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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->ui_d = 0;
- this->ui_n = 0;
- this->d_noise = 1.0;
- this->approxScheme = MEDIAN;
- this->b_verbose = false;
- this->setDebug(false);
- }
- FastMinKernel::FastMinKernel( const std::vector<std::vector<double> > & _X,
- const double _noise,
- const bool _debug,
- const uint & _dim
- )
- {
- this->setDebug(_debug);
- this->X_sorted.set_features( _X, _dim);
- this->ui_d = this->X_sorted.get_d();
- this->ui_n = this->X_sorted.get_n();
- this->d_noise = _noise;
- this->approxScheme = MEDIAN;
- this->b_verbose = false;
- }
- #ifdef NICE_USELIB_MATIO
- FastMinKernel::FastMinKernel ( const sparse_t & _X,
- const double _noise,
- const std::map<uint, uint> & _examples,
- const bool _debug,
- const uint & _dim
- ) : X_sorted( _X, _examples, _dim )
- {
- this->ui_d = this->X_sorted.get_d();
- this->ui_n = this->X_sorted.get_n();
- this->d_noise = _noise;
- this->approxScheme = MEDIAN;
- this->b_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 uint & _dim)
- {
- this->setDebug(_debug);
- this->X_sorted.set_features( _X, _dimensionsOverExamples, _dim);
- this->ui_d = this->X_sorted.get_d();
- this->ui_n = this->X_sorted.get_n();
- this->d_noise = _noise;
- this->approxScheme = MEDIAN;
- this->b_verbose = false;
- }
- FastMinKernel::~FastMinKernel()
- {
- }
- ///////////////////// ///////////////////// /////////////////////
- // GET / SET
- // INCLUDING ACCESS OPERATORS
- ///////////////////// ///////////////////// ////////////////////
- uint FastMinKernel::get_n() const
- {
- return this->ui_n;
- }
- uint FastMinKernel::get_d() const
- {
- return this->ui_d;
- }
- double FastMinKernel::getSparsityRatio() const
- {
- return this->X_sorted.computeSparsityRatio();
- }
- void FastMinKernel::setVerbose( const bool & _verbose)
- {
- this->b_verbose = _verbose;
- }
- bool FastMinKernel::getVerbose( ) const
- {
- return this->b_verbose;
- }
- void FastMinKernel::setDebug( const bool & _debug)
- {
- this->b_debug = _debug;
- this->X_sorted.setDebug( _debug );
- }
- bool FastMinKernel::getDebug( ) const
- {
- return this->b_debug;
- }
- ///////////////////// ///////////////////// /////////////////////
- // CLASSIFIER STUFF
- ///////////////////// ///////////////////// /////////////////////
- void FastMinKernel::applyFunctionToFeatureMatrix ( const NICE::ParameterizedFunction *_pf)
- {
- this->X_sorted.applyFunctionToFeatureMatrix( _pf );
- }
- void FastMinKernel::hik_prepare_alpha_multiplications(const NICE::Vector & _alpha,
- NICE::VVector & _A,
- NICE::VVector & _B) const
- {
- // //debug
- // std::cerr << "alpha: " << _alpha << std::endl;
- _A.resize( this->ui_d );
- _B.resize( this->ui_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 (uint i = 0; i < this->ui_d; i++)
- {
- uint numNonZero = this->X_sorted.getNumberOfNonZeroElementsPerDimension(i);
- _A[i].resize( numNonZero );
- _B[i].resize( numNonZero );
- }
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- double alpha_sum = 0.0;
- double alpha_times_x_sum = 0.0;
- //////////
- // loop through all elements in sorted order
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->X_sorted.getFeatureValues(dim).nonzeroElements();
- uint cntNonzeroFeat = 0;
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin();
- i != nonzeroElements.end();
- i++, cntNonzeroFeat++ )
- {
- const SortedVectorSparse<double>::dataelement & de = i->second;
- // index of the feature
- int index = de.first;
- // element of the feature
- double elem = de.second;
- alpha_times_x_sum += _alpha[index] * elem;
- alpha_sum += _alpha[index];
- _A[dim][cntNonzeroFeat] = alpha_times_x_sum;
- _B[dim][cntNonzeroFeat] = alpha_sum;
- }
- }
- }
- 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->getNumberOfBins();
- double * prototypes;
- prototypes = new double [ hmax * this->ui_d ];
- double * p_prototypes;
- p_prototypes = prototypes;
- // compute all prototypes to compare against lateron
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- for ( uint i = 0 ; i < hmax ; i++ )
- {
- if ( _pf != NULL )
- {
- *p_prototypes = _pf->f ( dim, _q->getPrototype( i, dim ) );
- } else
- {
- *p_prototypes = _q->getPrototype( i, dim );
- }
- p_prototypes++;
- }
- }
- // allocate memory for LUT T
- double *Tlookup = new double [ hmax * this->ui_d ];
- // start the actual computation of T
- for ( uint dim = 0; dim < this->ui_d; dim++ )
- {
- // nz == nrZeroIndices
- uint nz = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- // nnz == nrNonZeroIndices
- uint nnz = this->ui_n-nz;
- if ( nz == this->ui_n )
- {
- double * itT = Tlookup + dim*hmax;
- for ( uint idxProto = 0; idxProto < hmax; idxProto++, itT++ )
- {
- *itT = 0;
- }
- continue;
- }
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->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 indexElem = 0;
- // element of the feature
- double elem = i->first;
- // 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!!!
