SHOGUN  4.1.0
所有成员列表 | Public 成员函数 | Public 属性 | Protected 成员函数 | Protected 属性
CGMNPLib类 参考

详细描述

class GMNPLib Library of solvers for Generalized Minimal Norm Problem (GMNP).

Generalized Minimal Norm Problem to solve is

min 0.5*alpha'*H*alpha + c'*alpha

subject to sum(alpha) = 1, alpha(i) >= 0

H [dim x dim] is symmetric positive definite matrix. c [dim x 1] is an arbitrary vector.

The precision of the found solution is given by the parameters tmax, tolabs and tolrel which define the stopping conditions:

UB-LB <= tolabs -> exit_flag = 1 Abs. tolerance. UB-LB <= UB*tolrel -> exit_flag = 2 Relative tolerance. LB > th -> exit_flag = 3 Threshold on lower bound. t >= tmax -> exit_flag = 0 Number of iterations.

UB ... Upper bound on the optimal solution. LB ... Lower bound on the optimal solution. t ... Number of iterations. History ... Value of LB and UB wrt. number of iterations.

The following algorithms are implemented: ..............................................

在文件 GMNPLib.h64 行定义.

类 CGMNPLib 继承关系图:
Inheritance graph
[图例]

Public 成员函数

 CGMNPLib ()
 
 CGMNPLib (float64_t *vector_y, CKernel *kernel, int32_t num_data, int32_t num_virtual_data, int32_t num_classes, float64_t reg_const)
 
virtual ~CGMNPLib ()
 
int8_t gmnp_imdm (float64_t *vector_c, int32_t dim, int32_t tmax, float64_t tolabs, float64_t tolrel, float64_t th, float64_t *alpha, int32_t *ptr_t, float64_t **ptr_History, int32_t verb)
 
void get_indices2 (int32_t *index, int32_t *c, int32_t i)
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter())
 
DynArray< TParameter * > * load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="")
 
DynArray< TParameter * > * load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="")
 
void map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos)
 
void set_global_io (SGIO *io)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObjectclone ()
 

Public 属性

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
ParameterMapm_parameter_map
 
uint32_t m_hash
 

Protected 成员函数

float64_tget_kernel_col (int32_t a)
 
float64_tget_col (int32_t a, int32_t b)
 
float64_t kernel_fce (int32_t a, int32_t b)
 
virtual const char * get_name () const
 
virtual TParametermigrate (DynArray< TParameter * > *param_base, const SGParamInfo *target)
 
virtual void one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL)
 
virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 

Protected 属性

float64_tdiag_H
 
float64_t ** kernel_columns
 
float64_tcache_index
 
int32_t first_kernel_inx
 
int64_t Cache_Size
 
int32_t m_num_data
 
float64_t m_reg_const
 
float64_tm_vector_y
 
CKernelm_kernel
 
int32_t first_virt_inx
 
float64_tvirt_columns [3]
 
int32_t m_num_virt_data
 
int32_t m_num_classes
 

构造及析构函数说明

CGMNPLib ( )

default constructor

在文件 GMNPLib.cpp80 行定义.

CGMNPLib ( float64_t vector_y,
CKernel kernel,
int32_t  num_data,
int32_t  num_virtual_data,
int32_t  num_classes,
float64_t  reg_const 
)

constructor

参数
vector_yvector y
kernelkernel
num_datanumber of data
num_virtual_datanumber of virtual data
num_classesnumber of classes
reg_constreg const

在文件 GMNPLib.cpp100 行定义.

~CGMNPLib ( )
virtual

在文件 GMNPLib.cpp143 行定义.

成员函数说明

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

参数
dictdictionary of parameters to be built.

在文件 SGObject.cpp1244 行定义.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

返回
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp1361 行定义.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.cpp200 行定义.

bool equals ( CSGObject other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

参数
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
返回
true if all parameters were equal, false if not

在文件 SGObject.cpp1265 行定义.

float64_t * get_col ( int32_t  a,
int32_t  b 
)
protected

get col

参数
aa
bb
返回
col at a, b

在文件 GMNPLib.cpp212 行定义.

