp.compare("d") == 0 )
- {
- is >> d;
- is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else if ( tmp.compare("noise") == 0 )
- {
- is >> noise;
- is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else if ( tmp.compare("approxScheme") == 0 )
- {
- int approxSchemeInt;
- is >> approxSchemeInt;
- setApproximationScheme(approxSchemeInt);
- is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else if ( tmp.compare("X_sorted") == 0 )
- {
- X_sorted.restore(is,format);
-
- is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else
- {
- std::cerr << "WARNING -- unexpected FastMinKernel object -- " << tmp << " -- for restoration... aborting" << std::endl;
- throw;
- }
- }
- }
- else
- {
- std::cerr << "FastMinKernel::restore -- InStream not initialized - restoring not possible!" << std::endl;
- }
- }
- void FastMinKernel::store ( std::ostream & os, int format ) const
- {
- if (os.good())
- {
- // show starting point
- os << this->createStartTag( "FastMinKernel" ) << std::endl;
-
- os.precision (numeric_limits<double>::digits10 + 1);
- os << this->createStartTag( "n" ) << std::endl;
- os << n << std::endl;
- os << this->createEndTag( "n" ) << std::endl;
-
-
- os << this->createStartTag( "d" ) << std::endl;
- os << d << std::endl;
- os << this->createEndTag( "d" ) << std::endl;
-
- os << this->createStartTag( "noise" ) << std::endl;
- os << noise << std::endl;
- os << this->createEndTag( "noise" ) << std::endl;
-
- os << this->createStartTag( "approxScheme" ) << std::endl;
- os << approxScheme << std::endl;
- os << this->createEndTag( "approxScheme" ) << std::endl;
-
- os << this->createStartTag( "X_sorted" ) << std::endl;
- //store the underlying data
- X_sorted.store(os, format);
- os << this->createEndTag( "X_sorted" ) << std::endl;
-
-
- // done
- os << this->createEndTag( "FastMinKernel" ) << std::endl;
- }
- else
- {
- std::cerr << "OutStream not initialized - storing not possible!" << std::endl;
- }
- }
- void FastMinKernel::clear ()
- {
- std::cerr << "FastMinKernel clear-function called" << std::endl;
- }
- ///////////////////// INTERFACE ONLINE LEARNABLE /////////////////////
- // interface specific methods for incremental extensions
- ///////////////////// INTERFACE ONLINE LEARNABLE /////////////////////
- void FastMinKernel::addExample( const NICE::SparseVector * example,
- const double & label,
- const bool & performOptimizationAfterIncrement
- )
- {
- // no parameterized function was given - use default
- this->addExample ( example );
- }
- void FastMinKernel::addMultipleExamples( const std::vector< const NICE::SparseVector * > & newExamples,
- const NICE::Vector & newLabels,
- const bool & performOptimizationAfterIncrement
- )
- {
- // no parameterized function was given - use default
- this->addMultipleExamples ( newExamples );
- }
- void FastMinKernel::addExample( const NICE::SparseVector * example,
- const NICE::ParameterizedFunction *pf
- )
- {
- X_sorted.add_feature( *example, pf );
- n++;
- }
- void FastMinKernel::addMultipleExamples( const std::vector< const NICE::SparseVector * > & newExamples,
- const NICE::ParameterizedFunction *pf
- )
- {
- for ( std::vector< const NICE::SparseVector * >::const_iterator exIt = newExamples.begin();
- exIt != newExamples.end();
- exIt++ )
- {
- X_sorted.add_feature( **exIt, pf );
- n++;
- }
- }
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