- uint idxProtoElem = _q->quantize ( elem, dim );// denotes the bin number in dim i of a quantized example, previously termed qBin
- uint idxProto;
- double * itProtoVal = prototypes + dim*hmax;
- double * itT = Tlookup + dim*hmax;
- // special case 1:
- // loop over all prototypes smaller then the smallest quantized example in this dimension
- for ( idxProto = 0;
- idxProto < idxProtoElem;
- idxProto++, itProtoVal++, itT++
- ) // idxProto previously j
- {
- // current prototype is smaller than all known examples
- // -> resulting value = fval * sum_l=1^n alpha_l
- (*itT) = (*itProtoVal) * ( _B[ dim ][ nnz-1 ] );
- }//for-loop over prototypes -- special case 1
- // standard case: prototypes larger then the smallest element, but smaller then the largest one in the corrent dimension
- for ( ; idxProto < hmax; idxProto++, itProtoVal++, itT++)
- {
- //move to next example, which is smaller then the current prototype after quantization
- // pay attentation to not loop over the number of non-zero elements
- while ( (idxProto >= idxProtoElem) && ( indexElem < ( nnz - 1) ) ) //(this->ui_n-1-nrZeroIndices)) )
- {
- indexElem++;
- iPredecessor = i;
- i++;
- // only quantize if value changed
- if ( i->first != iPredecessor->first )
- {
- idxProtoElem = _q->quantize ( i->first, dim );
- }
- }
- // did we looped over the largest element in this dimension?
- if ( indexElem==( nnz-1 ) )
- {
- break;
- }
- (*itT) = _A[ dim ][ indexElem-1 ] + (*itProtoVal)*( _B[ dim ][ nnz-1 ] - _B[ dim ][ indexElem-1 ] );
- }//for-loop over prototypes -- standard case
- // special case 2:
- // the current prototype is equal to or larger than the largest training example in this dimension
- // -> the term B[ dim ][ nnz-1 ] - B[ dim ][ indexElem ] is equal to zero and vanishes, which is logical, since all elements are smaller than the remaining prototypes!