SGIO * get_global_io ( )
inherited

get the io object

返回
io object

在文件 SGObject.cpp237 行定义.

Parallel * get_global_parallel ( )
inherited

get the parallel object

返回
parallel object

在文件 SGObject.cpp279 行定义.

Version * get_global_version ( )
inherited

get the version object

返回
version object

在文件 SGObject.cpp292 行定义.

void get_indices2 ( int32_t *  index,
int32_t *  c,
int32_t  i 
)

get indices2

参数
indexindex
cc
ii

在文件 GMNPLib.cpp194 行定义.

float64_t * get_kernel_col ( int32_t  a)
protected

get kernel col

参数
aa
返回
col at a

在文件 GMNPLib.cpp161 行定义.

SGStringList< char > get_modelsel_names ( )
inherited
返回
vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp1136 行定义.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数
param_namename of the parameter
返回
description of the parameter

在文件 SGObject.cpp1160 行定义.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

参数
param_namename of model selection parameter
返回
index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp1173 行定义.

virtual const char* get_name ( ) const
protectedvirtual
返回
object name

实现了 CSGObject.

在文件 GMNPLib.h138 行定义.

int8_t gmnp_imdm ( float64_t vector_c,
int32_t  dim,
int32_t  tmax,
float64_t  tolabs,
float64_t  tolrel,
float64_t  th,
float64_t alpha,
int32_t *  ptr_t,
float64_t **  ptr_History,
int32_t  verb 
)

GMNP solver based on improved MDM algorithm 1.

Search strategy: u determined by common rule and v is optimized.

Usage: exitflag = gmnp_imdm( &get_col, diag_H, vector_c, dim,

tmax, tolabs, tolrel, th, &alpha, &t, &History );

在文件 GMNPLib.cpp260 行定义.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数
genericset to the type of the generic if returning TRUE
返回
TRUE if a class template.

在文件 SGObject.cpp298 行定义.

float64_t kernel_fce ( int32_t  a,
int32_t  b 
)
protected

kernel fce

参数
aa
bb
返回
something floaty

在文件 GMNPLib.cpp477 行定义.

DynArray< TParameter * > * load_all_file_parameters ( int32_t  file_version,
int32_t  current_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)

参数
file_versionparameter version of the file
current_versionversion from which mapping begins (you want to use Version::get_version_parameter() for this in most cases)
filefile to load from
prefixprefix for members
返回
(sorted) array of created TParameter instances with file data

在文件 SGObject.cpp705 行定义.

DynArray< TParameter * > * load_file_parameters ( const SGParamInfo param_info,
int32_t  file_version,
CSerializableFile file,
const char *  prefix = "" 
)
inherited

loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned

参数
param_infoinformation of parameter
file_versionparameter version of the file, must be <= provided parameter version
filefile to load from
prefixprefix for members
返回
new array with TParameter instances with the attached data

在文件 SGObject.cpp546 行定义.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数
filewhere to load from
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp375 行定义.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

异常
ShogunExceptionwill be thrown if an error occurs.

CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.

在文件 SGObject.cpp1063 行定义.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

异常
ShogunExceptionwill be thrown if an error occurs.

CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp1058 行定义.

void map_parameters ( DynArray< TParameter * > *  param_base,
int32_t &  base_version,
DynArray< const SGParamInfo * > *  target_param_infos 
)
inherited

Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match

参数
param_baseset of TParameter instances that are mapped to the provided target parameter infos
base_versionversion of the parameter base
target_param_infosset of SGParamInfo instances that specify the target parameter base

在文件 SGObject.cpp743 行定义.

TParameter * migrate ( DynArray< TParameter * > *  param_base,
const SGParamInfo target 
)
protectedvirtualinherited

creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.

