/usr/include/shogun/classifier/mkl/MKLMulticlassGradient.h is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o644.
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* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or
* (at your option) any later version.
*
* Written (W) 2009 Alexander Binder
* Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
*
* Update to patch 0.10.0 - thanks to Eric aka Yoo (thereisnoknife@gmail.com)
*
*/
#ifndef MKLMulticlassGRADIENT_H_
#define MKLMulticlassGRADIENT_H_
#include <vector>
#include <cmath>
#include <cassert>
#include <shogun/base/SGObject.h>
#include <shogun/classifier/mkl/MKLMulticlassOptimizationBase.h>
namespace shogun
{
/** @brief MKLMulticlassGradient is a helper class for MKLMulticlass.
*
* it solves the corresponding linear problem arising in SIP formulation for
* MKL using a gradient based approach
*/
class MKLMulticlassGradient: public MKLMulticlassOptimizationBase
{
public:
/** Class default Constructor
*
*/
MKLMulticlassGradient();
/** Class default Destructor
*
*/
virtual ~MKLMulticlassGradient();
/** Class Copy Constructor
*
*/
MKLMulticlassGradient(MKLMulticlassGradient & gl);
/** Class Assignment operator
*
*/
MKLMulticlassGradient operator=(MKLMulticlassGradient & gl);
/** initializes solver
*
* @param numkernels2 is the number of kernels
*
*
*/
virtual void setup(const int32_t numkernels2);
/** adds a constraint to the LP arising in L1 MKL based on two parameters
*
* @param normw2 is the vector of \f$ \|w_k \|^2 \f$ for all kernels
* @param sumofpositivealphas is a term depending on alphas, labels and
* biases, see in the function float64_t getsumofsignfreealphas() from
* MKLMulticlass.h, it depends on the formulation of the underlying GMNPSVM.
*
*/
virtual void addconstraint(const ::std::vector<float64_t> & normw2,
const float64_t sumofpositivealphas);
/** computes MKL weights
*
* @param weights2 stores the new weights
*
*/
virtual void computeweights(std::vector<float64_t> & weights2);
/** @return object name */
virtual const char* get_name() const { return "MKLMulticlassGradient"; }
/** sets p-norm parameter for MKL
* @param norm the MKL norm
*/
virtual void set_mkl_norm(float64_t norm);
protected:
/** helper routine for MKL optimization, performs linesearch
*
* @param oldweights - MKL weights to start from
* @param finalbeta - new MKL weights
*
*/
void linesearch2(std::vector<float64_t> & finalbeta,const std::vector<float64_t> & oldweights);
/** helper routine for MKL optimization, computes form manifold coordinates the point on the manifold
*
* @param gammas - manifold coordinates
* @param weights - the point on the manifold
*
*/
void genbetas( ::std::vector<float64_t> & weights ,const ::std::vector<float64_t> & gammas);
/** helper routine for MKL optimization, computes greadient of manifold parametrization for one coordinate
*
* @param gammagradient - gradient
* @param gammas - manifold coordinates
* @param dim - the coordinate for which thegradient is to be computed
*
*/
void gengammagradient( ::std::vector<float64_t> & gammagradient ,const ::std::vector<float64_t> & gammas,const int32_t dim);
/** helper routine for MKL optimization, computes optimization objective for one contraint
*
* @param weights - MKL weights
* @param index - index of constraint
*
*/
float64_t objectives(const ::std::vector<float64_t> & weights, const int32_t index);
/** helper routine for MKL optimization, performs linesearch
*
* @param oldweights - MKL weights to start from
* @param finalbeta - new MKL weights
*
*/
void linesearch(std::vector<float64_t> & finalbeta,const std::vector<float64_t> & oldweights);
protected:
/** stores the number of kernels which acts as a parameter for the LP */
int32_t numkernels;
/** stores normsofsubkernels which is a constraint, normsofsubkernels[i] belongs to the i-th constraint */
::std::vector< ::std::vector<float64_t> > normsofsubkernels;
/** stores the bias type term of constraints, sumsofalphas[i] belongs to the i-th constraint */
::std::vector< float64_t > sumsofalphas ;
/** stores the L^p norm which acts as a parameter for the LP */
float64_t pnorm;
};
}
#endif
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