- for ( ; idxProto < hmax; idxProto++, itProtoVal++, itT++)
- {
- (*itT) = _A[ dim ][ indexElem ];
- }//for-loop over prototypes -- special case 2
- // for (uint j = 0; j < hmax; j++)
- // {
- // double fval = prototypes[ dim*hmax + j ];
- // double t;
- // if ( (index == 0) && (j < idxProtoElem) ) {
- // // current element is smaller than everything else
- // // resulting value = fval * sum_l=1^n alpha_l
- // t = fval*( _B[dim][this->ui_n-1 - nrZeroIndices] );
- // } else {
- // // move to next example, if necessary
- // while ( (j >= idxProtoElem) && ( index < (this->ui_n-1-nrZeroIndices)) )
- // {
- // index++;
- // iPredecessor = i;
- // i++;
- // if ( i->first != iPredecessor->first )
- // idxProtoElem = _q->quantize ( i->first, dim );
- // }
- // // 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 positive! -
- // // If not, ask whether the current feature is greater than zero. If so, subtract the nrZeroIndices, if not do not
- // if ( (j >= idxProtoElem) && ( index==(this->ui_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->ui_n-1-nrZeroIndices] - _B[dim][index] );
- // } else {
- // // standard case
- // t = _A[dim][index-1] + fval*( _B[dim][this->ui_n-1-nrZeroIndices] - _B[dim][index-1] );
- // }
- // }
- // Tlookup[ dim*hmax + j ] = t;
- // }
- }//for-loop over dimensions
- // clean-up prototypes
- 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->getNumberOfBins();
- // store (transformed) prototypes
- double * prototypes = new double [ hmax * this->ui_d ];
- double * p_prototypes = prototypes;
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- for ( uint i = 0 ; i < hmax ; i++ )
- {
- if ( _pf != NULL )
- {
- *p_prototypes = _pf->f ( dim, _q->getPrototype( i, dim ) );
- } else
- {
- *p_prototypes = _q->getPrototype( i, dim );
- }
- p_prototypes++;
- }
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->ui_d ];
- // sizeOfLUT = hmax * this->d;
- // loop through all dimensions
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->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
- uint index = 0;
- // we use the quantization of the original features! Nevetheless, the resulting lookupTable is computed using the transformed ones
- uint qBin = _q->quantize ( i->first, dim );
- 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[ dim*hmax + 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] );
- t = fval*alphaSumTotalInDim;
- } else {
- // move to next example, if necessary
- while ( (j >= qBin) && ( index < (this->ui_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, dim );
- }
- // 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 >= qBin) && ( index==(this->ui_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 uint & _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->getNumberOfBins();
- // store (transformed) prototypes
- double * prototypes = new double [ hmax * this->ui_d ];
- double * p_prototypes = prototypes;
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- for ( uint i = 0 ; i < hmax ; i++ )
- {
- if ( _pf != NULL )
- {
- *p_prototypes = _pf->f ( dim, _q->getPrototype( i, dim ) );
- } else
- {
- *p_prototypes = _q->getPrototype( i, dim );
- }
- p_prototypes++;
- }
- }
- double diffOfAlpha(_alphaNew - _alphaOld);
- // loop through all dimensions
- for ( uint dim = 0; dim < this->ui_d; dim++ )
- {
- double x_i ( (this->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;
- uint q_bin = _q->quantize( x_i, dim );
- if ( q_bin > j )
- fval = prototypes[ dim*hmax + 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( this->ui_n );
- _beta.set(0.0);
- // runtime is O(n*d), we do no benefit from an additional lookup table here
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- // -- efficient sparse solution
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->X_sorted.getFeatureValues(dim).nonzeroElements();
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all values are zero in this dimension :) and we can simply ignore the feature
- continue;
- }
- uint 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 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 ( dim >= _B.size() )
- fthrow(Exception, "dim exceeds B.size: " << dim << " " << _B.size() );
- if ( _B[dim].size() == 0 )
- fthrow(Exception, "B[dim] is empty");
- if ( (this->ui_n-1-nrZeroIndices < 0) || ((uint)(this->ui_n-1-nrZeroIndices) >= _B[dim].size() ) )
- fthrow(Exception, "n-1-nrZeroIndices is invalid: " << this->ui_n << " " << nrZeroIndices << " " << _B[dim].size() << " d: " << this->ui_d);
- if ( inversePosition < 0 || (uint)inversePosition >= _B[dim].size() )
- fthrow(Exception, "inverse position is invalid: " << inversePosition << " " << _B[dim].size() );
- double secondPart( _B[dim][this->ui_n-1-nrZeroIndices] - _B[dim][inversePosition]);
- _beta[feat] += firstPart + fval * secondPart; // i->elementpointer->dataElement->Value
- }
- }
- // The following code simply adds noise * alpha to the result
- // to calculate the multiplication with the regularized kernel matrix.
- //
- // Do we really want to considere noisy labels?
- // Yes, otherwise this would be not consistent with solveLin etc.