If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass

参数
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
返回
a new TParameter instance with migrated data from the base of the type which is specified by the target parameter

在文件 SGObject.cpp950 行定义.

void one_to_one_migration_prepare ( DynArray< TParameter * > *  param_base,
const SGParamInfo target,
TParameter *&  replacement,
TParameter *&  to_migrate,
char *  old_name = NULL 
)
protectedvirtualinherited

This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)

参数
param_baseset of TParameter instances to use for migration
targetparameter info for the resulting TParameter
replacement(used as output) here the TParameter instance which is returned by migration is created into
to_migratethe only source that is used for migration
old_namewith this parameter, a name change may be specified

在文件 SGObject.cpp890 行定义.

bool parameter_hash_changed ( )
virtualinherited
返回
whether parameter combination has changed since last update

在文件 SGObject.cpp264 行定义.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp1112 行定义.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

参数
prefixprefix for members

在文件 SGObject.cpp310 行定义.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "",
int32_t  param_version = Version::get_version_parameter() 
)
virtualinherited

Save this object to file.

参数
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
param_version(optional) a parameter version different to (this is mainly for testing, better do not use)
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp316 行定义.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

异常
ShogunExceptionwill be thrown if an error occurs.

CKernel 重载.

在文件 SGObject.cpp1073 行定义.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

异常
ShogunExceptionwill be thrown if an error occurs.

CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp1068 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp42 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp47 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp52 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp57 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp62 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp67 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp72 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp77 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp82 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp87 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp92 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp97 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp102 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp107 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp112 行定义.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO io)
inherited

set the io object

参数
ioio object to use

在文件 SGObject.cpp230 行定义.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

参数
parallelparallel object to use

在文件 SGObject.cpp243 行定义.

void set_global_version ( Version version)
inherited

set the version object

参数
versionversion object to use

在文件 SGObject.cpp285 行定义.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

CGaussianKernel 重载.

在文件 SGObject.cpp194 行定义.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

在文件 SGObject.cpp305 行定义.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

在文件 SGObject.cpp250 行定义.

类成员变量说明

float64_t* cache_index
protected

cache index

在文件 GMNPLib.h146 行定义.

int64_t Cache_Size
protected

cache size

在文件 GMNPLib.h150 行定义.

float64_t* diag_H
protected

diag H

在文件 GMNPLib.h142 行定义.

int32_t first_kernel_inx
protected

first kernel inx

在文件 GMNPLib.h148 行定义.

int32_t first_virt_inx
protected

index of first used column

在文件 GMNPLib.h161 行定义.

SGIO* io
inherited

io

在文件 SGObject.h496 行定义.

float64_t** kernel_columns
protected

kernel columns

在文件 GMNPLib.h144 行定义.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

在文件 SGObject.h511 行定义.

uint32_t m_hash
inherited

Hash of parameter values

在文件 SGObject.h517 行定义.

CKernel* m_kernel
protected

kernel

在文件 GMNPLib.h158 行定义.

Parameter* m_model_selection_parameters
inherited

model selection parameters

在文件 SGObject.h508 行定义.

int32_t m_num_classes
protected

number of classes

在文件 GMNPLib.h167 行定义.

int32_t m_num_data
protected

num data

在文件 GMNPLib.h152 行定义.

int32_t m_num_virt_data
protected

number of virt data

在文件 GMNPLib.h165 行定义.

ParameterMap* m_parameter_map
inherited

map for different parameter versions

在文件 SGObject.h514 行定义.

Parameter* m_parameters
inherited

parameters

在文件 SGObject.h505 行定义.

float64_t m_reg_const
protected

reg const

在文件 GMNPLib.h154 行定义.

float64_t* m_vector_y
protected

vectory

在文件 GMNPLib.h156 行定义.

Parallel* parallel
inherited

parallel

在文件 SGObject.h499 行定义.

Version* version
inherited

version

在文件 SGObject.h502 行定义.

float64_t* virt_columns[3]
protected

cache for three columns

在文件 GMNPLib.h163 行定义.


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