- for (uint feat = 0; feat < this->ui_n; feat++)
- {
- _beta[feat] += this->d_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( this->ui_n );
- _beta.set(0.0);
- // runtime is O(n*d), we do no benefit from an additional lookup table here
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- // -- efficient sparse solution
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->X_sorted.getFeatureValues(dim).nonzeroElements();
- uint 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, dim );
- _beta[feat] += _Tlookup[dim*_q->getNumberOfBins() + qBin];
- }
- }
- // comment about the following noise integration, see hik_kernel_multiply
- for (uint feat = 0; feat < this->ui_n; feat++)
- {
- _beta[feat] += this->d_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++)
- {
- uint dim = i->first;
- double fval = i->second;
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all features are zero and let us ignore it completely
- continue;
- }
- uint 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
- this->X_sorted.findFirstLargerInDimension(dim, fval, position);
- bool posIsZero ( position == 0 );
- if ( !posIsZero )
- {
- 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 ( !posIsZero && ((position-nrZeroIndices) < this->ui_n) )
- {
- 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][this->ui_n-1-nrZeroIndices]);
- //TODO in the "overnext" line there occurs the following error
- // Invalid read of size 8
- if ( !posIsZero && (position >= nrZeroIndices) )
- {
- 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;
- uint dim ( 0 );
- for (NICE::Vector::const_iterator i = _xstar.begin(); i != _xstar.end(); i++, dim++)
- {
- double fval = *i;
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all features are zero and let us ignore it completely
- continue;
- }
- uint 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
- this->X_sorted.findFirstLargerInDimension(dim, fval, position);
- bool posIsZero ( position == 0 );
- if ( !posIsZero )
- {
- position--;
- }
- //sum_{l \in L_k} \alpha_l x^l_k
- double firstPart(0.0);
- if ( !posIsZero && ((position-nrZeroIndices) < this->ui_n) )
- {
- firstPart = (_A[dim][position-nrZeroIndices]);
- }
- // sum_{u \in U_k} alpha_u
- double secondPart( _B[dim][this->ui_n-1-nrZeroIndices] );
- if ( !posIsZero && (position >= nrZeroIndices) )
- {
- 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 ( _xstar.size() != this->ui_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 ( uint dim = 0; dim < this->ui_d; dim++)
- {
- double v = _xstar[dim];
- uint qBin = _q->quantize( v, dim );
- _beta += _Tlookup[dim*_q->getNumberOfBins() + 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++ )
- {
- uint dim = i->first;
- double v = i->second;
- uint qBin = _q->quantize( v, dim );
- _beta += _Tlookup[dim*_q->getNumberOfBins() + qBin];
- }
- }
- double *FastMinKernel::solveLin(const NICE::Vector & _y,
- NICE::Vector & _alpha,
- const Quantization * _q,
- const ParameterizedFunction *_pf,
- const bool & _useRandomSubsets,
- uint _maxIterations,
- const uint & _sizeOfRandomSubset,
- double _minDelta,
- bool _timeAnalysis
- ) const
- {
- // note: this is the optimization done in Wu10_AFD and a
- // random version of it. In normal cases, IKM* should be
- // used together with your iterative solver of choice
- //
- uint sizeOfRandomSubset(_sizeOfRandomSubset);
- bool verboseMinimal ( false );
- // number of quantization bins
- uint hmax = _q->getNumberOfBins();
- NICE::Vector diagonalElements(_y.size(),0.0);
- this->X_sorted.hikDiagonalElements(diagonalElements);
- diagonalElements += this->d_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 of the alpha vector
- if (_alpha.size() != _y.size())
- {
- _alpha.resize( _y.size() );
- }
- _alpha.set(0.0);
- // initialize the lookup table
- double *Tlookup = new double [ hmax * this->ui_d ];
- if ( (hmax*this->ui_d) <= 0 )
- return Tlookup;
- memset(Tlookup, 0, sizeof(Tlookup[0])*hmax*this->ui_d);
- uint iter;
- Timer t;
- if ( _timeAnalysis )
- t.start();
- if (_useRandomSubsets)
- {
- // FIXME: this code looks bogus, since we only iterate over a random
- // permutation of the training examples (several random subsets), without
- // during anything particular between batches
- std::vector<uint> indices( _y.size() );
- for (uint i = 0; i < _y.size(); i++)
- indices[i] = i;
- if (sizeOfRandomSubset <= 0)
- sizeOfRandomSubset = _y.size();
- if (sizeOfRandomSubset > _y.size())
- sizeOfRandomSubset = _y.size();
- for ( iter = 1; iter <= _maxIterations; iter++ )
- {
- NICE::Vector perm;
- this->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();
- std::cerr << "SimpleGradientDescent: TIME " << t.getSum() << " " << res << " " << resMax << std::endl;
- t.start();
- }
- for ( uint i = 0; i < sizeOfRandomSubset; i++)
- {
- pseudoResidual(perm[i]) = -_y(perm[i]) + (this->d_noise * _alpha(perm[i]));
- for (uint j = 0; j < this->ui_d; j++)
- {
- x_i = this->X_sorted(j,perm[i]);
- pseudoResidual(perm[i]) += Tlookup[j*hmax + _q->quantize( x_i, j )];
- }
- //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 ( this->b_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 ( this->b_verbose )
- cerr << "FastMinKernel::solveLin: small delta" << endl;
- break;
- }
- }
- }
- else //don't use random subsets
- {
- // this is the standard coordinate descent optimization
- // in each of the elements in alpha
- for ( iter = 1; iter <= _maxIterations; iter++ )
- {
- for ( uint i = 0; i < _y.size(); i++ )
- {
- pseudoResidual(i) = -_y(i) + (this->d_noise* _alpha(i));
- for (uint j = 0; j < this->ui_d; j++)
- {
- x_i = this->X_sorted(j,i);
- pseudoResidual(i) += Tlookup[j*hmax + _q->quantize( x_i, j )];
- }
- //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 ( this->b_verbose ) {
- std::cerr << "FastMinKernel::solveLin: iteration " << iter << " / " << _maxIterations << std::endl;
- std::cerr << "FastMinKernel::solveLin: delta = " << delta << std::endl;
- std::cerr << "FastMinKernel::solveLin: pseudo residual = " << pseudoResidual.scalarProduct(pseudoResidual) << std::endl;
- }
- if ( delta < _minDelta )
- {
- if ( this->b_verbose )
- std::cerr << "FastMinKernel::solveLin: small delta" << std::endl;
- break;
- }
- }
- }
- if (verboseMinimal)
- std::cerr << "FastMinKernel::solveLin -- needed " << iter << " iterations" << std::endl;
- return Tlookup;
- }
- void FastMinKernel::randomPermutation(NICE::Vector & _permutation,
- const std::vector<uint> & _oldIndices,
- const uint & _newSize
- ) const
- {
- std::vector<uint> indices(_oldIndices);
- const uint oldSize = _oldIndices.size();
- uint resultingSize (std::min( oldSize, _newSize) );
- _permutation.resize(resultingSize);
- for ( uint i = 0; i < resultingSize; i++)
- {
- uint newIndex(rand() % indices.size());
- _permutation[i] = indices[newIndex ];
- indices.erase(indices.begin() + newIndex);
- }
- }
- double FastMinKernel::getFrobNormApprox()
- {
- double frobNormApprox(0.0);
- switch (this->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 ( uint i = 0; i < this->ui_d; i++ )
- {
- double median = this->X_sorted.getFeatureValues(i).getMedian();
- frobNormApprox += median;
- }
- frobNormApprox = fabs(frobNormApprox) * this->ui_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 ( uint i = 0; i < this->ui_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 *= (this->ui_n * ( this->ui_n - 1 ));
- 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:
- {
- this->approxScheme = MEDIAN;
- break;
- }
- case 1:
- {
- this->approxScheme = EXPECTATION;
- break;
- }
- default:
- {
- this->approxScheme = MEDIAN;
- break;
- }
- }
- }
- void FastMinKernel::hikPrepareKVNApproximation(NICE::VVector & _A) const
- {
- _A.resize( this->ui_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 ( uint i = 0; i < this->ui_d; i++ )
- {
- uint numNonZero = this->X_sorted.getNumberOfNonZeroElementsPerDimension(i);
- _A[i].resize( numNonZero );
- }
- // for more information see hik_prepare_alpha_multiplications
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- double squared_sum(0.0);
- uint cntNonzeroFeat(0);
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->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->getNumberOfBins();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax * this->ui_d ];
- double * p_prototypes = prototypes;
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- for ( uint i = 0 ; i < hmax ; i++ )
- {
- if ( _pf != NULL )
- {
- *p_prototypes = _pf->f ( dim, _q->getPrototype( i, dim ) );
- } else
- {
- *p_prototypes = _q->getPrototype( i, dim );
- }
- p_prototypes++;
- }
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->ui_d ];
- // loop through all dimensions
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->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
- uint 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!!!
- uint qBin = _q->quantize ( i->first, dim );
- // the next loop is linear in max(hmax, n)
- // REMARK: this could be changed to hmax*log(n), when
- // we use binary search
- //FIXME we should do this!
- for (uint j = 0; j < hmax; j++)
- {
- double fval = prototypes[ dim*hmax + 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 ) * (this->ui_n-nrZeroIndices-index);
- } else {
- // move to next example, if necessary
- while ( (j >= qBin) && ( index < (this->ui_n-nrZeroIndices)) )
- {
- index++;
- iPredecessor = i;
- i++;
- if ( i->first != iPredecessor->first )
- qBin = _q->quantize ( i->first, dim );
- }
- // 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 >= qBin) && ( index==(this->ui_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 ) * (this->ui_n-nrZeroIndices-(index) );
- }
- }
- 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->getNumberOfBins();
- // store (transformed) prototypes
- double *prototypes = new double [ hmax * this->ui_d ];
- double * p_prototypes = prototypes;
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- for ( uint i = 0 ; i < hmax ; i++ )
- {
- if ( _pf != NULL )
- {
- *p_prototypes = _pf->f ( dim, _q->getPrototype( i, dim ) );
- } else
- {
- *p_prototypes = _q->getPrototype( i, dim );
- }
- p_prototypes++;
- }
- }
- // creating the lookup table as pure C, which might be beneficial
- // for fast evaluation
- double *Tlookup = new double [ hmax * this->ui_d ];
- // loop through all dimensions
- for (uint dim = 0; dim < this->ui_d; dim++)
- {
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n )
- continue;
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->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
- uint index = 0;
- // we use the quantization of the original features! Nevetheless, the resulting lookupTable is computed using the transformed ones
- uint qBin = _q->quantize ( i->first, dim );
- double sum(0.0);
- for (uint j = 0; j < hmax; j++)
- {
- double fval = prototypes[ dim*hmax + 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 ) * (this->ui_n-nrZeroIndices-index);
- } else {
- // move to next example, if necessary
- while ( (j >= qBin) && ( index < (this->ui_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, dim );
- }
- // 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->ui_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 ) * (this->ui_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++)
- {
- uint dim = i->first;
- double fval = i->second;
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
- uint 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
- this->X_sorted.findFirstLargerInDimension(dim, fval, position);
- bool posIsZero ( position == 0 );
- if ( !posIsZero )
- {
- position--;
- }
- double firstPart(0.0);
- if ( !posIsZero && ((position-nrZeroIndices) < this->ui_n) )
- {
- firstPart = (_A[dim][position-nrZeroIndices]);
- }
- //default value: x_d^* is smaller than every non-zero training example
- double secondPart( this->ui_n-nrZeroIndices );
- if ( !posIsZero && (position >= nrZeroIndices) )
- {
- secondPart -= (position-nrZeroIndices);
- }
- if ( _pf != NULL )
- fval = _pf->f ( dim, fval );
- // but apply using the transformed one
- _norm += firstPart + secondPart* pow( fval, 2 );
- }
- }
- 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++ )
- {
- uint 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, dim );
- _norm += _Tlookup[dim*_q->getNumberOfBins() + qBin];
- }
- }
- void FastMinKernel::hikComputeKernelVector ( const NICE::SparseVector& _xstar,
- NICE::Vector & _kstar
- ) const
- {
- //init
- _kstar.resize( this->ui_n );
- _kstar.set(0.0);
- if ( this->b_debug )
- {
- std::cerr << " FastMinKernel::hikComputeKernelVector -- input: " << std::endl;
- _xstar.store( std::cerr);
- }
- //let's start :)
- for (SparseVector::const_iterator i = _xstar.begin(); i != _xstar.end(); i++)
- {
- uint dim = i->first;
- double fval = i->second;
- if ( this->b_debug )
- std::cerr << "dim: " << dim << " fval: " << fval << std::endl;
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
- uint 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
- this->X_sorted.findFirstLargerInDimension(dim, fval, position);
- //position--;
- if ( this->b_debug )
- std::cerr << " position: " << position << std::endl;
- //get the non-zero elements for this dimension
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->X_sorted.getFeatureValues(dim).nonzeroElements();
- //run over the non-zero elements and add the corresponding entries to our kernel vector
- uint count(nrZeroIndices);
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++, count++ )
- {
- uint origIndex(i->second.first); //orig index (i->second.second would be the transformed feature value)
- if ( this->b_debug )
- std::cerr << "i->1.2: " << i->second.first << " origIndex: " << origIndex << " count: " << count << " position: " << position << std::endl;
- 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;
- uint dim ( 0 );
- for (Vector::const_iterator i = _xstar.begin(); i != _xstar.end(); i++, dim++)
- {
- double fval = *i;
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
- uint 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
- this->X_sorted.findFirstLargerInDimension(dim, fval, position);
- bool posIsZero ( position == 0 );
- if ( !posIsZero )
- {
- 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 ( !posIsZero && ((position-nrZeroIndices) < this->ui_n) )
- firstPart = (_A[dim][position-nrZeroIndices]);
- double secondPart( 0.0);
- if ( _pf != NULL )
- fval = _pf->f ( dim, fval );
- fval = fval * fval;
- if ( !posIsZero )
- secondPart = fval * (this->ui_n-nrZeroIndices-(position+1));
- else //if x_d^* is smaller than every non-zero training example
- secondPart = fval * (this->ui_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)
- uint dim ( 0 );
- for ( NICE::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, dim );
- _norm += _Tlookup[dim*_q->getNumberOfBins() + qBin];
- }
- }
- void FastMinKernel::hikComputeKernelVector( const NICE::Vector & _xstar,
- NICE::Vector & _kstar) const
- {
- //init
- _kstar.resize(this->ui_n);
- _kstar.set(0.0);
- //let's start :)
- uint dim ( 0 );
- for (NICE::Vector::const_iterator i = _xstar.begin(); i != _xstar.end(); i++, dim++)
- {
- double fval = *i;
- uint nrZeroIndices = this->X_sorted.getNumberOfZeroElementsPerDimension(dim);
- if ( nrZeroIndices == this->ui_n ) {
- // all features are zero so let us ignore them completely
- continue;
- }
- uint 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
- this->X_sorted.findFirstLargerInDimension(dim, fval, position);
- //position--;
- //get the non-zero elements for this dimension
- const multimap< double, SortedVectorSparse<double>::dataelement> & nonzeroElements = this->X_sorted.getFeatureValues(dim).nonzeroElements();
- //run over the non-zero elements and add the corresponding entries to our kernel vector
- uint count(nrZeroIndices);
- for ( SortedVectorSparse<double>::const_elementpointer i = nonzeroElements.begin(); i != nonzeroElements.end(); i++, count++ )
- {
- uint 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("ui_n") == 0 )
- {
- _is >> this->ui_n;
- _is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else if ( tmp.compare("ui_d") == 0 )
- {
- _is >> this->ui_d;
- _is >> tmp; // end of block
- tmp = this->removeEndTag ( tmp );
- }
- else if ( tmp.compare("d_noise") == 0 )
- {
- _is >> this->d_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 )
- {
- this->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( "ui_n" ) << std::endl;
- _os << this->ui_n << std::endl;
- _os << this->createEndTag( "ui_n" ) << std::endl;
- _os << this->createStartTag( "ui_d" ) << std::endl;
- _os << this->ui_d << std::endl;
- _os << this->createEndTag( "ui_d" ) << std::endl;
- _os << this->createStartTag( "d_noise" ) << std::endl;
- _os << this->d_noise << std::endl;
- _os << this->createEndTag( "d_noise" ) << std::endl;
- _os << this->createStartTag( "approxScheme" ) << std::endl;
- _os << this->approxScheme << std::endl;
- _os << this->createEndTag( "approxScheme" ) << std::endl;
- _os << this->createStartTag( "X_sorted" ) << std::endl;
- //store the underlying data
- this->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
- )
- {
- this->X_sorted.add_feature( *_example, _pf );
- this->ui_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++ )
- {
- this->X_sorted.add_feature( **exIt, _pf );
- this->ui_n++;
- }
- }
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